Orchestra2025-02-24T00:11:06.380470715ZOrchestra schemaSequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). Examples: 723 in field 21 would be mapped int as |21=723|. -723 in field 12 would be mapped int as |12=-723| The following data types are based on int.int field representing the length in bytes. Value must be positive.int field representing the number of entries in a repeating group. Value must be positive.int field representing a message sequence number. Value must be positive.int field representing a field's tag number when using FIX "Tag=Value" syntax. Value must be positive and may not contain leading zeros.int field representing a day during a particular month (values 1 to 31).Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). Note that fields which are derived from float may contain negative values unless explicitly specified otherwise.float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units).float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values.float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative.float field typically representing a Price times a Qtyfloat field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary.Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case-sensitive (i.e. m != M).char field containing one of two values: 'Y' = True/Yes 'N' = False/NoAlpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case-sensitive (i.e. test != Test).string field containing one or more space delimited single character values.string field representing a country using ISO 3166 Country code (2 character) values.string field representing a currency type using ISO 4217 Currency code (3 character) values.string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values.string field representing month of a year. An optional day of the month can be appended or an optional week code. Valid formats: YYYYMM YYYYMMDD YYYYMMWW Valid values: YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5.string field representing Time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYY-MM-DDTHH:MM:SS (whole seconds) or YYYY-MM-DDTHH:MM:SS.sss (milliseconds) format, colons, dash, and period required. Valid values: * YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second) (without milliseconds). * YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds). Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "1998-12-31T23:59:59", "1998-12-31T23:59:60", "1999-01-01T00:00:00".string field representing Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format, colons, and period required. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values: HH = 00-23, MM = 00-60 (60 only if UTC leap second), SS = 00-59. (without milliseconds) HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds).string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYYMMDD format. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31.string field representing a Date of Local Market (as opposed to UTC) in YYYYMMDD format. This is the "normal" date field used by the FIX Protocol. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. Raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH". Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.Unique identifier of [Advertisement &lt;35=7&gt;](msg:7) message. Prior to FIX 4.1 this field was of type int.Reference identifier used with CANCEL and REPLACE transaction types. Prior to FIX 4.1 this field was of type int.Broker's side of advertised tradeIdentifies advertisement message transaction typeCalculated average price of all fills on this order. For Fixed Income trades [AvgPx (6)](tag:6) is always expressed as [percent-of-par](glossary.html#PercentOfPar), regardless of the [PriceType (423)](tag:423) of [LastPx (31)](tag:31). I.e., AvgPx will contain an average of percent-of-par values (see [LastParPx (669)](tag:669)) for issues traded in Yield, Spread or Discount.Message sequence number of first message in range to be resentIdentifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)Message length, in bytes, forward to the [CheckSum (10)](tag:10) field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)Three byte, simple checksum (see FIXT.1.1: "CheckSum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by [SenderCompID (49)](tag:49) or [OnBehalfOfCompID (115)](tag:115) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the [ClOrdID (11)](tag:11) field.Commission. Note if [CommType (13)](tag:13) is percentage, [Commission (12)](tag:12) of 5% should be represented as .05.Commission typeTotal quantity (e.g. number of shares) filled. Prior to FIX 4.2 this field was of type int.Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See [Appendix 6-A: Valid Currency Codes](app_6_a.html) for information on obtaining valid values.Message sequence number of last message in range to be resent. If request is for a single message [BeginSeqNo (7)](tag:7) = [EndSeqNo (16)](tag:16). If request is for all messages subsequent to a particular message, [EndSeqNo (16)](tag:16) = 0 (representing infinity).Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for [ExecType (150)](tag:150)='I' (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the [ExecID (17)](tag:17) field to assure uniqueness across days. Prior to FIX 4.1 this field was of type int.Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.Reference identifier used with Trade, Trade Cancel and Trade Correct execution types. Prior to FIX 4.1 this field was of type int.Instructions for order handling on Broker trading floorIdentifies class or source of the [SecurityID (48)](tag:48) value. Required if SecurityID is specified.Unique identifier of [Indication of Interest &lt;35=6&gt;](msg:6) message. Prior to FIX 4.1 this field was of type int.Relative quality of indicationReference identifier used with CANCEL and REPLACE, transaction types. Prior to FIX 4.1 this field was of type int.Quantity (e.g. number of shares) in numeric form or relative size.Identifies [Indication of Interest &lt;35=6&gt;](msg:6) message transaction typeBroker capacity in order executionMarket of execution for last fill, or an indication of the market where an order was routedPrice of this (last) fill.Quantity (e.g. shares) bought/sold on this (last) fill. Prior to FIX 4.2 this field was of type int.Identifies number of lines of text bodyInteger message sequence number.Defines message type. Always third field in message. Always unencrypted. The value is case-sensitive. "U" as the first character of the value (e.g. U1, U2) indicates that the message format is privately defined between the sender and receiver.New sequence numberUnique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. Prior to FIX 4.2 this field was of type int.Identifies current status of order.Order type.[ClOrdID (11)](tag:11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. []()Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT"))Indicates possible retransmission of message with this sequence numberPrice per unit of quantity (e.g. per share)Reference message sequence numberSecurity identifier value of [SecurityIDSource (22)](tag:22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.Assigned value used to identify firm sending message.Assigned value used to identify specific message originator (desk, trader, etc.)Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT")Overall/total quantity (e.g. number of shares) Prior to FIX 4.2 this field was of type int.Side of order.Ticker symbol. Common, "human understood" representation of the security. [SecurityID (48)](tag:48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.Assigned value used to identify receiving firm.Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user.Free format text string (Note: this field does not have a specified maximum length)Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.Timestamp when the business transaction represented by the message occurred.Urgency flagIndicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")Indicates order settlement period. If present, [SettlDate (64)](tag:64) overrides this field. If both [SettlType (63)](tag:63) and [SettlDate (64)](tag:64) are omitted, the default for [SettlType (63)](tag:63) is "0" (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the [SecurityID (48)](tag:48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides [SettlType (63)](tag:63). This field is required if the value of [SettlType (63)](tag:63) is "6" (Future) or "8" (Sellers Option). This field must be omitted if the value of [SettlType (63)](tag:63) is "7" (When and If Issued) (expressed in local time at place of settlement)Additional information about the security (e.g. preferred, warrants, etc.). Note also see [SecurityType (167)](tag:167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. For Fixed Income:Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.Sequence of individual order within list (i.e. [ListSeqNo (67)](tag:67) of [TotNoOrders (68)](tag:68), 2 of 25, 3 of 25, . . .)Total number of list order entries across all messages. Should be the sum of all [NoOrders (73)](tag:73) in each message that has repeating list order entries related to the same [ListID (66)](tag:66). Used to support fragmentation. Prior to FIX 4.2 this field was named "ListNoOrds".Free format text message containing list handling and execution instructions.Unique identifier for allocation message. Prior to FIX 4.1 this field was of type int.Identifies allocation transaction typeReference identifier to be used with [AllocTransType (71)](tag:71) = 'Replace' or 'Cancel'. Prior to FIX 4.1 this field was of type int.Indicates number of orders to be combined for average pricing and allocation.Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used.Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.Number of repeating [AllocAccount (79)](tag:79) / [AllocPrice (366)](tag:366) entries.Sub-account mnemonicQuantity to be allocated to specific sub-account Prior to FIX 4.2 this field was of type int.Processing code for sub-account. Absence of this field in [AllocAccount (79)](tag:79) / [AllocPrice (366)](tag:366) / [AllocQty (80)](tag:80) / [ProcessCode (81)](tag:81) instance indicates regular trade.Total number of reports within series.Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side.Total quantity canceled for this order. Prior to FIX 4.2 this field was of type int.Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4Identifies status of allocation.Identifies reason for rejection.Deprecated in FIXT 1.1 Electronic signatureDeprecated in FIXT 1.1 Length of encrypted messageDeprecated in FIXT 1.1 Actual encrypted data streamDeprecated in FIXT 1.1 Number of bytes in signature field[Email &lt;35=C&gt;](msg:C) message type.Number of bytes in raw data field.Unformatted raw data, can include bitmaps, word processor documents, etc.Indicates that message may contain information that has been sent under another sequence number.Method of encryption.Price per unit of quantity (e.g. per share)Execution destination as defined by institution when order is entered.Code to identify reason for cancel rejection.Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.Code to qualify IOI use.Name of security issuer (e.g. International Business Machines, GNMA). See also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"Can be used to provide an optional textual description for a financial instrument.Heartbeat interval (seconds)Minimum quantity of an order to be executed. Prior to FIX 4.2 this field was of type int.See [Appendix 6-E](app_6_e.html#10): 10.Deprecated [MaxFloor (111)](tag:111) and [MaxShow (210)](tag:210) The quantity to be displayed. Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.Identifier included in [Test Request &lt;35=1&gt;](msg:1) message to be returned in resulting [Heartbeat &lt;35=0&gt;](msg:0)Identifies party of trade responsible for exchange reporting.Indicates whether the broker is to locate the stock in conjunction with a short sell order.Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the [SenderCompID (49)](tag:49) field and the firm originating the message in this field.Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party.Unique identifier for quoteTotal amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.Total amount due expressed in settlement currency (includes the effect of the forex transaction)Currency code of settlement denomination. See [Appendix 6-A: "Valid Currency Codes"](app_6_a.html) for information on obtaining valid values.Indicates request for forex accommodation trade to be executed along with security transaction.Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request.Indicates that the [Sequence Reset &lt;35=4&gt;](msg:4) message is replacing administrative or application messages which will not be resent.No of execution repeating group entries to follow.Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. - For orders, this is the expiration time of a 'Good Till Date' [TimeInForce (59)](tag:59). - For Quotes - this is the expiration of the [Quote &lt;35=S&gt;](msg:S). - Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. - For [Collateral Request &lt;35=AX&gt;](msg:AX), this is the time by which collateral must be assigned. - For [Collateral Assignment &lt;35=AY&gt;](msg:AY), this is the time by which a response to the assignment is expected.Reason for execution rejection.Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the [TargetCompID (56)](tag:56) field and the ultimate receiver firm ID in this field.Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third partyIndicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.Unique identifier for quote requestBid price/rateOffer price/rateQuantity of bid Prior to FIX 4.2 this field was of type int.Quantity of offer Prior to FIX 4.2 this field was of type int.Number of repeating groups of miscellaneous feesMiscellaneous fee valueCurrency of miscellaneous feeIndicates type of miscellaneous fee.Previous closing price of security.Indicates that the both sides of the FIX session should reset sequence numbers.Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader)Assigned value used to identify specific message destination’s location (i.e. geographic location and/or desk, trader)Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third partyAssigned value used to identify specific message recipient’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third partySpecifies the number of repeating symbols specified.The subject of an [Email &lt;35=C&gt;](msg:C) messageThe headline of a [News &lt;35=B&gt;](msg:B) messageA URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. https://en.wikipedia.org/wiki/URL) See [Appendix 6-B FIX Fields Based Upon Other Standards](app_6_b.html)Describes the specific Execution Report (i.e. Pending Cancel) while [OrdStatus (39)](tag:39) will always identify the current order status (i.e. Partially Filled)Quantity open for further execution. If the [OrdStatus (39)](tag:39) is 'Canceled', 'DoneForTheDay', 'Expired', 'Calculated', or 'Rejected' (in which case the order is no longer active) then [LeavesQty (151)](tag:151) could be 0, otherwise [LeavesQty (151)](tag:151) = [OrderQty (38)](tag:38) – [CumQty (14)](tag:14). Prior to FIX 4.2 this field was of type int.Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity ([OrderQty (38)](tag:38)) based upon this amount to be used for the actual order and subsequent messages.[AvgPx (6)](tag:6) for a specific [AllocAccount (79)](tag:79) For Fixed Income this is always expressed as " [percent of par](glossary.html#PercentOfPar) " price type.[NetMoney (118)](tag:118) for a specific [AllocAccount (79)](tag:79)Foreign exchange rate used to compute [SettlCurrAmt (119)](tag:119) from [Currency (15)](tag:15) to [SettlCurrency (120)](tag:120)Specifies whether or not [SettlCurrFxRate (155)](tag:155) should be multiplied or divided.Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.Amount of Accrued Interest for convertible bonds and fixed incomeIndicates mode used for [Settlement Instructions &lt;35=T&gt;](msg:T) message.Free format text related to a specific [AllocAccount (79)](tag:79).Unique identifier for [Settlement Instructions &lt;35=T&gt;](msg:T).[Settlement Instructions &lt;35=T&gt;](msg:T) message transaction typeUnique identifier for an email thread (new and chain of replies)Indicates source of [Settlement Instructions &lt;35=T&gt;](msg:T)Indicates type of security. Security type enumerations are grouped by [Product (460)](tag:460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties.Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")Identifies the Standing Instruction database usedName of the Standing Instruction database represented with [StandInstDbType (169)](tag:169) (i.e. the Global Custodian’s name).Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.Identifies type of settlementBid F/X spot rate.Bid F/X forward points added to spot rate. May be a negative value.Offer F/X spot rate.Offer F/X forward points added to spot rate. May be a negative value.See [Appendix 6-E](app_6_e.html#13): 13.Deprecated [OrderQty2 (192)](tag:192), [SettlDate2 (193)](tag:193), [Price2 (640)](tag:640), [LastForwardPoints2 (641)](tag:641), [BidForwardPoints2 (642)](tag:642), and [OfferForwardPoints2 (643)](tag:643) [OrderQty (38)](tag:38) of the future part of a F/X swap order.See [Appendix 6-E](app_6_e.html#13): 13.Deprecated [OrderQty2 (192)](tag:192), [SettlDate2 (193)](tag:193), [Price2 (640)](tag:640), [LastForwardPoints2 (641)](tag:641), [BidForwardPoints2 (642)](tag:642), and [OfferForwardPoints2 (643)](tag:643) [SettlDate (64)](tag:64) of the future part of a F/X swap order.F/X spot rate.F/X forward points added to [LastSpotRate (194)](tag:194). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199Can be used to link two different [Allocation Instruction &lt;35=J&gt;](msg:J) messages (each with unique [AllocID (70)](tag:70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique.Identifies the type of Allocation linkage when [AllocLinkID (196)](tag:196) is used.Assigned by the party which accepts the order. Can be used to provide the [OrderID (37)](tag:37) used by an exchange or executing system.Number of repeating groups of [IOIQualifier (104)](tag:104).Can be used with standardized derivatives vs. the [MaturityDate (541)](tag:541) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (i.e. 199903) YYYYMMwN (200303w1) for week A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w1" or "w2" to indicate week 1 as opposed to week 2 expiration. Likewise, the date (01-31) can be appended to indicate a specific expiration (maturity date).Indicates whether an option contract is a put or callStrike Price for an Option.Used for derivative products, such as optionsProvided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions.Market used to help identify a security.Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).Indicates how the receiver (i.e. third party) of [Allocation Instruction &lt;35=J&gt;](msg:J) message should handle/process the account details.See [Appendix 6-E](app_6_e.html#10): 10.Deprecated [MaxFloor (111)](tag:111) and [MaxShow (210)](tag:210) Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). Prior to FIX 4.2 this field was of type [int](index.html#int).Amount (signed) added to the peg for a pegged order in the context of the [PegOffsetType (836)](tag:836) Prior to FIX 4.4 this field was of type [PriceOffset](index.html#PriceOffset).Length of the [XmlData (213)](tag:213) data block.Actual XML data stream (e.g. FIXML). See appropriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters.Reference identifier for the [SettlInstID (162)](tag:162) with 'Cancel' and 'Replace' [SettlInstTransType (163)](tag:163) transaction types.Number of repeating groups of [RoutingID (217)](tag:217) and [RoutingType (216)](tag:216) values. See [Appendix 3-A: Pre-Trade Message Targeting/Routing](app_3_a.html)Indicates the type of [RoutingID (217)](tag:217) specified.Assigned value used to identify a specific routing destination.For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the [BenchmarkCurveName (221)](tag:221) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap.Identifies currency used for benchmark curve. See [Appendix 6-A: Valid Currency Codes](app_6_a.html) for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)Point on benchmark curve. Free form values: e.g. "1Y", "7Y", "INTERPOLATED". Sample values: 1M = combination of a number between 1-12 and a "M" for month 1Y = combination of number between 1-100 and a "Y" for year 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at [www.fixtrading.org](https://www.fixtrading.org/) for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price.Date interest is to be paid. Used in identifying Corporate Bond issues. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) prior to FIX 4.4 field was of type [UTCDate](index.html#UTCDateOnly).The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ([DatedDate (873)](tag:873)) or the date on which interest begins to accrue ([InterestAccrualDate (874)](tag:874)) (Note tag # was reserved in FIX 4.1, added in FIX 4.3) prior to FIX 4.4 field was of type [UTCDate](index.html#UTCDateOnly).See [Appendix 6-E](app_6_e.html#5): 5.Deprecated various FIX 4.3-introduced "Repo" Fields Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)See [Appendix 6-E](app_6_e.html#5): 5.Deprecated various FIX 4.3-introduced "Repo" Fields Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-1/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value (Note tag # was reserved in FIX 4.1, added in FIX 4.3)Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) prior to FIX 4.4 field was of type [UTCDate](index.html#UTCDateOnly).The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) prior to FIX 4.4 field was of type [UTCDate](index.html#UTCDateOnly).Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. In general quantities for all classes should be expressed in the basic unit of the instrument, e.g. shares for equities, norminal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMutliplier should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions.Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: <value >value <= value >=value value value1 – value2 value1 OR value2 value1 AND value2 YES NO Bargain conditions recognized by the London Stock Exchange – to be used when [StipulationType (233)](tag:233) is "BGNCON": CD = Special cum Dividend XD = Special ex Dividend CC = Special cum Coupon XC = Special ex Coupon CB = Special cum Bonus XB = Special ex Bonus CR = Special cum Rights XR = Special ex Rights CP = Special cum Capital Repayments XP = Special ex Capital Repayments CS = Cash Settlement SP = Special Price TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. GD = Guaranteed Delivery Values for [StipulationType (233)](tag:233) = "PXSOURCE": BB GENERIC BB FAIRVALUE BROKERTEC ESPEED GOVPX HILLIARD FARBER ICAP TRADEWEB TULLETT LIBERTY If a particular side of the market is wanted append /BID /OFFER or /MID. plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)See [Appendix 6-E](app_6_e.html#5): 5.Deprecated various FIX 4.3-introduced "Repo" Fields Identifies the collateral used in the transaction. Valid values: see [SecurityType (167)](tag:167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3)See [Appendix 6-E](app_6_e.html#3): 3.Deprecated Instrument-affiliated "RedemptionDate" Fields: [RedemptionDate (240)](tag:240), [UnderlyingRedemptionDate (247)](tag:247), and [LegRedemptionDate (254)](tag:254) Return of investor's principal in a security. Bond redemption can occur before maturity date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) prior to FIX 4.4 field was of type [UTCDate](index.html#UTCDateOnly).Underlying security’s CouponPaymentDate. See [CouponPaymentDate (224)](tag:224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) prior to FIX 4.4 field was of type [UTCDate](index.html#UTCDateOnly).Underlying security’s IssueDate. See [IssueDate (225)](tag:225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) prior to FIX 4.4 field was of type [UTCDate](index.html#UTCDateOnly).See [Appendix 6-E](app_6_e.html#5): 5.Deprecated various FIX 4.3-introduced "Repo" Fields Underlying security's RepoCollateralSecurityType. See [RepoCollateralSecurityType (239)](tag:239) field for description. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)See [Appendix 6-E](app_6_e.html#5): 5.Deprecated various FIX 4.3-introduced "Repo" Fields Underlying security's RepurchaseTerm. See [RepurchaseTerm (226)](tag:226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)See [Appendix 6-E](app_6_e.html#5): 5.Deprecated various FIX 4.3-introduced "Repo" Fields Underlying security's RepurchaseRate. See [RepurchaseRate (227)](tag:227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)Underlying security’s Factor. See [Factor (228)](tag:228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)See [Appendix 6-E](app_6_e.html#3): 3.Deprecated Instrument-affiliated "RedemptionDate" Fields: [RedemptionDate (240)](tag:240), [UnderlyingRedemptionDate (247)](tag:247), and [LegRedemptionDate (254)](tag:254) Underlying security's RedemptionDate. See [RedemptionDate (240)](tag:240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) prior to FIX 4.4 field was of type [UTCDate](index.html#UTCDateOnly).Multileg instrument's individual leg security’s CouponPaymentDate. See [CouponPaymentDate (224)](tag:224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) prior to FIX 4.4 field was of type [UTCDate](index.html#UTCDateOnly).Multileg instrument's individual leg security’s IssueDate. See [IssueDate (225)](tag:225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) prior to FIX 4.4 field was of type [UTCDate](index.html#UTCDateOnly).See [Appendix 6-E](app_6_e.html#5): 5.Deprecated various FIX 4.3-introduced "Repo" Fields Multileg instrument's individual leg security's RepoCollateralSecurityType. See [RepoCollateralSecurityType (239)](tag:239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)See [Appendix 6-E](app_6_e.html#5): 5.Deprecated various FIX 4.3-introduced "Repo" Fields Multileg instrument's individual leg security's RepurchaseTerm. See [RepurchaseTerm (226)](tag:226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)See [Appendix 6-E](app_6_e.html#5): 5.Deprecated various FIX 4.3-introduced "Repo" Fields Multileg instrument's individual leg security's RepurchaseRate. See [RepurchaseRate (227)](tag:227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)Multileg instrument's individual leg security’s Factor. See [Factor (228)](tag:228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)See [Appendix 6-E](app_6_e.html#3): 3.Deprecated Instrument-affiliated "RedemptionDate" Fields: [RedemptionDate (240)](tag:240), [UnderlyingRedemptionDate (247)](tag:247), and [LegRedemptionDate (254)](tag:254) Multileg instrument's individual leg security's RedemptionDate. See [RedemptionDate (240)](tag:240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) prior to FIX 4.4 field was of type [UTCDate](index.html#UTCDateOnly).An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)Underlying security’s CreditRating. See [CreditRating (255)](tag:255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)Multileg instrument's individual leg security’s CreditRating. See [CreditRating (255)](tag:255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)Driver and part of trade in the event that the Security Master file was wrong at the point of entry (Note tag # was reserved in FIX 4.1, added in FIX 4.3)BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) prior to FIX 4.4 field was of type [UTCDate](index.html#UTCDateOnly).Price for BasisFeatureDate. See [BasisFeatureDate (259)](tag:259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3)Unique identifier for [Market Data Request &lt;35=V&gt;](msg:V)Subscription Request TypeDepth of market for Book Snapshot / Incremental updatesSpecifies the type of Market Data update.Specifies whether or not book entries should be aggregated. (Not specified) = broker optionNumber of [MDEntryType (269)](tag:269) fields requested.Number of entries in Market Data message.Type Market Data entry.Price of the Market Data Entry.Quantity or volume represented by the Market Data Entry.Date of Market Data Entry. prior to FIX 4.4 field was of type [UTCDate](index.html#UTCDateOnly).Time of Market Data Entry.Direction of the "tick".See [Appendix 6-E](app_6_e.html#15): 15.Deprecated [MDEntryOriginator (282)](tag:282), [MDMkt (275)](tag:275) Market posting quote / trade. Valid values: See [Appendix 6-C](app_6_c.html)Space-delimited list of conditions describing a quote.Space-delimited list of conditions describing a tradeUnique Market Data Entry identifier.Type of Market Data update action.Refers to a previous [MDEntryID (278)](tag:278).Reason for the rejection of a [Market Data Request &lt;35=V&gt;](msg:V).See [Appendix 6-E](app_6_e.html#15): 15.Deprecated [MDEntryOriginator (282)](tag:282), [MDMkt (275)](tag:275) Originator of a Market Data EntryIdentification of a Market Maker’s locationIdentification of a Market Maker’s deskReason for deletion.Flag that identifies a market data entry.Specifies the number of days that may elapse before delivery of the securityBuying party in a tradeSelling party in a tradeDisplay position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1.Identifies a firm's or a security's financial statusIdentifies the type of Corporate Action.Default Bid Size.The number of quote entries for a QuoteSet.The number of quote entries for a QuoteSet.The number of sets of quotes in the message.Identifies the status of the quote acknowledgement.Identifies the type of quote cancel.Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated.Reason Quote was rejected:Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed.Unique id for the Quote Set.Indicates the type of Quote Request being generatedTotal number of quotes for the quote set.Underlying security’s SecurityIDSource.Underlying security’s Issuer. See [Issuer (106)](tag:106) field for descriptionDescription of the Underlying security. See [SecurityDesc (107)](tag:107).Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see [SecurityExchange (207)](tag:207)Underlying security’s SecurityID. See [SecurityID (48)](tag:48) field for descriptionUnderlying security's SecurityType. Valid values: see [SecurityType (167)](tag:167) field The following applies when used in conjunction with [SecurityType (167)](tag:167)=REPO. Represents the general or specific type of security that underlies a financing agreement. Valid values for [SecurityType (167)](tag:167)=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the [SecurityType (167)](tag:167) is not granular enough, include the [UnderlyingIssuer (306)](tag:306), [UnderlyingCountryOfIssue (592)](tag:592), UnderlyingProgram, UnderlyingRegType and/or [UnderlyingStipulations](component:UnderlyingStipulations) block e.g.: [SecurityType (167)](tag:167)=REPO [UnderlyingSecurityType (310)](tag:310)=MORTGAGE [UnderlyingIssuer (306)](tag:306)=GNMA or [SecurityType (167)](tag:167)=REPO [UnderlyingSecurityType (310)](tag:310)=AGENCY [UnderlyingIssuer (306)](tag:306)=CA Housing Trust [UnderlyingCountryOfIssue (592)](tag:592)=CA or [SecurityType (167)](tag:167)=REPO [UnderlyingSecurityType (310)](tag:310)=CORP [NoUnderlyingStips (887)](tag:887)=1 [UnderlyingStipType (888)](tag:888)=RATING [UnderlyingStipValue (889)](tag:889)=>bbb-Underlying security’s Symbol. See [Symbol (55)](tag:55) field for descriptionUnderlying security’s SymbolSfx. See [SymbolSfx (65)](tag:65) field for descriptionUnderlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the [UnderlyingMaturityDate (542)](tag:542) field. See [MaturityMonthYear (200)](tag:200) field for descriptionPut or call indicator of the underlying security. See [PutOrCall (201)](tag:201) field for description See [Appendix 6-F](app_6_f.html#5): 5.Replaced Field: [PutOrCall (201)](tag:201) and [UnderlyingPutOrCall (315)](tag:315) with [CFICode (461)](tag:461) [Replaced in FIX 4.3]Underlying security’s StrikePrice. See [StrikePrice (202)](tag:202) field for descriptionUnderlying security's OptAttribute. See [OptAttribute (206)](tag:206) field for descriptionUnderlying security's Currency. See [Currency (15)](tag:15) field for description and valid valuesUnique ID of a [Security Definition Request &lt;35=c&gt;](msg:c).Type of [Security Definition Request &lt;35=c&gt;](msg:c).Unique ID of a [Security Definition &lt;35=d&gt;](msg:d) message.Type of [Security Definition &lt;35=d&gt;](msg:d) message response.Unique ID of a [Security Status Request &lt;35=e&gt;](msg:e) message.Indicates whether or not message is being sent as a result of a subscription request or not.Identifies the trading status applicable to the transaction.Denotes the reason for the Opening Delay or Trading Halt.Indicates whether or not the halt was due to Common Stock trading being halted.Indicates whether or not the halt was due to the Related Security being halted.Quantity bought.Quantity sold.Represents an indication of the high end of the price range for a security prior to the open or reopenRepresents an indication of the low end of the price range for a security prior to the open or reopenIdentifies the type of adjustment.Unique ID of a [Trading Session Status &lt;35=h&gt;](msg:h) message.Identifier for Trading Session A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use [TimeInForce (59)](tag:59) = 'Day' in conjunction with [TradingSessionID (336)](tag:336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.Identifies the trader (e.g. "badge number") of the [ContraBroker (375)](tag:375).Method of tradingTrading Session ModeState of the trading session.Starting time of the trading sessionTime of the opening of the trading sessionTime of the pre-closed of the trading sessionClosing time of the trading sessionEnd time of the trading sessionNumber of orders in the market.Type of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields.Byte length of encoded (non-ASCII characters) [EncodedIssuer (349)](tag:349) field.Encoded (non-ASCII characters) representation of the [Issuer (106)](tag:106) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the Issuer field.Byte length of encoded (non-ASCII characters) [EncodedSecurityDesc (351)](tag:351) field.Encoded (non-ASCII characters) representation of the [SecurityDesc (107)](tag:107) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [SecurityDesc (107)](tag:107) field.Byte length of encoded (non-ASCII characters) [EncodedListExecInst (353)](tag:353) field.Encoded (non-ASCII characters) representation of the [ListExecInst (69)](tag:69) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [ListExecInst (69)](tag:69) field.Byte length of encoded (non-ASCII characters) [EncodedText (355)](tag:355) field.Encoded (non-ASCII characters) representation of the [Text (58)](tag:58) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the Text field.Byte length of encoded (non-ASCII characters) [EncodedSubject (357)](tag:357) field.Encoded (non-ASCII characters) representation of the [Subject (147)](tag:147) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the Subject field.Byte length of encoded (non-ASCII characters) [EncodedHeadline (359)](tag:359) field.Encoded (non-ASCII characters) representation of the [Headline (148)](tag:148) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the Headline field.Byte length of encoded (non-ASCII characters) [EncodedAllocText (361)](tag:361) field.Encoded (non-ASCII characters) representation of the [AllocText (161)](tag:161) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the AllocText field.Byte length of encoded (non-ASCII characters) [EncodedUnderlyingIssuer (363)](tag:363) field.Encoded (non-ASCII characters) representation of the [UnderlyingIssuer (306)](tag:306) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.Byte length of encoded (non-ASCII characters) [EncodedUnderlyingSecurityDesc (365)](tag:365) field.Encoded (non-ASCII characters) representation of the [UnderlyingSecurityDesc (307)](tag:307) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.Executed price for an [AllocAccount (79)](tag:79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan).Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT")Reason Quote Entry was rejected:The last [MsgSeqNum (34)](tag:34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.The tag number of the FIX field being referenced.The [MsgType (35)](tag:35) of the FIX message being referenced.Code to identify reason for a session-level [Reject &lt;35=3&gt;](msg:3) message.Identifies the [Bid Request &lt;35=k&gt;](msg:k) message type.Identifies contra broker. Standard NASD market-maker mnemonic is preferred.ID used to represent this transaction for compliance purposes (e.g. OATS reporting).Indicates whether or not the order was solicited.Code to identify reason for an [Execution Report &lt;35=8&gt;](msg:8) message sent with [ExecType (150)](tag:150)='Restated' or used when communicating an unsolicited cancel.The value of the business-level "ID" field on the message being referenced.Code to identify reason for a [Business Message Reject &lt;35=j&gt;](msg:j) message.Total amount traded (i.e. quantity * price) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size).The number of [ContraBroker (375)](tag:375) entries.Maximum number of bytes supported for a single message.Number of [MsgType (35)](tag:35) in repeating group.Specifies the direction of the message.Number of [TradingSessionID (336)](tag:336) in repeating group.Total volume (quantity) traded.Code to identify the price a [DiscretionOffsetValue (389)](tag:389) is related to and should be mathematically added to.Amount (signed) added to the "related to" price specified via [DiscretionInst (388)](tag:388), in the context of [DiscretionOffsetType (842)](tag:842) Prior to FIX 4.4 this field was of type [PriceOffset](index.html#PriceOffset).Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day.Descriptive name for list order.Total number of securities. Prior to FIX 4.4 this field was named TotalNumSecurities.Code to identify the type of [Bid Request &lt;35=k&gt;](msg:k).Total number of tickets.Amounts in currencyAmounts in currencyNumber of [BidDescriptor (400)](tag:400) entries.Code to identify the type of [BidDescriptor (400)](tag:400).BidDescriptor value. Usage depends upon [BidDescriptorType (399)](tag:399). If BidDescriptorType = 1 Industrials etc - Free text If BidDescriptorType = 2 "FR" etc - ISO Country Codes If BidDescriptorType = 3 FT00, FT250, STOX - Free textCode to identify which "SideValue" the value refers to. [SideValue1 (396)](tag:396) and [SideValue2 (397)](tag:397) are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.Liquidity indicator or lower limit if [TotNoRelatedSym (393)](tag:393) > 1. Represented as a percentage.Upper liquidity indicator if [TotNoRelatedSym (393)](tag:393) > 1. Represented as a percentage.Value between [LiquidityPctLow (402)](tag:402) and [LiquidityPctHigh (403)](tag:403) in [Currency (15)](tag:15)Eg Used in EFP trades 2% (EFP – Exchange for Physical). Represented as a percentage.Used in EFP tradesUsed in EFP trades. Represented as a percentage.Used in EFP tradesCode to identify the type of liquidity indicator.Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.Indicates whether or not to exchange for phsyical.Value of stocks in [Currency (15)](tag:15)Percentage of program that crosses in [Currency (15)](tag:15). Represented as a percentage.Code to identify the desired frequency of progress reports.Time in minutes between each [List Status &lt;35=N&gt;](msg:N) report sent by SellSide. Zero means don’t send status.Code to represent whether value is net (inclusive of tax) or gross.Indicates the total number of bidders on the listCode to represent the type of trade. Prior to FIX 4.4 this field was named "TradeType".Code to represent the basis price type.Indicates the number of list entries.ISO Country Code in fieldTotal number of strike price entries across all messages. Should be the sum of all [NoStrikes (428)](tag:428) in each message that has repeating strike price entries related to the same [ListID (66)](tag:66). Used to support fragmentation.Code to represent the price type. (For Financing transactions [PriceType (423)](tag:423) implies the "repo type" – Fixed or Floating – '9' (Yield) or '6' (Spread) respectively - and [Price (44)](tag:44) gives the corresponding "repo rate".For GT orders, the [OrderQty (38)](tag:38) less all quantity (adjusted for stock splits) that traded on previous days. [DayOrderQty (424)](tag:424) = [OrderQty (38)](tag:38) - ([CumQty (14)](tag:14) - [DayCumQty (425)](tag:425))Quantity on a GT order that has traded today.The average price for quantity on a GT order that has traded today.Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.Number of list strike price entries.Code to represent the status type.Code to represent whether value is net (inclusive of tax) or gross.Code to represent the status of a list order.Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practicesIdentifies the type of [ListExecInst (69)](tag:69).Identifies the type of request that a [Order Cancel Reject &lt;35=9&gt;](msg:9) is in response to.Underlying security's CouponRate. See [CouponRate (223)](tag:223) field for descriptionUnderlying security's ContractMultiplier. See [ContractMultiplier (231)](tag:231) field for descriptionQuantity traded with the [ContraBroker (375)](tag:375).Identifes the time of the trade with the [ContraBroker (375)](tag:375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT")Number of Securites between [LiquidityPctLow (402)](tag:402) and [LiquidityPctHigh (403)](tag:403) in [Currency (15)](tag:15)Used to indicate what an [Execution Report &lt;35=8&gt;](msg:8) represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).The time at which current market prices are used to determine the value of a basket.Free format text string related to List Status.Byte length of encoded (non-ASCII characters) [EncodedListStatusText (446)](tag:446) field.Encoded (non-ASCII characters) representation of the [ListStatusText (444)](tag:444) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [Price (44)](tag:44) field.Identifies class or source of the [PartyID (448)](tag:448) value. Required if PartyID is specified. Note: applicable values depend upon [PartyRole (452)](tag:452) specified. See [Appendix 6-G: Use of](app_6_g.html)[Parties](component:Parties) Component BlockParty identifier/code. See [PartyIDSource (447)](tag:447) and [PartyRole (452)](tag:452). See [Appendix 6-G](app_6_g.html): Use of [Parties](component:Parties) Component BlockNet change from previous day’s closing price vs. last traded price.Identifies the type or role of the [PartyID (448)](tag:448) specified. See [Appendix 6-G](app_6_g.html): Use of [Parties](component:Parties) Component BlockNumber of [PartyID (448)](tag:448), [PartyIDSource (447)](tag:447), and [PartyRole (452)](tag:452) entriesNumber of [SecurityAltID (455)](tag:455) entries.Alternate Security identifier value for this security of [SecurityAltIDSource (456)](tag:456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.Identifies class or source of the [SecurityAltID (455)](tag:455) value. Required if SecurityAltID is specified.Number of [UnderlyingSecurityAltID (458)](tag:458) entries.Alternate Security identifier value for this underlying security of [UnderlyingSecurityAltIDSource (459)](tag:459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.Identifies class or source of the [UnderlyingSecurityAltID (458)](tag:458) value. Required if UnderlyingSecurityAltID is specified.Indicates the type of product the security is associated with. See also the [CFICode (461)](tag:461) and [SecurityType (167)](tag:167) fields.Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See [Appendix 6-B FIX Fields Based Upon Other Standards](app_6_b.html). See also the [Product (460)](tag:460) and [SecurityType (167)](tag:167) fields. It is recommended that [CFICode (461)](tag:461) be used instead of [SecurityType (167)](tag:167) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in [Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)](app_6_d.html)Underlying security’s Product. Valid values: see [Product (460)](tag:460) fieldUnderlying security’s CFICode. Valid values: see [CFICode (461)](tag:461) fieldIndicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents".Common reference passed to a post-trade booking process (e.g. industry matching utility).Unique identifier for a specific [NoAllocs (78)](tag:78) repeating group instance (e.g. for an [AllocAccount (79)](tag:79)).Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where [CashOrderQty (152)](tag:152) or (for CIV only) [OrderPercent (516)](tag:516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. E.g. for an order specifying [CashOrderQty (152)](tag:152) or [OrderPercent (516)](tag:516) if the calculated number of shares/units was 325.76 and [RoundingModulus (469)](tag:469) was 10 - "round down" would give 320 units, "round up" would give 330 units and "round to nearest" would give 320 units.For CIV - a float value indicating the value to which rounding is required. i.e. 10 means round to a multiple of 10 units/shares; 0.5 means round to a multiple of 0.5 units/shares. The default, if [RoundingDirection (468)](tag:468) is specified without [RoundingModulus (469)](tag:469), is to round to a whole unit/share.ISO [Country (421)](tag:421) code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN [SecurityID (48)](tag:48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.A two-character state or province abbreviation.Identifies the locale. For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.orgThe number of registration details on a [Registration Instructions &lt;35=o&gt;](msg:o) messageSet of Correspondence address details, possibly including phone, fax, etc.The ISO 3166 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. (e.g [https://en.wikipedia.org/wiki/ISO_3166-1](https://en.wikipedia.org/wiki/ISO_3166-1))"Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number.A code identifying the payment method for a (fractional) distribution.Specifies currency to be use for Cash Distributions. See [Appendix 6-A: Valid Currency Codes](app_6_a.html).Specifies currency to be use for [Commission (12)](tag:12) if the Commission currency is different from the Deal Currency. See [Appendix 6-A: Valid Currency Codes](app_6_a.html).For CIV – A one character code identifying whether Cancellation rights/Cooling off period applies.A one character code identifying Money laundering status.Free format text to specify mailing instruction requirements, e.g. "no third party mailings".For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission.For CIV - Identifies how the execution price [LastPx (31)](tag:31) was calculated from the fund unit/share price(s) calculated at the fund valuation point.For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by [ExecPriceType (484)](tag:484)The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.Identifies [Trade Capture Report &lt;35=AE&gt;](msg:AE) message transaction type Prior to FIX 4.4 this field was of type [char](index.html#char).The name of the payment card holder as specified on the card being used for payment.The number of the payment card as specified on the card being used for payment.The expiry date of the payment card as specified on the card being used for payment.The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card.A code identifying the Settlement payment method.For CIV – a fund manager-defined code identifying which of the fund manager’s account types is required.Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name.For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held.Text indicating reason(s) why a [Registration Instructions &lt;35=o&gt;](msg:o) has been rejected.A one character code identifying whether the Fund based renewal commission is to be waived.Name of local agent bank if for cash distributionsBIC (Bank Identification Code - Swift managed) code of agent bank for cash distributionsAccount number at agent bank for distributions.Free format Payment reference to assist with reconciliation of distributions.Name of account at agent bank for distributions.The start date of the card as specified on the card being used for payment.The date written on a cheque or date payment should be submitted to the relevant clearing system.Identifies sender of a payment, e.g. the payment remitter or a customer reference number.Registration status as returned by the broker or (for CIV) the fund manager:Reason(s) why [Registration Instructions &lt;35=o&gt;](msg:o) has been rejected. The reason may be further amplified in the RegistRejReasonCode field.Reference identifier for the [RegistID (513)](tag:513) with 'Cancel' and 'Replace' [RegistTransType (514)](tag:514) transaction types.Set of Registration name and address details, possibly including phone, fax etc.The number of Distribution Instructions on a [Registration Instructions &lt;35=o&gt;](msg:o) messageEmail address relating to Registration name and address detailsThe amount of each distribution to go to this beneficiary, expressed as a percentageUnique identifier of the registration details as assigned by institution or intermediary.Identifies Registration Instructions transaction typeFor CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager.For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchange it specifies percentage of investor's cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating [OrderQty (38)](tag:38) in shares/units for subsequent messages.The relationship between Registration parties.The number of Contract Amount details on an [Execution Report &lt;35=8&gt;](msg:8) messageType of [ContAmtValue (520)](tag:520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields [Commission (12)](tag:12) and [CommType (13)](tag:13).Value of Contract Amount, e.g. a financial amount or percentage as indicated by [ContAmtType (519)](tag:519).Specifies currency for the Contract amount if different from the Deal Currency. See [Appendix 6-A: Valid Currency Codes](app_6_a.html).Identifies the type of owner.Sub-identifier (e.g. Clearing Account for [PartyRole (452)](tag:452)=Clearing Firm, Locate ID # for [PartyRole (452)](tag:452)=Locate/Lending Firm, etc). Not required when using [PartyID (448)](tag:448), [PartyIDSource (447)](tag:447), and [PartyRole (452)](tag:452).PartyID value within a nested repeating group. Same values as [PartyID (448)](tag:448)PartyIDSource value within a nested repeating group. Same values as [PartyIDSource (447)](tag:447)Assigned by the party which originates the order. Can be used to provide the [ClOrdID (11)](tag:11) used by an exchange or executing system.Assigned by the party which accepts the order. Can be used to provide the [ExecID (17)](tag:17) used by an exchange or executing system.Designates the capacity of the firm placing the order.Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.Specifies scope of [Order Mass Cancel Request &lt;35=q&gt;](msg:q).Specifies the action taken by counterparty order handling system as a result of the [Order Mass Cancel Request &lt;35=q&gt;](msg:q)Reason [Order Mass Cancel Request &lt;35=q&gt;](msg:q) was rejectedTotal number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q).Number of affected orders in the repeating group of order ids.[OrderID (37)](tag:37) of an order affected by a [Order Mass Cancel Request &lt;35=q&gt;](msg:q).[SecondaryOrderID (198)](tag:198) of an order affected by a [Order Mass Cancel Request &lt;35=q&gt;](msg:q).An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - "Product: Fixed Income" for example usage.PartyRole value within a nested repeating group. Same values as [PartyRole (452)](tag:452)Number of [NestedPartyID (524)](tag:524), [NestedPartyIDSource (525)](tag:525), and [NestedPartyRole (538)](tag:538) entriesSee [Appendix 6-E](app_6_e.html#1): 1.Deprecated Field: [TotalAccruedInterestAmt (540)](tag:540) Total Amount of Accrued Interest for convertible bonds and fixed incomeDate of maturity.Underlying security's maturity date. See [MaturityDate (541)](tag:541) field for descriptionValues may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate).Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.PartySubID value within a nested repeating group. Same values as [PartySubID (523)](tag:523)Specifies the market scope of the market data.Defines how a server handles distribution of a truncated book. Defaults to broker option.Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.Type of cross being submitted to a marketIndicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).[CrossID (548)](tag:548) of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in [Cross Order Cancel Request &lt;35=u&gt;](msg:u) and [Cross Order Cancel/Replace Request &lt;35=t&gt;](msg:t).Number of [Side (54)](tag:54) repeating group instances.Userid or username.Password or passphrase.Number of [InstrumentLeg](component:InstrumentLeg) repeating group instances.Currency associated with a particular Leg's quantityUsed to support fragmentation. Indicates total number of security types when multiple [Security Types &lt;35=w&gt;](msg:w) messages are used to return results.Number of Security Type repeating group instances.Identifies the type/criteria of [Security List Request &lt;35=x&gt;](msg:x)The results returned to a Security Request messageThe trading lot size of a securityThe minimum trading volume for a securityIndicates the method of execution reporting requested by issuer of the order.PositionEffect for leg of a multileg See [PositionEffect (77)](tag:77) field for descriptionCoveredOrUncovered for leg of a multileg See [CoveredOrUncovered (203)](tag:203) field for descriptionPrice for leg of a multileg See [Price (44)](tag:44) field for descriptionIndicates the reason a [Trading Session Status Request &lt;35=g&gt;](msg:g) was rejected.[Trade Capture Report Request &lt;35=AD&gt;](msg:AD) IDType of [Trade Capture Report &lt;35=AE&gt;](msg:AE).Indicates if the trade capture report was previously reported to the counterpartyUnique identifier of trade capture reportReference identifier used with CANCEL and REPLACE transaction types.The status of this trade with respect to matching or comparison.The point in the matching process at which this trade was matched.See [Appendix 6-E](app_6_e.html#11): 11.Deprecated [OddLot (575)](tag:575) This trade is to be treated as an odd lot. If this field is not specified, the default will be "N"Number of clearing instructionsEligibility of this trade for clearing and central counterparty processingType of input device or system from which the trade was entered.Specific device number, terminal number or station where trade was enteredNumber of Date fields provided in date rangeType of account associated with an orderCapacity of customer placing the order. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.Value assigned by issuer of [Order Mass Status Request &lt;35=AF&gt;](msg:AF) to uniquely identify the request[Order Mass Status Request &lt;35=AF&gt;](msg:AF) typeThe most recent (or current) modification [TransactTime (60)](tag:60) reported on an [Execution Report &lt;35=8&gt;](msg:8) for the order. The [OrigOrdModTime (586)](tag:586) is provided as an optional field on [Order Cancel Request &lt;35=F&gt;](msg:F) and [Order Cancel/Replace Request &lt;35=G&gt;](msg:G) to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended.Refer to values for [SettlType (63)](tag:63)Refer to description for [SettlDate (64)](tag:64)Indicates whether or not automatic booking can occur.Indicates what constitutes a bookable unit.Indicates the method of preallocation.Underlying security's CountryOfIssue. See [CountryOfIssue (470)](tag:470) field for descriptionUnderlying security's StateOrProvinceOfIssue. See [StateOrProvinceOfIssue (471)](tag:471) field for descriptionUnderlying security's LocaleOfIssue. See [LocaleOfIssue (472)](tag:472) field for descriptionUnderlying security's InstrRegistry. See [InstrRegistry (543)](tag:543) field for descriptionMultileg instrument's individual leg security's CountryOfIssue. See [CountryOfIssue (470)](tag:470) field for descriptionMultileg instrument's individual leg security's StateOrProvinceOfIssue. See [StateOrProvinceOfIssue (471)](tag:471) field for descriptionMultileg instrument's individual leg security's LocaleOfIssue. See [LocaleOfIssue (472)](tag:472) field for descriptionMultileg instrument's individual leg security's InstrRegistry. See [InstrRegistry (543)](tag:543) field for descriptionMultileg instrument's individual security's Symbol. See [Symbol (55)](tag:55) field for descriptionMultileg instrument's individual security's SymbolSfx. See [SymbolSfx (65)](tag:65) field for descriptionMultileg instrument's individual security's SecurityID. See [SecurityID (48)](tag:48) field for descriptionMultileg instrument's individual security's SecurityIDSource. See [SecurityIDSource (22)](tag:22) field for descriptionMultileg instrument's individual security's NoSecurityAltID. See [NoSecurityAltID (454)](tag:454) field for descriptionMultileg instrument's individual security’s SecurityAltID. See [SecurityAltID (455)](tag:455) field for descriptionMultileg instrument's individual security’s SecurityAltIDSource. See [SecurityAltIDSource (456)](tag:456) field for descriptionMultileg instrument's individual security's Product. See [Product (460)](tag:460) field for descriptionMultileg instrument's individual security's CFICode. See [CFICode (461)](tag:461) field for descriptionRefer to definition of [SecurityType (167)](tag:167)Multileg instrument's individual security's MaturityMonthYear. See [MaturityMonthYear (200)](tag:200) field for descriptionMultileg instrument's individual security's MaturityDate. See [MaturityDate (541)](tag:541) field for descriptionMultileg instrument's individual security's StrikePrice. See [StrikePrice (202)](tag:202) field for descriptionMultileg instrument's individual security's OptAttribute. See [OptAttribute (206)](tag:206) field for descriptionMultileg instrument's individual security's ContractMultiplier. See [ContractMultiplier (231)](tag:231) field for descriptionMultileg instrument's individual security's CouponRate. See [CouponRate (223)](tag:223) field for descriptionMultileg instrument's individual security's SecurityExchange. See [SecurityExchange (207)](tag:207) field for descriptionMultileg instrument's individual security's Issuer. See [Issuer (106)](tag:106) field for descriptionMultileg instrument's individual security's EncodedIssuerLen. See [EncodedIssuerLen (348)](tag:348) field for descriptionMultileg instrument's individual security's EncodedIssuer. See [EncodedIssuer (349)](tag:349) field for descriptionDescription of a leg of a multileg instrument. See [SecurityDesc (107)](tag:107)Multileg instrument's individual security's EncodedSecurityDescLen. See [EncodedSecurityDescLen (350)](tag:350) field for descriptionMultileg instrument's individual security's EncodedSecurityDesc. See [EncodedSecurityDesc (351)](tag:351) field for descriptionThe ratio of quantity for this individual leg relative to the entire multileg security.The side of this individual leg (multileg security). See [Side (54)](tag:54) field for description and valuesOptional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibilityDescribes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated")Number of [HopCompID (628)](tag:628) entries in repeating group.Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the [SenderCompID (49)](tag:49) of the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if [OnBehalfOfCompID (115)](tag:115) is being used.Time that [HopCompID (628)](tag:628) sent the message. It is recommended that this value be the [SendingTime (52)](tag:52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if [OnBehalfOfCompID (115)](tag:115) is being used.Reference identifier assigned by [HopCompID (628)](tag:628) associated with the message sent. It is recommended that this value be the [MsgSeqNum (34)](tag:34) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if [OnBehalfOfCompID (115)](tag:115) is being used.Mid price/rateBid yieldMid yieldOffer yieldIndicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX):Indicates if the order is currently being worked. Applicable only for [OrdStatus (39)](tag:39) = 'New'. For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order.Execution price assigned to a leg of a multileg instrument. See [LastPx (31)](tag:31) field for description and valuesIndicates if a Cancel/Replace has caused an order to lose book priority.Amount of price improvement.See [Appendix 6-E](app_6_e.html#13): 13.Deprecated [OrderQty2 (192)](tag:192), [SettlDate2 (193)](tag:193), [Price2 (640)](tag:640), [LastForwardPoints2 (641)](tag:641), [BidForwardPoints2 (642)](tag:642), and [OfferForwardPoints2 (643)](tag:643) Price of the future part of a F/X swap order. See [Price (44)](tag:44) for description.See [Appendix 6-E](app_6_e.html#13): 13.Deprecated [OrderQty2 (192)](tag:192), [SettlDate2 (193)](tag:193), [Price2 (640)](tag:640), [LastForwardPoints2 (641)](tag:641), [BidForwardPoints2 (642)](tag:642), and [OfferForwardPoints2 (643)](tag:643) F/X forward points of the future part of a F/X swap order added to [LastSpotRate (194)](tag:194). May be a negative value.See [Appendix 6-E](app_6_e.html#13): 13.Deprecated [OrderQty2 (192)](tag:192), [SettlDate2 (193)](tag:193), [Price2 (640)](tag:640), [LastForwardPoints2 (641)](tag:641), [BidForwardPoints2 (642)](tag:642), and [OfferForwardPoints2 (643)](tag:643) Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.See [Appendix 6-E](app_6_e.html#13): 13.Deprecated [OrderQty2 (192)](tag:192), [SettlDate2 (193)](tag:193), [Price2 (640)](tag:640), [LastForwardPoints2 (641)](tag:641), [BidForwardPoints2 (642)](tag:642), and [OfferForwardPoints2 (643)](tag:643) Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.RFQ Request ID - used to identify an [RFQ Request &lt;35=AH&gt;](msg:AH).Used to indicate the best bid in a marketUsed to indicate the best offer in a marketUsed to indicate a minimum quantity for a bid. If this field is used the [BidSize (134)](tag:134) field is interpreted as the maximum bid sizeUsed to indicate a minimum quantity for an offer. If this field is used the [OfferSize (135)](tag:135) field is interpreted as the maximum offer size.Unique identifier for [Quote Status Request &lt;35=a&gt;](msg:a).Indicates that this message is to serve as the final and legal confirmation.The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.Unique indicator for a specific leg.Unique indicator for a specific leg for the [ContraBroker (375)](tag:375).Foreign exchange rate used to compute the bid [SettlCurrAmt (119)](tag:119) from [Currency (15)](tag:15) to [SettlCurrency (120)](tag:120)Foreign exchange rate used to compute the offer [SettlCurrAmt (119)](tag:119) from [Currency (15)](tag:15) to [SettlCurrency (120)](tag:120)The reason a [Quote Request &lt;35=R&gt;](msg:R) was rejected. See also: [Recommended mappings for FX reject codes](https://www.fixtrading.org/packages/recommended-practices-for-the-standardization-of-fx-reject-codes/)ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).Used to identify the source of the [Account (1)](tag:1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.Used to identify the source of the [AllocAccount (79)](tag:79) code. See [AcctIDSource (660)](tag:660) for valid values.Specifies the price of the benchmark.Identifies type of [BenchmarkPrice (662)](tag:662). See [PriceType (423)](tag:423) for valid values.Message reference for [Confirmation &lt;35=AK&gt;](msg:AK)Identifies the status of the [Confirmation &lt;35=AK&gt;](msg:AK).Identifies the [Confirmation &lt;35=AK&gt;](msg:AK) transaction type.Specifies when the contract (i.e. MBS/TBA) will settle.Identifies the form of delivery.Last price expressed in [percent-of-par](glossary.html#PercentOfPar). Conditionally required for Fixed Income trades when [LastPx (31)](tag:31) is expressed in Yield, Spread, Discount or any other type (see [PriceType (423)](tag:423)). Usage: [Execution Report &lt;35=8&gt;](msg:8) and [Allocation Report &lt;35=AS&gt;](msg:AS) repeating executions block (from sellside).Number of Allocations for the legAllocation Account for the leg See [AllocAccount (79)](tag:79) for description and valid values.Reference for the individual allocation ticket See [IndividualAllocID (467)](tag:467) for description and valid values.Leg allocation quantity. See [AllocQty (80)](tag:80) for description and valid values.The source of the [LegAllocAccount (671)](tag:671) See [AllocAcctIDSource (661)](tag:661) for description and valid values.Identifies settlement currency for the Leg. See [SettlCurrency (120)](tag:120) for description and valid values[LegBenchmarkPrice (679)](tag:679) currency See [BenchmarkCurveCurrency (220)](tag:220) for description and valid values.Name of the Leg Benchmark Curve. See [BenchmarkCurveName (221)](tag:221) for description and valid values.Identifies the point on the Leg Benchmark Curve. See [BenchmarkCurvePoint (222)](tag:222) for description and valid values.Used to identify the price of the benchmark security. See [BenchmarkPrice (662)](tag:662) for description and valid values.The price type of the [LegBenchmarkPrice (679)](tag:679). See [BenchmarkPriceType (663)](tag:663) for description and valid values.Bid price of this leg. See [BidPx (132)](tag:132) for description and valid values.Leg-specific [Indication of Interest &lt;35=6&gt;](msg:6) quantity. See [IOIQty (27)](tag:27) for description and valid valuesNumber of leg stipulation entriesOffer price of this leg. See [OfferPx (133)](tag:133) for description and valid valuesQuantity ordered of this leg. See [OrderQty (38)](tag:38) for description and valid valuesThe price type of the [LegBidPx (681)](tag:681) and/or [LegOfferPx (684)](tag:684). See [PriceType (423)](tag:423) for description and valid valuesSee [Appendix 6-E](app_6_e.html#7): 7.Deprecated [LegQty (687)](tag:687) from certain message types and [Appendix 6-E](app_6_e.html#17): 17.Deprecated [LegQty (687)](tag:687) from the specification Quantity of this leg, e.g. in [Quote &lt;35=S&gt;](msg:S) dialog. See [Quantity (53)](tag:53) for description and valid valuesFor Fixed Income, type of Stipulation for this leg. See [StipulationType (233)](tag:233) for description and valid valuesFor Fixed Income, type of Stipulation for this leg. See [StipulationType (233)](tag:233) for description and valid valuesFor Fixed Income, used instead of [LegQty (687)](tag:687) or [LegOrderQty (685)](tag:685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.For Fixed Income, identifies MBS / ABS pool.Code to represent price type requested in Quote. If the [Quote Request &lt;35=R&gt;](msg:R) is for a Swap values 1-8 apply to all legs.Message reference for [Quote Response &lt;35=AJ&gt;](msg:AJ)Identifies the type of [Quote Response &lt;35=AJ&gt;](msg:AJ).Code to qualify Quote use See [IOIQualifier (104)](tag:104) for description and valid values.Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).Price to which the yield has been calculated.The price type of the [YieldRedemptionPrice (697)](tag:697) See [PriceType (423)](tag:423) for description and valid values.The identifier of the benchmark security, e.g. Treasury against Corporate bond. See [SecurityID (48)](tag:48) for description and valid values.Indicates a trade that reverses a previous trade.Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.Number of position entries.Used to identify the type of quantity that is being returned.Long QuantityShort QuantityStatus of this position.Type of Position amount.Position amountIdentifies the type of position transactionUnique identifier for the position maintenance request as assigned by the submitterNumber of underlying legs that make up the security.Maintenance Action to be performed.Reference to the [PosReqID (710)](tag:710) of a previous maintenance request that is being replaced or canceled.Reference to a [PosMaintRptID (721)](tag:721) from a previous [Position Maintenance Report &lt;35=AM&gt;](msg:AM) that is being replaced or canceled.The "Clearing Business Date" referred to by this maintenance request.Identifies a specific settlement sessionSubID value associated with [SettlSessID (716)](tag:716)Type of adjustment to be applied, used for PCS and PAJUsed to indicate when a contrary instruction for exercise or abandonment is being submittedIndicates if requesting a rollover of prior day's spread submissions.Unique identifier for this position reportStatus of [Position Maintenance Request &lt;35=AL&gt;](msg:AL)Result of [Position Maintenance Request &lt;35=AL&gt;](msg:AL).Used to specify the type of position request being made.Identifies how the response to the request should be transmitted. Details specified via [ResponseDestination (726)](tag:726).URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with [ResponseTransportType (725)](tag:725) value of Out-of-Band to identify the out-of-band destination. See [Appendix 6-B: FIX Fields Based Upon Other Standards](app_6_b.html)Total number of Position Reports being returned.Result of [Request for Positions &lt;35=AN&gt;](msg:AN)Status of [Request for Positions &lt;35=AN&gt;](msg:AN)Settlement priceType of settlement priceUnderlying security's SettlPrice. See [SettlPrice (730)](tag:730) field for descriptionUnderlying security's SettlPriceType. See [SettlPriceType (731)](tag:731) field for descriptionPrevious settlement priceNumber of repeating groups of [QuoteQualifier (695)](tag:695).Currency code of settlement denomination for a specific [AllocAccount (79)](tag:79). See [Appendix 6-A: Valid Currency Codes](app_6_a.html) for information on obtaining valid values.Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific [AllocAccount (79)](tag:79).Amount of interest (i.e. lump-sum) at maturity.The effective date of a new securities issue determined by its underwriters. Often but not always the same as the [IssueDate (225)](tag:225) and the [InterestAccrualDate (874)](tag:874)For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. See [Pool (691)](tag:691) for description and valid values.Amount of interest (i.e. lump-sum) at maturity at the account-level.Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level.Date of delivery.Method by which short positions are assigned to an exercise notice during exercise and assignment processingQuantity Increment used in performing assignment.Open interest that was eligible for assignment.Exercise Method used to in performing assignment.Total number of trade reports returned.Result of Trade RequestStatus of Trade Request.Reason Trade Capture Request was rejected.Used to indicate if the side being reported on [Trade Capture Report &lt;35=AE&gt;](msg:AE) represents a leg of a multileg instrument or a single security.Number of position amount entries.Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.Unique identifier for [Allocation Report &lt;35=AS&gt;](msg:AS) message.Number of [Nested2PartyID (757)](tag:757), [Nested2PartyIDSource (758)](tag:758), and [Nested2PartyRole (759)](tag:759) entriesPartyID value within a "second instance" Nested repeating group. Same values as [PartyID (448)](tag:448)PartyIDSource value within a "second instance" Nested repeating group. Same values as [PartyIDSource (447)](tag:447)PartyRole value within a "second instance" Nested repeating group. Same values as [PartyRole (452)](tag:452)PartySubID value within a "second instance" Nested repeating group. Same values as [PartySubID (523)](tag:523)Identifies class or source of the [BenchmarkSecurityID (699)](tag:699) value. Required if BenchmarkSecurityID is specified. Same values as the [SecurityIDSource (22)](tag:22) fieldSub-type qualification/identification of the SecurityType. As an example for [SecurityType (167)](tag:167) = "REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. If SecuritySubType is used then SecurityType is required. For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly".Underlying security's SecuritySubType. See [SecuritySubType (762)](tag:762) field for descriptionSecuritySubType of the leg instrument. See [SecuritySubType (762)](tag:762) field for descriptionThe maximum percentage that execution of one side of a program trade can exceed execution of the other.The maximum amount that execution of one side of a program trade can exceed execution of the other.The currency that [AllowableOneSidednessValue (766)](tag:766) is expressed in if AllowableOneSidednessValue is used.Number of [TrdRegTimestamp (769)](tag:769) entriesTraded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house).Traded / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction.Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value.Reference identifier to be used with [ConfirmTransType (666)](tag:666) = "Replace" or "Cancel"Identifies the type of [Confirmation &lt;35=AK&gt;](msg:AK) message being sent.Identifies the reason for rejecting a [Confirmation &lt;35=AK&gt;](msg:AK).Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).Identified reason for rejecting an individual [AllocAccount (79)](tag:79) detail. Same values as [AllocRejCode (88)](tag:88)Unique identifier for [Settlement Instructions &lt;35=T&gt;](msg:T) message.Number of settlement instructions within repeating group.Timestamp of last update to data item (or creation if no updates made since creation).Used to indicate whether settlement instructions are provided on an [Allocation Instruction &lt;35=J&gt;](msg:J), and if not, how they are to be derived.Number of [SettlPartyID (782)](tag:782), [SettlPartyIDSource (783)](tag:783), and [SettlPartyRole (784)](tag:784) entriesPartyID value within a Settlement Parties component. Nested repeating group. Same values as [PartyID (448)](tag:448)PartyIDSource value within a Settlement Parties component. Same values as [PartyIDSource (447)](tag:447)PartyRole value within a Settlement Parties component. Same values as [PartyRole (452)](tag:452)PartySubID value within a Settlement Parties component. Same values as [PartySubID (523)](tag:523)Type of [SettlPartySubID (785)](tag:785) value. Same values as [PartySubIDType (803)](tag:803)Used to indicate whether a delivery instruction is used for securities or cash settlement.Type of financing termination.Next expected [MsgSeqNum (34)](tag:34) value to be received.Can be used to uniquely identify a specific [Order Status Request &lt;35=H&gt;](msg:H) message.Unique ID of [Settlement Instruction Request &lt;35=AV&gt;](msg:AV) messageIdentifies reason for rejection (of a [Settlement Instruction Request &lt;35=AV&gt;](msg:AV) message).Secondary allocation identifier. Unlike the [AllocID (70)](tag:70), this can be shared across a number of [Allocation Instruction &lt;35=J&gt;](msg:J) or [Allocation Report &lt;35=AS&gt;](msg:AS) messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.).Describes the specific type or purpose of an [Allocation Report &lt;35=AS&gt;](msg:AS) messageReference identifier to be used with [AllocTransType (71)](tag:71) = 'Replace' or 'Cancel'Reason for cancelling or replacing an [Allocation Instruction &lt;35=J&gt;](msg:J) or [Allocation Report &lt;35=AS&gt;](msg:AS) messageIndicates whether or not this message is a drop copy of another message.Type of account associated with a [Confirmation &lt;35=AK&gt;](msg:AK) or other trade-level messageAverage price for a specific orderQuantity of the order that is being booked out as part of an [Allocation Instruction &lt;35=J&gt;](msg:J) or [Allocation Report &lt;35=AS&gt;](msg:AS) messageNumber of [SettlPartySubID (785)](tag:785) and [SettlPartySubIDType (786)](tag:786) entriesNumber of [PartySubID (523)](tag:523) and [PartySubIDType (803)](tag:803) entriesType of [PartySubID (523)](tag:523) valueNumber of [NestedPartySubID (545)](tag:545) and [NestedPartySubIDType (805)](tag:805) entriesType of [NestedPartySubID (545)](tag:545) value. Same values as [PartySubIDType (803)](tag:803)Number of [Nested2PartySubID (760)](tag:760) and [Nested2PartySubIDType (807)](tag:807) entries. Second instance of [NestedParties](component:NestedParties).Type of [Nested2PartySubID (760)](tag:760) value. Second instance of [NestedParties](component:NestedParties). Same values as [PartySubIDType (803)](tag:803)Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with [AllocType (626)](tag:626) = "Request to Intermediary" and [AllocReportType (794)](tag:794) = "Request to Intermediary"Number of Usernames to which this this response is directedUnderlying price associate with a derivative instrument.The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. This value is normally between -1.0 and 1.0.Used to specify the maximum number of application messages that can be queued before a corrective action needs to take place to resolve the queuing issue.Current number of application messages that were queued at the time that the message was created by the counterparty.Resolution taken when [ApplQueueDepth (813)](tag:813) exceeds [ApplQueueMax (812)](tag:812) or system specified maximum queue size.Action to take to resolve an application message queue (backlog).Number of alternative market data sourcesSession layer source for market data (For the standard FIX session layer, this would be the [TargetCompID (56)](tag:56) where market data can be obtained).See [Appendix 6-E](app_6_e.html#9): 9.Deprecated [SecondaryTradeReportID (818)](tag:818) and [SecondaryTradeReportRefID (881)](tag:881) Secondary trade report identifier - can be used to associate an additional identifier with a trade.Average Pricing IndicatorUsed to link a group of trades together. Useful for linking a group of trades together for average price calculations.Specific device number, terminal number or station where order was enteredTrading Session in which the underlying instrument tradesTrading Session sub identifier in which the underlying instrument tradesReference to the leg of a multileg instrument to which this trade refersUsed to report any exchange rules that apply to this trade. Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade.Identifies how the trade is to be allocatedPart of trading cycle when an instrument expires. Field is applicable for derivatives.Type of Trade.Further qualification to the trade type.Reason trade is being transferredTotal Number of Assignment Reports being returned to a firmUnique identifier for the Assignment ReportAmount that a position has to be in the money before it is exercised.Describes whether peg is static or floatsType of Peg Offset valueType of Peg LimitIf the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressiveThe price the order is currently pegged atThe scope of the pegDescribes whether discretionay price is static or floatsType of Discretion Offset valueType of Discretion LimitIf the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressiveThe current discretionary price of the orderThe scope of the discretionThe target strategy of the orderSee [Appendix 6-E](app_6_e.html#8): 8.Deprecated [TargetStrategyParameters (848)](tag:848) and [ParticipationRate (849)](tag:849) Field to allow further specification of the [TargetStrategy (847)](tag:847) - usage to be agreed between counterpartiesSee [Appendix 6-E](app_6_e.html#8): 8.Deprecated [TargetStrategyParameters (848)](tag:848) and [ParticipationRate (849)](tag:849) For a [TargetStrategy (847)](tag:847)="Participate" order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume)For communication of the performance of the order versus the target strategyIndicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for [OrdStatus (39)](tag:39) of 'Partial' or 'Filled'.See [Appendix 6-E](app_6_e.html#18): 18.Deprecated [PublishTrdIndicator (852)](tag:852) from the specification Indicates if a trade should be reported via a market reporting service.Reason for short sale.Type of quantity specified in a [Quantity (53)](tag:53) field:Additional TrdType assigned to a trade by trade match system. See [TrdType (828)](tag:828) tagType of Trade ReportIndicates how the orders being booked and allocated by an [Allocation Instruction &lt;35=J&gt;](msg:J) or [Allocation Report &lt;35=AS&gt;](msg:AS) message are identified, i.e. by explicit definition in the [NoOrders (73)](tag:73) group or not.Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.Unique identifier for a [Confirmation Request &lt;35=BH&gt;](msg:BH) messageUsed to express average price as percent of par (used where [AvgPx (6)](tag:6) field is expressed in some other way)Reported price (used to differentiate from [AvgPx (6)](tag:6) on a confirmation of a marked-up or marked-down principal trade)Number of repeating [OrderCapacity (528)](tag:528) entries.Quantity executed under a specific [OrderCapacity (528)](tag:528) (e.g. quantity executed as agent, quantity executed as principal)Number of repeating [EventType (865)](tag:865) entries.Code to represent the type of eventDate of eventPredetermined price of issue at event, if applicableComments related to the event.Percent at risk due to lowest possible call.Number of repeating [InstrAttribType (871)](tag:871) entries.Code to represent the type of instrument attributeAttribute value appropriate to the [InstrAttribType (871)](tag:871) field.The effective date of a new securities issue determined by its underwriters. Often but not always the same as the [IssueDate (225)](tag:225) and the [InterestAccrualDate (874)](tag:874)The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the [IssueDate (225)](tag:225) and the [DatedDate (873)](tag:873)The program under which a commercial paper is issuedThe registration type of a commercial paper issuanceThe program under which the underlying commercial paper is issuedThe registration type of the underlying commercial paper issuanceUnit amount of the underlying security (par, shares, currency, etc.)Identifier assigned to a trade by a matching system.See [Appendix 6-E](app_6_e.html#9): 9.Deprecated [SecondaryTradeReportID (818)](tag:818) and [SecondaryTradeReportRefID (881)](tag:881) Used to refer to a previous [SecondaryTradeReportRefID (881)](tag:881) when amending the transaction (cancel, replace, release, or reversal).Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interestPrice (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.Currency value attributed to this collateral at the start of the agreementCurrency value currently attributed to this collateralCurrency value attributed to this collateral at the end of the agreementNumber of underlying stipulation entriesType of stipulation. Same values as [StipulationType (233)](tag:233)Value of stipulation. Same values as [StipulationValue (234)](tag:234)Net Money at maturity if Zero Coupon and maturity value is different from par valueDefines the unit for a miscellaneous fee.Total number of NoAlloc entries across all messages. Should be the sum of all [NoAllocs (78)](tag:78) in each message that has repeating NoAlloc entries related to the same [AllocID (70)](tag:70) or [AllocReportID (755)](tag:755). Used to support fragmentation.Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as [Allocation Instruction &lt;35=J&gt;](msg:J), [Security List &lt;35=y&gt;](msg:y), [Derivative Security List &lt;35=AA&gt;](msg:AA)Collateral Request IdentifierReason for [Collateral Assignment &lt;35=AY&gt;](msg:AY)Collateral inquiry qualifiersNumber of trades in repeating group.The fraction of the cash consideration that must be collateralized, expressed as a percent. A [MarginRatio (898)](tag:898) of 102% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.Excess margin amount (deficit if value is negative)TotalNetValue is determined as follows: At the initial collateral assignment [TotalNetValue (900)](tag:900) is the sum of ([UnderlyingStartValue (884)](tag:884) * (1-haircut)). In a collateral substitution [TotalNetValue (900)](tag:900) is the sum of ([UnderlyingCurrentValue (885)](tag:885) * (1-haircut)). For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut)Starting consideration less repaymentsCollateral Assignment Identifier[Collateral Assignment &lt;35=AY&gt;](msg:AY) Transaction TypeCollateral Response Identifier[Collateral Assignment &lt;35=AY&gt;](msg:AY) Response Type[Collateral Assignment &lt;35=AY&gt;](msg:AY) Reject ReasonCollateral Assignment Identifier to which a transaction refersCollateral Report IdentifierCollateral Inquiry IdentifierCollateral StatusTotal number or reports returned in response to a request.Indicates whether this message is that last report message in response to a request, such as [Order Mass Status Request &lt;35=AF&gt;](msg:AF).The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction.A common reference to the applicable standing agreement between the counterparties to a financing transaction.A reference to the date the underlying agreement specified by [AgreementID (914)](tag:914) and [AgreementDesc (913)](tag:913) was executed.Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateralEnd date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateralContractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.Identifies type of settlementAccrued Interest Amount applicable to a financing transaction on the [EndDate (917)](tag:917).Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the [StartDate (916)](tag:916).Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the [EndDate (917)](tag:917).Unique identifier for a User Request.Indicates the action required by a [User Request &lt;35=BE&gt;](msg:BE) MessageNew [Password (554)](tag:554) or passphraseIndicates the status of a userA text description associated with a user status.Indicates the status of a network connectionA text description associated with a network status.Assigned value used to identify a firm.Assigned value used to identify specific elements within a firm.Unique identifier for a network response.Unique identifier for a network request.Identifier of the previous [Network Counterparty System Status Response &lt;35=BD&gt;](msg:BD) message sent to a counterparty, used to allow incremental updates.Indicates the type and level of details required for a [Network Counterparty System Status Request &lt;35=BC&gt;](msg:BC) message Boolean logic applies EG If you want to subscribe for changes to certain id's then [UserRequestType (924)](tag:924) = 10 (8+2), Snapshot for certain ID's = 9 (8+1)Number of CompID entries in a repeating group.Indicates the type of [Network Counterparty System Status Response &lt;35=BD&gt;](msg:BD) message.Number of [CollInquiryQualifier (896)](tag:896) entries in a repeating group.Trade Report StatusIdentifies the status of the Confirmation_Ack.Currency in which the strike price of an underlying instrument ([UnderlyingStrikePrice (316)](tag:316)) is denominatedCurrency in which the strike price of an underlying instrument ([UnderlyingStrikePrice (316)](tag:316)) is denominatedA code that represents a time interval in which a fill or trade occurred. Required for US futures markets.Action proposed for an [UnderlyingInstrument](component:UnderlyingInstrument) instance.Status of [Collateral Inquiry &lt;35=BB&gt;](msg:BB)Result returned in response to [Collateral Inquiry &lt;35=BB&gt;](msg:BB)Currency in which the [StrikePrice (202)](tag:202) is denominated.Number of [Nested3PartyID (949)](tag:949), [Nested3PartyIDSource (950)](tag:950), and [Nested3PartyRole (951)](tag:951) entriesPartyID value within a "third instance" Nested repeating group. Same values as [PartyID (448)](tag:448)PartyIDSource value within a "third instance" Nested repeating group. Same values as [PartyIDSource (447)](tag:447)PartyRole value within a "third instance" Nested repeating group. Same values as [PartyRole (452)](tag:452)Number of [Nested3PartySubID (953)](tag:953) entriesPartySubID value within a "third instance" Nested repeating group. Same values as [PartySubID (523)](tag:523)PartySubIDType value within a "third instance" Nested repeating group. Same values as [PartySubIDType (803)](tag:803)Specifies when the contract (i.e. MBS/TBA) will settle.The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the [IssueDate (225)](tag:225) and the [DatedDate (873)](tag:873)Indicates number of strategy parametersName of parameterDatatype of the parameterValue of the parameterHost assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order.Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that [TimeInForce (59)](tag:59) should be referenced. SideTimeInForce will override TimeInForce if both are provided.Unique identifier for the Market Data Report.Identifies a [Security List &lt;35=y&gt;](msg:y) message.Used for derivatives. Denotes the current state of the Instrument.Indicator to determine if instrument is settle on openUsed for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.Minimum price increase for a given exchange-traded InstrumentPosition Limit for a given exchange-traded product.Position Limit in the near-term contract for a given exchange-traded product.Percent of the Strike Price that this underlying represents.Cash amount associated with the underlying component.Used for derivatives that deliver into cash underlying.Indicates order settlement period for the underlying instrument.Date associated to the quantity that is being reported for the position.Unique identifier for the Contrary Intention reportIndicates if the contrary intention was received after the exchange imposed cutoff timeSource of the contrary intentionAction of security updateNumber of Expiration Qty entriesExpiration Quantity typeExpiration Quantity associated with the Expiration TypeTotal number of occurrences of Amount to pay in order to receive the underlying instrumentAmount to pay in order to receive the underlying instrumentAmount to collect in order to deliver the underlying instrumentDate the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments.Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument.Will allow the intermediary to specify an allocation ID generated by their system.Additional attribute to store the Trade ID of the Leg.Specifies average price rounded to quoted precision.Identifies whether the allocation is to be sub-allocated or allocated to a third partyCapacity of customer in the allocation block.The Tier the trade was matched by the clearing system.The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the [UnitOfMeasureQty (1147)](tag:1147)) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a [UnitOfMeasureQty (1147)](tag:1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of USD with a [UnitOfMeasureQty (1147)](tag:1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a [UnitOfMeasureQty (1147)](tag:1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold.Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterpartiesRefer to definition of [UnitOfMeasure (996)](tag:996)Refer to definition of [UnitOfMeasure (996)](tag:996)Same as [TimeUnit (997)](tag:997).Same as [TimeUnit (997)](tag:997).Specifies the method under which a trade quantity was allocated.The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.Used on a multi-sided trade to designate the ReportIDUsed on a multi-sided trade to convey order routing informationUsed on a multi-sided trade to convey reason for executionUsed on a multi-sided trade to specify the type of trade for a given side. Same values as [TrdSubType (829)](tag:829).Used to indicate the quantity on one of a multi-sided Trade Capture ReportUsed to identify the event or source which gave rise to a message. Valid values will be based on an exchange's implementation. Example values are: "MQM" (originated at Firm Back Office) "Clear" (originated in Clearing System) "Reg" (static data generated via Register request)Will be used in a multi-sided message. Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing houseSame as [TrdRegTimestampType (770)](tag:770)Same as [TrdRegTimestampOrigin (771)](tag:771) Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp valueUsed to indicate that a floor-trade was originally submitted "as of" a specific trade date which is earlier than its clearing date.Indicates number of SideTimestamps contained in groupExpresses the risk of an option leg Value must be between -1 and 1. A Call Option will require a ratio value between 0 and 1 A Put Option will require a ratio value between -1 and 0Identifies the number of parties identified with an instrumentPartyID value within an instrument party repeating group. Same values as [PartyID (448)](tag:448)Used to report volume with a tradeDescribes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connectionDescribes a class of service for a given data feed, i.e Regular and Market Maker, Bandwidth Intensive or Bandwidth ConservativeInteger to convey the level of a bid or offer at a given price level. This is in contrast to [MDEntryPositionNo (290)](tag:290) which is used to convey the position of an order within a Price levelUsed to describe the origin of an entry in the bookIndicates the first trade price of the day/sessionThe spot rate for an FX entryUsed for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in [MDEntryPx (270)](tag:270). Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199Indicates if the order was initially received manually (as opposed to electronically)Indicates if the customer directed this order to a specific execution venue "Y" or not "N". A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential.Identifies the Broker / Dealer Department that first took the order.Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the [ExecInst (18)](tag:18) and [TimeInForce (59)](tag:59) fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only. For [OrderHandlingInstSource (1032)](tag:1032) = 1 (FINRA/NASD OATS), valid values are (as of OATS Phase III as provided by FINRA [former NASD]. See also [www.finra.org/filing-reporting/oats/oats-phase-iii](https://www.finra.org/filing-reporting/oats/oats-phase-iii) for a complete list). For [OrderHandlingInstSource (1032)](tag:1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.Identifies the class or source of the "OrderHandlingInst" values. Scope of this will apply to both [CustOrderHandlingInst (1031)](tag:1031) and [DeskOrderHandlingInst (1035)](tag:1035) fields. Required if [CustOrderHandlingInst (1031)](tag:1031) and/or [DeskOrderHandlingInst (1035)](tag:1035) is specified.Type of trading desk. Valid values are grouped by [DeskTypeSource (1034)](tag:1034).Identifies the class or source of [DeskType (1033)](tag:1033) values. Conditionally required when [DeskType (1033)](tag:1033) is specified.Codes that apply special information that the Broker / Dealer needs to report. Same values as [CustOrderHandlingInst (1031)](tag:1031)The status of this [Execution Ack &lt;35=BN&gt;](msg:BN) message.Indicates the underlying position amount to be deliveredMaximum notional value for a capped financial instrumentSettlement method for a contract or instrument. Additional values may be used with bilateral agreement. Same values as [SettlMethod (1193)](tag:1193)Used to carry an internal trade entity ID which may or may not be reported to the firmThe ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterparyUsed to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterparyConveys how the collateral should be/has been appliedUnit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated.Foreign exchange rate used to compute [UnderlyingCurrentValue (885)](tag:885) (or market value) from [UnderlyingCurrency (318)](tag:318) to [Currency (15)](tag:15)Specifies whether the [UnderlyingFXRate (1045)](tag:1045) should be multiplied or divided.Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.Identifies role of dealer; Agent, Principal, RisklessPrincipalMethod under which assignment was conductedPartyIDSource value within an instrument partyrepeating group. Same values as [PartyIDSource (447)](tag:447)PartyRole value within an instrument partyepeating group. Same values as [PartyRole (452)](tag:452)Number of [InstrumentPartySubID (1053)](tag:1053) and [InstrumentPartySubIDType (1054)](tag:1054) entriesPartySubID value within an instrument party repeating group. Same values as [PartySubID (523)](tag:523)Type of [InstrumentPartySubID (1053)](tag:1053) value. Same values as [PartySubIDType (803)](tag:803)The Currency in which the position Amount is denominatedUsed for the calculated quantity of the other side of the currency trade. Can be derived from [LastQty (32)](tag:32) and [LastPx (31)](tag:31).Used to identify whether the order initiator is an aggressor or not in the trade.Identifies the number of parties identified with an underlying instrumentPartyID value within an underlying instrument party repeating group. Same values as [PartyID (448)](tag:448)PartyIDSource value within an underlying instrument partyrepeating group. Same values as [PartyIDSource (447)](tag:447)PartyRole value within an underlying instrument partyepeating group. Same values as [PartyRole (452)](tag:452)Number of Underlying [InstrumentPartySubID (1053)](tag:1053) and [InstrumentPartySubIDType (1054)](tag:1054) entriesPartySubID value within an underlying instrument party repeating group. Same values as [PartySubID (523)](tag:523)Type of underlying [InstrumentPartySubID (1053)](tag:1053) value. Same values as [PartySubIDType (803)](tag:803)The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199Identifies market data quote type.For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199The gross trade amount for this side of the trade. See also [GrossTradeAmt (381)](tag:381) for additional definition.The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199Used for the calculated quantity of the other side of the currency for this leg. Can be derived from [LegQty (687)](tag:687) and [LegLastPx (637)](tag:637).The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when [LegLastQty (1418)](tag:1418) and other quantity fields are express in terms of contract size.Time of security's maturity expressed in local time with offset to UTC specifiedThe ID reference to the order being hit or takenUsed to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order.Used for reserve orders when [DisplayQty (1138)](tag:1138) applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.Instructs when to refresh [DisplayQty (1138)](tag:1138).Defines what value to use in [DisplayQty (1138)](tag:1138). If not specified the default DisplayMethod is "1"Defines the lower quantity limit to a randomized refresh of [DisplayQty (1138)](tag:1138).Defines the upper quantity limit to a randomized refresh of [DisplayQty (1138)](tag:1138).Defines the minimum increment to be used when calculating a random refresh of [DisplayQty (1138)](tag:1138). A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size).Defines the quantity used to refresh [DisplayQty (1138)](tag:1138).Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement.Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit.Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible.Defines the type of price protection the customer requires on their order.Defines the lot type assigned to the order.Defines the type of peg.The value of the reference price that the order is pegged to. [PeggedRefPrice (1095)](tag:1095) + [PegOffsetValue (211)](tag:211) = [PeggedPrice (839)](tag:839) unless the limit [Price (44)](tag:44) is breached. The values may not be exact due to rounding.Defines the identity of the security off whose prices the order will peg. Same values as [SecurityIDSource (22)](tag:22)Defines the identity of the security off whose prices the order will peg.Defines the common, 'human understood' representation of the security off whose prices the order will Peg.Security description of the security off whose prices the order will Peg.Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect.Defines the type of action to take when the trigger hits.The price at which the trigger should hit.Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic.Defines the identity of the security whose prices will be tracked by the trigger logic.Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as [SecurityIDSource (22)](tag:22).Defines the security description of the security whose prices will be tracked by the trigger logic.The type of price that the trigger is compared to.Defines the type of price protection the customer requires on their order.The side from which the trigger price is reached.The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1.The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from [OrdType (40)](tag:40) may be used if appropriate and bilaterally agreed upon.The Quantity the order should have after the trigger has hit.Defines the trading session at which the order will be activated.Defines the subordinate trading session at which the order will be activated.Defines the type of interest behind a trade (fill or partial fill).Number of [RootPartyID (1117)](tag:1117), [RootPartyIDSource (1118)](tag:1118), and [RootPartyRole (1119)](tag:1119) entriesPartyID value within a root parties component. Same values as [PartyID (448)](tag:448)PartyIDSource value within a root parties component. Same values as [PartyIDSource (447)](tag:447)PartyRole value within a root parties component. Same values as [PartyRole (452)](tag:452)Number of [RootPartySubID (1121)](tag:1121) and [RootPartySubIDType (1122)](tag:1122) entriesPartySubID value within a root parties component. Same values as [PartySubID (523)](tag:523)Type of [RootPartySubID (1121)](tag:1121) value. Same values as [PartySubIDType (803)](tag:803)Specified how the Trade Capture Report should be handled by the Respondent.Optionally used with TradeHandlingInstr = '0' to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as [TradeHandlingInstr (1123)](tag:1123)Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transferUsed to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transferUsed to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transferSpecifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack releaseSpecifies a custom extension to a message being applied at the message level. Enumerated fieldSpecifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as [ApplVerID (1128)](tag:1128)Specifies a custom extension to a message being applied at the session level.Transact time in the local date-time stamp with a TZ offset to UTC identifiedThe ID source of [ExDestination (100)](tag:100)Indicates that the reported price that is different from the market price. The price difference should be stated by using field [TrdType (828)](tag:828) and, if required, field [TrdSubType (829)](tag:829)Indicates the system or medium on which the report has been publishedClearingFeeIndicator for Allocation. See [ClearingFeeIndicator (635)](tag:635) for permitted values.Specifies the service pack release being applied, by default, to message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as [ApplVerID (1128)](tag:1128)The quantity to be displayed. Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.Free format test string related to exchange.The maximum order quantity that can be submitted for a security.The number of feed types and corresponding book depths associated with a securityThe types of algorithm used to match orders in a specific security. Possible value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar.The maximum price variation of an execution from one event to the next for a given security.Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.Specific time of event. To be used in combination with [EventDate (866)](tag:866)Minimum price increment amount associated with the [MinPriceIncrement (969)](tag:969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by [ContractMultiplier (231)](tag:231).Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for [UnitOfMeasure (996)](tag:996) Variable Quantity UOMs enumerations. Refer to the definition of [UnitOfMeasure (996)](tag:996) for more information on the use of UnitOfMeasureQty.Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejectedAllowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejectedReference price for the current trading price range usually representing the mid price between the [HighLimitPrice (1149)](tag:1149) and [LowLimitPrice (1148)](tag:1148). The value may be the settlement price or closing price of the prior trading day.An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.Allow sequencing of Legs for a Strategy to be capturedSettlement cycle in which the settlement obligation was generatedUsed to identify the trading currency on the Trade Capture Report SideUsed to identify the settlement currency on the Trade Capture Report SideThe extension pack number associated with an application message.Net flow of Currency 1Used to group Each Settlement PartyUsed to identify the reporting mode of the settlement obligation which is either preliminary or finalMessage identifier for [Settlement Obligation Report &lt;35=BQ&gt;](msg:BQ)Unique ID for this settlement instruction.Transaction Type - required except where [SettlInstMode (160)](tag:160) = '5' (Reject SSI request)Required where [SettlInstTransType (163)](tag:163) is 'Cancel' or 'Replace'Used to identify whether these delivery instructions are for the buyside or the sellside.Number of settlement obligationsUnique identifier for a [Quote &lt;35=S&gt;](msg:S) message.Identifies the status of an individual quote. See also [QuoteStatus (297)](tag:297) which is used for single Quotes.Specifies the number of canceled quotesSpecifies the number of accepted quotesSpecifies the number of rejected quotesSpecifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only.Specifies the type of respondents requested.Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with [MDPriceLevel (1023)](tag:1023) and [MDEntryPositionNo (290)](tag:290) in order to sort the order properly. Values are bilaterally agreed.Identifies an event related to a [SecurityTradingStatus (326)](tag:326). An event occurs and is gone, it is not a state that applies for a period of time.Number of statistics indicator repeating group entriesType of statisticsThe number of secondary sizes specifies in this entrySpecifies the type of secondary size.A part of the [MDEntrySize (271)](tag:271) that represents secondary interest as specified by [MDSecSizeType (1178)](tag:1178).Identifies the application with which a message is associated. Used only if application sequencing is in effect.Data sequence number to be used when FIX session is not in effectBeginning range of application sequence numbersEnding range of application sequence numbersLength of the [SecurityXML (1185)](tag:1185) data block.Actual XML data stream describing a security, normally FpML.The schema used to validate the contents of [SecurityXML (1185)](tag:1185)Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed 'Y' - Mandatory refresh by all participants 'N' - Process as requiredAnnualized volatility for option model calculationsTime to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year.Interest rate. Usually some form of short term rate.Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract Same values as [UnitOfMeasure (996)](tag:996)Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.Settlement method for a contract. Can be used as an alternative to CFI Code valueType of exercise of a derivatives security.Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Conditionally required if [OptPayoutType (1482)](tag:1482) is set to binary.Method for price quotationSpecifies the type of valuation method applied.Indicates whether instruments are pre-listed only or can also be defined via user request.Used to express the ceiling price of a capped callUsed to express the floor price of a capped putNumber of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrumentStarting price for the range to which the [StrikeIncrement (1204)](tag:1204) applies. Price refers to the price of the underlyingEnding price of the range to which the [StrikeIncrement (1204)](tag:1204) applies. Price refers to the price of the underlyingValue by which strike price should be incremented within the specified price range.Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the securityStarting price range for specified tick incrementEnding price range for the specified tick incrementTick increment for stated price range. Specifies the valid price increments at which a security can be quoted and tradedSpecifies the type of tick rule which is being described.Code to represent the type of instrument attribute Same values as [InstrAttribType (871)](tag:871)Attribute value appropriate to the [NestedInstrAttribType (1210)](tag:1210) fieldTime of security's maturity expressed in local time with offset to UTC specifiedTime of security's maturity expressed in local time with offset to UTC specifiedRefer to definition for [Symbol (55)](tag:55)Refer to definition for [SymbolSfx (65)](tag:65)Refer to definition for [SecurityID (48)](tag:48)Refer to definition for [SecurityIDSource (22)](tag:22)Refer to definition for [NoSecurityAltID (454)](tag:454)Refer to definition for [SecurityAltID (455)](tag:455)Refer to definition for [SecurityAltIDSource (456)](tag:456)Refer to definition of [LowLimitPrice (1148)](tag:1148)Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumeratedAllows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumeratedRefer to definition of [UnitOfMeasureQty (1147)](tag:1147)Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount.Ending maturity month year for an option classIdentifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc.Refer to [ProductComplex (1227)](tag:1227)Increment between successive maturities for an option classRefer to definition of [HighLimitPrice (1149)](tag:1149)Minimum lot size allowed based on lot type specified in [LotType (1093)](tag:1093)Number of execution instructionsThe commission rate when [Commission (12)](tag:12) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points.Number of Lot Type RulesNumber of Match RulesNumber of maturity rules in [MaturityRules](component:MaturityRules) component blockNumber of order typesThe commission rate unit of measure.Number of time in force techniquesRefer to definition for [TradingReferencePrice (1150)](tag:1150)Starting maturity month year for an option classUsed to indicate if a product or group of product supports the creation of flexible securitiesRefer to [FlexProductEligibilityIndicator (1242)](tag:1242)Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative [CFICode (461)](tag:461) Standard/Non-standard attribute.Used when the trading currency can differ from the price currencySame values as [Product (460)](tag:460)An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. See [SecurityGroup (1151)](tag:1151) for complete definition.The type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. See [CFICode (461)](tag:461) for complete definition.Same values as [SecurityType (167)](tag:167)Sub-type qualification/identification of the security type. See [SecuritySubType (762)](tag:762) for complete definition.Month and Year of the maturity (used for standardized futures and options). See [MaturityMonthYear (200)](tag:200) for complete definition.Date of maturity. See [MaturityDate (541)](tag:541) for complete definition.Time of security's maturity expressed in local time with offset to UTC specified. See [MaturityTime (1079)](tag:1079) for complete definition.Indicator to determine if instrument is settle on open. See [SettleOnOpenFlag (966)](tag:966) for complete definition.Same values as [InstrmtAssignmentMethod (1049)](tag:1049)Same values as [SecurityStatus (965)](tag:965)Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value ZZ to specify physical ownership of the security (e.g. stock certificate). See [InstrRegistry (543)](tag:543) for complete definition.ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). See [CountryOfIssue (470)](tag:470) for complete definition.A two-character state or province abbreviation. See [StateOrProvinceOfIssue (471)](tag:471) for complete definition.Identifies the locale or region of issue. See [LocaleOfIssue (472)](tag:472) for complete definition.Strike price for an option. See [StrikePrice (202)](tag:202) for complete definition.Currency in which the strike price is denominated. See [StrikeCurrency (947)](tag:947) for complete definition.Multiplier applied to the strike price for the purpose of calculating the settlement value. See [StrikeMultiplier (967)](tag:967) for complete definition.The number of shares/units for the financial instrument involved in the option trade. See [StrikeValue (968)](tag:968) for complete definition.Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions. See [OptAttribute (206)](tag:206) for complete definition.Specifies the ratio or multiply factor to convert from nominal units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc.). See [ContractMultiplier (231)](tag:231) for complete definition.Minimum price increase for a given exchange-traded Instrument. See [MinPriceIncrement (969)](tag:969) for complete definition.Minimum price increment amount associated with the minimum price increment. See [MinPriceIncrementAmount (1146)](tag:1146) for complete definition.Same values as [UnitOfMeasure (996)](tag:996)Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based. See [UnitOfMeasureQty (1147)](tag:1147) for complete definition.Same values as [TimeUnit (997)](tag:997)Market used to help identify a security. See [SecurityExchange (207)](tag:207) for complete definition.Position limit for a given exchange-traded product. See [PositionLimit (970)](tag:970) for complete definition.Position limit in the near-term contract for a given exchange-traded product. See [NTPositionLimit (971)](tag:971) for complete definition.Name of security issuer. See [Issuer (106)](tag:106) for complete definition.The date on which the security is issued. See [IssueDate (225)](tag:225) for complete definition.Byte length of encoded (non-ASCII characters) [DerivativeEncodedSecurityDesc (1281)](tag:1281) field. See [EncodedIssuerLen (348)](tag:348) for complete definition.Encoded (non-ASCII characters) representation of the [DerivativeIssuer (1275)](tag:1275) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [DerivativeIssuer (1275)](tag:1275) field. See [EncodedIssuer (349)](tag:349) for complete definition.Can be used by the venue or one of the trading parties to provide a non-normative textual description for the financial instrument. See [SecurityDesc (107)](tag:107) for complete definition.Byte length of encoded (non-ASCII characters) [DerivativeEncodedSecurityDesc (1281)](tag:1281) field. See [EncodedSecurityDescLen (350)](tag:350) for complete definition.Encoded (non-ASCII characters) representation of the [DerivativeSecurityDesc (1279)](tag:1279) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [DerivativeSecurityDesc (1279)](tag:1279) field. See [EncodedSecurityDesc (351)](tag:351) for complete definition.Refer to definition of [SecurityXMLLen (1184)](tag:1184)Refer to definition of [SecurityXML (1185)](tag:1185)Refer to definition of [SecurityXMLSchema (1186)](tag:1186)Specifies when the contract (i.e. MBS/TBA) will settle. See [ContractSettlMonth (667)](tag:667) for complete definition.Number of repeating DerivativeEventType entries.Same values as [EventType (865)](tag:865)Date of event. See [EventDate (866)](tag:866) for complete definition.Specific time of event. To be used in combination with [DerivativeEventDate (1288)](tag:1288). See [EventTime (1145)](tag:1145) for complete definition.Predetermined price of issue at event. See [EventPx (867)](tag:867) for complete definition.Comments related to the event. See [EventText (868)](tag:868) for complete definition.Refer to definition of [NoPartyIDs (453)](tag:453)Refer to definition of [PartyID (448)](tag:448)Refer to definition of [PartyIDSource (447)](tag:447)REfer to definition of [PartyRole (452)](tag:452)Refer to definition for [NoPartySubIDs (802)](tag:802)Refer to definition for [PartySubID (523)](tag:523)Refer to definition for [PartySubIDType (803)](tag:803)Type of exercise of a derivatives security Same values as [ExerciseStyle (1194)](tag:1194)Identifies the market segmentIdentifies the MarketUnit of measure for the Maturity Month Year IncrementFormat used to generate the MaturityMonthYear for each optionExpiration Style for an option class Same values as [ExerciseStyle (1194)](tag:1194)Describes the how the price limits are expressed Same values as [PriceLimitType (1306)](tag:1306)Describes the how the price limits are expressedIndicates execution instructions that are valid for the specified market segment Same values as [ExecInst (18)](tag:18)Allows trading rules to be expressed by trading sessionNumber of Market Segments on which a security may trade.Number of instrument attributes.Number of repeating [NestedInstrAttribType (1210)](tag:1210) entries. See also: [NoInstrAttrib (870)](tag:870).Refer to definition of [InstrAttribType (871)](tag:871)Refer to definition of [InstrAttribValue (872)](tag:872)Refer to definition for [PriceUnitOfMeasure (1191)](tag:1191)Refer to definition of [PriceUnitOfMeasureQty (1192)](tag:1192)Refer to definition of [SettlMethod (1193)](tag:1193)Refer to definition of [PriceQuoteMethod (1196)](tag:1196)Refer to definition of [ValuationMethod (1197)](tag:1197)Indicates whether instruments are pre-listed only or can also be defined via user request Same values as [ListMethod (1198)](tag:1198)Refer to definition of [CapPrice (1199)](tag:1199)Refer to definition of [FloorPrice (1200)](tag:1200)Indicates whether an Option is for a put or call Same values as [PutOrCall (201)](tag:201)If provided, then [Instrument](component:Instrument) occurrence has explicitly changedReference to a parent Market Segment. See [MarketSegmentID (1300)](tag:1300)Trading Session descriptionSpecifies the action taken for the specified trading sessions. Same values as [SecurityUpdateAction (980)](tag:980)Those will be used by Firms to send a reason for rejecting a trade in an allocate claim model.This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms.Refer to definition for [Symbol (55)](tag:55)Refer to definition for [SymbolSfx (65)](tag:65)Refer to definition for [SecurityID (48)](tag:48)Refer to definition for [SecurityIDSource (22)](tag:22)Refer to definition for [NoSecurityAltID (454)](tag:454)Refer to definition for [SecurityAltID (455)](tag:455)Refer to definition for [SecurityAltIDSource (456)](tag:456)Refer to definition for [SecurityType (167)](tag:167)Refer to definition for [SecuritySubType (762)](tag:762)Refer to definition for [MaturityMonthYear (200)](tag:200)Refer to definition for [StrikePrice (202)](tag:202)Refer to definition for [SecurityExchange (207)](tag:207)Number of Underlyings, Identifies the Underlying of the LegRefer to definition for [PutOrCall (201)](tag:201)Refer to definition for [CFICode (461)](tag:461)Date of maturity.Unique identifier for requestType of [Application Message Request &lt;35=BW&gt;](msg:BW) being made.Used to indicate the type of acknowledgement being sent.Total number of messages included in transmission.Application sequence number of last message in transmissionSpecifies number of application id occurrencesUsed to indicate that a message is being sent in response to an [Application Message Request &lt;35=BW&gt;](msg:BW). It is possible for both [ApplResendFlag (1352)](tag:1352) and [PossDupFlag (43)](tag:43) to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend requestIdentifier for the [Application Message Request Ack &lt;35=BX&gt;](msg:BX)Used to return an error code or text associated with a response to an Application Request.Reference to the unique application identifier which corresponds to [ApplID (1180)](tag:1180) from the Application Sequence Group componentIdentifier for the Application Sequence ResetApplication sequence number of last message in transmission.Refer to definition of [PutOrCall (201)](tag:201)Total number of fill entries across all messages. Should be the sum of all [NoFills (1362)](tag:1362) in each message that has repeating list of fill entries related to the same [ExecID (17)](tag:17). Used to support fragmentation.Specifies the number of partial fillsRefer to [ExecID (17)](tag:17). Used when multiple partial fills are reported in single [Execution Report &lt;35=8&gt;](msg:8). ExecID and FillExecID should not overlapPrice of Fill. Refer to [LastPx (31)](tag:31).Quantity of Fill. Refer to [LastQty (32)](tag:32).The [AllocID (70)](tag:70) of an individual leg of a multileg order.Identifies settlement currency for the leg level allocation.Identifies an event related to a [TradSesStatus (340)](tag:340). An event occurs and is gone, it is not a state that applies for a period of time.Unique identifier of [Order Mass Cancel Report &lt;35=r&gt;](msg:r) or [Order Mass Action Report &lt;35=BZ&gt;](msg:BZ) message as assigned by sell-side (broker, exchange, ECN)Number of not affected orders in the repeating group of order ids.[OrderID (37)](tag:37) of an order not affected by a mass cancel request.[ClOrdID (11)](tag:11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.Specifies the type of action requestedSpecifies scope of [Order Mass Action Request &lt;35=CA&gt;](msg:CA).Specifies the action taken by counterparty order handling system as a result of the action type indicated in [MassActionType (1373)](tag:1373) of the [Order Mass Action Request &lt;35=CA&gt;](msg:CA).Reason [Order Mass Action Request &lt;35=CA&gt;](msg:CA) was rejectedSpecifies the type of multileg order.Code to represent how the multileg price is to be interpreted when applied to the legs.Specifies the volatility of an instrument leg.The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models.Refer to definition for [DividendYield (1380)](tag:1380).Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7Refer to ExecInst Same values as [ExecInst (18)](tag:18)Defines the type of contingency.Identifies the reason for rejection of a [New Order List &lt;35=E&gt;](msg:E) message. Note that [OrdRejReason (103)](tag:103) is used if the rejection is based on properties of an individual order part of the List.Number of trade reporting indicatorsIdentifies the type of party for trade reporting. Same values as [PartyRole (452)](tag:452).Specifies whether the trade should be reported (or not) to parties of the provided [TrdRepPartyRole (1388)](tag:1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the [TradePublishIndicator (1390)](tag:1390).Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces [PublishTrdIndicator (852)](tag:852).Refer to definition of [OptAttribute (206)](tag:206)Refer to definition of [SecurityDesc (107)](tag:107)Unique ID of a [Market Definition Request &lt;35=BT&gt;](msg:BT) message.[Market Definition &lt;35=BU&gt;](msg:BU) message identifier.Specifies the action taken for the specified [MarketID (1301)](tag:1301) + [MarketSegmentID (1300)](tag:1300).Description or name of Market SegmentByte length of encoded (non-ASCII characters) [EncodedMktSegmDesc (1398)](tag:1398) field.Encoded (non-ASCII characters) representation of the [MarketSegmentDesc (1396)](tag:1396) MarketSegmentDesc <1396>Used to specify a new application sequence number.Enumeration defining the encryption method used to encrypt password fields.Length of the [EncryptedPassword (1402)](tag:1402) fieldEncrypted password - encrypted via the method specified in the field [EncryptedPasswordMethod (1400)](tag:1400)Length of the [EncryptedNewPassword (1404)](tag:1404) fieldEncrypted new password - encrypted via the method specified in the field [EncryptedPasswordMethod (1400)](tag:1400)Time of security's maturity expressed in local time with offset to UTC specifiedThe extension pack number associated with an application message.The extension pack number that is the default for a FIX session.The default custom application version ID that is the default for a session.Status of a FIX sessionIndicates that the Application Version is the default for the [RefMsgType (372)](tag:372) field.Refer to definition of [PartySubIDType (803)](tag:803)Refer to definition of [PartySubID (523)](tag:523)Refer to definition of [NoPartySubIDs (802)](tag:802)Refer to definition of [NoPartyIDs (453)](tag:453)Refer to definition of [PartyID (448)](tag:448)Refer to definition of [PartyIDSource (447)](tag:447)Refer to definition of [PartyRole (452)](tag:452)Fill quantity for the leg instrumentType of exercise of a derivatives security Same values as [ExerciseStyle (1194)](tag:1194)Type of exercise of a derivatives security Same values as [ExerciseStyle (1194)](tag:1194)Refer to definition for [PriceUnitOfMeasure (1191)](tag:1191)Refer to definition of [PriceUnitOfMeasureQty (1192)](tag:1192)Refer to definition of [UnitOfMeasureQty (1147)](tag:1147)Refer to definition for [PriceUnitOfMeasure (1191)](tag:1191)Refer to definition of [PriceUnitOfMeasureQty (1192)](tag:1192)Type of reportWhen reporting trades, used to reference the identifier of the execution ([ExecID (17)](tag:17)) being reported if different ExecIDs were assigned to each side of the trade.Time lapsed from order entry until match, based on the unit of time specified in [OrderDelayUnit (1429)](tag:1429). Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade).Time unit in which the [OrderDelay (1428)](tag:1428) is expressedIdentifies the type of venue where a trade was executedThe reason for updating the [RefOrderID (1080)](tag:1080)The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).Used to reference a previously submitted [ApplReqID (1346)](tag:1346) from within a subsequent [Application Message Request &lt;35=BW&gt;](msg:BW)Type of pricing model usedIndicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit [ContractMultiplier (231)](tag:231) is expressed in.Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit [LegContractMultiplier (614)](tag:614) is expressed in. Same values as [ContractMultiplierUnit (1435)](tag:1435)Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit [UnderlyingContractMultiplier (436)](tag:436) is expressed in. Same values as [ContractMultiplierUnit (1435)](tag:1435)Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit [DerivativeContractMultiplier (1266)](tag:1266) is expressed in. Same values as [ContractMultiplierUnit (1435)](tag:1435)The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". Same values as [FlowScheduleType (1439)](tag:1439)The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". Same values as [FlowScheduleType (1439)](tag:1439)The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". Same values as [FlowScheduleType (1439)](tag:1439)Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for [OrdStatus (39)](tag:39) of 'Partial' or 'Filled'. Same values as [LastLiquidityInd (851)](tag:851)Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for [OrdStatus (39)](tag:39) of 'Partial' or 'Filled'. Same values as [LastLiquidityInd (851)](tag:851)Number of rate sources being specified.Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate.Indicates whether the rate source specified is a primary or secondary source.Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate.A category of CDS credit even in which the underlying bond experiences a restructuring. Used to define a CDS instrument.Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument.Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position.Used to reflect the Original value prior to the application of a credit event. See [NotionalPercentageOutstanding (1451)](tag:1451).See [RestructuringType (1449)](tag:1449)See [Seniority (1450)](tag:1450)See [NotionalPercentageOutstanding (1451)](tag:1451)See [OriginalNotionalPercentageOutstanding (1452)](tag:1452)Lower bound percentage of the loss that the tranche can endure.Upper bound percentage of the loss the tranche can endure.See [AttachmentPoint (1457)](tag:1457).See [DetachmentPoint (1458)](tag:1458).Identifies the number of target parties identified in a mass action.[PartyID (448)](tag:448) value within an target party repeating group.PartyIDSource value within an target party repeating group. Same values as [PartyIDSource (447)](tag:447)PartyRole value within an target party repeating group. Same values as [PartyRole (452)](tag:452)Specifies an identifier for a Security ListSpecifies a reference from one Security List to another. Used to support a hierarchy of Security Lists.Specifies a description or name of a Security List.Byte length of encoded (non-ASCII characters) [EncodedSecurityListDesc (1469)](tag:1469) (tbd) field.Encoded (non-ASCII characters) representation of the [SecurityListDesc (1467)](tag:1467) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc field.Specifies a type of Security List.Specifies a specific source for a [SecurityListType (1470)](tag:1470). Relevant when a certain type can be provided from various sources.Unique identifier for a [News &lt;35=B&gt;](msg:B) messageCategory of [News &lt;35=B&gt;](msg:B) message.The national language in which the news item is provided.Number of News reference itemsReference to another [News &lt;35=B&gt;](msg:B) message identified by [NewsID (1472)](tag:1472).Type of reference to another [News &lt;35=B&gt;](msg:B) Message item. Defines if the referenced news item is a replacement, is in a different language, or is complimentary.Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying, or set to the optimal value of the underlying. Conditionally, required if value is other than "fixed".Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.Used in combination with [StrikePriceBoundaryMethod (1479)](tag:1479) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").Indicates the type of payout that will result from an in-the-money option.Number of complex event occurrences.Identifies the type of complex event.Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount.Specifies the price at which the complex event takes effect. Impact of the event price is determined by the [ComplexEventType (1484)](tag:1484).Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the [ComplexEventPriceTimeType (1489)](tag:1489).Used in combination with [ComplexEventPriceBoundaryMethod (1487)](tag:1487) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the [ComplexEventType (1484)](tag:1484).Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result.Number of complex event date occurrences for a given complex event.Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventStartDate must always be less than or equal to [ComplexEventEndDate (1493)](tag:1493).Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventEndDate must always be greater than or equal to [ComplexEventStartDate (1492)](tag:1492).Number of complex event time occurrences for a given complex event date The default in case of an absence of time fields is 00:00:00-23:59:59.Specifies the start time of the time range on which a complex event date is effective. ComplexEventStartTime must always be less than or equal to [ComplexEventEndTime (1496)](tag:1496).Specifies the end time of the time range on which a complex event date is effective. ComplexEventEndTime must always be greater than or equal to [ComplexEventStartTime (1495)](tag:1495).Unique identifier for the stream assignment request provided by the requester.Type of stream assignment request.Number of assignment requests.The identifier or name of the price stream.Unique identifier of the stream assignment report provided by the respondent.Reason code for stream assignment request reject.Type of acknowledgement.See [TransactTime (60)](tag:60)Unique identifier for PartyDetailsListRequest.Used to represent the trade ID for each side of the trade assigned by an intermediary.Used to capture the original trade id for each side of a trade undergoing novation to a standardized model.Number of requested party roles.Identifies the type or role of party that has been requested.Identifier for the PartyDetailsListReport and the PartyDetailsListUpdateReport.Result of a request as identified by the appropriate request ID fieldTotal number of PartyListGrp returned.A sentence or phrase pertenant to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System"Number of party relationships.Used to specify the type of the party relationship.Number of party alternative identifiers.An alternate party identifier for the party specified in [PartyDetailID (1691)](tag:1691)Identifies the source of the [PartyDetailAltID (1517)](tag:1517) value.Number of party detail alternate sub-identifiers.Sub-identifier for the party specified in [PartyDetailAltID (1517)](tag:1517).Type of [PartyDetailAltSubID (1520)](tag:1520) value.Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that [MultiLegReportingType (442)](tag:442) will be set to 2 (Individual leg of a multi-leg security) in this case. Also used in pricing Trade at Settlement (TAS) and Trade At Marker (TAM) contracts for which the value is the negotiated currency offset either at settlement (TAS) or at time specified in the product definition (TAM). The final contract price is specified in [LastPx (31)](tag:31).Used to indicate the status of the trade submission (not the trade report)Default currency in which the price is quoted. Defined at the instrument level. Used in place of [Currency (15)](tag:15) to express the currency of a product when the former is implemented as the FX dealt currency.Byte length of encoded (non-ASCII characters) [EncodedDocumentationText (1527)](tag:1527) field.Default currency in which the price is quoted. Defined at the instrument level. Used in place of [Currency (15)](tag:15) to express the currency of a product when the former is implemented as the FX dealt currency.Encoded (non-ASCII characters) representation of the [DocumentationText (1513)](tag:1513) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [DocumentationText (1513)](tag:1513) field.Default currency in which the price is quoted. Defined at the instrument level. Used in place of [Currency (15)](tag:15) to express the currency of a product when the former is implemented as the FX dealt currency.Number of risk limits with associated warning levels.Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts.Specifies the risk limit amount.Used to specify the currency of the risk limit amount.The area to which risk limit is applicable. This can be a trading platform or an offering.Number of risk instrument scopes.Operator to perform on the instrument(s) specifiedUsed to limit instrument scope to specified symbol. See [Symbol (55)](tag:55) field for description.Used to limit instrument scope to specified symbol suffix. See [SymbolSfx (65)](tag:65) field for description.Used to limit instrument scope to specified security identifier. See [SecurityID (48)](tag:48) field for description.Used to limit instrument scope to specified security identifier source. See [SecurityIDSource (22)](tag:22) field for description.Number of alternate security identifier for the specified [InstrumentScopeSecurityID (1538)](tag:1538).Used to limit instrument scope to specified security alternate identifier. See [SecurityAltID (455)](tag:455) field for description.Used to limit instrument scope to specified security alternate identifier source. See [SecurityAltIDSource (456)](tag:456) field for description.Used to limit instrument scope to specified instrument product category. See [Product (460)](tag:460) field for description.Used to limit instrument scope to specified product complex. See [ProductComplex (1227)](tag:1227) field for description.Used to limit instrument scope to specified security group. See [SecurityGroup (1151)](tag:1151) field for description.Used to limit instrument scope to specified CFICode. See [CFICode (461)](tag:461) field for description.Used to limit instrument scope to specified security type. See [SecurityType (167)](tag:167) field for description).Used to limit instrument scope to specified security sub-type. See [SecuritySubType (762)](tag:762) field for description.Used to limit instrument scope to specified maturity month and year. See [MaturityMonthYear (200)](tag:200) field for description.Used to limit instrument scope to specified maturity time. See [MaturityTime (1079)](tag:1079) field for description.Used to limit instrument scope to specified restructuring type. See [RestructuringType (1449)](tag:1449) field for description.Used to limit instrument scope to specified seniority type. See [Seniority (1450)](tag:1450) field for description.Used to limit instrument scope to puts or calls. See [PutOrCall (201)](tag:201) field for description.Used to limit instrument scope to securities that can be defined using flexible terms or not. See [FlexibleIndicator (1244)](tag:1244) field for description.Used to limit instrument scope to specified coupon rate. See [CouponRate (223)](tag:223) field for description.Used to limit instrument scope to specified security description. See [SecurityDesc (107)](tag:107) field for description.Used to limit instrument scope to specified settlement type. See [SettlType (63)](tag:63) field for description.Multiplier applied to the transaction amount for comparison with risk limits. Default if not specified is 1.0.Number of risk warning levels.Percent of risk limit at which a warning is issued.Name or error message associated with the risk warning level.Number of related party detail identifiers.Party identifier for the party related to the party specified in [PartyDetailID (1691)](tag:1691).Identifies the source of the [RelatedPartyDetailID (1563)](tag:1563).Identifies the type or role of the [RelatedPartyDetailID (1563)](tag:1563) specified.Number of related party detail sub-identifiers.Sub-identifier for the party specified in [RelatedPartyDetailID (1563)](tag:1563).Type of [RelatedPartyDetailSubID (1567)](tag:1567) value.Number of related party detail alternate identifiers.An alternate party identifier for the party specified in [RelatedPartyDetailID (1563)](tag:1563).Identifies the source of the [RelatedPartyDetailAltID (1570)](tag:1570) value.Number of related party detail alternate sub-identifiers.Sub-identifier for the party specified in [RelatedPartyDetailAltID (1570)](tag:1570).Type of [RelatedPartyDetailAltSubID (1573)](tag:1573) value.The sub-classification or notional schedule type of the swap.Default currency in which the price is quoted. Defined at the instrument level. Used in place of [Currency (15)](tag:15) to express the currency of a product when the former is implemented as the FX dealt currency.In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment.Byte length of encoded (non-ASCII characters) [EncodedEventText (1579)](tag:1579) field.Encoded (non-ASCII characters) representation of the [EventText (868)](tag:868) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [EventText (868)](tag:868) field.This is an optional qualifying attribute of [SettlRateIndex (1577)](tag:1577) such as the delivery zone for an electricity contract.Description of the option expiration.Number of Security Classifications.Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates.Specifies the product classification value which further details the manner in which the instrument participates in the class.Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported.Number of TrdInstrmtLegPosAmt values.Leg position amount.Type of leg position amount.Leg position currency.Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported.Type of quantity specified in LegQty field. [LegContractMultiplier (614)](tag:614) is required when LegQtyType = 1 (Contracts). [LegUnitOfMeasure (999)](tag:999) and [LegTimeUnit (1001)](tag:1001) are required when LegQtyType = 2 (Units of Measure per Time Unit). LegQtyType can be different for each leg.Used to calculate the present value of an amount to be paid in the future.Contains the [IndividualAllocID (467)](tag:467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn’t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations.Represents the product group of a leg.This is useful in conveying multi-leg instruments where the legs may participate in separate security groups.Risk adjusted price used to calculate variation margin on a position.Alternate clearing priceAlternate clearing price for the side being reported.Indicates to recipient whether trade is clearing at execution prices [LastPx (31)](tag:31) or alternate clearing prices [SideClearingTradePrice (1597)](tag:1597).Price Differential between the front and back leg of a spread or complex instrument.Provides the name of the infrastructure component being used for session level communication. Normally this would be the FIX Engine or FIX Gateway product name.Provides the version of the infrastructure component.Provides the name of the vendor providing the infrastructure component.Provides the name of the application system being used to generate FIX application messages. This will normally be a trading system, OMS, or EMS.Provides the version of the application system being used to initiate FIX application messages.Provides the vendor of the application system.Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments.Identifies the reason a security definition request is being rejected.Used to convey the initially requested display quantity specified in [DisplayQty (1138)](tag:1138) on order entry and modification messages in [Execution Report &lt;35=8&gt;](msg:8) message. Applicable only in [Execution Report &lt;35=8&gt;](msg:8) message where [DisplayQty (1138)](tag:1138) is the currently displayed quantity and the requested display quantity of the order also needs to be conveyed. The values of the two fields are different as soon as the order is partially filled and also after a refresh of the order whenever [DisplayMethod (1084)](tag:1084) is not 1=Initial.Indicates whether a message was queued as a result of throttling.Indicates number of repeating groups to follow.Action to take should throttle limit be exceeded.Type of throttle.Maximum number of messages allowed by the throttle. May be a rate limit or a limit on the number of outstanding requests.Value of the time interval in which the rate throttle is applied.Units in which ThrottleTimeInterval is expressed. Uses same enumerations as [OrderDelayUnit (1429)](tag:1429).Used to limit instrument scope to specified security exchange. See [SecurityExchange (207)](tag:207) field for description.The type of assignment being affected in the Stream Assignment Report.Number of ThrottleMsgType fields.The [MsgType (35)](tag:35) of the FIX message being referenced.Byte length of encoded (non-ASCII characters) [InstrumentScopeEncodedSecurityDesc (1621)](tag:1621) fieldEncoded (non-ASCII characters) representation of the [InstrumentScopeSecurityDesc (1556)](tag:1556) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the InstrumentScopeSecurityDesc field.Yield Type, using same values as [YieldType (235)](tag:235)Yield Percentage, using same values as [Yield (236)](tag:236)Number of Instructions in the [MatchingInstructions](component:MatchingInstructions) repeating group.Matching Instruction for the order.Existing FIX field to be applied as a matching criteria to the instruction, bilaterally agreed between parties.Value of [MatchAttribTagID (1626)](tag:1626) on which to apply the matching instruction.Defines the scope of [TriggerAction (1101)](tag:1101) when it is set to "cancel" (3).This is the time in seconds of a "Good for Time" (GFT) TimeInForce. Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired). Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours). For Quotes: The period of time a quoted price is tradable (i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire).The number of limit amount entries.Identifies the type of limit amount expressed in [LastLimitAmt (1632)](tag:1632) and [LimitAmtRemaining (1633)](tag:1633).The amount that has been drawn down against the counterparty for a given trade. The type of limit is specified in [LimitAmtType (1631)](tag:1631). Bilateral agreements dictate the units and maximum value of this field.The remaining limit amount available between the counterparties. The type of limit is specified in [LimitAmtType (1631)](tag:1631). Bilateral agreements dictate the units and maximum value of this field.Indicates the currency that the limit amount is specified in. See [Currency (15)](tag:15) for additional description and valid values.Unique identifier of the MarginRequirementInquiry.Number of margin requirement inquiry qualifiers.Qualifier for MarginRequirementInquiry to identify a specific report.Type of MarginRequirementReport.Identifier for group of instruments with similar risk profile.Status of MarginRequirementInquiry.Result returned in response to MarginRequirementInquiry.Identifier for the [Margin Requirement Report &lt;35=CJ&gt;](msg:CJ) message.Number of margin requirement amounts.Type of margin requirement amount being specified.Amount of margin requirement.Currency of the [MarginAmt (1645)](tag:1645).Number of related instrumentsThe type of instrument relationshipTicker symbol of the related security. Common "human understood" representation of the security.Related security identifier value of [RelatedSecurityIDSource (1651)](tag:1651) type.Identifies class or source of the [RelatedSecurityID (1650)](tag:1650) value.Security type of the related instrument.Expiration date for the related instrument contract.Used to specify the portion of the short contract quantity that is considered covered (e.g. used for short option position).Indicates market maker participation in security.Number of instrument scopes.Number of requesting party identifiers.Party identifier for the requesting party.Identifies the source of the [RequestingPartyID (1658)](tag:1658) value.Identifies the type or role of the [RequestingPartyID (1658)](tag:1658) specified.Number of requesting party sub-identifiers.Sub-identifier for the party specified in [RequestingPartyID (1658)](tag:1658).Type of [RequestingPartySubID (1662)](tag:1662) value.Byte length of encoded (non-ASCII characters) [EncodedRejectText (1665)](tag:1665) field.Encoded (non-ASCII characters) representation of the [RejectText (1328)](tag:1328) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [RejectText (1328)](tag:1328) field.Unique identifier for the PartyRiskLimitsRequestIdentifier for the PartyRiskLimitsReportNumber of risk limit types requested.Number of risk limits for different instrument scopes.Unique reference identifier for a specific risk limit defined for the specified party.Number of party details.Indicates the status of the party identified with [PartyDetailID (1691)](tag:1691).Identifies the market to which the matching instruction applies.Qualifies the value of [PartyDetailRole (1693)](tag:1693).Qualifies the value of [RelatedPartyDetailRole (1565)](tag:1565)Number of party updates.Number of party risk limits.Byte length of encoded (non-ASCII characters) [EncodedOptionExpirationDesc (1697)](tag:1697) field.Identifies the trading status applicable to a group of instruments.Identifies an event related to the mass trading status.Denotes the reason for the Opening Delay or Trading halt of a group of securities.Identifies the trading status applicable to the instrument in the market data message.Describes a sub-class for a given class of service defined by [MDFeedType (1022)](tag:1022)Denotes the reason for the Opening Delay or Trading Halt.Describes action recipient should take if a throttle limit were exceeded.Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests.Indicates whether a restriction applies to short selling a security.Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.).Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)Party identifier within Parties Reference Data messages.Source of the identifier of the [PartyDetailID (1691)](tag:1691) specified.Identifies the type or role of [PartyDetailID (1691)](tag:1691) specified.Number of party detail sub-identifiers.Sub-identifier for the party specified in [PartyDetailID (1691)](tag:1691).Type of [PartyDetailSubID (1695)](tag:1695) value.Encoded (non-ASCII characters) representation of the [OptionExpirationDesc (1581)](tag:1581) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [OptionExpirationDesc (1581)](tag:1581).Used to express the unit of measure (UOM) of the price if different from the contract.Unique identifier for the [Account Summary Report &lt;35=CQ&gt;](msg:CQ).Number of settlement amount entries.The amount of settlement.The currency of the reported settlement amount.Number of collateral amount entries.Currency value currently attributed to the collateral.Currency of the collateral; optional, defaults to the Settlement Currency if not specified.Type of collateral on deposit being reported.Number of pay collect entries.Category describing the reason for funds paid to, or the funds collected from the clearing firm.Currency denomination of value in [PayAmount (1710)](tag:1710) and [CollectAmount (1711)](tag:1711). If not specified, default to currency specified in [SettlementAmountCurrency (1702)](tag:1702).Amount to be paid by the clearinghouse to the clearing firm.Amount to be collected by the clearinghouse from the clearing firm.Market segment associated with the pay collect amount.Market associated with the pay collect amount.Market segment associated with the margin amount.Market associated with the margin amountIndicates the currency of the unit of measure. Conditionally required when [UnitOfMeasure (996)](tag:996) = CcyIndicates the currency of the price unit of measure. Conditionally required when [PriceUnitOfMeasure (1191)](tag:1191) = CcyIndicates the currency of the underlying unit of measure. Conditionally required when [UnderlyingUnitOfMeasure (998)](tag:998) = CcyIndicates the currency of the underlying price unit of measure. Conditionally required when [UnderlyingPriceUnitOfMeasure (1424)](tag:1424) = CcyIndicates the currency of the unit of measure. Conditionally required when [LegUnitOfMeasure (999)](tag:999) = CcyIndicates the currency of the price unit of measure. Conditionally required when [LegPriceUnitOfMeasure (1421)](tag:1421) = CcyIndicates the currency of the unit of measure. Conditionally required when [DerivativeUnitOfMeasure (1269)](tag:1269) = CcyIndicates the currency of the price unit of measure. Conditionally required when [DerivativePriceUnitOfMeasure (1315)](tag:1315) = CcyIdentifies the origin of the order.An identifier representing the department or desk within the firm that originated the order.An identifier representing the department or desk within the firm that received the order.The identifier of the information barrier in place for a trading unit that will meet the criteria of the "no-knowledge" exception in FINRA Rule 5320.02.Firm assigned group allocation entity identifier.Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier).Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price.Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group.Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction.Byte length of encoded (non-ASCII characters) [EncodedFirmAllocText (1734)](tag:1734) field.Encoded (non-ASCII characters) representation of the [FirmAllocText (1732)](tag:1732) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in [FirmAllocText (1732)](tag:1732) field.An indicator to override the normal procedure to roll up allocations for the same take-up firm.Indicates the total quantity of an allocation group. Includes any allocated quantity.Indicates the remaining quantity of an allocation group that has not yet been allocated.Identifies the status of a reversal transaction.Type of reference obligation for credit derivatives contracts.Method used for negotiation of contract price.Type of price used to determine upfront payment for swaps contracts.Price used to determine upfront payment for swaps contracts.Price used to determine upfront payment for swaps contracts reported for a deal (trade).Indicates whether application level recovery is needed.The market data entry identifier of the bid side of a quoteThe market data entry identifier of the offer side of a quote.Marketplace assigned quote identifier for the bid side. Can be used to indicate priority.Marketplace assigned quote identifier for the offer side. Can be used to indicate priority.Specifies the total bid size.Specifies the total offer size.Assigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system.An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available.The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available. The value should be calculated based on current cost basis / quantity held.The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available.The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held.The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.Type of risk limit information.Result of risk limit definition request.Status of risk limit definition request.Status of risk limit definition for one party.Result of risk limit definition for one party.Percentage of utilization of a party's set risk limit.Absolute amount of utilization of a party's set risk limit.Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party.Amount at which a warning is issued.Action to take should warning level be exceeded.Unique identifier for [Party Entitlements Request &lt;35=CU&gt;](msg:CU).Identifier for the [Party Entitlements Report &lt;35=CV&gt;](msg:CV).Number of party entitlement values.Number of entitlement values.Used to indicate if a party is entitled to an entitlement type specified in the [EntitlementType (1775)](tag:1775) field.Type of entitlement.Unique identifier for a specific [NoEntitlements (1773)](tag:1773) repeating group instance.Number of entitlement attributes.Name of the entitlement attribute type. A code list of allowed values will be maintained on the FIX Protocol website. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations.Datatype of the entitlement attribute.Value of the entitlement attribute.Currency for [EntitlementAttribValue (1780)](tag:1780). Can be used if these fields represent a price, price offset, or amount.Indicates the starting date of the entitlement.Indicates the ending date of the entitlement.The area to which the entitlement is applicable. This can be a trading platform or an offering.Indicates how control of trading session and subsession transitions are performed.Define the type of trade volume applicable for the [MinTradeVol (562)](tag:562) and [MaxTradeVol (1140)](tag:1140)Spread table code referred by the security or symbol.Unique identifier for the leg within the context of a message (the scope of uniqueness to be defined by counterparty agreement). The [LegID (1788)](tag:1788) can be referenced using [LegRefID (654)](tag:654).Number of market segments upon which a mass action is to be taken.Market segment within a target market segment repeating group.Number of market segments affected by a mass action.Market segment within an affected market repeating segment group.Number of market segments left unaffected by a mass action.Market segment within an unaffected market repeating segment group.Number of order events.The type of event affecting an order. The last event type within the OrderEventGrp component indicates the [ExecType (150)](tag:150) value resulting from the series of events ([ExecType (150)](tag:150) values are shown in brackets).Refer to [ExecID (17)](tag:17). Used when multiple different events are reported in single Execution Report. [ExecID (17)](tag:17) and [OrderEventExecID (1797)](tag:1797) values should not overlap.Action that caused the event to occur.Price associated with the event.Quantity associated with the event.Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for [OrderEventType (1796)](tag:1796) values of 4(Partially Filled) or 5(Filled).Additional information about the event.Type of auction order.Percentage of matched quantity to be allocated to the submitter of the response to an auction order.Instruction related to system generated auctions, e.g. flash order auctions.Used to reference an order via [ClOrdID (11)](tag:11).Indicates whether an order is locked and for what reason.Locked order quantity.Locked order quantity in addition to [LockedQty (1808)](tag:1808), e.g. to distinguish total locked quantity from currently locked quantity.Instruction to define conditions under which to release a locked order or parts of it.Quantity to be made available, i.e. released from a lock.Number of disclosure instructions.Information subject to disclosure.Instruction to disclose information or to use default value of the receiver.Designates the capacity in which the order is submitted for trading by the market participant.Designates the account type to be used for the order when submitted to clearing.Designates the capacity in which the order will be submitted to clearing.Qualifies the value of [TargetPartyRole (1464)](tag:1464).Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order.Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order.Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with [RelatedHighPrice (1819)](tag:1819) and/or [RelatedLowPrice (1820)](tag:1820).Indicates how the minimum quantity should be applied when executing the order.Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. [OrdType (40)](tag:40), is modified when the order is triggered.[OrigClOrdID (41)](tag:41) of an order affected by a mass cancel or mass action request.[SecondaryOrderID (198)](tag:198) of an order not affected by a mass cancel or mass action request.Time unit multiplier for the event.Time unit associated with the event.When LastQty is an estimated value, e.g. for a Repo “circled” trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when [LastQty (32)](tag:32) is already final.Number of legs in the side of a cross order.Settlement price increment for stated price range.Secondary settlement price increment for stated price range. The meaning of secondary is left to bilateral agreement, e.g. it may refer to final settlement for a contract.Indicates whether the trade or position being reported was cleared through a clearing organization.Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type.Used to describe the ownership of the position.Indicates the currency of the unit of measure if position quantity is expressed in valuation rather than contracts. Conditionally required when [PosQtyUnitOfMeasure (1836)](tag:1836)=Ccy.Indicates the unit of measure of the position quantity when not expressed in contracts.Reference month if there is no applicable [UnderlyingMaturityMonthYear (313)](tag:313) value for the contract or security.Number of trade price conditions.Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer.Identifies the status of an allocation when using a pre-clear workflow. Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow.Number of trade quantities.Indicates the type of trade quantity in [TradeQty (1843)](tag:1843).Trade quantity.Number of trade allocation amount entries.Type of the amount associated with a trade allocation.The amount associated with a trade allocation.Currency denomination of the trade allocation amount.Instruction on how to add a trade to an allocation group when it is being given-up.Indicates the trade is a result of an offset or onset.Specifies the reason for an amount type when reported on an allocation. Useful when multiple instances of the same amount type are reported.Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event.Calculated average price for this side of the trade.Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group.The identifier for the average price group for the trade side. See also [AvgPxGroupID (1731)](tag:1731).Number of related trades.Identifier of a related trade.Describes the source of the identifier that [RelatedTradeID (1856)](tag:1856) represents.Date of a related trade.Market of execution of related trade.Quantity of the related trade which can be less than or equal to the actual quantity of the related trade. For example, when one trade offsets another across asset classes.Number of related positions.Identifier of a related position.Describes the source of the identifier that [RelatedPositionID (1862)](tag:1862) represents.Used to help identify the position when [RelatedPositionID (1862)](tag:1862) is not unique across multiple days. This date is generally the creation date of the identifier.Acknowledgement status of a [Quote &lt;35=S&gt;](msg:S) or [Quote Cancel &lt;35=Z&gt;](msg:Z) message submission.Specifies the index used to calculate the strike price.Unique identifier for the ask side of the quote assigned by the quote issuer.Number of value check entries.Type of value to be checked.Action to be taken for the [ValueCheckType (1869)](tag:1869).The length of the [LegSecurityXML (1872)](tag:1872) data block.XML definition for the leg security.The schema used to validate the contents of [LegSecurityXML (1872)](tag:1872).The length of the [UnderlyingSecurityXML (1875)](tag:1875) data block.XML definition for the underlying security.The schema used to validate the contents of [UnderlyingSecurityXML (1875)](tag:1875).Result party detail definition request.Status of party details definition request.Status of party detail definition for one party.Result of party detail definition for one party.Result of risk limit definition request.Status of party entitlements definition request.Status of entitlement definition for one party.Result of entitlement definition for one party.Reference to an [EntitlementID (1776)](tag:1776). Used for modification or deletion of an entitlement.Used to express the unit of measure of the settlement price if different from the contract.Indicates the currency of the settlement price unit of measure if expressed in another currency than the base currency. Conditionally required when [SettlPriceUnitOfMeasure (1886)](tag:1886)=Ccy.Timestamp of the match event. For off-exchange trades the time at which the deal was matched by the exchange. This timestamp will be the same on all the trades and will not change when a trade is modified.Number of instrument match sides.Number of trade match sides.Used to identify each price level, step or clip within a match event. The identifier may represent a grouping of matched resting orders at a given price level that was matched by an aggressor order. For example, an aggressive order sweeping through 2 price levels that included 3 resting orders would have two different [TrdMatchSubID (1891)](tag:1891) values.Number of instrument leg executions.The [ExecID (17)](tag:17) value corresponding to a trade leg.The [TradeID (1003)](tag:1003) value corresponding to a trade leg.The [TradeReportID (571)](tag:571) value corresponding to a trade leg.Used to indicate the status of the trade match report submission.Reason the trade match report submission was rejected.Identifies the market segment of the side.Identifies the type of venue where the trade was executed for the side.Used to reference the value from [SideExecID (1427)](tag:1427).Used to reference the value from [LegExecID (1893)](tag:1893).Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation.Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifier (USI) as required by the U.S. Commodity Futures Trading Commission.Identifies the event which caused origination of the identifier in [RegulatoryTradeID (1903)](tag:1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing).Identifies the reporting entity that originated the value in [RegulatoryTradeID (1903)](tag:1903). The reporting entity identifier may be assigned by a regulator.Specifies the type of trade identifier provided in [RegulatoryTradeID (1903)](tag:1903). Contextual hierarchy of events for the same trade or transaction maybe captured through use of the different [RegulatoryTradeIDType (1906)](tag:1906) values using multiple instances of the repeating group as needed for regulatory reporting.Number of regulatory IDs in the repeating group.Number of regulatory IDs in the repeating group.Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifier (USI) as required by the U.S. Commodity Futures Trading Commission.Identifies the reporting entity that originated the value in [AllocRegulatoryTradeID (1909)](tag:1909). The reporting entity identifier may be assigned by a regulator.Identifies the event which caused the origination of the identifier in [AllocRegulatoryTradeID (1909)](tag:1909). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2(Clearing).Specifies the type of trade identifier provided in [AllocRegulatoryTradeID (1909)](tag:1909), within the context of the hierarchy of trade events.The number of competing Respondents (e.g. dealers) to receive a quote request (either via the [Quote Request &lt;35=R&gt;](msg:R) or via other means).The time by which a meaningful response should arrive back (always expressed in UTC (Universal Time Coordinated, also known as "GMT"). The meaning of the response time is specific to the context where the field is used. For a [Quote Request &lt;35=R&gt;](msg:R) message, this is the time by which the [Quote &lt;35=S&gt;](msg:S) message should arrive to the initiator of the [Quote Request &lt;35=R&gt;](msg:R) message.Time by which the quote will be displayed. For example, the time the execution venue will display dealer(s) submitted quotes to market participant(s).Time unit in which the [ExposureDuration (1629)](tag:1629) is expressed.The best quoted price received among those not traded.Number of clearing account type entries.Number of price movement entries.Number of price movement value entries.Value at specific price movement point.Price movement point up (positive integer) or down (negative integer) relative to the underlying price of the instrument.Describes the format of the [PriceMovementValue (1921)](tag:1921).Specifies the party's or parties' intention to clear the trade.Specifies the eligibility of this trade for clearing and central counterparty processing.Indicates that the trade being reported occurred in the past and is still in effect or active.Specifies how a trade was confirmed.An indication that the trade is flagged for mandatory clearing.An indication that the trade is a mixed swap. In the context of CFTC , a "Mixed swap" is defined in the Commodity Exchange Act (CEA) section 1a (47)(D) as an instrument that is in part a swap subject to the jurisdiction of the CFTC, and in part a security-based swap subject to the jurisdiction of the SEC. When reporting the additional Swap Data Repositories must be identified in the appropriate Parties component with [PartyRole (452)](tag:452) = 102 (Data repository), [PartyRoleQualifier (2376)](tag:2376) = 12 (Additional domestic trade repository) and [PartySubIDType (803)](tag:803) = 70 (Location or jurisdiction).An indication that the price is off-market.Indication of how a trade was verified.Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1).Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap.Type of regulatory report.Used in conjunction with [RegulatoryReportType (1934)](tag:1934) to indicate whether the trade report is a voluntary regulatory report. If not specified, the default for a regulatory report is "N". When [VoluntaryRegulatoryReport (1935)](tag:1935)=Y it is recommended that one of the parties to the trade be identified as the voluntary reporting party through [PartySubIDType (803)](tag:803) = 63 (Voluntary reporting entity).Specifies how the trade is collateralized. In the context of Dodd-Frank, all values shown except for 4 (Net exposure) apply. In the context of ESMA EU SFTR reporting only the values 1 (Uncollateralized), 3 (Fully collateralized) and 4 (Net exposure) apply.Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties.The broad asset category for assessing risk exposure.The subcategory description of the asset class.Used to provide more specific description of the asset specified in [AssetSubClass (1939)](tag:1939). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.The classification or type of swap. Additional values may be used by mutual agreement of the counterparties.The Nth reference obligation to default in a CDS reference basket. If specified without [MthToDefault (1943)](tag:1943) the default will trigger a CDS payout. If [MthToDefault (1943)](tag:1943) is also present then payout occurs between the Nth and Mth obligations to default.The Mth reference obligation to default in a CDS reference basket. When [NthToDefault (1942)](tag:1942) and [MthToDefault (1943)](tag:1943) are represented then the CDS payout occurs between the Nth and Mth obligations to default.Relevant settled entity matrix source.The publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable.Coupon type of the bond.Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued securities.Time unit multiplier for the frequency of the bond's coupon payment.Time unit associated with the frequency of the bond's coupon payment.The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction.Identifies the equity in which a convertible bond can be converted to.Identifies class or source of the [ConvertibleBondEquityID (1951)](tag:1951) value. 100+ are reserved for private security.Reference month if there is no applicable [MaturityMonthYear (200)](tag:200) value for the contract or security.Indicates the seniority level of the lien in a loan.Specifies the type of loan when the credit default swap's reference obligation is a loan.Specifies the type of reference entity for first-to-default CDS basket contracts.The series identifier of a credit default swap index.The version of a credit default swap index annex.The date of a credit default swap index series annex.The source of a credit default swap series annex.The version of the master agreementThe type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values.Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.The type of master confirmation annex executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values.The date that an annex to the master confirmation was executed between the parties.Describes the type of broker confirmation executed between the parites. Can be used as an alternative to [MasterConfirmationDesc (1962)](tag:1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values.The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values.The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties.Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values.Number of regulatory IDs in the repeating group.Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifier (USI) as required by the U.S. Commodity Futures Trading Commission.Identifies the reporting entity that originated the value in [SideRegulatoryTradeID (1972)](tag:1972). The reporting entity identifier may be assigned by a regulator.Identifies the event which caused origination of the identifier in [SideRegulatoryTradeID (1972)](tag:1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing).Specifies the type of trade identifier provided in [SideRegulatoryTradeID (1972)](tag:1972), within the context of the hierarchy of trade events.Number of secondary asset classes in the repeating group.The broad asset category for assessing risk exposure for a multi-asset trade.An indication of the general description of the asset class.Used to provide more specific description of the asset specified in [SecondaryAssetSubClass (1978)](tag:1978). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.Indication that a block trade will be allocated.Number of events in the repeating group.Code to represent the type of event.The date of the event.The time of the event. To be used in combination with [UnderlyingEventDate (1983)](tag:1983).Time unit associated with the event.Time unit multiplier for the event.Predetermined price of issue at event, if applicable.For a basket, or pool, describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted.Specifies the coupon type of the underlying bond.Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security.Time unit multiplier for the frequency of the bond's coupon payment.Time unit associated with the frequency of the bond's coupon payment.The day count convention used in interest calculations for a bond or an interest bearing security.For a CDS basket or pool identifies the reference obligation. [UnderlyingObligationID (1994)](tag:1994) is reserved for the reference entity for baskets or pools. In a CDS single name the reference entity is identified in insrument ID and the obligations are identified in [UnderlyingObligationID (1994)](tag:1994).Identifies the source scheme of the [UnderlyingObligationID (1994)](tag:1994).Specifies the equity in which a convertible bond can be converted.Identifies the source of the [UnderlyingEquityID (1996)](tag:1996).Indicates the seniority level of the lien in a loan.Specifies the type of loan when the credit default swap's reference obligation is a loan.Specifies the type of reference entity for first-to-default CDS basket contracts.Specifies the strike price offset from the named index.Specifies the source of trade valuation data.The series identifier of a credit default swap index.The version identifier of a credit default swap index annex.The date of a credit default swap index series annex.The source of a credit default swap index series annex.Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etcAn exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.Indicator to determine if Instrument is Settle on Open.Method under which assignment was conductedGives the current state of the instrumentType of reference obligation for credit derivatives contracts.The broad asset category for assessing risk exposure.An indication of the general description of the asset class.Used to provide more specific description of the asset specified in [UnderlyingSecondaryAssetSubClass (2082)](tag:2082). See [https://www.fixtrading.org/codelists/AssetType](https://www.fixtrading.org/codelists/AssetType) for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.The type or classification of swap. Additional values may be used by mutual agreement of the counterparties.The Nth reference obligation to default in a CDS reference basket. If specified without [UnderlyingMthToDefault (2018)](tag:2018) the default will trigger a CDS payout. If [UnderlyingMthToDefault (2018)](tag:2018) is also present then payout occurs between the Nth and Mth obligations to default.The Mth reference obligation to default in a CDS reference basket. When [UnderlyingNthToDefault (2017)](tag:2017) and [UnderlyingMthToDefault (2018)](tag:2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default.Relevant settled entity matrix source.Specifies the publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable.Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.Used in combination with [UnderlyingStrikePriceBoundaryMethod (2024)](tag:2024) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.Minimum price increment for the instrument. Could also be used to represent tick value.Minimum price increment amount associated with the [UnderlyingMinPriceIncrement (2026)](tag:2026). For listed derivatives, the value can be calculated by multiplying [UnderlyingMinPriceIncrement (2026)](tag:2026) by [UnderlyingContractMultiplier (436)](tag:436).Indicates the type of valuation method or payout trigger for an in-the-money option.Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount.Method for price quotation.Indicates type of valuation method used.Indicates whether the instruments are pre-listed only or can also be defined via user request.Used to express the ceiling price of a capped call.Used to express the floor price of a capped put.Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator.Used to indicate if a product or group of product supports the creation of flexible securities.Position limit for the instrument.Position Limit in the near-term contract for a given exchange-traded product.Identifies the mortgage backed security (MBS) / asset backed security (ABS) pool.Specifies when the contract (i.e. MBS/TBA) will settle. Must be present for MBS/TBA.If different from IssueDate ()If different from IssueDate and DatedDateIndicates whether a restriction applies to short selling a security.Spread table code referred by the security or symbol.Number of complex events in the repeating group.Identifies the type of complex event.Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount.Specifies the price at which the complex event takes effect. Impact of the event price is determined by the [UnderlyingComplexEventType (2046)](tag:2046).Specifies the boundary condition to be used for the event price relative to the [UnderlyingComplexEventPrice (2048)](tag:2048) at the point the complex event outcome takes effect as determined by the [UnderlyingComplexEventPriceTimeType (2051)](tag:2051).Used in combination with [UnderlyingComplexEventPriceBoundaryMethod (2049)](tag:2049) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the [UnderlyingComplexEventType (2046)](tag:2046).Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result.Number of underlying complex event dates in the repeating group.The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date.The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. [UnderlyingComplexEventEndDate (2055)](tag:2055) must always be greater than or equal to [UnderlyingComplexEventStartDate (2054)](tag:2054).Number of complex event times in the repeating group.The start time of the time range on which a complex event date is effective. [UnderlyingComplexEventStartTime (2057)](tag:2057) must always be less than or equal to [UnderlyingComplexEventEndTime (2058)](tag:2058).The end time of the time range on which a complex event date is effective. [UnderlyingComplexEventEndTime (2058)](tag:2058) must always be greater than or equal to [UnderlyingComplexEventStartTime (2057)](tag:2057).Number of events in the repeating groupCode to represent the type of event.The date of the event.Specific time of event. To be used in combination with [LegEventDate (2061)](tag:2061).Time unit associated with the event.Time unit multiplier for the event.Predetermined price of issue at event, if applicable.Free form text to specify additional information or enumeration description when a standard value does not apply.The broad asset category for assessing risk exposure.The general subcategory description of the asset class.Used to provide more specific description of the asset specified in [LegAssetSubClass (2068)](tag:2068). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.Swap type.Free form text to specify comments related to the event.Byte length of encoded (non-ASCII characters) [EncodedUnderlyingEventText (2073)](tag:2073) field.Encoded (non-ASCII characters) representation of the [UnderlyingEventText (2071)](tag:2071) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [UnderlyingEventText (2071)](tag:2071) field.Byte length of encoded (non-ASCII characters) [EncodedLegEventText (2075)](tag:2075) field.Encoded (non-ASCII characters) representation of the [LegEventText (2066)](tag:2066) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [LegEventText (2066)](tag:2066) field.Number of secondary asset classes in the repeating group.The broad asset category for assessing risk exposure for a multi-asset trade.An indication of the general description of the asset class.Used to provide more specific description of the asset specified in [LegSecondaryAssetSubClass (2078)](tag:2078). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.Number of secondary asset classes in the repeating group.The broad asset category for assessing risk exposure for a multi-asset trade.An indication of the general description of the asset class.Used to provide more specific description of the asset specified in [UnderlyingSecondaryAssetSubClass (2082)](tag:2082). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.The date of the previous clearing business day.The valuation date of the trade.The valuation time of the trade.Identifies the business center whose calendar is used for valuation, e.g. "GLOB". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Foreign exchange rate used to compute the [MarginAmt (1645)](tag:1645) from the [MarginAmtCcy (1646)](tag:1646) and the [Currency (15)](tag:15).Specifies whether or not [MarginAmtFXRate (2088)](tag:2088) should be multiplied or divided.Foreign exchange rate used to compute the [CurrentCollateralAmount (1704)](tag:1704) from the [CollateralCurrency (1705)](tag:1705) and the [Currency (15)](tag:15).Specifies whether or not [CollateralFXRate (2090)](tag:2090) should be multiplied or divided.Market segment associated with the collateral amount.Market associated with the collateral amount.Foreign exchange rate used to compute the [PayAmount (1710)](tag:1710) or [CollectAmount (1711)](tag:1711) from the [PayCollectCurrency (1709)](tag:1709) and the [Currency (15)](tag:15).Specifies whether or not [PayCollectFXRate (2094)](tag:2094) should be multiplied or divided.Corresponds to the value in [StreamDesc (40051)](tag:40051) in the StreamGrp component.Foreign exchange rate used to compute the [PosAmt (708)](tag:708) from the [PositionCurrency (1055)](tag:1055) and the [Currency (15)](tag:15).Specifies whether or not [PositionFXRate (2097)](tag:2097) should be multiplied or divided.Market segment associated with the position amount.Market associated with the position amount.Indicates if the position has been terminated.Indicates whether the originating account is exempt (Y) from marking orders as short or not (N). This designation may be used on both buy and sell orders.Specifies the identifier of the reporting entity as assigned by regulatory agency.The number of attached files.Specifies the file name of the attachment.The MIME media type (and optional subtype) of the attachment. The values used are those assigned, listed and maintained by IANA (www.iana.org) [RFC2046]. See http://www.iana.org/assignments/media-types/index.html for available types. Examples values (RFC number provided for reference here only): "application/pdf" (see [RFC3778]) "application/msword" (for .doc files) "multipart/signed" (see [RFC1847]) "application/vnd.openxmlformats-officedocument.wordprocessingml.document" (for .docx files)Specifies semantically the type of the attached document from a business perspective. The default classification scheme reuses the FIX standard classification scheme of a high level section (pretrade, trade, posttrade, etc.) and a category, then a specific application or document type. The expression follows {"section/category/application type"}. The goal here is to map the attachment into the sections and categories of the FIX business messages if possible. The classification scheme can be expanded or replaced by counterparty agreement. This approach permits the introduction and reference to other business ontologies. Example: posttrade/confirmation/confirm pretrade//termsheetUsed to specify an external URL where the attachment can be obtained.The encoding type of the content provided in [EncodedAttachment (2112)](tag:2112). [MessageEncoding (347)](tag:347) that defines how FIX fields of type Data are encoded. The [MessageEncoding (347)](tag:347) is used embed text in another character set (e.g. Unicode or Shift-JIS) within FIX.Unencoded content length in bytes. Can be used to validate successful unencoding.Byte length of encoded the [EncodedAttachment (2112)](tag:2112) field.The content of the attachment in the encoding format specified in the [AttachmentEncodingType (2109)](tag:2109) field.The number of attachment keywords.Can be used to provide data or keyword tagging of the content of the attachment.Specifies the negotiation method to be used.The time of the next auction.Trade side of payout payer.Trade side of payout receiver.Reference to the underlier whose payments are being passed through.Percentage of observed price for calculating the payout associated with the event.Specifies when the payout is to occur.Specifies the currency of the payout amount. Uses ISO 4217 currency codes.Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the [ComplexEventType (1484)](tag:1484).Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies.Specifies the second reference currencyof the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies.For foreign exchange Quanto option feature.Specifies the fixed FX rate alternative for FX Quantro options.Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values.Used to identify the calculation agent.Upper strike price for Asian option feature. Strike percentage for a Strike Spread.Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.Upper string number of options for a Strike Spread.Reference to credit event table elsewhere in the message.The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.The local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number.Identifier of this complex event for cross referencing elsewhere in the message.Reference to a complex event elsewhere in the message.Specifies the methodology and/or assumptions used to generate the trade value.Specifies the type of trade strategy.When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price.Specifies the consequences of bullion settlement disruption events.Specifies the rounding direction if not overridden elsewhere.Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.Indicator to determine if the instrument is to settle on open.Specifies the method under which assignment was conducted.Used for derivatives. Denotes the current state of the InstrumentLeg.A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument.Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument.Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position.Used to reflect the Original value prior to the application of a credit event. See [LegNotionalPercentageOutstanding (2151)](tag:2151).Lower bound percentage of the loss that the tranche can endure.Upper bound percentage of the loss the tranche can endure.Type of reference obligation for credit derivatives contracts.The sub-classification or notional schedule type of the swap.The Nth reference obligation in a CDS reference basket. If specified without [LegMthToDefault (2158)](tag:2158) the default will trigger a CDS payout. If [LegMthToDefault (2158)](tag:2158) is also present then payout occurs between the Nth and Mth obligations to default.The Mth reference obligation to default in a CDS reference basket. When an [LegNthToDefault (2157)](tag:2157) to [LegMthToDefault (2158)](tag:2158) are represented then the CDS payout occurs between the Nth and Mth obligations to default.Relevant settled entity matrix source.The publication date of the applicable version of the matrix. When this element is omitted, the Standard Terms Supplement defines rules for which version of the matrix is applicable.Specifies the coupon type of the bond.Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security.Time unit multiplier for the frequency of the bond's coupon payment.Time unit associated with the frequency of the bond's coupon payment.The day count convention used in interest calculations for a bond or an interest bearing security.Identifies the equity in which a convertible bond can be converted to.Identifies class or source of the [LegConvertibleBondEquityID (2166)](tag:2166) value.Reference month if there is no applicable [LegMaturityMonthYear (610)](tag:610) value for the contract or security.Indicates the seniority level of the lien in a loan.Specifies the type of loan when the credit default swap's reference obligation is a loan.Specifies the type of reference entity for first-to-default CDS basket contracts.The series identifier of a credit default swap index.The version of a credit default swap index annex.The date of a credit default swap index series annex.The source of a credit default swap series annex.In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment.This is an optional qualifying attribute of [LegSettlRateIndex (2176)](tag:2176) such as the delivery zone for an electricity contract.Description of the option expiration.Byte length of encoded (non-ASCII characters) [EncodedLegOptionExpirationDesc (2180)](tag:2180) field.Encoded (non-ASCII characters) representation of the [LegOptionExpirationDesc (2178)](tag:2178) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [LegOptionExpirationDesc (2178)](tag:2178).Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.The number of shares/units for the financial instrument involved in the option trade. Used for derivatives.Used to express the unit of measure (UOM) of the price if different from the contract.Specifies the index used to calculate the strike price.Specifies the strike price offset from the named index.Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.Used in combination with [LegStrikePriceBoundaryMethod (2187)](tag:2187) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").Minimum price increment for a given exchange-traded instrument. Could also be used to represent tick value.Minimum price increment amount associated with the [LegMinPriceIncrement (2190)](tag:2190). For listed derivatives, the value can be calculated by multiplying [LegMinPriceIncrement (2190)](tag:2190) by [LegContractMultiplier (614)](tag:614).Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.Indicates the type of valuation method or trigger payout for an in-the-money option.Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount.Specifies the method for price quotation.Specifies the type of valuation method applied.Specifies the source of trade valuation data.Specifies the methodology and/or assumptions used to generate the trade value.Indicates whether instruments are pre-listed only or can also be defined via user request.Used to express the ceiling price of a capped call.Used to express the floor price of a capped put.Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative to [LegCFICode (608)](tag:608) Standard/Non-standard attribute.Used to indicate if a product or group of product supports the creation of flexible securities.The start time of the time range on which a complex event date is effective. The start time must always be less than or equal to the end time.Position Limit for a given exchange-traded product.Position limit in the near-term contract for a given exchange-traded product.The program under which a commercial paper is issued.The registration type of a commercial paper issuance.Indicates whether a restriction applies to short selling a security.Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy ([Product (460)](tag:460), [SecurityType (167)](tag:167), etc.) and/or the risk taxonomy ([AssetClass (1938)](tag:1938), [AssetSubClass (1939)](tag:1939), [AssetType (1940)](tag:1940), etc.).Specifies the type of trade strategy.When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price.Specifies the consequences of bullion settlement disruption events.Specifies the rounding direction if not overridden elsewhere. Applicable for complex FX option strategies.Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.The fee rate when [MiscFeeAmt (137)](tag:137) is a percentage of trade quantity.The fee amount due if different from [MiscFeeAmt (137)](tag:137).Number of complex events in the repeating group.Identifies the type of complex event.Trade side of payout payer.Trade side of payout receiver.Reference to the underlier whose payments are being passed through.Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount.Percentage of observed price for calculating the payout associated with the event.Specifies when the payout is to occur.Specifies the currency of the payout amount. Uses ISO 4217 currency codes.Specifies the price at which the complex event takes effect. Impact of the event price is determined by the [LegComplexEventType (2219)](tag:2219).Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the [LegComplexEventType (2219)](tag:2219).Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the [LegComplexEventPriceTimeType (2231)](tag:2231).Used in combination with [LegComplexEventPriceBoundaryMethod (2229)](tag:2229) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the [LegComplexEventType (2219)](tag:2219).Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result.Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies.Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies.For foreign exchange Quanto option feature.Specifies the fixed FX rate alternative for FX Quantro options.Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values.Used to identify the calculation agent.Upper strike price for Asian option feature. Strike percentage for a Strike Spread.Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.Upper string number of options for a Strike Spread.Reference to credit event table elsewhere in the message.The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number.The end time of the time range on which a complex event date is effective. The end time must always be greater than or equal to the start time.Identifier of this complex event for cross referencing elsewhere in the message.Reference to a complex event elsewhere in the message.Number of complex event dates in the repeating group.The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date.The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The end date must always be greater than or equal to start date.Number of complex event times in the repeating group.Number of parties in the repeating group.Used to identify party id related to instrument.Used to identify source of instrument party id.Used to identify the role of instrument party id.Number of parties sub-IDs in the repeating group.PartySubID value within an instrument party repeating group.Type of [LegInstrumentPartySubID (2259)](tag:2259) value.Trade side of payout payer.Trade side of payout receiver.Reference to the underlier whose payments are being passed through.Percentage of observed price for calculating the payout associated with the event.The time when the payout is to occur.Specifies the currency of the payout amount. Uses ISO 4217 currency codes.Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the [UnderlyingComplexEventType (2046)](tag:2046).Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies.Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies.Specifies the currency pairing for the quote.Specifies the fixed FX rate alternative for FX Quantro options.Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values.Used to identify the calculation agent.Upper strike price for Asian option feature. Strike percentage for a Strike Spread.Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.Upper string number of options for a Strike Spread.Reference to credit event table elsewhere in the message.The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number.Identifier of this complex event for cross referencing elsewhere in the message.Reference to a complex event elsewhere in the message.In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment.This is an optional qualifying attribute of [UnderlyingSettlRateIndex (2284)](tag:2284) such as the delivery zone for an electricity contract.Description of the option expiration.Byte length of encoded (non-ASCII characters) [EncodedUnderlyingOptionExpirationDesc (2288)](tag:2288) field.Encoded (non-ASCII characters) representation of the [UnderlyingOptionExpirationDesc (2286)](tag:2286) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [UnderlyingOptionExpirationDesc (2286)](tag:2286).The sub-classification or notional schedule type of the swap.Used to express the unit of measure (UOM) of the price if different from the contract.Specifies the index used to calculate the strike price.Specifies the strike price offset from the named index.Specifies the source of trade valuation data.Specifies the methodology and/or assumptions used to generate the trade value.Specifies the type of trade strategy.When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price.Specifies the consequences of settlement disruption events.Specifies the rounding direction if not overridden elsewhere.Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.Total amount traded for this account (i.e. quantity * price) expressed in units of currency.The positive or negative change in quantity when this report is a trade correction or continuation.Specifies the version of a trade or contract. This is used by systems or trading platforms in conjunction with [TradeID (1003)](tag:1003) to uniquely identify the version of a trade or contract. If used the conditions for a change of version are subject to bilateral agreement. It is recommended to change the version only for significant updates to the business entity rather than for minor changes to trade details or systematic distribution of reports. Examples where the version would change are trade quantity modification, customer account assignment or trade novation.Indicates that the trade or event being reported occurred in the past and the trade is terminated or no longer active.The number of asset attribute entries in the group.Specifies the name of the attribute. See https://www.fixtrading.org/packages/assetattributetype/ for code list of applicable asset attribute types.Specifies the value of the asset attribute.Limit or lower acceptable value of the attribute.Number of asset attribute entries in the group.Specifies the name of the attribute. See https://www.fixtrading.org/packages/assetattributetype/ for code list of applicable asset attribute types.Specifies the value of the attribute.Limit or lower acceptable value of the attribute.Number of asset attribute entries in the group.Specifies the name of the attribute. See https://www.fixtrading.org/packages/assetattributetype/ for code list of applicable asset attribute types.Specifies the value of the attribute.Limit or lower acceptable value of the attribute.Status of risk limit report.The reason for rejecting the [Party Risk Limits Report &lt;35=CM&gt;](msg:CM) or [Party Risk Limits Update Report &lt;35=CR&gt;](msg:CR).The unique identifier of the PartyRiskLimitCheckRequest( 35=DF) message.The unique and static identifier, at the business entity level, of a risk limit check request.Specifies the transaction type of the risk limit check request.Specifies the type of limit check message.Specifies the message reference identifier of the risk limit check request message.Specifies the type of limit amount check being requested.Specifies the amount being requested for approval.Indicates the status of the risk limit check request.Result of the credit limit check request.The credit/risk limit amount approved.The unique identifier of the [Party Action Request &lt;35=DH&gt;](msg:DH) message.Specifies the type of action to take or was taken for a given party.Used to indicate whether the message being sent is to test the receiving application's availability to process the message. When set to "Y" the message is a test message. If not specified, the message is by default not a test message.The unique identifier of the [Party Action Report &lt;35=DI&gt;](msg:DI) message as assigned by the message sender.Specifies the action taken as a result of the [PartyActionType (2329)](tag:2329) of the [Party Action Request &lt;35=DH&gt;](msg:DH) message.Specifies the reason the [Party Action Request &lt;35=DH&gt;](msg:DH) was rejected.The reference identifier of the [Party Risk Limit Check Request &lt;35=DF&gt;](msg:DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request.Specifies which type of identifier is specified in [RefRiskLimitCheckID (2334)](tag:2334) field.The time interval for which the clip size limit applies. The velocity time unit is expressed in [RiskLimitVelocityUnit (2337)](tag:2337).Unit of time in which [RiskLimitVelocityPeriod (2336)](tag:2336) is expressed.Qualifies the value of [RequestingPartyRole (1660)](tag:1660).Specifies the type of credit limit check model workflow to apply for the specified partyUsed with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date.Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date.Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date.Indicates the status of the risk limit check performed on a trade.Indicates the status of the risk limit check performed on the side of a trade.Number of entitlement types in the repeating group.Leg Mid price/rate. For OTC swaps, this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, [LegMidPx (2346)](tag:2346) and the [MidPx (631)](tag:631) fields are mutually exclusive.Specifies the regulatory mandate or rule that the transaction complies with.Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy ([Product (460)](tag:460), [SecurityType (167)](tag:167), etc.) and/or the risk taxonomy ([AssetClass (1938)](tag:1938), [AssetSubClass (1939)](tag:1939), [AssetType (1940)](tag:1940), etc.).Specifies the price decimal precision of the instrument. For FX, this specifies the pip size in which forward points are calculated. Point (pip) size varies by currency pair. Major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01.Identifier of the collateral portfolio when reporting on a portfolio basis.Byte length of encoded (non-ASCII characters) [EncodedComplianceText (2352)](tag:2352) field.Encoded (non-ASCII characters) representation of the [ComplianceText (2404)](tag:2404) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [ComplianceText (2404)](tag:2404) field.Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts.Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts.The status of risk limits for a party.Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid. In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration.Expresses the total quantity traded over the life of the contract when [LegLastQty (1418)](tag:1418) is to be repeated periodically over the term of the contract. The value is the product of [LegLastQty (1418)](tag:1418) and [LegTradingUnitPeriodMultiplier (2354)](tag:2354).Expresses the quantity bought/sold when LastQty is expressed in contracts. Used in addition to [LegLastQty (1418)](tag:1418), it is the product of [LegLastQty (1418)](tag:1418) and [LegContractMultiplier (614)](tag:614).Expresses the full total monetary value of the traded contract. The value is the product of [LegLastPx (637)](tag:637) and [LegTotalTradeQty (2357)](tag:2357) or [LegTotalTradeMultipliedQty (2360)](tag:2360), if priced in units instead of contracts.Expresses the total trade quantity in units where [LegContractMultiplier (614)](tag:614) is not 1. The value is the product of [LegTotalTradeQty (2357)](tag:2357) and [LegContractMultiplier (614)](tag:614).Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation.Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same [SelfMatchPreventionID (2362)](tag:2362) and submitted by the same firm.Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts.Indicates action that triggered the Position Report.FX forward points added to [SettlPrice (730)](tag:730). The value is expressed in decimal form and may be a negative. As an example, 61.99 points is expressed as 0.006199.Specifies whether [LastPx (31)](tag:31) [TradeCaptureReport] or [SettlPrice (730)](tag:730) [PositionReport] should be multiplied or divided.Expresses the total quantity traded over the life of the contract when [LastQty (32)](tag:32) is repeated periodically over the term of the contract. The value is the product of [LastQty (32)](tag:32) and [TradingUnitPeriodMultiplier (2353)](tag:2353).Expresses the quantity bought or sold when [LastQty (32)](tag:32) is expressed in number of contracts. Used in addition to [LastQty (32)](tag:32). It is the product of [LastQty (32)](tag:32) and [ContractMultiplier (231)](tag:231).Expresses the full total monetary value of the traded contract. The value is the product of [LastPx (31)](tag:31) and [TotalTradeQty (2367)](tag:2367) or [TotalTradeMultipliedQty (2370)](tag:2370), if priced in units instead of contracts.Expresses the total trade quantity in units where [ContractMultiplier (231)](tag:231) is not 1. The value is the product of [TotalTradeQty (2367)](tag:2367) and [ContractMultiplier (231)](tag:231).Encoded (non-ASCII characters) representation of the [TradeContinuationText (2374)](tag:2374) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [TradeContinuationText (2374)](tag:2374) field.Byte length of encoded (non-ASCII characters) [EncodedTradeContinuationText (2371)](tag:2371) field.Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties. In the context of EMIR this refers to Regulation (EU) 648/2012 Article 3 "intragroup transactions" section 1 which states: "In relation to a non-financial counterparty, an intragroup transaction is an OTC derivative contract entered into with another counterparty which is part of the same group provided that both counterparties are included in the same consolidation on a full basis and they are subject to an appropriate centralised risk evaluation, measurement and control procedures and that counterparty is established in the Union or, if it is established in a third country, the Commission has adopted an implementing act under Article 13(2) in respect of that third country. Canada's similar requirement is under Appendix A to OSC Rule 91-507."Free form text to specify additional trade continuation information or data.The type of identification taxonomy used to identify the security.Used to further qualify the value of [PartyRole (452)](tag:452).Used to further qualify the value of [DerivativeInstrumentPartyRole (1295)](tag:1295).Used to further qualify the value of [InstrumentPartyRole (1051)](tag:1051).Used to further qualify the value of [LegInstrumentPartyRole (2257)](tag:2257).Used to further qualify the value of [LegProvisionPartyRole (40536)](tag:40536).Used to further qualify the value of [Nested2PartyRole (759)](tag:759).Used to further qualify the value of [Nested3PartyRole (951)](tag:951).Used to further qualify the value of [Nested4PartyRole (1417)](tag:1417).Used to further qualify the value of [NestedPartyRole (538)](tag:538).Used to further qualify the value of [ProvisionPartyRole (40177)](tag:40177).Used to further qualify the value of [RequestedPartyRole (1509)](tag:1509).Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist.Used to further qualify the value of [RootPartyRole (1119)](tag:1119).Used to further qualify the value of [SettlPartyRole (784)](tag:784).A reference or control identifier or number used as a trade confirmation key. An example of a control identifier is the DTC ID Control Number.Used to further qualify the value of [UnderlyingInstrumentPartyRole (1061)](tag:1061).The reference identifier to the [Party Risk Limit Check Request &lt;35=DF&gt;](msg:DF), or a similar out of band message, message that contained the approval or rejection for risk/credit limit check for this allocation.Specifies which type of identifier is specified in [AllocRefRiskLimitCheckID (2392)](tag:2392) field.The total amount of the limit that has been drawn down against the counterparty. This includes the amount for prior trades. It may or may not include the amount for the given trade, specified in [LastLimitAmt (1632)](tag:1632), depending upon whether the given trade is considered pending.The limit for the counterparty. This represents the total limit amount, independent of any amount already utilized.Indicates the scope of the limit by role. Used to indicate whether this is a customer account limit, a clearing firm limit, etc.Specifies the scope to which the [RegulatoryTradeID (1903)](tag:1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe.Specifies the scope to which the [SideRegulatoryTradeID (1972)](tag:1972) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe.Specifies the scope to which the [AllocRegulatoryTradeID (1909)](tag:1909) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe.Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific.Indicates if the list of orders was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software).Subtype of an entitlement specified in [EntitlementType (1775)](tag:1775).Quote model typeFree text for compliance information required for regulatory reporting.Specifies how the transaction was executed, e.g. via an automated execution platform or other method.Identifies the leg of the trade the entry applies to by referencing the leg's [LegID (1788)](tag:1788).FX spot rate.FX forward points added to spot rate. May be a negative value.FX spot rate.FX forward points added to spot rate. May be a negative value.Identifies the leg of the trade the entry applies to by referencing the leg's [LegID (1788)](tag:1788).Identifies the page heading from the rate source.The security identifier of the instrument, instrument leg or underlying instrument with which the related instrument has correlation.Identifies class or source of the [RelatedToSecurityID (2413)](tag:2413) value.[StreamXID (41303)](tag:41303), [LegStreamXID (41700)](tag:41700) or [UnderlyingStreamXID (42016)](tag:42016) of the stream with which the related instrument has correlation.Identifies the leg of the trade the entry applies to by referencing the leg's [LegID (1788)](tag:1788).The [DividendPeriodXID (42293)](tag:42293) of the stream dividend period with which the related instrument has correlation.An identifier created by the trading party for the life cycle event associated with this report.FX spot rate.FX forward points added to spot rate. May be a negative value.A reference to either the value of the [FillExecID (1363)](tag:1363) or an implicit position of a fills instance in the FillsGrp component.Unique message identifier for an order request as assigned by the submitter of the request.Unique message identifier for a [Mass Order &lt;35=DJ&gt;](msg:DJ) request as assigned by the submitter of the orders.Unique message identifier for a [Mass Order &lt;35=DJ&gt;](msg:DJ) request as assigned by the receiver of the orders.Status of mass order request.Request result of mass order request.The level of response requested from receiver of [Mass Order &lt;35=DJ&gt;](msg:DJ) messages. A default value should be bilaterally agreed.Number of order entries.Specifies the action to be taken for the given order.Unique identifier for an order within a single [Mass Order &lt;35=DJ&gt;](msg:DJ) message that can be used as a reference in the [Mass Order Ack &lt;35=DK&gt;](msg:DK) message.The initiating event when an [Execution Report &lt;35=8&gt;](msg:8) is sent.Totals number of orders for a [Mass Order &lt;35=DJ&gt;](msg:DJ) or its [Mass Order Ack &lt;35=DK&gt;](msg:DK) being fragmented across multiple messages.Number of target party sub IDs in the repeating group.Party sub-identifier value within a target party repeating group.Type of [TargetPartySubID (2434)](tag:2434) value.Unique identifier for the transfer instruction assigned by the submitter.The unique identifier assigned to the transfer entity once it is received, for example, by the CCP or the party governing the transfer process. Generally this same identifier for the transfer is used by all parties involved.Unique identifier for the [Position Transfer Report &lt;35=DN&gt;](msg:DN) message.Indicates the type of transfer transaction.Indicates the type of transfer request.Indicates the type of transfer.Status of the transfer.Reason the transfer instruction was rejected.Indicates the type of transfer report.Timestamp of aggressive order or quote resulting in match event.Side of aggressive order or quote resulting in match event.Indicates if the instrument is in "fast market" state. A "fast market" is a state in which market rules are applied to instrument(s) or entire trading session when market events causes significant price movements due to public information.Indicate whether linkage handling is in effect for an instrument or not.Number of buy orders involved in a trade.Number of sell orders involved in a trade.Calculation method used to determine settlement price.Message identifier for a [Market Data Statistics Request &lt;35=DO&gt;](msg:DO).Message identifier for a [Market Data Statistics Report &lt;35=DP&gt;](msg:DP).The short name or acronym for a set of statistic parameters.Can be used to provide an optional textual description for a statistic.Type of statistic value.Entities used as basis for the statistics.Sub-scope of the statistics to further reduce the entities used as basis for the statistics.Scope details of the statistics to reduce the number of events being used as basis for the statistics.Dissemination frequency of statistics. Special meaning for a value of zero which represents an event-driven dissemination in real time (e.g. as soon as a new trade occurs).Time unit for [MDStatisticFrequencyPeriod (2460)](tag:2460).Number of time units between the calculation of the statistic and its dissemination. Can be used to defer or delay publication.Time unit for [MDStatisticDelayPeriod (2462)](tag:2462).Type of interval over which statistic is calculated.Time unit for [MDStatisticIntervalType (2464)](tag:2464).Length of time over which the statistic is calculated. Special meaning for a value of zero to express that there is no aggregation over time. Can be used with other interval types expressing relative date and time ranges to combine them with sliding window peaks, e.g. highest volume across 1 minute intervals of the previous day.Time unit for [MDStatisticIntervalPeriod (2466)](tag:2466).First day of range for which statistical data is collected.Last day of range for which statistical data is collected.Start time of the time range for which statistical data is collected.End time of the time range for which statistical data is collected.Ratios between various entities.Result returned in response to [Market Data Statistics Request &lt;35=DO&gt;](msg:DO).Number of market data statistics.Unique identifier for a statistic.Time of calculation of a statistic.Status for a statistic to indicate its availability.Statistical value.Type of statistical value.Unit of time for statistical value.Byte length of encoded (non-ASCII characters) [EncodedMDStatisticDesc (2482)](tag:2482) field.Encoded (non-ASCII characters) representation of the [MDStatisticDesc (2455)](tag:2455) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [MDStatisticDesc (2455)](tag:2455) field.Indicates the status of the risk limit check performed on a trade for this allocation instance.The unique transaction entity identifier assigned by the firm.The unique transaction entity identifier.The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN".Reject reason code for rejecting the collateral report.The status of the collateral report.Identifier assigned to a collection of trades so that they can be analyzed as one atomic unit for risk assessment and clearing.Ordinal number of the trade within a series of related trades.Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy ([Product (460)](tag:460), [SecurityType (167)](tag:167), etc.) and/or the risk taxonomy ([AssetClass (1938)](tag:1938), [AssetSubClass (1939)](tag:1939), [AssetType (1940)](tag:1940), etc.).Used in pricing a group of individual Trade at Settlement (TAS) and Trade At Marker (TAM) contracts as an atomic unit. The value is the negotiated currency offset either at settlement (TAS) or at the time specified in the product definition (TAM). The final contract price is reported in [LegLastPx (637)](tag:637).Encoded (non-ASCII characters) representation of the [LegDocumentationText (2505)](tag:2505) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [LegDocumentationText (2505)](tag:2505) field.Byte length of encoded (non-ASCII characters) [EncodedLegDocumentationText (2493)](tag:2493) field.Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.A reference to the date the underlying agreement specified by [LegAgreementID (2498)](tag:2498) and [LegAgreementDesc (2497)](tag:2497) was executed.The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values.A common reference to the applicable standing agreement between the counterparties to a financing transaction.The version of the master agreement.Describes the type of broker confirmation executed between the parties. Can be used as an alternative to [MasterConfirmationDesc (1962)](tag:1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values.The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values.A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties.Identifies type of settlement.A sentence or phrase pertinent to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System".End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral.Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values.The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 2% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.The date that an annexation to the master confirmation was executed between the parties.Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values.The type of master confirmation annexation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values.Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral.Type of financing termination.Used for the calculated quantity of the other side of the currency trade applicable to the allocation instance.An encoded collateral request processing instruction to the receiver.A unique identifier to link together a set or group of requests.Ordinal number of the request within a set or group of requests.Total number of request messages within a set or group of requests.Communicates the underlying condition when the request response indicates "warning".Encoded (non-ASCII characters) representation of the [WarningText (2520)](tag:2520) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [WarningText (2520)](tag:2520) field.Byte length of encoded (non-ASCII characters) [EncodedWarningText (2521)](tag:2521) field.Indicates whether the order or quote was crossed with another order or quote having the same context, e.g. having accounts with a common ownership.Used between parties to convey trade reporting status. In the context of regulatory reporting, this field may be used by the reporting party (e.g. party obligated to report to regulators) to inform their trading counterparty or other interested parties the trade reporting status.Indicates whether the transaction or position was entered into between two affiliated firms. I.e. one counterparty has an ownership interest in the other counterparty but less than the majority interest. This trade attribute was identified under and applies to the Canadian CSA trade reporting regulations.Identifies the swap trade as an "international" transaction. In the context of CFTC Regulation 45.3(h), an international swap is required by U.S. law and the law of another jurisdiction to be reported both to a US Swaps Data Repository and to a different trade repository registered within the other jurisdiction. The additional SDRs must be identified in the appropriate Parties component with [PartyRole (452)](tag:452) = 102 (Data repository), [PartyRoleQualifier (2376)](tag:2376) = 11 (Additional international trade repository) and [PartySubIDType (803)](tag:803) = 70 (Location or jurisdiction).Indicates a swap that does not have one easily identifiable primary underlying asset, but instead involves multiple underlying assets within one trade repository's jurisdiction that belong to different asset classes.Clearing settlement price.Number of relative value metrics entries in the repeating group.Indicates the type of relative value measurement being specified.The valuation of an instrument relative to a base measurement specified in [RelativeValueType (2530)](tag:2530). This value can be negative.Specifies the side of the relative value.Basis points relative to a benchmark curve on the bid side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component.Basis points relative to a benchmark curve on the offer side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component.Technical event within market data feed.Number of reference and market data messages in-between two [Market Data Report &lt;35=DR&gt;](msg:DR) messages.Total number of reports related to market segments.Total number of reports related to instruments.Total number of reports related to party detail information.Total number of reports related to party entitlement information.Total number of reports related to party risk limit information.Status of market segment.Used to classify the type of market segment.Used to further categorize market segments within a [MarketSegmentType (2543)](tag:2543).Number of related market segments.Identifies a related market segment.Type of relationship between two or more market segments.Number of auction order types.Identifies an entire suite of products for which the auction order type rule applies.Number of rules related to price ranges.Lower boundary for price range.Upper boundary for price range.Maximum range expressed as absolute value.Maximum range expressed as percentage.Identifies an entire suite of products in the context of trading rules related to price ranges.Identifier for a price range rule.The percentage factor to be applied to trading rule parameters (e.g. price ranges, size ranges, etc.) when fast market conditions are applicable.Number of rules related to quote sizes.Indicates whether single sided quotes are allowed.Number of eligibility indicators for the creation of flexible securities.Identifies an entire suite of products which are eligible for the creation of flexible securities.Represents the total number of multileg securities or user defined securities that make up the security.Specifies the time interval used for netting market data in a price depth feed.The time unit associated with the time interval of the netting of market data in a price depth feed.Specifies the time interval between two repetitions of the same market data for cyclic recovery feeds.The time unit associated with the time interval between two cycles of the same market data in cyclic data recovery feeds.Primary service location identifier.Secondary or alternate service location identifier.Identifies an entire suite of products for which the matching rule applies.Specifies the kind of priority given to customers.Identifies an entire suite of products for which the price tick rule applies.Previous day's adjusted open interest.Previous day's unadjusted open interest.Indicates if a given option instrument permits low exercise prices (LEPO).Indicates if a given instrument is eligible for block trading.Specifies the number of decimal places for instrument prices.Specifies the number of decimal places for exercise price.Original exercise price, e.g. after corporate action requiring changes.Specifies a suitable settlement sub-method for a given settlement method.Number of parameter sets for clearing prices.Relative identification of a business day.Constant value required for the calculation of the clearing price, e.g. for variance futures.Constant value required for the calculation of the clearing quantity, e.g. for variance futures.Number of trading business days in a year.Number of trading business days over the lifetime of an instrument.Number of actual trading business days of an instrument.Actual or realized variance of an instrument used to calculate settlement prices, e.g. for variance futures.Standard variance (over the lifetime of an instrument) or initial variance used to calculate settlement prices, e.g. for variance futures.Closing price of the underlying required to calculate the [RealizedVariance (2587)](tag:2587).Overnight interest rate.The economic cost of the variation margin from one trading day to the next.Specifies how the calculation will be made.Number of order attribute entries.The type of order attribute.The value associated with the order attribute type specified in [OrderAttributeType (2594)](tag:2594).Indicates that the party has taken a position on both a put and a call on the same underlying asset.Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.Specifies the fallback provisions for the hedging party in the determination of the final settlement price.The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.The quote side from which the index price is to be determined.Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.The quote side from which the index price is to be determined.Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.Specifies the fallback provisions for the hedging party in the determination of the final settlement priceIndicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.Specifies the fallback provisions for the hedging party in the determination of the final settlement priceNotional value for the equity or bond underlier.Specifies the currency denomination of the notional value. Uses ISO 4217 currency codes.Specifies the method of determining the notional amount. See: http://www.fpml.org/coding-scheme/determination-method for values.Specifies the conditions that govern the adjustment to the number of units of the return swap.Unique identifier for a position entity. Refer to [PosMaintRptID (721)](tag:721) for a unique identifier of a [Position Report &lt;35=AP&gt;](msg:AP) message.Cross reference to another notional amount for duplicating its properties.In the case of an index underlier specifies the unique identifier for the referenced futures contract.Identifies the source of the [UnderlyingFutureID (2620)](tag:2620).The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.The quote side from which the index price is to be determined.Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).The limit of average percentage of individual securities traded in a day or a number of days.Specifies the limitation period for average daily trading volume in number of days.Indicates whether the underlier is a depository receipt. A depository receipt is a negotiable certificate issued by a trust company or security depository.The number of units (units of the index or number of securities, par amount of a bond) that constitute the underlier. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.Identifier for referencing this UnderlyingInstrument from a parent instrument or a convertible instrument.The type of value in [CurrentCollateralAmount (1704)](tag:1704).Specifies the number of miscellaneous fee sub-types.Used to provide more granular fee types related to a value of [MiscFeeType (139)](tag:139). See https://www.fixtrading.org/packages/miscfeesubtype/ for code list of applicable fees. Other fee sub-types may be used by mutual agreement of the counterparties. Fee sub-types may include market or country specific fee.The amount of the specified [MiscFeeSubType (2634)](tag:2634).Can be used to provide an optional textual description of the fee sub-type.Byte length of encoded (non-ASCII characters) [EncodedMiscFeeSubTypeDesc (2638)](tag:2638) field.Encoded (non-ASCII characters) representation of the [MiscFeeSubTypeDesc (2636)](tag:2636) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [MiscFeeSubTypeDesc (2636)](tag:2636) field.Number of commissions in the repeating group.The commission amount.Indicates what type of commission is being expressed in [CommissionAmount (2640)](tag:2640).Specifies the basis or unit used to calculate the commission.Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes.The commission rate unit of measure.Indicates the currency of the unit of measure. Conditionally required when [CommissionUnitOfMeasure (2644)](tag:2644) = Ccy (Amount of currency).The commission rate when [CommissionAmount (2640)](tag:2640) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points.Indicates whether the amount in [CommissionAmount (2640)](tag:2640) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in [CommissionAmount (2640)](tag:2640).Identifies the leg of the trade the entry applies to by referencing the leg's [LegID (1788)](tag:1788).Description of the commission.Byte length of the encoded (non-ASCII characters) [EncodedCommissionDesc (2652)](tag:2652) field.Encoded (non-ASCII characters) representation of the [CommissionDesc (2650)](tag:2650) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [CommissionDesc (2650)](tag:2650) field.Number of commissions in the repeating group.The commission amount.Indicates what type of commission is being expressed in [AllocCommissionAmount (2654)](tag:2654).Specifies the basis or unit used to calculate the commission.Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes.The commission rate unit of measure.Indicates the currency of the unit of measure. Conditionally required when [AllocCommissionUnitOfMeasure (2658)](tag:2658) = Ccy (Currency).The commission rate when [AllocCommissionAmount (2654)](tag:2654) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points.Indicates whether the amount in [AllocCommissionAmount (2654)](tag:2654) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in [AllocCommissionAmount (2654)](tag:2654).Identifies the leg of the trade the entry applies to by referencing the leg's [LegID (1788)](tag:1788).Description of the commission.Byte length of the encoded (non-ASCII characters) [EncodedAllocCommissionDesc (2666)](tag:2666) field.Encoded (non-ASCII characters) representation of the [AllocCommissionDesc (2664)](tag:2664) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [AllocCommissionDesc (2664)](tag:2664) field.Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention.Number of regulatory publication rules in repeating group.Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in [TrdRegPublicationReason (2670)](tag:2670).Additional reason for trade publication type specified in [TrdRegPublicationType (2669)](tag:2669). Reasons may be specific to regulatory trade publication rules.Used between parties to convey trade reporting status. In the context of regulatory reporting, this field may be used by the reporting party (e.g. party obligated to report to regulators) to inform their trading counterparty or other interested parties the trade reporting status.Unique message identifier for a [Cross Request &lt;35=DS&gt;](msg:DS) as assigned by the submitter of the request.Identifier assigned by a matching system to a match event containing multiple executions.Identifier assigned by a matching system to a price level (e.g. match step, clip) within a match event containing multiple executions.Reason for submission of mass action.Maximum deviation, in percentage terms, of an execution price from a reference price, e.g. the initial price of a match event.Reason for order being unaffected by mass action even though it belongs to the orders covered by [MassActionScope (1374)](tag:1374).Total number of orders unaffected by either the OrderMassActionRequest (CA) or OrderMassCancelRequest (Q).Change of ownership of an order to a specific party.Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.Specifies an option instrument's "in the money" condition.Specifies an option instrument's "in the money" condition in general terms.Specifies an option instrument's "in the money" condition in general terms.Specifies an option instrument's "in the money" condition in general terms.Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of [InTheMoneyCondition (2681)](tag:2681). When not specified, the eligibility is undefined or not applicable.Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of [LegInTheMoneyCondition (2682)](tag:2682). When not specified, the eligibility is undefined or not applicable.Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of [UnderlyingInTheMoneyCondition (2683)](tag:2683). When not specified, the eligibility is undefined or not applicable.Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of [DerivativeInTheMoneyCondition (2684)](tag:2684). When not specified, the eligibility is undefined or not applicable.Market price of the collateral, either from market sources or pre-agreed by the counterparties.Percentage of over-collateralization particularly when [CollateralAmountType (2632)](tag:2632) = 4 (Additional collateral value)Number of side collateral amount entries.Market associated with the collateral amount.Market segment associated with the collateral amount.The type of value in [CurrentCollateralAmount (1704)](tag:1704).Specifies the currency of the collateral; optional, defaults to the settlement currency if not specified. Uses ISO 4217 Currency Code.Foreign exchange rate used to compute the [SideCurrentCollateralAmount (2702)](tag:2702) from the [SideCollateralCurrency (2695)](tag:2695) and the [Currency (15)](tag:15).Specifies whether or not [SideCollateralFXRate (2696)](tag:2696) should be multiplied or divided.Market price of the collateral, either from market sources or pre-agreed by the counterparties.Percentage of over-collateralization particularly when [SideCollateralAmountType (2694)](tag:2694) = 4 (Additional collateral value).Identifier of the collateral portfolio when reporting on a portfolio basis.Type of collateral on deposit being reported.Currency value currently attributed to the collateral.Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation.Identifies the type of execution destination for the order.Market condition. In the context of ESMA RTS 8 it is important that trading venues communicate the condition of the market, particularly "stressed" and "exceptional", in order to provide incentives for firms contributing to liquidity.Number of quote attributes entries.The type of attribute for the quote.The value associated with the quote attribute type specified in [QuoteAttributeType (2707)](tag:2707).Number of price qualifiers in the repeating group.Qualifier for price. May be used when the price needs to be explicitly qualified.Describes the reporting ranges for executed transactions. In context of ESMA RTS 27 Article 9, the execution venue is required to report on transactions within several size ranges (in terms of a value and currency). The thresholds for these ranges are dependent on the type of financial instrument.Identifies whether the current entry contributes to the trade or transaction economics, i.e. affects [NetMoney (118)](tag:118).Can be used to provide a textual description of the fee type.The full normative name of the financial instrument. In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB).Byte length of encoded (non-ASCII characters) [EncodedFinancialInstrumentFullName (2716)](tag:2716) field.Encoded (non-ASCII characters) representation of the [FinancialInstrumentFullName (2714)](tag:2714) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [FinancialInstrumentFullName (2714)](tag:2714) field.The full normative name of the multileg's financial instrument. In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB).Byte length of encoded (non-ASCII characters) individual multileg instrument's [EncodedLegFinancialInstrumentFullName (2719)](tag:2719).Encoded (non-ASCII characters) representation of the [LegFinancialInstrumentFullName (2717)](tag:2717) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [LegFinancialInstrumentFullName (2717)](tag:2717) field.The full normative name of the underlying financial instrument. In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB).Byte length of encoded (non-ASCII characters) underlying instrument's [EncodedUnderlyingFinancialInstrumentFullName (2722)](tag:2722).Encoded (non-ASCII characters) representation of the [UnderlyingFinancialInstrumentFullName (2720)](tag:2720) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [UnderlyingFinancialInstrumentFullName (2720)](tag:2720) field.Curve time unit associated with the underlying index.Curve time multiplier for the underlying index.Further sub classification of the [CommissionAmountType (2641)](tag:2641).Further sub classification of the [AllocCommissionAmountType (2655)](tag:2655).Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). [AllocLegRefID (2727)](tag:2727) references the value from [LegID (1788)](tag:1788) in the current multileg order or trade message specifying to which leg the allocation instance applies.Time unit multiplier for the floating rate index identified in [FloatingRateIndexID (2731)](tag:2731).Spread from the floating rate index.Time unit associated with the floating rate index identified in [FloatingRateIndexID (2731)](tag:2731).Security identifier of the floating rate index.Source for the floating rate index identified in [FloatingRateIndexID (2731)](tag:2731).Month identified in the index roll. Use "1" for January, "2" for February, etc.Number of instances of the index roll month.Used to provide a more specific description of the asset specified in [AssetType (1940)](tag:1940). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.Final price type of the commodity as specified by the trading venue.Short name of the financial instrument. Uses ISO 18774 (FINS) values. In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field.Next index roll date.Used to provide a more specific description of the asset specified in [LegAssetType (2069)](tag:2069). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.Short name of the financial instrument. Uses ISO 18774 (FISN) values. In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field.Used to provide a more specific description of the asset specified in [SecondaryAssetType (1979)](tag:1979). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.Short name of the financial instrument. Uses ISO 18774 (FINS) values. In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field.Used to provide a more specific description of the asset specified in [LegSecondaryAssetType (2079)](tag:2079). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.Used to provide a more specific description of the asset specified in [UnderlyingAssetType (2015)](tag:2015). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.May be used to provide a more specific description of the asset specified in [UnderlyingSecondaryAssetType (2083)](tag:2083). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.Number of instances of reference data dates.Reference data entry's date-time of the type specified in [ReferenceDataDateType (2748)](tag:2748).Reference data entry's date-time type.Time of the individual execution.Represents the reportable price on fill when an instance of the Parties component with [PartyRole (452)](tag:452) = 73 (Execution Venue) is present to prevent having to compute running totals.Represents the reportable quantity on fill when an instance of the Parties component with [PartyRole (452)](tag:452) = 73 (Execution Venue) is present to prevent having to compute running totals.Specific delivery route or time charter average. Applicable to commodity freight contracts.Indicates the type of return or payout trigger for the swap or forward.Specific delivery route or time charter average. Applicable to commodity freight contracts.Indicates the type of return or payout trigger for the swap or forward.Specific delivery route or time charter average. Applicable to commodity freight contracts.Indicates the type of return or payout trigger for the swap or forward.Unique identifier for the [Allocation Instruction Alert Request &lt;35=DU&gt;](msg:DU) message.Indicates the total notional units or amount of an allocation group. Includes any allocated units or amount. Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor.Indicates the remaining notional units or amount of an allocation group that has not yet been allocated. Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor.Indicates the notional units or amount being allocated. Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor.Price offset of the markup denominated in the price type of the trade. The field is expressed in a value that can simply be added to or subtracted from the (clean) price to reach the marked- up price. E.g., a percent of par price of 98 marked up to 98.5 should be 0.5, an FX rate of 1.17936 marked up to 1.19 should be 0.01064, a stock price of 22.75 marked up to 22.9 should be 0.15, etc.The average pricing model used for block trades.Start of the time period during which price averaging occurred.End of the time period during which price averaging occurred.For Percent-of-volume (POV) average pricing this is the target percentage this order quantity represents of the total trading volume of an instrument during the specified time period. This provides the data needed to ensure that the average price is fair based on the total sum of grouped POV trades. For example, if during the POV time period there are 5 trades including this one with a total volume of 5000 and this trade has a quantity of 1000 then the [OrderPercentOfTotalVolume (2766)](tag:2766) of this trade is 20 percent expressed as "0.20".Status of the trade give-up relative to the group identified in [AllocGroupID (1730)](tag:1730).Status of the [Allocation Instruction Alert Request &lt;35=DU&gt;](msg:DU).Average pricing indicator at the allocation level.Used by submitting firm to group trades being sub-allocated into an average price group. The trades in the average price group will be used to calculate an average price for the group.When reporting a group change by the central counterparty to allocations of trades for the same instrument traded at the same price this identifies the previous group identifier.Number of match exceptions in the repeating group.Type of matching exception.Identifies the data point used in the matching operation which resulted in an exception.The matching exception data point name, for example: "Trade currency". This may be used for display purposes, providing a corresponding description for the value in [MatchExceptionElementType (2774)](tag:2774).The allocating party's data value used in the match operation.The confirming party's data value used in the match operation.The data element's tolerance value. Omitted if no tolerance is allowed or not applicable.The type of value in [MatchExceptionToleranceValue (2778)](tag:2778). Omitted if no tolerance is allowed or not applicable. For example, if the tolerance for accrued interest is 0.01% of total accrued interest then [MatchExceptionElementType (2774)](tag:2774)=1 (Accrued interest), [MatchExceptionToleranceValueType (2779)](tag:2779)=2 (Percentage) and [MatchExceptionToleranceValue (2778)](tag:2778)=0.0001. If tolerance for the exchange rate of an FX trade is "0.001" then [MatchExceptionElementType (2774)](tag:2774)=2 (Deal pPrice), [MatchExceptionToleranceValueType (2779)](tag:2779)=1 (Fixed amount) and [MatchExceptionToleranceValue (2778)](tag:2778)=0.001.Description of the exception.Number of matching data points in the repeating group.Data point's matching type.Value of the matching data point.Identifies the data point used in the matching operation. Values may not have applicable tolerance values, in this case this means the data point was used for matching but did not match.The matching data point name, for example: "Trade currency". This may be used for display purposes, providing a corresponding description for the value in [MatchingDataPointType (2784)](tag:2784).The message identifier for the [Trade Aggregation Request &lt;35=DW&gt;](msg:DW).Reference identifier to a previously sent [Trade Aggregation Request &lt;35=DW&gt;](msg:DW) message being cancelled or replaced.Identifies the trade aggregation transaction type.Total quantity of orders or fills quantity aggregated.Status of the trade aggregation request.Reason for trade aggregation request being rejected.Unique identifier for the [Trade Aggregation Report &lt;35=DX&gt;](msg:DX).The average FX spot rate.The average forward points. May be a negative value.Indicates the type of the currency rate being used. This is relevant for currencies that have offshore rate that different from onshore rate.Specifies the foreign exchange benchmark rate fixing to be used in valuing the transaction. For example "London 4 p.m." or "Tokyo 3 p.m."Byte length of encoded (non-ASCII characters) [EncodedMatchExceptionText (2798)](tag:2798) field.Encoded (non-ASCII characters) representation of the [MatchExceptionText (2780)](tag:2780) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [MatchExceptionText (2780)](tag:2780) field.Unique ID of the [Pay Management Report &lt;35=EA&gt;](msg:EA) message.Used to provide the reason for disputing a request or report. See https://www.fixtrading.org/packages/PayDisputeReason for the list of applicable values.Encoded (non-ASCII characters) representation of the [ReplaceText (2805)](tag:2805) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [ReplaceText (2805)](tag:2805) field.Byte length of encoded (non-ASCII characters) [EncodedReplaceText (2801)](tag:2801) field.Reference identifier of the [Pay Management Report &lt;35=EA&gt;](msg:EA). To be used with [PayReportTransType (2804)](tag:2804)=1 (Replace).Identifies the message transaction type.Identifies the reason for amendment.Identifies status of the payment report.Identifies the reason for cancellation.Encoded (non-ASCII characters) representation of the [CancelText (2807)](tag:2807) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [CancelText (2807)](tag:2807) field.Byte length of encoded (non-ASCII characters) [EncodedCancelText (2808)](tag:2808) field.Reference identifier of the [Pay Management Request &lt;35=DY&gt;](msg:DY). To be used with [PayRequestTransType (2811)](tag:2811)=1 (Cancel).Identifies the message transaction type.Unique ID of the [Pay Management Request &lt;35=DY&gt;](msg:DY) message.Identifies status of the request being responded to.Encoded (non-ASCII characters) representation of the [PostTradePaymentDesc (2820)](tag:2820) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [PostTradePaymentDesc (2820)](tag:2820) field.Byte length of encoded (non-ASCII characters) [EncodedPostTradePaymentDesc (2814)](tag:2814) field.The cash account on the books of the receiver of the request or the sender of the report to be debited or credited.The payment amount for the specified [PostTradePaymentType (2824)](tag:2824).Specifies the currency in which [PostTradePaymentAmount (2817)](tag:2817) is denominated. Uses ISO 4271 currency codes.Payment side of this individual payment from the requesting firm's perspective.A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description may be used as reference.The identifier for the individual payment.Used to link a group of payments together, e.g. cross-currency payments associated with a swap.Used to indicate the status of a post-trade payment.Type of post-trade payment. See ISITC "Payments Cash Purpose Codes" for list of payment type codes to use available at https://isitc.org/market-practices/reference-data-and-standards-market-practice and select "ISITC Classification Code List".The (actual) date the periodic payments calculations are made.The adjusted (for holidays and other non-business days) payment date on which the payment is expected to settle.The actual or final payment date on which the payment was made.Price at which the order is currently displayed to the market. Can be used on order messages, e.g. [New Order Single &lt;35=D&gt;](msg:D), to provide the current displayed price of a parent order when splitting it into smaller child orders. In the context of US CAT this is used when reporting new child orders.Used to indicate that a [ClOrdID (11)](tag:11) value is an intentional duplicate of a previously sent value. Allows to avoid the rejection of an order with [OrdRejReason (103)](tag:103) = 6 (Duplicate Order). In the context of US CAT this can be used when the recipient of a previously routed order requires the same identifier to be re-used for a new route.Indicates the type of entity who initiated an event, e.g. modification or cancellation of an order or quote.Type of NBBO information.Price related to NBBO. [NBBOEntryType (2831)](tag:2831) may be used to indicate entry type, e.g. bid or offer.Quantity related to NBBO. [NBBOEntryType (2831)](tag:2831) may be used to indicate entry type, e.g. bid or offer.Source of NBBO information.Identifier for the original owner of an order as part of the RelatedOrderGrp component. Use the Parties component with [PartyRole (452)](tag:452) = 13 (Order Origination Firm) to identify the original owner of an individual order.Timestamp for the assignment of a (unique) identifier to an order.Used to indicate whether the quoting system allows only one quote to be active at a time for the quote issuer or market maker.Current working price of the order relative to the state of the order. In the context of US CAT this can be used for the current price of the parent order when reporting a split into new (child) orders.Indicates whether a given timestamp was manually captured.Interest rate received for collateral reinvestment. In the context of EU SFTR this is the reinvestment interest rate received from cash collateral made by the lender. If there are multiple reinvestment types, this is an average rate.Identifies the underlying instrument the entity applies to by referencing the underlying instrument's [UnderlyingID (2874)](tag:2874).The cash amount of the specified re-investment type.The currency denomination of the re-invested cash amount. Uses ISO 4217 currency codes.Indicates the type of investment the cash collateral is re-invested in.Number of instances of [CollateralReinvestmentType (2844)](tag:2844) in the repeating group.Specifies the funding source used to finance margin or collateralized loan.Currency denomination of the market value of the funding source. Uses ISO 4217 currency codes.Market value of the funding source.Number of instances of [FundingSource (2846)](tag:2846) in the repeating group.Indicates whether the margin described is posted or received.Interest rate received for collateral reinvestment. In the context of EU SFTR this is the reinvestment interest rate received from cash collateral made by the lender. If there are multiple reinvestment types, this is an average rate.Identifies the underlying instrument the entity applies to by referencing the underlying instrument's [UnderlyingID (2874)](tag:2874).Number of instances of [SideCollateralReinvestmentType (2867)](tag:2867) in the repeating group.The cash amount of the specified re-investment type.The currency denomination of the re-invested cash amount. Uses ISO 4217 currency codes.Indicates the type of investment the cash collateral is re-invested in.Date when the collateral is to be assessed or assigned.The business date on which the event identified in [RegulatoryReportType (1934)](tag:1934) took place. In the context of EU SFTR reports with a [RegulatoryReportType (1934)](tag:1934) value 7 (Post-trade valuation), 31 (Collateral update) or 32 (Margin update), the business date on which the business event took place, which results in the information contained in the report.When the transaction is cleared and included in a portfolio of transactions this identifies the portfolio by its unique identifier. In the context of EU SFTR reporting this applies to cleared transactions grouped in a portfolio for which margins are exchanged.Number of instances of [TransactionAttributeType (2872)](tag:2872) in the repeating group.Type of attribute(s) or characteristic(s) associated with the transaction.Value associated with the specified [TransactionAttributeType (2872)](tag:2872).Unique identifier for the underlying instrument within the context of a message. The [UnderlyingID (2874)](tag:2874) can be referenced by other fields, for example UnderlyingRefID (tbd2841) and [SideUnderlyingRefID (2863)](tag:2863), from other components . The scope of uniqueness is agreed upon between counterparties.The price used to calculate the [PosAmt (708)](tag:708). This may be used for certain [PosAmtType (707)](tag:707) values where the [PosAmt (708)](tag:708) is based on the current price of the position's security. In the context of EU SFTR reporting, this is the price used to calculate the loan value for securities loan and borrowing, and buy-sell back. The price may be expressed in units or percentage of the underlying security, yield or an absolute amount that ignores netting. For Buy/Sellback it expresses the initial spot price.Specifies the type of price for [PosAmtPrice (2876)](tag:2876).The date of a contract's early termination or other post-trade event when the event is prior to the contract natural end or maturity not defined as part of the security's reference data or contractual terms/agreement.The industry name of the day count convention not listed in [CouponDayCount (1950)](tag:1950).The industry name of the day count convention not listed in [LegCouponDayCount (2165)](tag:2165).The industry name of the day count convention not listed in [UnderlyingCouponDayCount (1993)](tag:1993).Identifies the origin of the order from the counterparty of the execution or trade.Indicates whether a routing arrangement is in place, e.g. between two brokers. May be used together with [OrderOrigination (1724)](tag:1724) to further describe the origin of an order. An arrangement under which a participant of a marketplace permits a broker to electronically transmit orders containing the identifier of the participant. This can be either through the systems of the participant for automatic onward transmission to a marketplace or directly to a marketplace without being electronically transmitted through the systems of the participant.Indicates whether a routing arrangement is in place, e.g. between two brokers. May be used together with [ContraOrderOrigination (2882)](tag:2882) to further describe the origin of an order.Amount of accrued interest of underlying security.Number of days of interest for underlying security.Identifier of a related order.Describes the source of the identifier that [RelatedOrderID (2887)](tag:2887) represents.Quantity of the related order which can be less than its total quantity. For example, when only parts of an order contribute to an aggregated order.Describes the type of relationship between the order identified by [RelatedOrderID (2887)](tag:2887) and the order outside of the RelatedOrderGrp component.Uniquely identifies the product of a security using ISO 4914 standard, Unique Product Identifier (UPI). The DSB (Derivative Service Bureau Ltd) is acting as designated service provider for UPI System.Uniquely identifies the product of a derivative instrument using ISO 4914. See [UPICode (2891)](tag:2891) for further detail.Uniquely identifies the product of a leg instrument using ISO 4914. See [UPICode (2891)](tag:2891) for further detail.Uniquely identifies the product of an underlying instrument using ISO 4914. See [UPICode (2891)](tag:2891) for further detail.Uniquely identifies the product of a security using ISO 4914 as filter criteria. See [UPICode (2891)](tag:2891) for further detail.Type of trade assigned to a trade. Used in addition to [TrdType (828)](tag:828) and [SecondaryTrdType (855)](tag:855). Must not be used when only one additional trade type needs to be assigned.Identifies class or source of the [Currency (15)](tag:15) value.Identifies class or source of the [LegCurrency (556)](tag:556) value.Identifies class or source of the [SettlCurrency (120)](tag:120) value.Identifies class or source of the [LegSettlCurrency (675)](tag:675) value.Identifies class or source of the [SideCurrency (1154)](tag:1154) value.Identifies class or source of the [SideSettlCurrency (1155)](tag:1155) value.Identifies class or source of the [SettlementAmountCurrency (1702)](tag:1702) value.Identifies class or source of the [StrikeCurrency (947)](tag:947) value.Identifies class or source of the [UnitOfMeasureCurrency (1716)](tag:1716) value.Identifies class or source of the [PriceUnitOfMeasureCurrency (1717)](tag:1717) value.Identifies class or source of the [PriceQuoteCurrency (1524)](tag:1524) value.Identifies class or source of the [LegStrikeCurrency (942)](tag:942) value.Identifies class or source of the [LegUnitOfMeasureCurrency (1720)](tag:1720) value.Identifies class or source of the [LegPriceUnitOfMeasureCurrency (1721)](tag:1721) value.Identifies class or source of the [LegPriceQuoteCurrency (1528)](tag:1528) value.Identifies class or source of the [DerivativeStrikeCurrency (1262)](tag:1262) value.Identifies class or source of the [DerivativeUnitOfMeasureCurrency (1722)](tag:1722) value.Identifies class or source of the [DerivativePriceUnitOfMeasureCurrency (1723)](tag:1723) value.Identifies class or source of the [DerivativePriceQuoteCurrency (1576)](tag:1576) value.Identifies class or source of the [UnderlyingCurrency (318)](tag:318) value.Identifies class or source of the [UnderlyingStrikeCurrency (941)](tag:941) value.Identifies class or source of the [UnderlyingUnitOfMeasureCurrency (1718)](tag:1718) value.Identifies class or source of the [UnderlyingPriceUnitOfMeasureCurrency (1719)](tag:1719) value.Identifies class or source of the [UnderlyingPriceQuoteCurrency (1526)](tag:1526) value.Identifies class or source of the [UnderlyingNotionalCurrency (2615)](tag:2615) value.Identifies class or source of the [CommCurrency (479)](tag:479) value.Identifies class or source of the [CommissionCurrency (2643)](tag:2643) value.Identifies class or source of the [CommissionUnitOfMeasureCurrency (2645)](tag:2645) value.Identifies class or source of the [AllocCommissionCurrency (2657)](tag:2657) value.Identifies class or source of the [AllocCommissionUnitOfMeasureCurrency (2659)](tag:2659) value.Identifies class or source of the [AllocSettlCurrency (736)](tag:736) value.Identifies class or source of the [LegAllocSettlCurrency (1367)](tag:1367) value.Identifies class or source of the [CollateralCurrency (1705)](tag:1705) value.Identifies class or source of the [SideCollateralCurrency (2695)](tag:2695) value.Identifies class or source of the [CollateralReinvestmentCurrency (2843)](tag:2843) value.Identifies class or source of the [SideCollateralReinvestmentCurrency (2866)](tag:2866) value.Identifies class or source of the [TradeAllocCurrency (1847)](tag:1847) value.Identifies class or source of the [TradingCurrency (1245)](tag:1245) value.Identifies class or source of the [LimitAmtCurrency (1634)](tag:1634) value.Identifies class or source of the [PosQtyUnitOfMeasureCurrency (1835)](tag:1835) value.Identifies class or source of the [PositionCurrency (1055)](tag:1055) value.Identifies class or source of the [LegPosCurrency (1589)](tag:1589) value.Identifies class or source of the [RiskLimitCurrency (1532)](tag:1532) value.Identifies class or source of the [EntitlementAttribCurrency (1781)](tag:1781) value.Identifies class or source of the [ComplexOptPayoutCurrency (2122)](tag:2122) value.Identifies class or source of the [ComplexEventCurrencyOne (2124)](tag:2124) value.Identifies class or source of the [ComplexEventCurrencyTwo (2125)](tag:2125) value.Identifies class or source of the [LegComplexOptPayoutCurrency (2226)](tag:2226) value.Identifies class or source of the [LegComplexEventCurrencyOne (2233)](tag:2233) value.Identifies class or source of the [LegComplexEventCurrencyTwo (2234)](tag:2234) value.Identifies class or source of the [UnderlyingComplexOptPayoutCurrency (2266)](tag:2266) value.Identifies class or source of the [UnderlyingComplexEventCurrencyOne (2268)](tag:2268) value.Identifies class or source of the [UnderlyingComplexEventCurrencyTwo (2269)](tag:2269) value.Identifies class or source of the [BenchmarkCurveCurrency (220)](tag:220) value.Identifies class or source of the [LegBenchmarkCurveCurrency (676)](tag:676) value.Identifies class or source of the [AgreementCurrency (918)](tag:918) value.Identifies class or source of the [LegAgreementCurrency (2495)](tag:2495) value.Identifies class or source of the [FundingSourceCurrency (2847)](tag:2847) value.Identifies class or source of the [PayCollectCurrency (1709)](tag:1709) value.Identifies class or source of the [PostTradePaymentCurrency (2818)](tag:2818) value.Reference to the first or second currency or digital asset in [Symbol (55)](tag:55) for FX-style trading. Conditionally required when one or both symbols in [Symbol (55)](tag:55) represent a digital asset.Reference to the first or second currency or digital asset in [LegSymbol (600)](tag:600) for FX-style trading. Conditionally required when one or both symbols in [LegSymbol (600)](tag:600) represent a digital asset.Reference to the first or second currency or digital asset in [UnderlyingSymbol (311)](tag:311) for FX-style trading. Conditionally required when one or both symbols in [UnderlyingSymbol (311)](tag:311) represent a digital asset.Identifies the class or source of the [SettlPriceUnitOfMeasureCurrency (1887)](tag:1887) value.Indicates whether the trade or transaction was executed anonymously.May be used to generically assist in disambiguating an instrument where the security identifier and core reference data attributes are not sufficient to uniquely identify the instrument. The values used are bilaterally agreed. The data used for disambiguation can be of synthetic nature (e.g. 1, 2, 3,... or A, B, C,...) or based on other characteristic of the instrument. An example of the latter is an energy futures or options contract which may have the same expiration date with different delivery dates that fall on a non-business day; in such a use case the first day of delivery date may be used to disambiguate such contract (date expression used should be bilaterally agreed).Indicate whether a trade is eligible to be reported to more than one regulatory jurisdictions, e.g. due to overlapping reporting rules that require reporting to different jurisdictions.Indicate the instruction for self-match prevention when the incoming (aggressive) order has the same [SelfMatchPreventionID (2362)](tag:2362) as a resting (passive) order.Unique identifier of the [Settlement Status Request &lt;35=EC&gt;](msg:EC).Status of the [Settlement Status Request &lt;35=EC&gt;](msg:EC) message being responded to.Unique identifier of the [Settlement Status Report &lt;35=EE&gt;](msg:EE).The settlement status of the identifield trade. This field mirrors MT548 subsequence A2 field 25D Status Code. See https://www.iso20022.org/15022/uhb/mt548-10-field-25d.htm for MT548 code values.Used to provide additional reason or qualify the reason for the settlement status specified in [SettlStatus (2968)](tag:2968). This field mirrors MT548 subsequence A2a field 24B Reason Code. See https://www.iso20022.org/15022/uhb/mt548-12-field-24b.htm for MT548 code values.Text description associated with [SettlStatusReason (2969)](tag:2969). This field mirrors MT548 subsequence A2a field 70D Narrative.Byte length of encoded (non-ASCII characters) [EncodedSettlStatusReasonText (2972)](tag:2972) field.Encoded (non-ASCII characters) representation of the [SettlStatusReasonText (2970)](tag:2970) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [SettlStatusReasonText (2970)](tag:2970) field.Status of the report being responded to.Identifier for quantity subgroup assigned by the clearinghouse.Indicates number of subgroups in an allocation group.Total quantity in the subgroup of an allocation group.Change in quantity in the subgroup of an allocation group.Remaining quantity in the subgroup of an allocation group.Indicates number of trade attributes used to define a subgroup in an allocation group.Type of trade attribute defining a subgroup in an allocation group.Value of the trade attribute defining a subgroup in an allocation group.Time unit associated with the minimum frequency of the instrument maturity intervals. Usage note: When [FlexibleIndicator (1244)](tag:1244)=Y and the maturity date is user-defined, set [MaturityFrequencyUnit (2982)](tag:2982)=F (Flexible).Time unit multiplier for the minimum frequency of the instrument maturity intervals.Time unit associated with the minimum frequency of the instrument maturity intervals. Usage note: When [UnderlyingFlexibleIndicator (2035)](tag:2035)=Y and the underlying maturity is user-defined, set [UnderlyingMaturityFrequencyUnit (2984)](tag:2984)=F (Flexible).Time unit multiplier for the minimum frequency of the instrument maturity intervals.Time unit associated with the minimum frequency of the instrument maturity intervals. Usage note: When [LegFlexibleIndicator (2202)](tag:2202)=Y and the leg maturity is user-defined, set [LegMaturityFrequencyUnit (2986)](tag:2986)=F (Flexible).Time unit multiplier for the minimum frequency of the instrument maturity intervals.Number of bonds in the repeating group.Security identifier of the bond.Identifies the source scheme of the [AdditionalTermBondSecurityID (40001)](tag:40001) value.Description of the bond.Byte length of encoded (non-ASCII characters) [EncodedAdditionalTermBondDesc (40005)](tag:40005) field.Encoded (non-ASCII characters) representation of the [AdditionalTermBondDesc (40003)](tag:40003) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [AdditionalTermBondDesc (40003)](tag:40003) field.Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes.Issuer of the bond.Byte length of encoded (non-ASCII characters) [EncodedAdditionalTermBondIssuer (40009)](tag:40009) field.Encoded (non-ASCII characters) representation of the [AdditionalTermBondIssuer (40007)](tag:40007) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [AdditionalTermBondIssuer (40007)](tag:40007) field.Specifies the bond's payment priority in the event of a default.Coupon type of the bond.Coupon rate of the bond. See also [CouponRate (223)](tag:223).The maturity date of the bond.The par value of the bond.Total issued amount of the bond.Time unit multiplier for the frequency of the bond's coupon payment.Time unit associated with the frequency of the bond's coupon payment.The day count convention used in interest calculations for a bond or an interest bearing security.Number of additional terms in the repeating group.Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used.Indicates whether the discrepancy clause is applicable.Number of elements in the repeating group.Specifies the currency the [CashSettlAmount (40034)](tag:40034) is denominated in. Uses ISO 4217 currency codes.The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for the purpose of cash settlement. Associated with ISDA 2003 Term: Valuation Date.The time of valuation.Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The type of quote used to determine the cash settlement price.When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount.Specifies the currency the [CashSettlQuoteAmount (40028)](tag:40028) is denominated in. Uses ISO 4217 Currency Code.When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevant obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount.Specifies the currency the [CashSettlMinimumQuoteAmount (40030)](tag:40030) is denominated in. Uses ISO 4217 Currency Code.Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer.The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date.The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this is not to be included in the message and the parties to the trade are expected to calculate the value. The value is the greater of (a) floating rate payer calculation amount x (reference price - final price) or (b) zero. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement AmountUsed for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - [CashSettlRecoveryFactor (40035)](tag:40035)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount.Indicates whether fixed settlement is applicable or not applicable in a recovery lock.Indicates whether accrued interest is included or not in the value provided in [CashSettlAmount (40034)](tag:40034). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest.The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation MethodA named string value referenced by [UnderlyingSettlTermXIDRef (41315)](tag:41315).Number of financing definitions in the repeating group.Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values.Number of contractual matrices in the repeating group.Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values.The publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable.Specifies the applicable key into the relevant contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the [ContractualMatrixTerm (40045)](tag:40045) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values.Number of financing terms supplements in the repeating group.Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values.The publication date of the applicable version of the contractual supplement.Number of swap streams in the repeating group.Type of swap stream.A short descriptive name given to the payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference.The side of the party paying the stream.The side of the party receiving the stream.Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps.Specifies the currency the [StreamNotional (40054)](tag:40054) is denominated in. Uses ISO 4217 currency codes.Free form text to specify additional information or enumeration description when a standard value does not apply.The unadjusted effective date.The business day convention used to adjust the underlying instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The business center calendar used to adjust the underlying instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the effective date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative effective date offset.Time unit associated with the relative effective date offset.Specifies the day type of the relative effective date offset.The adjusted effective date.The unadjusted termination date.The business day convention used to adjust the instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust the instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the termination date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative termination date offset.Time unit associated with the relative termination date offset.Specifies the day type of the relative termination date offset.The adjusted termination date.The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted first calculation period start date if before the effective date.The business day convention used to adjust the instrument's stream's first calculation period start date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust the instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The adjusted first calculation period start date, if it is before the effective date.The unadjusted first start date of the regular calculation period, if there is an initial stub period.The unadjusted end date of the initial compounding period.The unadjusted last regular period end date if there is a final stub period.Time unit multiplier for the frequency at which calculation period end dates occur.Time unit associated with the frequency at which calculation period end dates occur.The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component.Number of settlement rate fallbacks in the repeating groupThe maximum number of days to wait for a quote from the disrupted settlement rate option before proceeding to this method.Identifies the source of the rate information.Indicates whether to request a settlement rate quote from the market.Used to identify the settlement rate postponement calculation agent.Number of provisions in the repeating group.Type of provisions.The unadjusted date of the provision.The business day convention used to adjust the instrument's provision's dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust the instrument's provision's dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The adjusted date of the provision.Time unit multiplier for the provision's tenor period.Time unit associated with the provision's tenor period.Used to identify the calculation agent. The calculation agent may be identified in [ProvisionCalculationAgent (40098)](tag:40098) or in the ProvisionParties component.If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.The instrument provision option’s exercise style.A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.The minimum notional amount that can be exercised on a given exercise date.The maximum notional amount that can be exercised on a given exercise date.The minimum number of options that can be exercised on a given exercise date.The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).Specifies the currency of settlement. Uses ISO 4217 currency codes.Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes.Identifies the type of quote to be used.Identifies the source of quote information.Free form text to specify additional information or enumeration description when a standard value does not apply.A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount.Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The cash settlement valuation date adjustment business day convention. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the cash settlement value date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for valuesTime unit multiplier for the relative cash settlement value date offset.Time unit associated with the relative cash settlement value date offset.Specifies the day type of the provision's relative cash settlement value date offset.The adjusted cash settlement value date.The business day convention used to adjust the instrument's provision's option exercise date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust the instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period.Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period.Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period.Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date.The unadjusted first day of the exercise period for an American style option.Specifies the anchor date when the option exercise start date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative option exercise start date offset.Time unit associated with the relative option exercise start date offset.Specifies the day type of the provision's relative option exercise start date offset.The adjusted first day of the exercise period for an American style option.The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative.The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative.The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option.Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of provision option exercise fixed dates in the repeating group.A predetermined option exercise date, unadjusted or adjusted depending on [ProvisionOptionExerciseFixedDateType (40144)](tag:40144).Specifies the type of date (e.g. adjusted for holidays).The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.The business day convention used to adjust the instrument's provision's option expiration date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust the instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the option expiration date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative option expiration date offset.Time unit associated with the relative option expiration date offset.Specifies the day type of the provision's relative option expiration date offset.The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period.The latest time for exercise on the expiration date.Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).The business day convention used to adjust the instrument's provision's option underlying date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust the instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative option relevant underlying date offset.Time unit associated with the relative option relevant underlying date offset.Specifies the day type of the provision's relative option relevant underlying date offset.The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).The business day convention used to adjust the provisional cash settlement payment's termination or relative termination date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust the provisional cash settlement payment's termination or relative termination date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative cash settlement payment date offset.Time unit associated with the relative cash settlement payment date offset.Specifies the day type of the provision's relative cash settlement payment date offset.First date in range when a settlement date range is provided.The last date in range when a settlement date range is provided.Number of provision cash settlement payment dates in the repeating group.The cash settlement payment date, unadjusted or adjusted depending on [ProvisionCashSettlPaymentDateType (40173)](tag:40173).Specifies the type of date (e.g. adjusted for holidays).Number of parties identified in the contract provision.The party identifier/code for the payment settlement party.Identifies class or source of the [ProvisionPartyID (40175)](tag:40175) value.Identifies the type or role of [ProvisionPartyID (40175)](tag:40175) specified.Number of sub-party IDs to be reported for the party.Party sub-identifier, if applicable, for [ProvisionPartyID (40175)](tag:40175).The type of [ProvisionPartySubID (40179)](tag:40179).Number of protection terms in the repeating group.The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount.The currency of [ProtectionTermNotional (40182)](tag:40182). Uses ISO 4217 currency codes.The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. [ProtectionTermSellerNotifies (40184)](tag:40184)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party.The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. [ProtectionTermBuyerNotifies (40185)](tag:40185)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party.When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Indicates whether ISDA defined Standard Public Sources are applicable ([ProtectionTermStandardSources (40187)](tag:40187)=Y) or not.The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number.Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred.A named string value referenced by [UnderlyingProtectionTermXIDRef (41314)](tag:41314).Number of protection term events in the repeating group.Specifies the type of credit event applicable to the protection terms. See https://www.fixtrading.org/packages/protectiontermeventtype/ for code list of applicable event types.Protection term event value appropriate to [ProtectionTermEventType (40192)](tag:40192). See [https://www.fixtrading.org/packages/protectiontermeventtype/](https://www.fixtrading.org/packages/protectiontermeventtype/) for applicable event type values.Applicable currency if [ProtectionTermEventValue (40193)](tag:40193) is an amount. Uses ISO 4217 currency codes.Time unit multiplier for protection term events.Time unit associated with protection term events.Day type for events that specify a period and unit.Rate source for events that specify a rate source, e.g. Floating rate interest shortfall.Number of qualifiers in the repeating group.Protection term event qualifier. Used to further qualify [ProtectionTermEventType (40192)](tag:40192).Number of obligations in the repeating group.Specifies the type of obligation applicable to the protection terms. See https://www.fixtrading.org/packages/protectiontermobligationtype/ for code list of applicable obligation types.Protection term obligation value appropriate to [ProtectionTermObligationType (40202)](tag:40202). See https://www.fixtrading.org/packages/protectiontermobligationtype/ for applicable obligation type values.Number of entries in the repeating group.Specifies the currency of physical settlement. Uses ISO 4217 currency codes.The number of business days used in the determination of physical settlement. Its precise meaning is dependent on the context in which this element is used. ISDA 2003 Term: Business Day.A maximum number of business days. Its precise meaning is dependent on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision.A named string value referenced by [UnderlyingSettlTermXIDRef (41315)](tag:41315).Number of entries in the repeating group.Specifies the type of deliverable obligation applicable for physical settlement. See https://www.fixtrading.org/packages/deliverableobligationtype/ for code list for applicable deliverable obligation types.Physical settlement deliverable obligation value appropriate to [PhysicalSettlDeliverableObligationType (40210)](tag:40210). See https://www.fixtrading.org/packages/deliverableobligationtype/ for applicable obligation type values.Number of additional settlement or bullet payments.Type of payment.The side of the party paying the payment.The side of the party receiving the payment.Specifies the currency in which [PaymentAmount (40217)](tag:40217) is denominated. Uses ISO 4271 currency codes.The total payment amount.The price determining the payment amount expressed in terms specified in [PaymentPriceType (40919)](tag:40919) and expressed in market format.The unadjusted payment date.The business day convention used to adjust the payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust the payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The adjusted payment date.Applicable value for [LegMarketDisruptionEvent (41468)](tag:41468).The value representing the discount factor used to calculate the present value of the cash flow.The amount representing the present value of the forecast payment.Specifies the currency the [PaymentPresentValueAmount (40225)](tag:40225) is denominated in. Uses ISO 4217 currency codes.Payment settlement style.Identifies the reference "page" from the rate source. When [LegPaymentStreamNonDeliverableSettlRateSource (40087)](tag:40087) = 3 (ISDA Settlement Rate Option) this contains a value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-optionFree form text to specify additional information or enumeration description when a sdtandard value does not apply. Identifies the payment type when [PaymentType (40213)](tag:40213) = 99 (Other).Number of additional settlements or bullet payments.The payment settlement amount.Specifies the currency the [PaymentSettlAmount (40231)](tag:40231) is denominated in. Uses ISO 4217 currency codes.Number of parties identified in the additional settlement or bullet payment.The payment settlement party identifier.Identifies the class or source of [PaymentSettlPartyID (40234)](tag:40234) value (e.g. BIC).Identifies the role of [PaymentSettlPartyID (40234)](tag:40234) (e.g. the beneficiary's bank or depository institution).Qualifies the value of [PaymentSettlPartyRole (40236)](tag:40236).Number of sub-party IDs to be reported for the party.Party sub-identifier, if applicable, for [PaymentSettlPartyRole (40236)](tag:40236).The type of [PaymentSettlPartySubID (40239)](tag:40239) value.Number of swap streams in the repeating group.Type of swap stream.A short descriptive name given to the payment stream, e.g. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference.The side of the party paying the stream.The side of the party receiving the stream.Notional, or initial notional value for the payment stream. The LegPaymentSchedule component should be used for specifying the steps.Specifies the currency the [LegStreamNotional (40246)](tag:40246) is denominated in. Uses ISO 4217 currency codes.Free form text to specify additional information or enumeration description when a standard value does not apply.The unadjusted effective date.The business day convention used to adjust the instrument leg's stream's effective date or relative effective date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust the instrument leg's stream's effective date or relative effective date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the effective date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for valuesTime unit multiplier for the relative effective date offset.Time unit associated with the relative effective date offset.Specifies the day type of the relative effective date offset.The adjusted effective date.The unadjusted termination date.The business day convention used to adjust the instrument leg's stream's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust the instrument leg's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the termination date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative termination date offset.Time unit associated with the relative termination date offset.Specifies the day type of the relative termination date offset.The adjusted termination date.The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust calculation periods, e.g. "GLBO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted first calculation period start date if before the effective date.The business day convention used to adjust the instrument leg's stream's first calculation period start date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust the instrument leg's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The adjusted first calculation period start date, if it is before the effective date.The unadjusted first start date of the regular calculation period, if there is an initial stub period.The unadjusted end date of the initial compounding period.The unadjusted last regular period end date if there is a final stub period.Time unit multiplier for the frequency at which calculation period end dates occur.Time unit associated with the frequency at which calculation period end dates occur.The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component.Number of dealers in the repeating group.Number of business centers in the repeating group.Identifies the type of payment stream applicable to the swap stream associated with the instrument leg.Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks.Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortgage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month.Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes.The day count convention used in the payment stream calculations.The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.The method of calculating discounted payment amounts.Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05.The day count convention applied to the [LegPaymentStreamDiscountRate (40286)](tag:40286).Compounding method.Indicates whether there is an initial exchange of principal on the effective date.Indicates whether there are intermediate or interim exchanges of principal during the term of the swap.Indicates whether there is a final exchange of principal on the termination date.The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the frequency of payments.Time unit associated with the frequency of payments.The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component.The unadjusted first payment date.The unadjusted last regular payment date.Specifies the anchor date when payment dates are relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative payment date offset.Time unit associated with the relative payment date offset.Specifies the day type of the relative payment date offset.Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See https://www.fixtrading.org/packages/relativetodate/ for values.The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for frequency of resets.Time unit associated with frequency of resets.Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis.Specifies the anchor date when the initial fixing date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the relative initial fixing date offset.Time unit associated with the relative initial fixing date offset.Specifies the day type of the relative initial fixing date offset.The adjusted initial fixing date.Specifies the anchor date when the fixing date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the relative fixing date offset.Time unit associated with the relative fixing date offset.Specifies the day type of the relative fixing date offset.The adjusted fixing date.Time unit multiplier for the relative rate cut-off date offset. This is generally the number of days preceding the period end date or termination date, as appropriate, for the specified floating rate index.Time unit associated with the relative rate cut-off date offset.Specifies the day type of the relative rate cut-off date offset.The rate applicable to the fixed rate payment stream.The leg instrument payment stream's fixed payment amount. In a CDS, this can be an alternative to [LegPaymentStreamRate (40326)](tag:40326).Specifies the currency in which [LegPaymentStreamFixedAmount (40327)](tag:40327) or [LegPaymentStreamRate (40326)](tag:40326) is denominated. Uses ISO 4217 currency codes.The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazilian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional.The adjusted value date of the future value amount.The payment stream floating rate index.The source of the payment stream floating rate index.Time unit associated with the payment stream's floating rate index curve period.Time unit multiplier for the payment stream's floating rate index curve period.A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.The basis points spread from the index specified in [LegPaymentStreamRateIndex (40331)](tag:40331).Identifies whether the rate spread is applied to a long or short position.Specifies the yield calculation treatment for the index.The cap rate, if any, which applies to the floating rate. It is only required where the floating rate on a swap stream is capped at a certain level The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.Reference to the buyer of the cap rate option through its trade side.Reference to the seller of the cap rate option through its trade side.The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as 0.05.Reference to the buyer of the floor rate option through its trade side.Reference to the seller of the floor rate option through its trade side.The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as 0.05.Specifies the rounding direction.Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used.The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determineds the reference period for which the inflation index is observed.Time unit associated with the inflation lag period.The inflation lag period day type.The method used when calculating the inflation index level from multiple points. The most common is linear method.The inflation index reference source.The publication source, such as relevant web site, news publication or a government body, where inflation information is obtained.Initial known index level for the first calculation period.Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes).The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.Non-deliverable settlement reference currency. Uses ISO 4217 currency codes.The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative non-deliverable fixing date offset.Time unit associated with the relative non-deliverable fixing date offset.Specifies the day type of the relative non-deliverable fixing date offset.Identifies the source of rate information.Number of fixing dates in the repeating group.The non-deliverable fixing date. Type of date is specified in [LegNonDeliverableFixingDateType (40369)](tag:40369).Specifies the type of date (e.g. adjusted for holidays).Identifies the reference "page" from the rate source. When [LegSettlRateFallbackRateSource (40366)](tag:40366) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-optionIdentifies the source of rate information.Identifies the reference "page" from the rate source. When [PaymentStreamNonDeliverableSettlRateSource (40371)](tag:40371) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-optionIdentifies the source of rate information.Number of swap schedules in the repeating groupSpecifies the type of schedule.Indicates to which stub this schedule applies.The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazilian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment.The unadjusted end date of a cashflow payment.The side of the party paying the step schedule.The side of the party receiving the step schedule.The notional value for this step schedule, or amount of a cashflow payment.The currency for this step schedule. Uses ISO 4217 currency codes.The rate value for this step schedule.A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.The spread value for this step schedule.Identifies whether the rate spread is applied to a long or a short position.Specifies the yield calculation treatment for the step schedule.The explicit payment amount for this step schedule.The currency of the fixed amount. Uses ISO 4217 currency codes.Time unit multiplier for the step frequency.Time unit associated with the step frequency.The explicit amount that the notional changes on each step date. This can be a positive or negative amount.The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in [LegPaymentScheduleStepRelativeTo (40395)](tag:40395). The percentage can be either positive or negative.The explicit amount that the rate changes on each step date. This can be a positive or negative value.Specifies whether the [LegPaymentScheduleStepRate (40393)](tag:40393) or [LegPaymentScheduleStepOffsetValue (40392)](tag:40392) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.The unadjusted fixing date.Floating rate observation weight for cashflow payment.Specifies the anchor date when the fixing date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the relative fixing date offset.Time unit associated with the relative fixing date offset.Specifies the day type of the relative fixing date offset.The adjusted fixing date.The fxing time associated with the step schedule.Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the relative interim exchange date offset.Time unit associated with the relative interim exchange date offset.Specifies the day type of the relative interim exchange date offset.The adjusted interim exchange date.Number of rate sources in the repeating groupIdentifies the source of rate information.Rate source type.Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When [RateSource (1446)](tag:1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-optionNumber of stubs in the repeating groupStub type.Optional indication whether stub is shorter or longer than the regular swap period.The agreed upon fixed rate for this stub.A fixed payment amount for the stub.The currency of the fixed payment amount. Uses ISO 4217 currency codes.The stub floating rate index.The source for the stub floating rate index.Time unit multiplier for the floating rate index.Time unit associated with the floating rate index.A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.Spread from floating rate index.Identifies whether the rate spread is applied to a long or a short position.Specifies the yield calculation treatment for the stub index.The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.Reference to the buyer of the cap rate option through its trade side.Reference to the seller of the cap rate option through its trade side.The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.Reference to the buyer of the floor rate option through its trade side.Reference to the seller of the floor rate option through its trade side.The second stub floating rate index.The source for the second stub floating rate index.Secondary time unit multiplier for the stub floating rate index curve.Secondary time unit associated with the stub floating rate index curve.A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.Spread from the second floating rate index.Identifies whether the rate spread is applied to a long or a short position.Specifies the yield calculation treatment for the second stub index.The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.Number of provisions in the repeating group.Type of provisions.The unadjusted date of the provision.The business day convention used to adjust the instrument leg's provision's date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust the instrument leg's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The adjusted date of the provision.Time unit multiplier for the leg provision's tenor period.Time unit associated with the leg provision's tenor period.Used to identify the calculation agent. The calculation agent may be identified in [LegProvisionCalculationAgent (40456)](tag:40456) or in the ProvisionParties component.If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.The instrument provision option exercise style.A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.The minimum notional amount that can be exercised on a given exercise date.The maximum notional amount that can be exercised on a given exercise date.The minimum number of options that can be exercised on a given exercise date.The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).Specifies the currency of settlement. Uses ISO 4217 currency codes.Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes.Identifies the type of quote to be used.Identifies the source of quote information.A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Free form text to specify additional information or enumeration description when a standard value does not apply.Number of provision cash settlement payment dates in the repeating group.The cash settlement payment date, unadjusted or adjusted depending on [LegProvisionCashSettlPaymentDateType (40475)](tag:40475).Specifies the type of date (e.g. adjusted for holidays).The business day convention used to adjust the instrument leg's provision's option exercise date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust the instrument leg's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period.Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period.Time unit multiplier for subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period.Time unit associated with subsequent exercise dates in the exercise period following the earliest exercise date.The unadjusted first day of the exercise period for an American style option.Specifies the anchor date when the option exercise start date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative option exercise start date offset.Time unit associated with the relative option exercise start date offset.Specifies the day type of the provision's relative option exercise start date offset.The adjusted first day of the exercise period for an American style option.The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative.The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative.The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option.Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of provision option exercise fixed dates in the repeating group.A predetermined option exercise date unadjusted or adjusted depending on [LegProvisionOptionExerciseFixedDateType (40497)](tag:40497).Specifies the type of date (e.g. adjusted for holidays).The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.The business day convention used to adjust the instrument leg's provision's option expiration date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust the instrument leg's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the option expiration date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative option expiration date offset.Time unit associated with the relative option expiration date offset.Specifies the day type of the provision's relative option expiration date offset.The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period.The latest time for exercise on the expiration date.Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).The business day convention used to adjust the instrument leg's provision's option relevant underlying date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust the instrument leg's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative option relevant underlying date offset.Time unit associated with the relative option relevant underlying date offset.Specifies the day type of the provision's relative option relevant underlying date offset.The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust the provisional cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative cash settlement payment date offset.Time unit associated with the relative cash settlement payment date offset.Specifies the day type of the provision's relative cash settlement payment date offset.The first date in range when a settlement date range is provided.The last date in range when a settlement date range is provided.A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount.Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The business day convention used to adjust the provision's cash settlement valuation date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the cash settlement value date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative cash settlement value date offset.Time unit associated with the relative cash settlement value date offset.Specifies the day type of the provision's relative cash settlement value date offset.The adjusted cash settlement value date.Number of parties identified in the contract provision.The party identifier/code for the payment settlement party.Identifies the class or source of [LegProvisionPartyID (40534)](tag:40534).Identifies the type or role of [LegProvisionPartyID (40534)](tag:40534) specified.Number of sub-party IDs to be reported for the party.Party sub-identifier, if applicable, for [LegProvisionPartyRole (40536)](tag:40536).The type of [LegProvisionPartySubID (40538)](tag:40538) value.Number of swap streams in the repeating group.Type of swap stream.A short descriptive name given to payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference.The side of the party paying the stream.The side of the party receiving the stream.Notional, or initial notional value for the payment stream. Use SwapSchedule for steps.Specifies the currency the [UnderlyingStreamNotional (40545)](tag:40545) is denominated in. Uses ISO 4217 currency codes.Free form text to specify additional information or enumeration description when a standard value does not apply.The unadjusted termination date.The business day convention used to adjust the underlying instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The business center calendar used to adjust the underlying instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the termination date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative termination date offset.Time unit associated with the relative termination date offset.Specifies the day type of the relative termination date offset.The adjusted termination date.The business day convention used to adjust the calculation periods. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The business center calendar used to adjust the calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted first calculation period start date if before the effective date.The business day convention used to adjust the underlying instrument's stream's first calculation period start date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The business center calendar used to adjust the underlying instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The adjusted first calculation period start date, if it is before the effective date.The unadjusted first start date of the regular calculation period, if there is an initial stub period.The unadjusted end date of the initial compounding period.The unadjusted last regular period end date if there is a final stub period.Time unit multiplier for the frequency at which calculation period end dates occur.Time unit associated with the frequency at which calculation period end dates occur.The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.Identifies the type of payment stream applicable to the swap stream associated with the underlying instrument.Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks.Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortgage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month.Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes.The day count convention used in the payment stream calculations.The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.The method of calculating discounted payment amountsDiscount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05.The day count convention applied to the [UnderlyingPaymentStreamDiscountRate (40575)](tag:40575).Compounding Method.Indicates whether there is an initial exchange of principal on the effective date.Indicates whether there are intermediate or interim exchanges of principal during the term of the swap.Indicates whether there is a final exchange of principal on the termination date.The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the frequency of payments.Time unit associated with the frequency of payments.The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The unadjusted first payment date.The unadjusted last regular payment date.Specifies the anchor date when payment dates are relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative payment date offset.Time unit associated with the relative payment date offset.Specifies the day type of the relative payment date offset.Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See https://www.fixtrading.org/packages/relativetodate/ for values.The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for frequency of resets.Time unit associated with frequency of resets.Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis.Specifies the anchor date when the initial fixing date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the relative initial fixing date offset.Time unit associated with the relative initial fixing date offset.Specifies the day type of the relative initial fixing date offset.The adjusted initial fixing date.Specifies the anchor date when the fixing date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the relative fixing date offset.Time unit associated with the relative fixing date offset.Specifies the day type of the relative fixing date offset.The adjusted fixing date.Time unit multiplier for the relative rate cut-off date offset.Time unit associated with the relative rate cut-off date offset.Specifies the day type of the relative rate cut-off date offset.The rate applicable to the fixed rate payment stream.The underlying payment stream's fixed payment amount. In CDS an alternative to [UnderlyingPaymentStreamRate (40615)](tag:40615).Specifies the currency in which [UnderlyingPaymentStreamFixedAmount (40616)](tag:40616) or [UnderlyingPaymentStreamRate (40615)](tag:40615) is denominated. Users ISO 4271 currency codes.The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazilian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional.The adjusted value date of the future value amount.The payment stream's floating rate index.The source of the payment stream floating rate index.Time unit associated with the underlying instrument’s floating rate index.Time unit multiplier for the underlying instrument’s floating rate index.A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.Spread from floating rate index.Identifies a short or long spread value.Specifies the yield calculation treatment for the index.The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.Reference to the buyer of the cap rate option through its trade side.Reference to the seller of the cap rate option through its trade side.The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.Reference to the buyer of the floor rate option through its trade side.Reference to the seller of the floor rate option through its trade side.The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05.Specifies the rounding direction.Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used.The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed.Time unit associated with the inflation lag period.The inflation lag period day type.The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.The inflation index reference source.The current main publication source such as relevant web site or a government body.Initial known index level for the first calculation period.Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes).The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.The non-deliverable settlement reference currency. Uses ISO 4217 currency codes.The business day convention used to adjust the payment stream's fixing date for the non-deliverable terms. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative non-deliverable fixing date offset.Time unit associated with the relative non-deliverable fixing date offset.Specifies the day type of the relative non-deliverable fixing date offset.Identifies the reference "page" from the rate source. When [SettlRateFallbackRateSource (40373)](tag:40373) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-optionNumber of Fixing dates in the repeating groupThe non-deliverable fixing date unadjusted or adjusted depending on [UnderlyingNonDeliverableFixingDateType (40658)](tag:40658).Specifies the type of date (e.g. adjusted for holidays).Number of settlement rate fallbacks in the repeating groupThe maximum number of days to wait for a quote from the disrupted settlement rate option before proceeding to this method.Identifies the source of rate information.Indicates whether to request a settlement rate quote from the market.Used to identify the settlement rate postponement calculation agent.Number of swap schedules in the repeating groupType of schedule.Indicates to which stub this schedule applies.The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazilian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment.The unadjusted end date of a cashflow payment.The side of the party paying the step schedule.The side of the party receiving the step schedule.The notional value for this step, or amount of a cashflow payment.The currency for this step. Uses ISO 4217 currency codes.The rate value for this step.A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.The spread value for this step.Identifies whether the rate spread is applied to a long or short position.Specifies the yield calculation treatment for the step schedule.The explicit payment amount for this step.The currency of the fixed amount. Uses ISO 4217 currency codes.Time unit multiplier for the step frequency.Time unit associated with the step frequency.The explicit amount that the notional changes on each step date. This can be a positive or negative amount.The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in [UnderlyingPaymentScheduleStepRelativeTo (40685)](tag:40685). The percentage can be either positive or negative.The explicit amount that the rate changes on each step date. This can be a positive or negative value.Specifies whether the [UnderlyingPaymentScheduleStepRate (40683)](tag:40683) or [UnderlyingPaymentScheduleStepOffsetValue (40682)](tag:40682) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.The unadjusted fixing date.Floating rate observation weight for cashflow payment.Specifies the anchor date when the fixing date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the relative fixing date offset.Time unit associated with the relative fixing date offset.Specifies the day type of the relative fixing date offset.The adjusted fixing date.The fixing time.Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the relative interim exchange date offset.Time unit associated with the relative interim exchange date offset.Specifies the day type of the relative interim exchange date offset.The adjusted interim exchange date.Number of rate sources in the repeating groupIdentifies the source of rate information.Rate source type.Identifies the reference “page” from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When [RateSource (1446)](tag:1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-optionNumber of stubs in the repeating groupStub type.Optional indication whether stub is shorter or longer than the regular swap period.The agreed upon fixed rate for this stub.A fixed payment amount for the stub.The currency of the fixed payment amount. Uses ISO 4217 currency codes.The stub floating rate index.The source for the underlying payment stub floating rate index.Time unit multiplier for the underlying payment stub floating rate index.Time unit associated with the underlying payment stub floating rate index.A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.Spread from floating rate index.Identifies whether the rate spread is applied to a long or short position.Specifies the yield calculation treatment for the stub index.The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.Reference to the buyer of the cap rate option through its trade side.Reference to the seller of the cap rate option through its trade side.The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.Reference to the buyer of the floor rate option through its trade side.Reference to the seller of the floor rate option through its trade side.The second stub floating rate index.The source of the second stub floating rate index.Secondary time unit multiplier for the stub floating rate index curve.Secondary time unit associated with the stub floating rate index curve.A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.Spread from the second floating rate index.Identifies whether the rate spread is applied to a long or short position.Specifies the yield calculation treatment for the second stub index.The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.Identifies the type of payment stream associated with the swap.Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks.Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortgage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month.Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes.The day count convention used in the payment stream calculations.The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.The method of calculating discounted payment amountsDiscount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05.The day count convention applied to the [PaymentStreamDiscountRate (40745)](tag:40745).Compounding method.Indicates whether there is an initial exchange of principal on the effective date.Indicates whether there are intermediate or interim exchanges of principal during the term of the swap.Indicates whether there is a final exchange of principal on the termination date.The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the frequency of payments.Time unit associated with the frequency of payments.The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component.The unadjusted first payment date.The unadjusted last regular payment date.Specifies the anchor date when payment dates are relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative payment date offset.Time unit multiplier for the relative initial fixing date offset.Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See https://www.fixtrading.org/packages/relativetodate/ for values.The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the frequency of resets.Time unit associated with the frequency of resets.Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis.Specifies the anchor date when the initial fixing date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the relative initial fixing date offset.Time unit associated with the relative initial fixing date offset.Specifies the day type of the relative initial fixing date offset.The adjusted initial fixing date.Specifies the anchor date when the fixing date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the relative fixing date offset.Time unit associated with the relative fixing date offset.Specifies the day type of the relative fixing date offset.The adjusted fixing date.Time unit multiplier for the relative rate cut-off date offset.Time unit associated with the relative rate cut-off date offset.Specifies the day type of the relative rate cut-off date offset.The rate applicable to the fixed rate payment stream.The payment stream's fixed payment amount. In CDS an alternative to [PaymentStreamRate (40784)](tag:40784).Specifies the currency in which [PaymentStreamFixedAmount (40785)](tag:40785) or [PaymentStreamRate (40784)](tag:40784) is denominated. Uses ISO 4271 currency codes.The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazilian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional.The adjusted value date of the future value amount.The payment stream floating rate index.The source of the payment stream floating rate index.Time unit associated with the floating rate index.Time unit multiplier for the floating rate index.A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.Spread from floating rate index.Identifies whether the rate spread is applied to a long or short position.Specifies the yield calculation treatment for the index.The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.Reference to the buyer of the cap rate option through its trade side.Reference to the seller of the cap rate option through its trade side.The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.Reference to the buyer of the floor rate option through its trade side.Reference to the seller of the floor rate option through its trade side.The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05.Specifies the rounding direction.Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used.The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed.Time unit associated with the inflation lag period.The inflation lag period day type.The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.The inflation index reference source.The current main publication source such as relevant web site or a government body.Initial known index level for the first calculation period.Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes).The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.The non-deliverable settlement reference currency. Uses ISO 4217 currency codes.The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the DateAdjustment component within the Instrument componentThe business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative non-deliverable fixing date offset.Time unit associated with the relative non-deliverable fixing date offset.Specifies the day type of the relative non-deliverable fixing date offset.Identifies the reference "page" from the rate source. When [UnderlyingPaymentStreamNonDeliverableSettlRateSource (40661)](tag:40661) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-optionNumber of Fixing dates in the repeating groupNon-deliverable fixing date unadjusted or adjusted depending on [NonDeliverableFixingDateType (40827)](tag:40827).Specifies the type of date (e.g. adjusted for holidays).Number of swap schedules in the repeating groupType of schedule.Indicates to which stub this schedule applies.The date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazilian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment.The unadjusted end date of a cash flow payment.The side of the party paying the step schedule.The side of the party receiving the stepf schedule.The notional value for this step, or amount of a cashflow payment.The currency for this step. Uses ISO 4217 currency codes.The rate value for this step schedule.A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.The spread value for this step schedule.Identifies whether the rate spread is applied to a long or short position.Specifies the yield calculation treatment for the step schedule.The explicit payment amount for this step schedule.The currency of the fixed amount. Uses ISO 4217 currency codes.Time unit multiplier for the step frequency.Time unit associated with the step frequency.The explicit amount that the notional changes on each step date. This can be a positive or negative amount.The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in [PaymentScheduleStepRelativeTo (40849)](tag:40849). The percentage can be either positive or negative.The explicit amount that the rate changes on each step date. This can be a positive or negative value.Specifies whether the [PaymentScheduleStepRate (40847)](tag:40847) or [PaymentScheduleStepOffsetValue (40846)](tag:40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.The unadjusted fixing date.Floating rate observation weight for cashflow payment.Specifies the anchor date when the fixing date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the relative fixing date offset.Time unit associated with the relative fixing date offset.Specifies the day type of the relative fixing date offset.The adjusted fixing date.The fixing time associated with the step schedule.Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Time unit multiplier for the relative interim exchange date offset.Time unit associated with the relative interim exchange date offset.Specifies the day type of the relative interim exchange date offset.The adjusted interim exchange date.Number of swap schedule rate sources.Identifies the source of rate information.Rate source type.Identifies the reference “page” from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When [RateSource (1446)](tag:1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-optionNumber of stubs in the repeating groupStub type.Optional indication whether stub is shorter or longer than the regular swap period.The agreed upon fixed rate for this stub.A fixed payment amount for the stub.The currency of the fixed payment amount. Uses ISO 4217 currency codes.The stub floating rate index.The source of the stub floating rate index.Time unit multiplier for the stub floating rate index.Time unit associated with the stub floating rate index.A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.Spread from floating rate index.Identifies whether the rate spread is applied to a long or short position.Specifies the yield calculation treatment for the payment stub index.The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.Reference to the buyer of the cap rate option through its trade side.Reference to the seller of the cap rate option through its trade side.The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.Reference to the buyer of the floor rate option through its trade side.Reference to the seller of the floor rate option through its trade side.The second stub floating rate index.The source of the second stub floating rate index.Secondary time unit multiplier for the stub floating rate index curve.Secondary time unit associated with the stub floating rate index curve.A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.Spread from the second floating rate index.Identifies whether the rate spread is applied to a long or short position.Specifies the yield calculation treatment for the second stub index.The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.Number of settlement rate fallbacks in the repeating groupThe maximum number of days to wait for a quote from the disrupted settlement rate option before proceeding to this method.Identifies the source of rate information.Indicates whether to request a settlement rate quote from the market.Used to identify the settlement rate postponement calculation agent.The unadjusted effective date.The business day convention used to adjust the instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The business center calendar used to adjust the instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the effective date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative effective date offset.Time unit associated with the relative effective date offset.Specifies the day type of the relative effective date offset.The adjusted effective date.Identifies the reference "page" from the rate source. When [UnderlyingSettlRateFallbackRateSource (40904)](tag:40904) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-optionThe number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation DateWhere multiple valuation dates are specified as being applicable for cash settlement, this specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation DateUsed to further qualify the value of [UnderlyingProvisionPartyRole (42176)](tag:42176).Specifies the type of price for [PaymentPrice (40218)](tag:40218).Specifies the day type of the relative payment date offset.The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden.The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties.Number of business centers in the repeating group.A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden.The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of event news sources in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden.The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Number of business centers in the repeating group.Byte length of encoded (non-ASCII characters) [EncodedLegStreamText (40979)](tag:40979) field.Encoded (non-ASCII characters) representation of the [LegStreamText (40248)](tag:40248) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [LegStreamText (40248)](tag:40248) field.Byte length of encoded (non-ASCII characters) [EncodedLegProvisionText (40981)](tag:40981) field.Encoded (non-ASCII characters) representation of the [LegProvisionText (40472)](tag:40472) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [LegProvisionText (40472)](tag:40472) field.Byte length of encoded (non-ASCII characters) [EncodedStreamText (40983)](tag:40983) field.Encoded (non-ASCII characters) representation of the [StreamText (40056)](tag:40056) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [StreamText (40056)](tag:40056) field.Byte length of encoded (non-ASCII characters) [EncodedPaymentText (40985)](tag:40985) field.Encoded (non-ASCII characters) representation of the [PaymentText (40229)](tag:40229) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [PaymentText (40229)](tag:40229) field.Byte length of encoded (non-ASCII characters) [EncodedProvisionText (40987)](tag:40987) field.Encoded (non-ASCII characters) representation of the [ProvisionText (40113)](tag:40113) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [ProvisionText (40113)](tag:40113) field.Byte length of encoded (non-ASCII characters) [EncodedUnderlyingStreamText (40989)](tag:40989) field.Encoded (non-ASCII characters) representation of the [UnderlyingStreamText (40547)](tag:40547) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [UnderlyingStreamText (40547)](tag:40547) field.Applicable value for [LegMarketDisruptionFallbackType (41470)](tag:41470).Applicable value for [MarketDisruptionEvent (41093)](tag:41093).Applicable value for [MarketDisruptionFallbackType (41095)](tag:41095).Used to further clarify the value of [PaymentType (40213)](tag:40213).The number of averaging observations in the repeating group.Cross reference to the ordinal observation as specified either in the ComplexEventScheduleGrp or ComplexEventPeriodDateGrp components.The weight factor to be applied to the observation.The number of credit events specified in the repeating group.Specifies the type of credit event. See https://www.fixtrading.org/packages/crediteventtype/ for code list of applicable event types.The credit event value appropriate to [ComplexEventCreditEventType (40998)](tag:40998). See https://www.fixtrading.org/packages/crediteventtype/ for applicable event type values.Specifies the applicable currency when [ComplexEventCreditEventValue (40999)](tag:40999) is an amount. Uses ISO 4217 currency codes.Time unit multiplier for complex credit events.Time unit associated with complex credit events.Specifies the day type for the complex credit events.Identifies the source of rate information used for credit events. See https://www.fixtrading.org/packages/crediteventratesource/ for code list of applicable sources.The number of qualifiers in the repeating group.Specifies a complex event qualifier. Used to further qualify [ComplexEventCreditEventType (40998)](tag:40998).The number of entries in the date-time repeating group.The averaging date for an Asian option. The trigger date for a Barrier or Knock option.The averaging time for an Asian option.The number of periods in the repeating group.Specifies the period type.The business center used to determine dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The number of rate sources in the repeating group.Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate.Indicates whether the rate source specified is a primary or secondary source.Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When [ComplexEventRateSource (41014)](tag:41014) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option.Identifies the reference page heading from the rate source.The number of business centers in the repeating group.The business center calendar used to adjust the complex event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy.Specifies the anchor date when the complex event date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative date offset.Time unit associated with the relative date offset.Specifies the day type of the relative date offset.The business day convention used to adjust the complex event date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The adjusted complex event date.The local market fixing time.The business center calendar used to determine the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of event sources in the repeating group.A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.Number of schedules in the repeating group.The start date of the schedule.The end date of the schedule.Time unit multiplier for the schedule date frequency.Time unit associated with the schedule date frequency.The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument.Number of delivery schedules in the repeating group.Specifies the type of delivery schedule.Identifier for this instance of delivery schedule for cross referencing elsewhere in the message.Physical delivery quantity.Specifies the delivery quantity unit of measure (UOM).The frequency of notional delivery.Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in [DeliveryScheduleToleranceType (41046)](tag:41046). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in [DeliveryScheduleToleranceType (41046)](tag:41046). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).Specifies the tolerance value's unit of measure (UOM).Specifies the tolerance value type.Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See https://www.fixtrading.org/packages/prevailingtimezone/ for code list of applicable prevailing timezones.Specifies the commodity delivery flow type.Indicates whether holidays are included in the settlement periods. Required for electricity contracts.Number of delivery schedules in the repeating group.Specifies the day or group of days for delivery.The sum of the total hours specified in the DeliveryScheduleSettlTimeGrp component.Number of hour ranges in the repeating group.The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in [DeliveryScheduleSettlTimeType (41057)](tag:41057).The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in [DeliveryScheduleSettlTimeType (41057)](tag:41057).Specifies the format of the delivery start and end time values.Specifies the type of delivery stream.The name of the oil delivery pipeline.The point at which the commodity will enter the delivery mechanism or pipeline.The point at which the commodity product will be withdrawn prior to delivery.The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values.Specifies under what conditions the buyer and seller should be excused of their delivery obligations.Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values.The trade side value of the party responsible for electricity delivery contingency.When this element is specified and set to 'Y', delivery of the coal product is to be at its source.Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See https://www.fixtrading.org/packages/riskapportionment-codes/ for the details of the external code list.Specifies the title transfer location.Specifies the condition of title transfer.A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation.Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in [DeliveryStreamToleranceType (41074)](tag:41074). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in [DeliveryStreamToleranceType (41074)](tag:41074). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).Specifies the tolerance value's unit of measure (UOM).Specifies the tolerance value type.Indicates whether the tolerance is at the seller's or buyer's option.The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used.The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc.A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract.Number of delivery cycles in the repeating group.The delivery cycles during which the oil product will be transported in the pipeline.Byte length of encoded (non-ASCII characters) [EncodedDeliveryStreamCycleDesc (41084)](tag:41084) field.Encoded (non-ASCII characters) representation of the [DeliveryStreamCycleDesc (41082)](tag:41082) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [DeliveryStreamCycleDesc (41082)](tag:41082) field.Number of commodity sources in the repeating group.The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values.The consequences of market disruption events.Specifies the location of the fallback provision documentation.Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition.Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only.Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only.Number of disruption events in the repeating group.Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see https://www.fixtrading.org/packages/marketdisruptionevent/ for code list of applicable event types.Number of fallbacks in the repeating group.Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values.Number of fallback reference securities in the repeating group.The type of reference price underlier.Specifies the identifier value of the security.Specifies the class or source scheme of the security identifier.Specifies the description of the underlying security.Byte length of encoded (non-ASCII characters) [EncodedMarketDisruptionFallbackUnderlierSecurityDesc (41102)](tag:41102) field.Encoded (non-ASCII characters) representation of the [MarketDisruptionFallbackUnderlierSecurityDesc (41100)](tag:41100) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [MarketDisruptionFallbackUnderlierSecurityDesc (41100)](tag:41100) field.If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes.Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.A description of the option exercise.Byte length of encoded (non-ASCII characters) [EncodedExerciseDesc (41108)](tag:41108) field.Encoded (non-ASCII characters) representation of the [ExerciseDesc (41106)](tag:41106) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [ExerciseDesc (41106)](tag:41106) field.Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money.The threshold rate for triggering automatic exercise.Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode.Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.Number of business centers in the repeating group.The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.Specifies the day type of the relative earliest option exercise date offset.Time unit multiplier for the relative earliest exercise date offset.Time unit associated with the relative earliest exercise date offset.Time unit multiplier for the frequency of exercise dates.Time unit associated with the frequency of exercise dates.The unadjusted start date for calculating periodic exercise dates.Specifies the anchor date when the option exercise start date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative exercise start date offset.Time unit associated with the relative exercise start date offset.Specifies the day type of the relative option exercise start date offset.The adjusted start date for calculating periodic exercise dates.The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.Last date (adjusted) for establishing the option exercise terms.The unadjusted first exercise date.The unadjusted last exercise date.The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option.The latest exercise time. See also [OptionExerciseEarliestTime (41134)](tag:41134).The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code valuesNumber of dates in the repeating group.The option exercise fixed date, unadjusted or adjusted depending on [OptionExerciseDateType (41139)](tag:41139).Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.Number of business centers in the repeating group.The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative exercise expiration date offset.Time unit associated with the relative exercise expiration date offset.Time unit multiplier for the frequency of exercise expiration dates.Time unit associated with the frequency of exercise expiration dates.The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument.Specifies the day type of the relative option exercise expiration date offset.The option exercise expiration time.The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of fixed exercise expiration dates in the repeating group.An adjusted or unadjusted fixed option exercise expiration date.Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.Used to express the unit of measure (UOM) of the payment amount if not in the currency of the trade.Specifies the anchor date when the payment date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative payment date offset.Time unit associated with the relative payment date offset.Specifies the day type of the relative payment date offset.Forward start premium type.Number of fixing days in the repeating group.The day of the week on which fixing will take place.The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day.Identifier of this PaymentSchedule for cross referencing elsewhere in the message.Reference to payment schedule elsewhere in the message.The currency of the schedule rate. Uses ISO 4217 currency codes.The schedule rate unit of measure (UOM).The number to be multiplied by the derived floating rate of the payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1.Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.The schedule settlement period price.Specifies the currency of the schedule settlement period price. Uses ISO 4217 currency codes.The settlement period price unit of measure (UOM).The schedule step unit of measure (UOM).The distribution of fixing days.The number of days over which fixing should take place.Time unit multiplier for the fixing lag duration.Time unit associated with the fixing lag duration.Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.Time unit associated with the relative first observation date offset.When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction “Fixed”. If 'N' it is taken on each Pricing Date “Floating”.Specifies the actual monetary value of the flat rate when [PaymentStreamFlatRateIndicator (41180)](tag:41180) = 'Y'.Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes.Specifies the limit on the total payment amount.Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes.Specifies the limit on the payment amount that goes out in any particular calculation period.Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes.Specifies the fixed payment amount unit of measure (UOM).Specifies the total fixed payment amount.The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap.The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap.Specifies the currency of [PaymentStreamContractPrice (41190)](tag:41190). Uses ISO 4217 currency codes.Number of business centers in the repeating group.The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points.Secondary time unit associated with the payment stream's floating rate index curve.Specifies the location of the floating rate index.This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.The unit of measure (UOM) of the rate index level.Specifies how weather index units are to be calculated.This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.The unit of measure (UOM) of the rate reference level.When set to 'Y', it indicates the weather reference level equals zero.Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes.Species the unit of measure (UOM) of the floating rate spread.The number to be multiplied by the derived floating rate of the payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1.Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.Time unit multiplier for the calculation lag duration.Time unit associated with the calculation lag duration.Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.Time unit associated with the relative first observation date offset.Specifies the commodity pricing day type.The distribution of pricing days.The number of days over which pricing should take place.Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values.The business day convention used to adjust the payent stream's pricing dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.Specifies the source or legal framework for the risk apportionment. See https://www.fixtrading.org/packages/riskapportionment-codes/_Source for the details of the external code list.Specifies the source or legal framework for the risk apportionment. See https://www.fixtrading.org/packages/riskapportionment-codes/_Source for the details of the external code list.Number of payment dates in the repeating group.The adjusted or unadjusted fixed stream payment date.Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.When set to 'Y', it indicates that payment dates are specified in the relevant master agreement.Number of pricing dates in the repeating group.The adjusted or unadjusted fixed stream pricing date.Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.Number of pricing days in the repeating group.The day of the week on which pricing takes place.The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3.Number of business centers in the repeating group.The business center calendar used to adjust pricing or fixing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted pricing or fixing date.The business day convention used to adjust pricing or fixing dates. Used only to override the business day convention defined in the DateAdjustment component within the Instrument component.The adjusted pricing or fixing date.Specifies the local market time of the pricing or fixing.Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of asset attribute entries in the group.Specifies the name of the attribute. See https://www.fixtrading.org/packages/assetattributetype/ for code list of applicable asset attribute types.Specifies the value of the attribute.Limit or lower acceptable value of the attribute.Number of calculation period dates in the repeating group.The adjusted or unadjusted fixed calculation period date.Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.Identifier of this calculation period for cross referencing elsewhere in the message.Cross reference to another calculation period for duplicating its properties.When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.).Time unit multiplier for the length of time after the publication of the data when corrections can be made.Time unit associated with the length of time after the publication of the data when corrections can be made.Number of business centers in the repeating group.The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions.Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see https://www.fixtrading.org/packages/bulliontype/ for the external code list of bullion types.Specifies the market identifier for the commodity.Identifies the class or source of the [StreamCommoditySecurityID (41253)](tag:41253) value.Description of the commodity asset.Byte length of encoded (non-ASCII characters) [EncodedStreamCommodityDesc (41257)](tag:41257) field.Encoded (non-ASCII characters) representation of the [StreamCommodityDesc (41255)](tag:41255) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [StreamCommodityDesc (41255)](tag:41255) field.The unit of measure (UOM) of the commodity asset.Identifies the currency of the commodity asset. Uses ISO 4217 currency codes.Identifies the exchange where the commodity is traded.Identifies the source of rate information used for commodities. See https://www.fixtrading.org/packages/commodityratesource/ for code list of applicable sources.Identifies the reference "page" from the rate source.Identifies the page heading from the rate source.Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values.Specifies how the pricing or rate setting of the trade is to be determined or based upon. See https://www.fixtrading.org/packages/commodityratepricetype/ for code list of applicable commodity pricing types.Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo.Time unit associated with the nearby settlement day.The unadjusted commodity delivery date.The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.The adjusted commodity delivery date.Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc.Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires.Time unit associated with the commodity delivery date roll.Specifies the commodity delivery roll day type.Identifier of this stream commodity for cross referencing elsewhere in the message.Reference to a stream commodity elsewhere in the message.Number of alternate security identifiers.Alternate security identifier value for the commodity.Identifies the class or source of the alternate commodity security identifier.Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.Data source identifier.Type of data source identifier.Number of days in the repeating group.Specifies the day or group of days for delivery.Sum of the hours specified in StreamCommoditySettlTimeGrp.Number of hour ranges in the repeating group.The start time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type.The end time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type.Number of commodity settlement periods in the repeating group.Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See https://www.fixtrading.org/packages/prevailingtimezone/ for code list of applicable prevailing timezones.Specifies the commodity delivery flow type.Specifies the delivery quantity associated with this settlement period.Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period.Time unit multiplier for the settlement period frequency.Time unit associated with the settlement period frequency.The settlement period price.Specifies the settlement period price unit of measure (UOM).The currency of the settlement period price. Uses ISO 4217 currency codes.Indicates whether holidays are included in the settlement periods. Required for electricity contracts.Identifier of this settlement period for cross referencing elsewhere in the message.Cross reference to another settlement period for duplicating its properties.Identifier of this Stream for cross referencing elsewhere in the message.Identifies the instrument leg in which this payment applies to by referencing the leg's [LegID (1788)](tag:1788).Cross reference to another Stream notional for duplicating its properties.Time unit multiplier for the swap stream's notional frequency.Time unit associated with the swap stream's notional frequency.The commodity's notional or quantity delivery frequency.Specifies the delivery stream quantity unit of measure (UOM).Total notional or delivery quantity over the term of the contract.Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract.Number of mandatory clearing jurisdictions.Identifier of the regulatory jurisdiction requiring the trade to be cleared.Reference to the protection terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the ProtectionTerms repeating group that applies to this Underlying.Reference to the cash or physical settlement terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the appropriate repeating group that applies to this Underlying.Number of bonds in the repeating group.Security identifier of the bond.Identifies the source scheme of the [LegAdditionalTermBondSecurityID (41317)](tag:41317) value.Description of the bond.Byte length of encoded (non-ASCII characters) [EncodedLegAdditionalTermBondDesc (41321)](tag:41321) field.Encoded (non-ASCII characters) representation of the [LegAdditionalTermBondDesc (41319)](tag:41319) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [LegAdditionalTermBondDesc (41319)](tag:41319) field.Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes.Issuer of the bond.Byte length of encoded (non-ASCII characters) [EncodedLegAdditionalTermBondIssuer (41325)](tag:41325) field.Encoded (non-ASCII characters) representation of the [LegAdditionalTermBondIssuer (41323)](tag:41323) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [LegAdditionalTermBondIssuer (41323)](tag:41323) field.Specifies the bond's payment priority in the event of a default.Specifies the coupon type of the bond.Coupon rate of the bond. See also [CouponRate (223)](tag:223).The maturity date of the bond.The par value of the bond.Total issued amount of the bond.Time unit multiplier for the frequency of the bond's coupon payment.Time unit associated with the frequency of the bond's coupon payment.The day count convention used in interest calculations for a bond or an interest bearing security.Number of additional terms in the repeating group.Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used.Indicates whether the discrepancy clause is applicable.Applicable value for [UnderlyingMarketDisruptionEvent (41865)](tag:41865).Applicable value for [UnderlyingMarketDisruptionFallbackType (41867)](tag:41867).Number of bonds in the repeating group.Security identifier of the bond.Number of dealers in the repeating group.Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: DealerNumber of elements in the repeating group.Specifies the currency the [LegCashSettlAmount (41357)](tag:41357) is denominated in. Uses ISO 4217 currency codes.The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date.The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation DateTime of valuation.Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The type of quote used to determine the cash settlement price.When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount.Specifies the currency the [LegCashSettlQuoteAmount (41352)](tag:41352) is denominated in. Uses ISO 4217 Currency Code.When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevant obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount.Specifies the currency the [LegCashSettlMinimumQuoteAmount (41354)](tag:41354) is denominated in. Uses ISO 4217 Currency Code.The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date.The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount.Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - [LegCashSettlRecoveryFactor (41358)](tag:41358)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount.Indicates whether fixed settlement is applicable or not applicable in a recovery lock.Indicates whether accrued interest is included or not in the value provided in [LegCashSettlAmount (41357)](tag:41357). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest.The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method.A named string value referenced by [UnderlyingSettlTermXIDRef (41315)](tag:41315).The number of averaging observations in the repeating group.Cross reference to the ordinal observation as specified either in the LegComplexEventScheduleGrp or LegComplexEventPeriodDateGrp components.The weight factor to be applied to the observation.The number of credit events specified in the repeating group.Specifies the type of credit event. See https://www.fixtrading.org/packages/crediteventtype/ for code list of applicable event types.The credit event value appropriate to [LegComplexEventCreditEventType (41367)](tag:41367). See https://www.fixtrading.org/packages/crediteventtype/ for applicable event type values.Specifies the applicable currency when [LegComplexEventCreditEventValue (41368)](tag:41368) is an amount. Uses ISO 4217 currency codes.Time unit multiplier for complex credit events.Time unit associated with complex credit events.Specifies the day type for the complex credit events.Identifies the source of rate information used for credit events. See https://www.fixtrading.org/packages/crediteventratesource/ for code list of applicable sources.Number of qualifiers in the repeating group.Specifies a complex event qualifier. Used to further qualify [LegComplexEventCreditEventType (41367)](tag:41367).Number of entries in the date-time repeating group.Averaging date for an Asian option. Trigger date for a Barrier or Knock option.Averaging time for an Asian option.Number of periods in the repeating group.Specifies the period type.The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of rate sources in the repeating group.Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate.Indicates whether the rate source specified is a primary or secondary source.Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When [LegComplexEventRateSource (41383)](tag:41383) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option.Identifies the reference page heading from the rate source.Number of business centers in the repeating group.The business center calendar used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy.Specifies the anchor date when the complex event date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative date offset.Time unit associated with the relative date offset.Specifies the day type of the relative date offset.The business day convention used to adjust the event date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The adjusted complex event date.The local market fixing time.The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of event sources in the repeating group.A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.Number of schedules in the repeating group.The start date of the schedule.The end date of the schedule.Time unit multiplier for the schedule date frequency.Time unit associated with the schedule date frequency.The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg.Identifies the reference "page" from the quote source.Identifies the reference "page" from the quote source.Number of delivery schedules in the repeating group.Specifies the type of delivery schedule.Identifier for this instance of delivery schedule for cross referencing elsewhere in the message.Physical delivery quantity.Specifies the delivery quantity unit of measure (UOM).The frequency of notional delivery.Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in [LegDeliveryScheduleToleranceType (41417)](tag:41417). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in [LegDeliveryScheduleToleranceType (41417)](tag:41417). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).Specifies the tolerance value's unit of measure (UOM).Specifies the tolerance value type.Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See https://www.fixtrading.org/packages/prevailingtimezone/ for code list of applicable prevailing timezones.Specifies the delivery flow type.Indicates whether holidays are included in the settlement periods. Required for electricity contracts.Number of delivery schedules in the repeating group.Specifies the day or group of days for delivery.The sum of the total hours specified in the LegDeliveryScheduleSettlTimeGrp component.Number of hour ranges in the repeating group.The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in [LegDeliveryScheduleSettlTimeType (41428)](tag:41428).The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in [LegDeliveryScheduleSettlTimeType (41428)](tag:41428).Specifies the format of the delivery start and end time values.Specifies the type of delivery stream.The name of the oil delivery pipeline.The point at which the commodity will enter the delivery mechanism or pipeline.The point at which the commodity product will be withdrawn prior to delivery.The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values.Specifies under what conditions the buyer and seller should be excused of their delivery obligations.Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values.The trade side value of the party responsible for electricity delivery contingency.When this element is specified and set to 'Y', delivery of the coal product is to be at its source.Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See https://www.fixtrading.org/packages/riskapportionment-codes/ for the details of the external code list.Specifies the title transfer location.Specifies the condition of title transfer.A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation.Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in [LegDeliveryStreamToleranceType (41445)](tag:41445). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in [LegDeliveryStreamToleranceType (41445)](tag:41445). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).Specifies the tolerance value's unit of measure (UOM).Specifies the tolerance value type.Indicates whether the tolerance is at the seller's or buyer's option.The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used.The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc.A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.Number of asset attribute entries in the group.Specifies the name of the attribute. See https://www.fixtrading.org/packages/assetattributetype/ for code list of applicable asset attribute types.Specifies the value of the attribute.Limit or lower acceptable value of the attribute.Number of commodity sources in the repeating group.The delivery cycles during which the oil product will be transported in the pipeline.Byte length of encoded (non-ASCII characters) [EncodedLegDeliveryStreamCycleDesc (41459)](tag:41459) field.Encoded (non-ASCII characters) representation of the [LegDeliveryStreamCycleDesc (41457)](tag:41457) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [LegDeliveryStreamCycleDesc (41457)](tag:41457) field.Number of commodity sources in the repeating group.The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values.The consequences of market disruption events.Specifies the location of the fallback provision documentation.Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition.Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only.Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only.Number of disruption events in the repeating group.Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see https://www.fixtrading.org/packages/marketdisruptionevent/ for code list of applicable event types.Number of fallbacks in the repeating group.Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values.Number of fallback reference securities in the repeating group.The type of reference price underlier.Specifies the identifier value of the security.Specifies the class or source scheme of the security identifier.Specifies the description of the underlying security.Byte length of encoded (non-ASCII characters) [EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc (41477)](tag:41477) field.Encoded (non-ASCII characters) representation of the [LegMarketDisruptionFallbackUnderlierSecurityDesc (41475)](tag:41475) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [LegMarketDisruptionFallbackUnderlierSecurityDesc (41475)](tag:41475) field.If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes.Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.A description of the option exercise.Byte length of encoded (non-ASCII characters) [EncodedLegExerciseDesc (41483)](tag:41483) field.Encoded (non-ASCII characters) representation of the [LegExerciseDesc (41481)](tag:41481) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [LegExerciseDesc (41481)](tag:41481) field.Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money.The threshold rate for triggering automatic exercise.Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode.Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.Number of business centers in the repeating group.The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.Specifies the day type of the relative earliest exercise date offset.Time unit multiplier for the relative earliest exercise date offset.Time unit associated with the relative earliest exercise date offset.Time unit multiplier for the frequency of exercise dates.Time unit associated with the frequency of exercise dates.The unadjusted start date for calculating periodic exercise dates.Specifies the anchor date when the option exercise start date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative exercise start date offset.Time unit associated with the relative exercise start date offset.Specifies the day type of the relative option exercise start date offset.The adjusted start date for calculating periodic exercise dates.The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.The last date (adjusted) for establishing the option exercise terms.The unadjusted first exercise date.The unadjusted last exercise date.The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option.The latest exercise time. See also [LegOptionExerciseEarliestTime (41509)](tag:41509).The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of dates in the repeating group.The adjusted or unadjusted option exercise fixed date.Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.Number of business centers in the repeating group.The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative exercise expiration date offset.Time unit associated with the relative exercise expiration date offset.Time unit multiplier for the frequency of exercise expiration dates.Time unit associated with the frequency of exercise expiration dates.The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg.Specifies the day type of the relative option exercise expiration date offset.The option exercise expiration time.The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of fixed exercise expiration dates in the repeating group.The adjusted or unadjusted option exercise expiration fixed date.Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.Number of fixing days in the repeating group.The day of the week on which fixing takes place.The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day.Identifier of this LegPaymentSchedule for cross referencing elsewhere in the message.Reference to payment schedule elsewhere in the message.The currency of the schedule rate. Uses ISO 4217 currency codes.The schedule rate unit of measure (UOM).The number multiplied by the derived floating rate of the leg's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1.Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.The schedule settlement period price.The currency of the schedule settlement period price. Uses ISO 4217 currency codes.The settlement period price unit of measure (UOM).The schedule step unit of measure (UOM).The distribution of fixing days.The number of days over which fixing should take place.Time unit multiplier for the fixing lag duration.Time unit associated with the fixing lag duration.Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.Time unit associated with the relative first observation date offset.When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the trade date of the transaction "Fixed". If 'N' it is taken on each pricing date "Floating".Specifies the actual monetary value of the flat rate when [LegPaymentStreamFlatRateIndicator (41549)](tag:41549) = 'Y'.Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes.Specifies the limit on the total payment amount.Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes.Specifies the limit on the payment amount that goes out in any particular calculation period.Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes.The fixed payment amount unit of measure (UOM).Specifies the total fixed payment amount.The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap.The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap.Specifies the currency of [LegPaymentStreamContractPrice (41559)](tag:41559). Uses ISO 4217 currency codes.Number of business centers in the repeating group.The business center calendar used to adjust the pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Secondary time unit associated with the payment stream's floating rate index curve.Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points.Specifies the location of the floating rate index.This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.The unit of measure (UOM) of the rate index level.Specifies how weather index units are to be calculated.This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.The unit of measure (UOM) of the rate reference level.When set to 'Y', it indicates that the weather reference level equals zero.Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes.Specifies the unit of measure (UOM) of the floating rate spread.The number to be multiplied by the derived floating rate of the leg's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1.Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.Time unit multiplier for the calculation lag duration.Time unit associated with the calculation lag duration.Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.Time unit associated with the relative first observation date offset.Specifies the commodity pricing day type.The distribution of pricing days.The number of days over which pricing should take place.Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values.The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.Specifies the source or legal framework for the risk apportionment. See https://www.fixtrading.org/packages/riskapportionment-codes/_Source for the details of the external code list.Specifies the format of the commodities settlement start and end times.Number of payment dates in the repeating group.The adjusted or unadjusted fixed stream payment date.Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.When set to 'Y', it indicates that payment dates are specified in the relevant master agreement.Number of pricing dates in the repeating group.The adjusted or unadusted fixed stream pricing date.Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.Number of pricing days in the repeating group.The day of the week on which pricing takes place..The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3.Number of entries in the repeating group.A named string value referenced by [UnderlyingSettlTermXIDRef (41315)](tag:41315).Specifies the currency of physical settlement. Uses ISO 4217 currency codes.The number of business days used in the determination of physical settlement. Its precise meaning is dependent on the context in which this is used. ISDA 2003 Term: Business Day.A maximum number of business days. Its precise meaning is dependent on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision.Number of entries in the repeating group.Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixptradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types.Physical settlement delivery obligation value appropriate to [LegPhysicalSettlDeliverableObligationType (41605)](tag:41605). See https://www.fixtrading.org/packages/deliverableobligationtype/ for code list for applicable deliverable obligation types.Number of business centers in the repeating group.The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted pricing or fixing date.The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The adjusted pricing or fixing date.The local market pricing or fixing time.Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of event sources in the repeating group.A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.Number of protection terms in the repeating group.A named string value referenced from [UnderlyingProtectionTermXIDRef (41314)](tag:41314).The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount.The currency of [LegProtectionTermNotional (41618)](tag:41618). Uses ISO 4217 currency codes.The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. [LegProtectionTermSellerNotifies (41620)](tag:41620)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party.The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. [LegProtectionTermBuyerNotifies (41621)](tag:41621)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party.When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Indicates whether ISDA defined Standard Public Sources are applicable ([LegProtectionTermStandardSources (41623)](tag:41623)=Y) or not.The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number.Number of protection term events in the repeating group.Specifies the type of credit event applicable to the protection terms. See https://www.fixtrading.org/packages/protectiontermeventtype/ for code list of applicable event types.Specifies the protection term event value appropriate to [LegProtectionTermEventType (41626)](tag:41626). See http:///www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values.Applicable currency if the event value is an amount. Uses ISO 4217 currency codes.Time unit multiplier for protection term events.Time unit associated with protection term events.Specifies the day type for protection term events.Rate source for events that specify a rate source, e.g. floating rate interest shortfall.Number of qualifiers in the repeating group.Specifies the protection term event qualifier. Used to further qualify [LegProtectionTermEventType (41626)](tag:41626).Number of obligations in the repeating group.Specifies the type of obligation applicable to the protection terms. See https://www.fixtrading.org/packages/protectiontermobligationtype/ for code list of applicable obligation types.The value associated with the protection term obligation specified in [LegProtectionTermObligationType (41636)](tag:41636). See https://www.fixtrading.org/packages/protectiontermobligationtype/ for applicable obligation type values.Number of calculation period dates in the repeating group.The adjusted or unadjusted fixed calculation period date.Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.Identifier of this calculation period for cross referencing elsewhere in the message.Cross reference to another calculation period for duplicating its properties.When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.).Time unit multiplier for the length of time after the publication of the data when corrections can be made.Time unit associated with the length of time after the publication of the data when corrections can be made.Number of business centers in the repeating group.The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions.Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see https://www.fixtrading.org/packages/bulliontype/ for the external code list of bullion types.Specifies the market identifier for the commodity.Identifies the class or source of the [LegStreamCommoditySecurityID (41650)](tag:41650) value.Description of the commodity asset.Byte length of encoded (non-ASCII characters) [EncodedLegStreamCommodityDesc (41654)](tag:41654) field.Encoded (non-ASCII characters) representation of the [LegStreamCommodityDesc (41652)](tag:41652) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [LegStreamCommodityDesc (41652)](tag:41652) field.The unit of measure (UOM) of the commodity asset.Identifies the currency of the commodity asset. Uses ISO 4217 currency codes.Identifies the exchange where the commodity is traded.Identifies the source of rate information used for commodities. See https://www.fixtrading.org/packages/commodityratesource/ for code list of applicable sources.Identifies the reference "page" from the rate source.Identifies the page heading from the rate source.Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values.Specifies how the pricing or rate setting of the trade is to be determined or based upon. See https://www.fixtrading.org/packages/commodityratepricetype/ for code list of applicable commodity pricing types.Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo.Time unit associated with the nearby settlement day.The unadjusted commodity delivery date.The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.The adjusted commodity delivery date.Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc.Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires.Time unit associated with the commodity delivery date roll.Specifies the commodity delivery roll day type.Identifier of this stream commodity for cross referencing elsewhere in the message.Reference to a stream commodity elsewhere in the message.Number of alternate security identifiers.Alternate security identifier value for the commodity.Identifies the class or source of the alternate commodity security identifier.Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.Specifies the data source identifier.Specifies the type of data source identifier.Number of days in the repeating group.Specifies the day or group of days for delivery.Sum of the hours specified in LegStreamCommoditySettlTimeGrp.Number of hour ranges in the repeating group.The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type.The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type.Number of commodity settlement periods in the repeating group.Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See https://www.fixtrading.org/packages/prevailingtimezone/ for code list of applicable prevailing timezones.Specifies the commodity delivery flow type.Delivery quantity associated with this settlement period.Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period.Time unit multiplier for the settlement period frequency.Time unit associated with the settlement period frequency.The settlement period price.The settlement period price unit of measure (UOM).The currency of the settlement period price. Uses ISO 4217 currency codes.Indicates whether holidays are included in the settlement periods. Required for electricity contracts.Identifier of this settlement period for cross referencing elsewhere in the message.Cross reference to another settlement period for duplicating its properties.Identifier of this LegStream for cross referencing elsewhere in the message.Identifies the source scheme of the [UnderlyingAdditionalTermBondSecurityID (41341)](tag:41341) value.Cross reference to another LegStream notional for duplicating its properties.Time unit multiplier for the swap stream's notional frequency.Time unit associated with the swap stream's notional frequency.The commodity's notional or quantity delivery frequency.Specifies the delivery quantity unit of measure (UOM).Specifies the total notional or delivery quantity over the term of the contract.Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract.Description of the bond.Byte length of encoded (non-ASCII characters) [EncodedUnderlyingAdditionalTermBondDesc (41711)](tag:41711) field.Encoded (non-ASCII characters) representation of the [UnderlyingAdditionalTermBondDesc (41709)](tag:41709) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [UnderlyingAdditionalTermBondDesc (41709)](tag:41709) field.Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes.The number of averaging observations in the repeating group.Cross reference to the ordinal observation as specified either in the UnderlyingComplexEventScheduleGrp or UnderlyingComplexEventPeriodDateGrp components.The weight factor to be applied to the observation.The number of credit events specified in the repeating group.Specifies the type of credit event. See https://www.fixtrading.org/packages/crediteventtype/ for code list of applicable event types.The credit event value appropriate to [UnderlyingComplexEventCreditEventType (41717)](tag:41717). See https://www.fixtrading.org/packages/crediteventtype/ for applicable event type values.Specifies the applicable currency when [UnderlyingComplexEventCreditEventValue (41718)](tag:41718) is an amount. Uses ISO 4217 currency codes.Time unit multiplier for complex credit events.Time unit associated with complex credit events.Specifies the day type for the complex credit events.Identifies the source of rate information used for credit events. See https://www.fixtrading.org/packages/crediteventratesource/ for code list of applicable sources.Number of qualifiers in the repeating group.Specifies a complex event qualifier. Used to further qualify [UnderlyingComplexEventCreditEventType (41717)](tag:41717).Number of entries in the date-time repeating group.The averaging date for an Asian option. The trigger date for a Barrier or Knock option.The averaging time for an Asian option.Number of periods in the repeating group.Specifies the period type.The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of rate sources in the repeating group.Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate.Indicates whether the rate source specified is a primary or secondary source.Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When [UnderlyingComplexEventRateSource (41733)](tag:41733) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option.Identifies the reference page heading from the rate source.Number of business centers in the repeating group.The business center calendar is used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy.Specifies the anchor date when the complex event date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative date offset.Time unit associated with the relative date offset.Specifies the day type of the relative date offset.The business day convention used to adjust the event date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The adjusted complex event date.The local market fixing time.The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of event sources in the repeating group.A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.Number of schedules in the repeating group.The start date of the schedule.The end date of the schedule.Time unit multiplier for the schedule date frequency.Time unit associated with the schedule date frequency.The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.Number of delivery schedules in the repeating group.Specifies the type of delivery schedule.Identifier for this instance of delivery schedule for cross referencing elsewhere in the message.Physical delivery quantity.Specifies the delivery quantity unit of measure (UOM).The frequency of notional delivery.Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in [UnderlyingDeliveryScheduleToleranceType (41765)](tag:41765). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in [UnderlyingDeliveryScheduleToleranceType (41765)](tag:41765). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).Specifies the tolerance value's unit of measure (UOM).Specifies the tolerance value type.Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See https://www.fixtrading.org/packages/prevailingtimezone/ for code list of applicable prevailing timezones.Specifies the delivery flow type.Indicates whether holidays are included in the settlement periods. Required for electricity contracts.Number of delivery schedules in the repeating group.Specifies the day or group of days for delivery.The sum of the total hours specified in the UnderlyingDeliveryScheduleSettlTimeGrp component.Number of hour ranges in the repeating group.The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in [UnderlyingDeliveryScheduleSettlTimeType (41776)](tag:41776).The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in [UnderlyingDeliveryScheduleSettlTimeType (41776)](tag:41776).Specifies the format of the delivery start and end time values.Specifies the type of delivery stream.The name of the oil delivery pipeline.The point at which the commodity will enter the delivery mechanism or pipeline.The point at which the commodity product will be withdrawn prior to delivery.The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location for values.Specifies under what conditions the buyer and seller should be excused of their delivery obligations.Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values.The trade side value of the party responsible for electricity delivery contingency.When this element is specified and set to 'Y', delivery of the coal product is to be at its source.Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See https://www.fixtrading.org/packages/riskapportionment-codes/ for the details of the external code list.Specifies the title transfer location.Specifies the title transfer condition.A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation.Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in [UnderlyingDeliveryStreamToleranceType (41793)](tag:41793). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in [UnderlyingDeliveryStreamToleranceType (41793)](tag:41793). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).Specifies the tolerance value's unit of measure (UOM).Specifies the tolerance value type.Indicates whether the tolerance is at the seller's or buyer's option.The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used.The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc.A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.Number of asset attribute entries in the group.Specifies the name of the attribute. See https://www.fixtrading.org/packages/assetattributetype/ for code list of applicable asset attribute types.Specifies the value of the attribute.The limit or lower acceptable value of the attribute.Number of delivery cycles in the repeating group.The delivery cycles during which the oil product will be transported in the pipeline.Byte length of encoded (non-ASCII characters) [EncodedUnderlyingDeliveryStreamCycleDesc (41807)](tag:41807) field.Encoded (non-ASCII characters) representation of the [UnderlyingDeliveryStreamCycleDesc (41805)](tag:41805) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [UnderlyingDeliveryStreamCycleDesc (41805)](tag:41805) field.Number of commodity sources in the repeating group.The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values.A description of the option exercise.Byte length of encoded (non-ASCII characters) [EncodedUnderlyingExerciseDesc (41812)](tag:41812) field.Encoded (non-ASCII characters) representation of the [UnderlyingExerciseDesc (41810)](tag:41810) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [UnderlyingExerciseDesc (41810)](tag:41810) field.Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money.The threshold rate for triggering automatic exercise.Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the Expiration date. If true ("Y") specific rules will apply in relation to the settlement mode.Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.Number of business centers in the repeating group.The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.Specifies the day type of the relative earliest exercise date offset.Time unit multiplier for the relative earliest exercise date offset.Time unit associated with the relative earliest exercise date offset.Time unit multiplier for the frequency of exercise dates.Time unit associated with the frequency of exercise dates.The unadjusted start date for calculating periodic exercise dates.Specifies the anchor date when the option exercise start date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative exercise start date offset.Time unit associated with the relative exercise start date offset.Specifies the day type of the relative option exercise start date offset.The adjusted start date for calculating periodic exercise dates.The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.The last date (adjusted) for establishing the option exercise terms.The unadjusted first exercise date.The unadjusted last exercise date.The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option.Latest exercise time. See also [UnderlyingOptionExerciseEarliestTime (41838)](tag:41838).The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code valuesNumber of dates in the repeating group.The adjusted or unadjusted option exercise fixed date.Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.Number of business centers in the repeating group.The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative exercise expiration date offset.Time unit associated with the relative exercise expiration date offset.Time unit multiplier for the frequency of exercise expiration dates.Time unit associated with the frequency of exercise expiration dates.The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.Specifies the day type of the relative option exercise expiration date offset.The option exercise expiration time.The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of fixed exercise expiration dates in the repeating group.The adjusted or unadjusted option exercise expiration fixed date.Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.The consequences of market disruption events.Specifies the location of the fallback provision documentation.Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition.Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only.Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only.Number of disruption events in the repeating group.Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see https://www.fixtrading.org/packages/marketdisruptionevent/ for code list of applicable event types.Number of fallbacks in the repeating group.Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values.Number of fallback reference securities in the repeating group.The type of reference price underlier.Specifies the identifier value of the security.Specifies the class or source scheme of the security identifier.Specifies the description of underlying security.Byte length of encoded (non-ASCII characters) [EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc (41874)](tag:41874) field.Encoded (non-ASCII characters) representation of the [UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc (41872)](tag:41872) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc (41872)](tag:41872).If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes.Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.Number of fixing days in the repeating group.The day of the week on which fixing takes place.The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day.Identifier of this UnderlyingPaymentSchedule for cross referencing elsewhere in the message.Reference to payment schedule elsewhere in the message.Specifies the currency of the schedule rate. Uses ISO 4217 currency codes.The schedule rate unit of measure (UOM).The number to be multiplied by the derived floating rate of the underlying's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1.Specifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.The schedule settlement period price.The currency of the schedule settlement period price. Uses ISO 4217 currency codes.The settlement period price unit of measure (UOM).The schedule step unit of measure (UOM).The distribution of fixing days.The number of days over which fixing should take place.Time unit multiplier for the fixing lag duration.Time unit associated with the fixing lag duration.Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.Time unit associated with the relative first observation date offset.When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction "Fixed". If 'N' it is taken on each Pricing Date "Floating".Specifies the actual monetary value of the flat rate when [UnderlyingPaymentStreamFlatRateIndicator (41897)](tag:41897) = 'Y'.Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes.Specifies the limit on the total payment amount.Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes.Specifies the limit on the payment amount that goes out in any particular calculation period.Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes.Fixed payment amount unit of measure (UOM).Specifies the total fixed payment amount.The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap.The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap.Specifies the currency of [UnderlyingPaymentStreamContractPrice (41907)](tag:41907). Uses ISO 4217 currency codes.Number of business centers in the repeating group.The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Secondary time unit associated with the payment stream’s floating rate index curve.Secondary time unit multiplier for the payment stream’s floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points.Specifies the location of the floating rate index.This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.The unit of measure (UOM) of the rate index level.Specifies how weather index units are to be calculated.This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.The unit of measure (UOM) of the rate reference level.When set to 'Y', it indicates that the weather reference level equals zero.Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes.Specifies the unit of measure (UOM) of the floating rate spread.The number to be multiplied by the derived floating rate of the underlying's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1.Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.Time unit multiplier for the calculation lag duration.Time unit associated with the calculation lag duration.Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.Time unit associated with the relative first observation date offset.Specifies the commodity pricing day type.The distribution of pricing days.The number of days over which pricing should take place.Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values.The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.Specifies the format of the commodity settlement start and end times.Specifies the format of the commodity settlement start and end times.Number of payment dates in the repeating group.The adjusted or unadjusted fixed stream payment date.Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.When set to 'Y', it indicates that payment dates are specified in the relevant master agreement.Number of pricing dates in the repeating group.An adjusted or unadjusted fixed pricing date.Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.Number of pricing days in the repeating group.The day of the week on which pricing takes place.The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3.Number of business centers in the repeating group.The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted pricing or fixing date.The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The adjusted pricing or fixing date.The local market pricing or fixing time.Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of calculation period dates in the repeating group.The adjusted or unadjusted fixed calculation period date.Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.Identifier of this calculation period for cross referencing elsewhere in the message.Cross reference to another calculation period for duplicating its properties.When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.).Time unit multiplier for the length of time after the publication of the data when corrections can be made.Time unit associated with the length of time after the publication of the data when corrections can be made.Number of business centers in the repeating group.The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include:Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions.Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see https://www.fixtrading.org/packages/bulliontype/ for the external code list of bullion types.Specifies the market identifier for the commodity.Identifies the class or source of the [UnderlyingStreamCommoditySecurityID (41966)](tag:41966) value.Description of the commodity asset.Byte length of encoded (non-ASCII characters) [EncodedUnderlyingStreamCommodityDesc (41970)](tag:41970) field.Encoded (non-ASCII characters) representation of the [UnderlyingStreamCommodityDesc (41968)](tag:41968) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [UnderlyingStreamCommodityDesc (41968)](tag:41968) field.The unit of measure (UOM) of the commodity asset.Identifies the currency of the commodity asset. Uses ISO 4217 currency codes.Identifies the exchange where the commodity is traded.Identifies the source of rate information used for commodities. See https://www.fixtrading.org/packages/commodityratesource/ for code list of applicable sources.Identifies the reference "page" from the rate source.Identifies the page heading from the rate source.Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values.Specifies how the pricing or rate setting of the trade is to be determined or based upon. See https://www.fixtrading.org/packages/commodityratepricetype/ for code list of applicable commodity pricing types.Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo.Time unit associated with the nearby settlement day.The unadjusted commodity delivery date.The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The adjusted commodity delivery date.Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc.Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires.Time unit associated with the commodity delivery date roll.Specifies the commodity delivery roll day type.Identifier of this stream commodity for cross referencing elsewhere in the message.Reference to a stream commodity elsewhere in the message.Number of alternate security identifiers.Alternate security identifier value for the commodity.Identifies the class or source of the alternate commodity security identifier.Number of commodity data sources in the repeating group.Data source identifier.Specifies the type of data source identifier.Number of days in the repeating group.Specifies the day or group of days for delivery.Sum of the hours specified in UnderlyingStreamCommoditySettlTimeGrp.Number of hour ranges in the repeating group.The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type.The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type.Number of commodity settlement periods in the repeating group.Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See https://www.fixtrading.org/packages/prevailingtimezone/ for code list of applicable prevailing timezones.Specifies the commodity delivery flow type.Specifies the delivery quantity associated with this settlement period.Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period.Time unit multiplier for the settlement period frequency.Time unit associated with the settlement period frequency.The settlement period price.Specifies the settlement period price unit of measure (UOM).The currency of the settlement period price. Uses ISO 4217 currency codes.Indicates whether holidays are included in the settlement periods. Required for electricity contracts.Identifier of this settlement period for cross referencing elsewhere in the message.Cross reference to another settlement period for duplicating its properties.Identifier of this UnderlyingStream for cross referencing elsewhere in the message.Issuer of the bond.Cross reference to another UnderlyingStream notional for duplicating its properties.Time unit multiplier for the swap stream's notional frequency.Time unit associated with the swap stream's notional frequency.The commodity's notional or quantity delivery frequency.Specifies the delivery quantity unit of measure (UOM).Specifies the total notional or delivery quantity over the term of the contract.Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract.Byte length of encoded (non-ASCII characters) [EncodedUnderlyingAdditionalTermBondIssuer (42026)](tag:42026) field.Encoded (non-ASCII characters) representation of the [UnderlyingAdditionalTermBondIssuer (42017)](tag:42017) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [UnderlyingAdditionalTermBondIssuer (42017)](tag:42017) field.Specifies the bond's payment priority in the event of a default.Coupon type of the bond.Coupon rate of the bond. See also [CouponRate (223)](tag:223).The maturity date of the bond.The par value of the bond.Total issued amount of the bond.Time unit multiplier for the frequency of the bond's coupon payment.Time unit associated with the frequency of the bond's coupon payment.The day count convention used in interest calculations for a bond or an interest bearing security.Number of additional terms in the repeating group.Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used.Indicates whether the discrepancy clause is applicable.Number of dealers in the repeating group.Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: DealerNumber of elements in the repeating group.Specifies the currency the [UnderlyingCashSettlAmount (42054)](tag:42054) is denominated in. Uses ISO 4217 currency codes.The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date.The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date.Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date.Time of valuation.Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The type of quote used to determine the cash settlement price.When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount.Specifies the currency the [UnderlyingCashSettlQuoteAmount (42049)](tag:42049) is denominated in. Uses ISO 4217 currency codes.When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevant obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount.Specifies the currency the [UnderlyingCashSettlQuoteAmount (42049)](tag:42049) is denominated in. Uses ISO 4217 currency codes.The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date.The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount.Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount is calculated is (1 - [UnderlyingCashSettlRecoveryFactor (42055)](tag:42055)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount.Indicates whether fixed settlement is applicable or not applicable in a recovery lock.Indicates whether accrued interest is included or not in the value provided in [UnderlyingCashSettlAmount (42054)](tag:42054). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest.The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation MethodName referenced from [UnderlyingSettlTermXIDRef (41315)](tag:41315).Number of entries in the repeating group.Currency of physical settlement. Uses ISO 4217 currency codes.A number of business days. Its precise meaning is dependent on the context in which this element is used. ISDA 2003 Term: Business Day.A maximum number of business days. Its precise meaning is dependent on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision.A named string value referenced by [UnderlyingSettlTermXIDRef (41315)](tag:41315).Number of entries in the repeating group.Specifies the type of delivery obligation applicable for physical settlement. See https://www.fixtrading.org/packages/deliverableobligationtype/ for code list for applicable deliverable obligation types.Physical settlement delivery obligation value appropriate to [UnderlyingPhysicalSettlDeliverableObligationType (42066)](tag:42066). See https://www.fixtrading.org/packages/deliverableobligationtype/ for applicable obligation type values.Number of protection terms in the repeating group.The notional amount of protection coverage for a floating rate. ISDA 2003 Term: Floating Rate Payer Calculation Amount.The currency of [UnderlyingProtectionTermNotional (42069)](tag:42069). Uses ISO 4217 currency codes.The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. [UnderlyingProtectionTermSellerNotifies (42071)](tag:42071)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party.The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. [UnderlyingProtectionTermBuyerNotifies (42072)](tag:42072)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party.When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Indicates whether ISDA defined Standard Public Sources are applicable ([UnderlyingProtectionTermStandardSources (42074)](tag:42074)=Y) or not.The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number.A named string value referenced by [UnderlyingProtectionTermXIDRef (41314)](tag:41314).Number of protection term events in the repeating group.Specifies the type of credit event applicable to the protection terms. See https://www.fixtrading.org/packages/protectiontermeventtype/ for code list of applicable event types.Protection term event value appropriate to [UnderlyingProtectionTermEventType (42078)](tag:42078). See https://www.fixtrading.org/packages/protectiontermeventtype/ for applicable event type values.Applicable currency if [UnderlyingProtectionTermEventValue (42079)](tag:42079) is an amount. Uses ISO 4217 currency codes.Time unit multiplier for protection term events.Time unit associated with protection term events.Day type for events that specify a period and unit.Rate source for events that specify a rate source, e.g. Floating rate interest shortfall.Number of qualifiers in the repeating group.Protection term event qualifier. Used to further qualify [UnderlyingProtectionTermEventType (42078)](tag:42078).Number of obligations in the repeating group.Specifies the type of obligation applicable to the protection terms. See https://www.fixtrading.org/packages/protectiontermobligationtype/ for code list of applicable obligation types.Protection term obligation value appropriate to [UnderlyingProtectionTermObligationType (42088)](tag:42088). See https://www.fixtrading.org/packages/protectiontermobligationtype/ for applicable obligation type values.Number of event news sources in the repeating group.Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred.The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative cash settlement payment date offset.Time unit associated with the relative cash settlement payment date offset.Specifies the day type of the provision's relative cash settlement payment date offset.First date in range when a settlement date range is provided.Last date in range when a settlement date range is provided.Number of UnderlyingProvision cash settlement payment dates in the repeating group.The cash settlement payment date, unadjusted or adjusted depending on [UnderlyingProvisionCashSettlPaymentDateType (42101)](tag:42101).Specifies the type of date (e.g. adjusted for holidays).Identifies the source of quote information.Identifies the reference "page" from the quote source.A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount.Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The business day convention used to adjust the cash settlement valuation date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.Specifies the anchor date when the cash settlement value date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative cash settlement value date offset.Time unit associated with the relative cash settlement value date offset.Specifies the day type of the provision's relative cash settlement value date offset.The adjusted cash settlement value date.Number of UnderlyingProvision option exercise fixed dates in the repeating group.A predetermined option exercise date, unadjusted or adjusted depending on [UnderlyingProvisionOptionExerciseFixedDateType (42114)](tag:42114).Specifies the type of date (e.g. adjusted for holidays).The business day convention used to adjust the underlying instrument's provision's option exercise date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period.Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period.Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise frequency.Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date.The unadjusted first day of the exercise period for an American style option.Specifies the anchor date when the option exercise start date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative option exercise start date offset.Time unit associated with the relative option exercise start date offset.Specifies the day type of the provision's relative option exercise start date offset.The adjusted first day of the exercise period for an American style option.The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative.The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative.The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option.Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.The business day convention used to adjust the underlying instrument's provision's option expiration date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.Specifies the anchor date when the option expiration date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative option expiration date offset.Time unit associated with the relative option expiration date offset.Specifies the day type of the provision's relative option expiration date offset.The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period.The latest time for exercise on the expiration date.Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).The business day convnetion used to adjust the underlying instrument provision's option underlying date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative option relevant underlying date offset.Time unit associated with the relative option relevant underlying date offset.Specifies the day type of the provision's relative option relevant underlying date offset.The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).Number of provisions in the repeating group.Type of provision.The unadjusted date of the provision.The business day convention used to adjust the underlying instrument's provision's date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The adjusted date of the provision.Time unit multiplier for the provision's tenor period.Time unit associated with the provision's tenor period.Used to identify the calculation agent. The calculation agent may be identified in [UnderlyingProvisionCalculationAgent (42156)](tag:42156) or in the underlying provision parties component.If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.The instrument provision's exercise style.A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.The minimum notional amount that can be exercised on a given exercise date.The maximum notional amount that can be exercised on a given exercise date.The minimum number of options that can be exercised on a given exercise date.The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).Specifies the currency of settlement. Uses ISO 4217 currency codes.Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes.Identifies the type of quote to be used.Free form text to specify additional information or enumeration description when a standard value does not apply.Byte length of encoded (non-ASCII characters) [EncodedUnderlyingProvisionText (42172)](tag:42172) field.Encoded (non-ASCII characters) representation of the [UnderlyingProvisionText (42170)](tag:42170) field in the encoded format specified via the [MessageEncoding (347)](tag:347) field. If used, the ASCII (English) representation should also be specified in the [UnderlyingProvisionText (42170)](tag:42170) field.Number of parties identified in the contract provision.The party identifier for the payment settlement party.Identifies the class or source of the [UnderlyingProvisionPartyID (42174)](tag:42174) value.Identifies the type or role of [UnderlyingProvisionPartyID (42174)](tag:42174) specified.Number of sub-party IDs to be reported for the party.Underlying provision party sub-identifier, if applicable for [UnderlyingProvisionPartyID (42174)](tag:42174).The type of [UnderlyingProvisionPartySubID (42178)](tag:42178).Number of business centers in the repeating group.The business center calendar used to adjust the provision's cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of business centers in the repeating group.The business center calendar used to adjust the cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of business centers in the repeating group.The business center calendar used to adjust the underlying instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of business centers in the repeating group.The business center calendar used to adjust the underlying instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of business centers in the repeating group.The business center calendar used to adjust the underlying instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of business centers in the repeating group.The business center calendar used to adjust the underlying instrument's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Identifies the class or source of [DeliveryStreamDeliveryPoint (41062)](tag:41062).Description of the delivery point identified in [DeliveryStreamDeliveryPoint (41062)](tag:41062).Identifies the class or source of [LegDeliveryStreamDeliveryPoint (41433)](tag:41433).Description of the delivery point identified in [LegDeliveryStreamDeliveryPoint (41433)](tag:41433).Identifies the class or source of [UnderlyingDeliveryStreamDeliveryPoint (41781)](tag:41781).Description of the delivery point identified in [UnderlyingDeliveryStreamDeliveryPoint (41781)](tag:41781).Number of financing definitions in the repeating group.Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values.Number of financing terms supplements in the repeating group.Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values.Specifies the publication date of the applicable version of the contractual supplement.Number of contractual matrices in the repeating group.Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values.Specifies the publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable.Specifies the applicable key into the relevant contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the [LegContractualMatrixTerm (42206)](tag:42206) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values.The unadjusted cash settlement date.The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the Instrument component.Specifies the anchor date when the cash settlement date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative cash settlement date offset.Time unit associated with the relative cash settlement date offset.Specifies the day type of the relative cash settlement date offset.The adjusted cash settlement date.Number of business centers in the repeating group.The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values.The default election for determining settlement price.The dividend accrual floating rate index.Time unit multiplier for the dividend accrual floating rate index curve.Time unit associated with the dividend accrual floating rate index curve period.A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract.The basis points spread from the index specified in [DividendFloatingRateIndex (42218)](tag:42218).Identifies whether the rate spread is applied to a long or short position.Specifies the yield calculation treatment for the index.The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".Reference to the buyer of the cap rate option through its trade side.Reference to the seller of the cap rate option through its trade side.The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".Reference to the buyer of the floor rate option through its trade side.Reference to the seller of the floor rate option through its trade side.The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".Specifies the rounding direction of the final rate.Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used.The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).Number of entries in the DividendAccrualPaymentDateBusinessCenterGrp.The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the anchor date when the accrual payment date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative accrual payment date offset.Time unit associated with the relative accrual payment date offset.Specifies the day type of the relative accrual payment date offset.The unadjusted accrual payment date.Accrual payment date adjustment business day convention.The adjusted accrual payment date.Indicates whether the dividend will be reinvested.Defines the contract event which the receiver of the derivative is entitled to the dividend.Indicates how the gross cash dividend amount per share is determined.References the dividend underlier through the instrument's [UnderlyingSecurityID (309)](tag:309) which must be fully specified in an instance of the UnderlyingInstrument component.Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels.Indicates how the extraordinary gross cash dividend per share is determined.The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes.Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values.The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05".The compounding method to be used when more than one dividend period contributes to a single payment.The number of index units applicable to dividends.Declared cash dividend percentage. A value of 5% would be represented as "0.05".Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05".Defines the treatment of non-cash dividends.Defines how the composition of dividends is to be determined.Indicates whether special dividends are applicable.Indicates whether material non-cash dividends are applicable.Indicates whether option exchange dividends are applicable.Indicates whether additional dividends are applicable.Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer.Specifies the anchor date when the FX trigger date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative FX trigger date offset.Time unit associated with the relative FX trigger date offset.Specifies the day type of the relative FX trigger date offset.The unadjusted FX trigger date.The business day convention used for the FX trigger date adjustment.The adjusted FX trigger date.Number of entries in the DividendFXTriggerDateBusinessCenterGrp.The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of entries in the DividendPeriodGrp component.Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc.The unadjusted date on which the dividend period will begin.The unadjusted date on which the dividend period will end.References the dividend underlier through the instrument's [UnderlyingSecurityID (309)](tag:309) which must be fully specified in an instance of the UnderlyingInstrument component.Specifies the fixed strike price of the dividend period.The dividend period dates business day convention.The unadjusted dividend period valuation date.Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative dividend period valuation date offset.Time unit associated with the relative dividend period valuation date offset.Specifies the day type of the relative dividend period valuation date offset.The adjusted dividend period valuation date.The unadjusted dividend period payment date.Specifies the anchor date when the dividend period payment date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative dividend period payment date offset.Time unit associated with the relative dividend period payment date offset.Specifies the day type of the relative dividend period payment date offset.The adjusted dividend period payment date.Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp.Number of entries in the DividendPeriodBusinessCenterGrp.The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of extraordinary events in the repeating group.Identifies the type of extraordinary or disruptive event applicable to the reference entity. See https://www.fixtrading.org/packages/extraordinaryeventtype/ for code list of extraordinary event types and values.The extraordinary or disruptive event value appropriate to [ExtraordinaryEventType (42297)](tag:42297). See https://www.fixtrading.org/packages/extraordinaryeventtype/ for code list of extraordinary event types and values.The unadjusted cash settlement date.The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the InstrumentLeg component.Specifies the anchor date when the cash settlement date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative cash settlement date offset.Time unit associated with the relative cash settlement date offset.Specifies the day type of the relative cash settlement date offset.The adjusted cash settlement date.Number of business centers in the repeating group.The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values.The default election for determining settlement price.Number of entries in the LegDividendAccrualPaymentDateBusinessCenterGrp.The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The dividend accrual floating rate index.Time unit multiplier for the dividend accrual floating rate index curve.Time unit associated with the dividend accrual floating rate index curve period.A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract.The basis points spread from the index specified in [LegDividendFloatingRateIndex (42312)](tag:42312).Identifies whether the rate spread is applied to a long or short position.Specifies the yield calculation treatment for the index.The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".Reference to the buyer of the cap rate option through its trade side.Reference to the seller of the cap rate option through its trade side.The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".Reference to the buyer of the floor rate option through its trade side.Reference to the seller of the floor rate option through its trade side.The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".Specifies the rounding direction of the final rate.Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used.The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).Specifies the anchor date when the accrual payment date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative accrual payment date offset.Time unit associated with the relative accrual payment date offset.Specifies the day type of the relative accrual payment date offset.The unadjusted accrual payment date.Accrual payment date adjustment business day convention.The adjusted accrual payment date.Indicates whether the dividend will be reinvested.Defines the contract event which the receiver of the derivative is entitled to the dividend.Indicates how the gross cash dividend amount per share is determined.References the dividend underlier through the instrument's [UnderlyingSecurityID (309)](tag:309) which must be fully specified in an instance of the UnderlyingInstrument component.Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels.Indicates how the extraordinary gross cash dividend per share is determined.The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes.Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values.The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05".The compounding method to be used when more than one dividend period contributes to a single payment.The number of index units applicable to dividends.Declared cash dividend percentage. A value of 5% would be represented as "0.05".Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05".Defines the treatment of non-cash dividends.Defines how the composition of dividends is to be determined.Indicates whether special dividends are applicable.Indicates whether material non-cash dividends are applicable.Indicates whether option exchange dividends are applicable.Indicates whether additional dividends are applicable.Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer.Specifies the anchor date when the FX trigger date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative FX trigger date offset.Time unit associated with the relative FX trigger date offset.Specifies the day type of the relative FX trigger date offset.The unadjusted FX trigger date.The business day convention used for the FX trigger date adjustment.The adjusted FX trigger date.Number of entries in the LegDividendFXTriggerDateBusinessCenterGrp.The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of entries in the LegDividendPeriodGrp component.Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc.The unadjusted date on which the dividend period will begin.The unadjusted date on which the dividend period will end.References the dividend underlier through the instrument's [UnderlyingSecurityID (309)](tag:309) which must be fully specified in an instance of the UnderlyingInstrument component.Specifies the fixed strike price of the dividend period.The dividend period dates business day convention.The unadjusted dividend period valuation date.Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative dividend period valuation date offset.Time unit associated with the relative dividend period valuation date offset.Specifies the day type of the relative dividend period valuation date offset.The adjusted dividend period valuation date.The unadjusted dividend period payment date.Specifies the anchor date when the dividend period payment date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative dividend period payment date offset.Time unit associated with the relative dividend period payment date offset.Specifies the day type of the relative dividend period payment date offset.The adjusted dividend period payment date.Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp.The number of entries in the LegDividendPeriodBusinessCentersGrp component.The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of extraordinary events in the repeating group.Identifies the type of extraordinary or disruptive event applicable to the reference entity. See https://www.fixtrading.org/packages/extraordinaryeventtype/ for code list of extraordinary event types and values.The extraordinary or disruptive event value appropriate to [LegExtraordinaryEventType (42389)](tag:42389). See https://www.fixtrading.org/packages/extraordinaryeventtype/ for code list of extraordinary event types and values.Side value of the party electing the settlement method.The date through which option cannot be exercised without penalty.Amount to be paid by the buyer of the option if the option is exercised prior to the [LegMakeWholeDate (42392)](tag:42392).Identifies the benchmark floating rate index.The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.Spread over the floating rate index.The quote side of the benchmark to be used for calculating the "make whole" amount.The method used when calculating the "make whole" amount. The most common is linear method.Indicates whether cash settlement is applicable.Reference to the stream which details the compounding fixed or floating rate.The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread.The method used when calculating the index rate from multiple points on the curve. The most common is linear method.Defines applicable periods for interpolation.The compounding fixed rate applicable to the payment stream.Number of dates in the repeating group.The compounding date. Type of date is specified in [LegPaymentStreamCompoundingDateType (42407)](tag:42407).Specifies the type of payment compounding date (e.g. adjusted for holidays).The compounding dates business day convention.Specifies the anchor date when the compounding dates are relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative compounding date offset.Time unit associated with the relative compounding date offset.Specifies the day type of the relative compounding date offset.The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1.Time unit multiplier for the frequency at which compounding dates occur.Time unit associated with the frequency at which compounding dates occur.The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency.The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative.The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative.Number of business centers in the repeating group.The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted compounding end date.Specifies the anchor date when the compounding end date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative compounding end date offset.Time unit associated with the relative compounding end date offset.Specifies the day type of the relative compounding end date offset.The adjusted compounding end date.The payment stream's compounding floating rate index.Time unit multiplier for the payment stream's compounding floating rate index curve period.Time unit associated with the payment stream's compounding floating rate index curve period.A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream.The basis points spread from the index specified in [LegPaymentStreamCompoundingRateIndex (42427)](tag:42427).Identifies whether the rate spread is applied to a long or short position.Specifies the yield calculation treatment for the index.The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".Reference to the buyer of the compounding cap rate option through its trade side.Reference to the seller of the compounding cap rate option through its trade side.The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".Reference to the buyer of the compounding floor rate option through its trade side.Reference to the seller of the floor rate option through its trade side.The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".Specifies the rounding direction for the compounding floating rate.Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted).Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).The unadjusted compounding start date.Specifies the anchor date when the compounding start date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative compounding start date offset.Time unit associated with the relative compounding start date offset.Specifies the day type of the relative compounding start date offset.The adjusted compounding start date.Length in bytes of the [LegPaymentStreamFormulaImage (42452)](tag:42452) field.Image of the formula image when represented through an encoded clip in base64Binary.The unadjusted final price payment date.Specifies the anchor date when the final price payment date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative final price payment date offset.Time unit associated with the relative final price payment date offset.Specifies the day type of the relative final price payment date offset.The adjusted final price payment date.Number of fixing dates in the repeating group.The fixing date. Type of date is specified in [LegPaymentStreamFixingDateType (42461)](tag:42461).Specifies the type of fixing date (e.g. adjusted for holidays).The unadjusted initial price observation date.Specifies the anchor date when the initial price observation date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Specifies the day type of the initial price observation date offset.The adjusted initial price observation date.References the dividend underlier through the instrument's [UnderlyingSecurityID (309)](tag:309) which must be fully specified in an instance of the UnderlyingInstrument component.Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not.Price level at which the correlation or variance swap contract will strike.Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not.Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not.The expected number of trading days in the variance or correlation swap stream.The strike price of a correlation or variance swap stream.For a variance swap specifies how [LegPaymentStreamLinkStrikePrice (42472)](tag:42472) is expressed.Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price.Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price.Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion.Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable.Indicates which price to use to satisfy the boundary condition.Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility.References a contract listed on an exchange through the instrument's [UnderlyingSecurityID (309)](tag:309) which must be fully specified in an instance of the UnderlyingInstrument component.Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realized volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade.The currency in which the formula amount is denominated. Uses ISO 4217 currency codes.Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values.Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See https://www.fixtrading.org/packages/paymentamountrelativeto/ for code list of reference amounts.Number of formulas in the repeating group.Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text).A description of the math formula in [LegPaymentStreamFormula (42486)](tag:42486).The unadjusted stub end date.The stub end date business day convention.Specifies the anchor date when the stub end date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative stub end date offset.Time unit associated with the relative stub end date offset.Specifies the day type of the relative stub end date offset.The adjusted stub end date.Number of business centers in the repeating group.The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted stub start date.The stub start date business day convention.Specifies the anchor date when the stub start date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative stub start date offset.Time unit associated with the relative stub start date offset.Specifies the day type of the relative stub start date offset.The adjusted stub start date.Number of business centers in the repeating group.The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Type of fee elected for the break provision.Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05".Number of iterations in the return rate date repeating group.Specifies the valuation type applicable to the return rate date.Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative return rate valuation date offset.Time unit associated with the relative return rate valuation date offset.Specifies the day type of the relative return rate valuation date offset.The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative return rate valuation start date offset.Time unit associated with the relative return rate valuation start date offset.Specifies the day type of the relative return rate valuation start date offset.The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative return rate valuation end date offset.Time unit associated with the relative return rate valuation end date offset.Specifies the day type of the relative return rate valuation end date offset.The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.Time unit multiplier for the frequency at which return rate valuation dates occur.Time unit associated with the frequency at which return rate valuation dates occur.The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.The return rate valuation dates business day convention.Number of iterations in the return rate FX conversion repeating group.Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes.The rate of exchange between the two currencies specified in [LegReturnRateFXCurrencySymbol (42531)](tag:42531).The rate of exchange between the two currencies specified in [LegReturnRateFXCurrencySymbol (42531)](tag:42531).Number of iterations in the return rate repeating group.Specifies the type of price sequence of the return rate.Specifies the basis or unit used to calculate the commission.The commission amount.Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes.The total commission per trade.Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values.Specifies the reference amount when the return rate amount is relative to another amount in the trade. See https://www.fixtrading.org/packages/paymentamountrelativeto/ for code list of relative amounts.Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values.Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values.Specifies the type of quote used to determine the return rate of the swap.Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values.Specifies how or the timing when the quote is to be obtained.The time when the quote is to be generated.The date when the quote is to be generated.The time when the quote ceases to be valid.The business center calendar used for adjustments associated with [LegReturnRateQuoteTimeType (42547)](tag:42547) or [LegReturnRateQuoteTime (42548)](tag:42548) and [LegReturnRateQuoteDate (42549)](tag:42549), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values.Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values.Specifies the timing at which the calculation agent values the underlying.The time at which the calculation agent values the underlying asset.The business center calendar used for adjustments associated with [LegReturnRateValuationTimeType (42555)](tag:42555) or [LegReturnRateValuationTime (42556)](tag:42556), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Indicates whether an ISDA price option applies, and if applicable which type of price.Specifies the fallback provision for the hedging party in the determination of the final price.Number of iterations in the return rate information source repeating group.Identifies the source of rate information. For FX the references source to be used for the FX spot rate.Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When [LegReturnRateInformationSource (42561)](tag:42561) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option.Identifies the page heading from the rate source.Number of iterations in the return rate price repeating group.The basis of the return price.Specifies the price of the underlying swap asset.Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes.Specifies whether the [LegReturnRatePrice (42566)](tag:42566) is expressed in absolute or relative terms.Number of iterations in the return rate valuation date business center repeating group.The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of iterations in the return rate valuation date repeating group.The return rate valuation date. The type of date is specified in [LegReturnRateValuationDateType (42573)](tag:42573).Specifies the type of return rate valuation date (e.g. adjusted for holidays).The unadjusted settlement method election date.The settlement method election date adjustment business day convention.Specifies the anchor date when the settlement method election date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative settlement method election date offset.Time unit associated with the relative settlement method election date offset.Specifies the day type of the relative settlement method election date offset.The adjusted settlement method election date.Number of business centers in the repeating group.The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes.The effective date of the [LegStreamVersion (42583)](tag:42583).Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values.For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publicly reportable commodity swap transactions.The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publicly reportable commodity swap transactions.The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publicly reportable commodity swap transactions.Side value of the party electing the settlement method.The date through which option cannot be exercised without penalty.Amount to be paid by the buyer of the option if the option is exercised prior to the [MakeWholeDate (42591)](tag:42591).Identifies the benchmark floating rate index.The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.Spread over the floating rate index.The quote side of the benchmark to be used for calculating the "make whole" amount.The method used when calculating the "make whole" amount. The most common is linear method.Specifies the reference amount when the payment amount is relative to another amount in the message. See https://www.fixtrading.org/packages/paymentamountrelativeto/ for code list of relative amounts.Specifies the method by which a payment amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values.Indicates whether cash settlement is applicable.Reference to the stream which details the compounding fixed or floating rate.The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread.The method used when calculating the index rate from multiple points on the curve. The most common is linear method.Defines applicable periods for interpolation.The compounding fixed rate applicable to the payment stream.Number of dates in the repeating group.The compounding date. The type of date is specified in [PaymentStreamCompoundingDateType (42608)](tag:42608).Specifies the type of payment compounding date (e.g. adjusted for holidays).The compounding dates business day convention.Specifies the anchor date when the compounding dates are relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative compounding date offset.Time unit associated with the relative compounding date offset.Specifies the day type of the relative compounding date offset.The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1.Time unit multiplier for the frequency at which compounding dates occur.Time unit associated with the frequency at which compounding dates occur.The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency.The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative.The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative.Number of business centers in the repeating group.The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted compounding end date.Specifies the anchor date when the compounding end date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative compounding end date offset.Time unit associated with the relative compounding end date offset.Specifies the day type of the relative compounding end date offset.The adjusted compounding end date.The payment stream's compounding floating rate index.Time unit multiplier for the payment stream's compounding floating rate index curve period.Time unit associated with the payment stream's compounding floating rate index curve period.A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream.The basis points spread from the index specified in [PaymentStreamCompoundingRateIndex (42628)](tag:42628).Identifies whether the rate spread is applied to a long or short position.Specifies the yield calculation treatment for the index.The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".Reference to the buyer of the compounding cap rate option through its trade side.Reference to the seller of the compounding cap rate option through its trade side.The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".Reference to the buyer of the compounding floor rate option through its trade side.Reference to the seller of the floor rate option through its trade side.The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".Specifies the rounding direction for the compounding floating rate.Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted).Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).The unadjusted compounding start date.Specifies the anchor date when the compounding start date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative compounding start date offset.Time unit associated with the relative compounding start date offset.Specifies the day type of the relative compounding start date offset.The adjusted compounding start date.Length in bytes of the [PaymentStreamFormulaImage (42653)](tag:42653) field.Image of the formula image when represented through an encoded clip in base64Binary.The unadjusted final price payment date.Specifies the anchor date when the final price payment date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative final price payment date offset.Time unit associated with the relative final price payment date offset.Specifies the day type of the relative final price payment date offset.The adjusted final price payment date.Number of fixing dates in the repeating group.The fixing date. The type of date is specified in [PaymentStreamFixingDateType (42662)](tag:42662).Specifies the type of fixing date (e.g. adjusted for holidays).The unadjusted initial price observation date.Specifies the anchor date when the initial price observation date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Specifies the day type of the initial price observation date offset.The adjusted initial price observation date.References the dividend underlier through the instrument's [UnderlyingSecurityID (309)](tag:309) which must be fully specified in an instance of the UnderlyingInstrument component.Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not.Price level at which the correlation or variance swap contract will strike.Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not.Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not.The expected number of trading days in the variance or correlation swap stream.The strike price of a correlation or variance swap stream.For a variance swap specifies how [PaymentStreamLinkStrikePrice (42673)](tag:42673) is expressed.Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price.Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price.Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion.Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable.Indicates which price to use to satisfy the boundary condition.Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility.References a contract listed on an exchange through the instrument's [UnderlyingSecurityID (309)](tag:309) which must be fully specified in an instance of the UnderlyingInstrument component."Vega Notional" represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade.Number of formulas in the repeating group.Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text).A description of the math formula in [PaymentStreamFormula (42684)](tag:42684).The currency in which the formula amount is denominated. Uses ISO 4217 currency codes.Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values.Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See https://www.fixtrading.org/packages/paymentamountrelativeto/ for code list of reference amounts.The unadjusted stub end date.The stub end date business day convention.Specifies the anchor date when the stub end date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative stub end date offset.Time unit associated with the relative stub end date offset.Specifies the day type of the relative stub end date offset.The adjusted stub end date.Number of business centers in the repeating group.The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted stub start date.The stub start date business day convention.Specifies the anchor date when the stub start date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative stub start date offset.Time unit associated with the relative stub start date offset.Specifies the day type of the relative stub start date offset.The adjusted stub start date.Number of business centers in the repeating group.The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Type of fee elected for the break provision.Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05".Number of iterations in the return rate date repeating group.Specifies the valuation type applicable to the return rate date.Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative return rate valuation date offset.Time unit associated with the relative return rate valuation date offset.Specifies the day type of the relative return rate valuation date offset.The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative return rate valuation start date offset.Time unit associated with the relative return rate valuation start date offset.Specifies the day type of the relative return rate valuation start date offset.The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative return rate valuation end date offset.Time unit associated with the relative return rate valuation end date offset.Specifies the day type of the relative return rate valuation end date offset.The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.Time unit multiplier for the frequency at which return rate valuation dates occur.Time unit associated with the frequency at which return rate valuation dates occur.The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.The return rate valuation dates business day convention.Number of iterations in the return rate FX conversion repeating group.Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes.The rate of exchange between the two currencies specified in [ReturnRateFXCurrencySymbol (42732)](tag:42732).Specifies whether [ReturnRateFXRate (42733)](tag:42733) should be multiplied or divided.Number of iterations in the return rate repeating group.Specifies the type of price sequence of the return rate.Specifies the basis or unit used to calculate the commission.The commission amount.Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes.The total commission per trade.Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values.Specifies the reference amount when the return rate amount is relative to another amount in the trade. See https://www.fixtrading.org/packages/paymentamountrelativeto/ for code list of relative amounts.Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values.Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values.Specifies the type of quote used to determine the return rate of the swap.Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values.Specifies how or the timing when the quote is to be obtained.The time when the quote is to be generated.The date when the quote is to be generated.The time when the quote ceases to be valid.The business center calendar used for adjustments associated with [ReturnRateQuoteTimeType (42748)](tag:42748) or [ReturnRateQuoteTime (42749)](tag:42749) and [ReturnRateQuoteDate (42750)](tag:42750), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values.Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values.Specifies the timing at which the calculation agent values the underlying.The time at which the calculation agent values the underlying asset.The business center calendar used for adjustments associated with [ReturnRateValuationTimeType (42756)](tag:42756) or [ReturnRateValuationTime (42757)](tag:42757), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Indicates whether an ISDA price option applies, and if applicable which type of price.Specifies the fallback provision for the hedging party in the determination of the final price.Number of iterations in the return rate information source repeating group.Identifies the source of rate information. For FX the references source to be used for the FX spot rate.Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When [ReturnRateInformationSource (42762)](tag:42762) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-optionIdentifies the page heading from the rate source.Number of iterations in the return rate price repeating group.The basis of the return price.Specifies the price of the underlying swap asset.Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes.Specifies whether the [ReturnRatePrice (42767)](tag:42767) is expressed in absolute or relative terms.Number of iterations in the return rate valuation date business center repeating group.The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of iterations in the return rate valuation date repeating group.The return rate valuation date. Type of date is specified in [ReturnRateValuationDateType (42774)](tag:42774).Specifies the type of return rate valuation date (e.g. adjusted for holidays).Number of business centers in the repeating group.The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted settlement method election date.The settlement method election date adjustment business day convention.Specifies the anchor date when the settlement method election date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative settlement method election date offset.Time unit associated with the relative settlement method election date offset.Specifies the day type of the relative settlement method election date offset.The adjusted settlement method election date.The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes.The effective date of the [StreamVersion (42784)](tag:42784).Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values.For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.Number of business centers in the repeating group.The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted cash settlement date.The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the UnderlyingInstrument component.Specifies the anchor date when the cash settlement date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative cash settlement date offset.Time unit associated with the relative cash settlement date offset.Specifies the day type of the relative cash settlement date offset.The adjusted cash settlement date.The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values.The default election for determining settlement price.Number of entries in the UnderlyingDividendAccrualPaymentDateBusinessCenterGrp.The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The dividend accrual floating rate index.Time unit multiplier for the dividend accrual floating rate index curve.Time unit associated with the dividend accrual floating rate index curve period.A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract.The basis points spread from the index specified in [UnderlyingDividendFloatingRateIndex (42801)](tag:42801).Identifies whether the rate spread is applied to a long or short position.Specifies the yield calculation treatment for the index.The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".Reference to the buyer of the cap rate option through its trade side.Reference to the seller of the cap rate option through its trade side.The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".Reference to the buyer of the floor rate option through its trade side.Reference to the seller of the floor rate option through its trade side.The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".Specifies the rounding direction of the final rate.Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used.The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).Specifies the anchor date when the accrual payment date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative accrual payment date offset.Time unit associated with the relative accrual payment date offset.Specifies the day type of the relative accrual payment date offset.The unadjusted accrual payment date.Accrual payment date adjustment business day convention.The adjusted accrual payment date.Indicates whether the dividend will be reinvested.Defines the contract event which the receiver of the derivative is entitled to the dividend.Indicates how the gross cash dividend amount per share is determined.References the dividend underlier through the instrument's [UnderlyingSecurityID (309)](tag:309) which must be fully specified in a separate instance of the UnderlyingInstrument component.Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels.Indicates how the extraordinary gross cash dividend per share is determined.The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes.Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values.The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05".The compounding method to be used when more than one dividend period contributes to a single payment.The number of index units applicable to dividends.Declared cash dividend percentage. A value of 5% would be represented as "0.05".Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05".Defines the treatment of non-cash dividends.Defines how the composition of dividends is to be determined.Indicates whether special dividends are applicable.Indicates whether material non-cash dividends are applicable.Indicates whether option exchange dividends are applicable.Indicates whether additional dividends are applicable.Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer.Specifies the anchor date when the FX trigger date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative FX trigger date offset.Time unit associated with the relative FX trigger date offset.Specifies the day type of the relative FX trigger date offset.The unadjusted FX trigger date.The business day convention used for the FX trigger date adjustment.The adjusted FX trigger date.Number of entries in the UnderlyingDividendFXTriggerDateBusinessCenterGrp.The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of entries in the repeating group.Specifies the date that the dividend or coupon payment is due.The amount of the dividend or coupon payment.Specifies the currency the [UnderlyingDividendPaymentAmount (42857)](tag:42857) is denominated in. Uses ISO 4217 currency codes.Accrued interest on the dividend or coupon payment.Specifies the actual dividend payout ratio associated with the equity or bond underlier.Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties.Number of entries in the UnderlyingDividendPeriodGrp component.Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc.The unadjusted date on which the dividend period will begin.The unadjusted date on which the dividend period will end.References the dividend underlier through the instrument's [UnderlyingSecurityID (309)](tag:309) which must be fully specified in an instance of the UnderlyingInstrument component.Specifies the fixed strike price of the dividend period.The dividend period dates business day convention.The unadjusted dividend period valuation date.Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative dividend period valuation date offset.Time unit associated with the relative dividend period valuation date offset.Specifies the day type of the relative dividend period valuation date offset.The adjusted dividend period valuation date.The unadjusted dividend period payment date.Specifies the anchor date when the dividend period payment date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative dividend period payment date offset.Time unit associated with the relative dividend period payment date offset.Specifies the day type of the relative dividend period payment date offset.The adjusted dividend period payment date.Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp.Number of entries in UnderlyingDividendPeriodBusinessCenterGrp.The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of extraordinary events in the repeating group.Identifies the type of extraordinary or disruptive event applicable to [UnderlyingExtraordinaryEventType (42885)](tag:42885). See https://www.fixtrading.org/packages/extraordinaryeventtype/ for code list of extraordinary event types and values.The extraordinary or disruptive event value appropriate to [UnderlyingExtraordinaryEventType (42885)](tag:42885). See https://www.fixtrading.org/packages/extraordinaryeventtype/ for code list of extraordinary event types and values.Side value of the party electing the settlement method.The date through which the option cannot be exercised without penalty.Amount to be paid by the buyer of the option if the option is exercised prior to the [UnderlyingMakeWholeDate (42888)](tag:42888).Identifies the benchmark floating rate index.The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.Spread over the floating rate index.The quote side of the benchmark to be used for calculating the "make whole" amount.The method used when calculating the "make whole" amount. The most common is linear method.Indicates whether cash settlement is applicable.Reference to the stream which details the compounding fixed or floating rate.The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread.The method used when calculating the index rate from multiple points on the curve. The most common is linear method.Defines applicable periods for interpolation.The compounding fixed rate applicable to the payment stream.Number of dates in the repeating group.The compounding date. Type of date is specified in [UnderlyingPaymentStreamCompoundingDateType (42903)](tag:42903).Specifies the type of payment compounding date (e.g. adjusted for holidays).The compounding dates business day convention.Specifies the anchor date when the compounding dates are relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative compounding date offset.Time unit associated with the relative compounding date offset.Specifies the day type of the relative compounding date offset.The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1.Time unit multiplier for the frequency at which compounding dates occur.Time unit associated with the frequency at which compounding dates occur.The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency.The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative.The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative.Number of business centers in the repeating group.The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted compounding end date.Specifies the anchor date when the compounding end date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative compounding end date offset.Time unit associated with the relative compounding end date offset.Specifies the day type of the relative compounding end date offset.The adjusted compounding end date.The payment stream's compounding floating rate index.Time unit multiplier for the payment stream's compounding floating rate index curve period.Time unit associated with the payment stream's compounding floating rate index curve period.A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream.The basis points spread from the index specified in [UnderlyingPaymentStreamCompoundingRateIndex (42923)](tag:42923).Identifies whether the rate spread is applied to a long or short position.Specifies the yield calculation treatment for the index.The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".Reference to the buyer of the compounding cap rate option through its trade side.Reference to the seller of the compounding cap rate option through its trade side.The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".Reference to the buyer of the compounding floor rate option through its trade side.Reference to the seller of the floor rate option through its trade side.The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".Specifies the rounding direction for the compounding floating rate.Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted).Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).The unadjusted compounding start date.Specifies the anchor date when the compounding start date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative compounding start date offset.Time unit associated with the relative compounding start date offset.Specifies the day type of the relative compounding start date offset.The adjusted compounding start date.Length in bytes of the [UnderlyingPaymentStreamFormulaImage (42948)](tag:42948) field.Image of the formula image when represented through an encoded clip in base64Binary.The unadjusted final price payment date.Specifies the anchor date when the final price payment date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative final price payment date offset.Time unit associated with the relative final price payment date offset.Specifies the day type of the relative final price payment date offset.The adjusted final price payment date.Number of fixing dates in the repeating group.The fixing date. Type of date is specified in [UnderlyingPaymentStreamFixingDateType (42957)](tag:42957).Specifies the type of fixing date (e.g. adjusted for holidays).The unadjusted initial price observation date.Specifies the anchor date when the initial price observation date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Specifies the day type of the initial price observation date offset.The adjusted initial price observation date.References the dividend underlier through the instrument's [UnderlyingSecurityID (309)](tag:309) which must be fully specified in an instance of the UnderlyingInstrument component.Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not.Price level at which the correlation or variance swap contract will strike.Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not.Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not.The expected number of trading days in the variance or correlation swap stream.The strike price of a correlation or variance swap stream.For a variance swap specifies how [UnderlyingPaymentStreamLinkStrikePrice (42968)](tag:42968) is expressed.Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price.Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price.Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion.Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable.Indicates which price to use to satisfy the boundary condition.Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility.References a contract listed on an exchange through the instrument's [UnderlyingSecurityID (309)](tag:309) which must be fully specified in an instance of the UnderlyingInstrument component.Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade.The currency in which the formula amount is denominated. Uses ISO 4217 currency codes.Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values.Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See https://www.fixtrading.org/packages/paymentamountrelativeto/ for code list of reference amounts.Number of formulas in the repeating group.Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text).A description of the math formula in [UnderlyingPaymentStreamFormula (42982)](tag:42982).The unadjusted stub end date.The stub end date business day convention.Specifies the anchor date when the stub end date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative stub end date offset.Time unit associated with the relative stub end date offset.Specifies the day type of the relative stub end date offset.The adjusted stub end date.Number of business centers in the repeating group.The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted stub start date.The stub start date business day convention.Specifies the anchor date when the stub start date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative stub start date offset.Time unit associated with the relative stub start date offset.Specifies the day type of the relative stub start date offset.The adjusted stub start date.Number of business centers in the repeating group.The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Type of fee elected for the break provision.Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05".Specifies the initial rate spread for a basket underlier.Number of entries in the repeating group.The date that the rate spread step takes affect.The the value of the new rate spread as of the [UnderlyingRateSpreadStepDate (43006)](tag:43006).Number of iterations in the return rate date repeating group.Specifies the valuation type applicable to the return rate date.Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative return rate valuation date offset.Time unit associated with the relative return rate valuation date offset.Specifies the day type of the relative return rate valuation date offset.The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative return rate valuation start date offset.Time unit associated with the relative return rate valuation start date offset.Specifies the day type of the relative return rate valuation start date offset.The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative return rate valuation end date offset.Time unit associated with the relative return rate valuation end date offset.Specifies the day type of the relative return rate valuation end date offset.The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.Time unit multiplier for the frequency at which return rate valuation dates occur.Time unit associated with the frequency at which return rate valuation dates occur.The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.The return rate valuation dates business day convention.Number of iterations in the return rate FX conversion repeating group.Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes.The rate of exchange between the two currencies specified in [UnderlyingReturnRateFXCurrencySymbol (43031)](tag:43031).Specifies whether [UnderlyingReturnRateFXRate (43032)](tag:43032) should be multiplied or divided.Number of iterations in the return rate repeating group.Specifies the type of price sequence of the return rate.Specifies the basis or unit used to calculate the commission.The commission amount.Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes.The total commission per trade.Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values.Specifies the reference amount when the return rate amount is relative to another amount in the trade. See https://www.fixtrading.org/packages/paymentamountrelativeto/ for code list of relative amounts.Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values.Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values.Specifies the type of quote used to determine the return rate of the swap.Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values.Specifies how or the timing when the quote is to be obtained.The time when the quote is to be generated.The date when the quote is to be generated.The time when the quote ceases to be valid.The business center calendar used for adjustments associated with [UnderlyingReturnRateQuoteTimeType (43047)](tag:43047) or [UnderlyingReturnRateQuoteTime (43048)](tag:43048) and [UnderlyingReturnRateQuoteDate (43049)](tag:43049), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values.Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values.Specifies the timing at which the calculation agent values the underlying.The time at which the calculation agent values the underlying asset.The business center calendar used for adjustments associated with [UnderlyingReturnRateValuationTimeType (43055)](tag:43055) or [UnderlyingReturnRateValuationTime (43056)](tag:43056) , e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Indicates whether an ISDA price option applies, and if applicable which type of price.Specifies the fallback provision for the hedging party in the determination of the final price.Number of iterations in the return rate information source repeating group.Identifies the source of rate information. For FX the references source to be used for the FX spot rate.Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When [UnderlyingReturnRateInformationSource (43061)](tag:43061) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-optionIdentifies the page heading from the rate source.Number of iterations in the return rate price repeating group.The basis of the return price.Specifies the price of the underlying swap asset.Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes.Specifies whether the [UnderlyingReturnRatePrice (43066)](tag:43066) is expressed in absolute or relative terms.Number of iterations in the return rate valuation date business center repeating group.The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.Number of iterations in the return rate valuation date repeating group.The return rate valuation date. Type of date is specified in [UnderlyingReturnRateValuationDateType (43073)](tag:43073).Specifies the type of return rate valuation date (e.g. adjusted for holidays).Number of business centers in the repeating group.The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.The unadjusted settlement method election date.The settlement method election date adjustment business day convention.Specifies the anchor date when the settlement method election date is relative to an anchor date. See https://www.fixtrading.org/packages/relativetodate/ for values.Time unit multiplier for the relative settlement method election date offset.Time unit associated with the relative settlement method election date offset.Specifies the day type of the relative settlement method election date offset.The adjusted settlement method election date.The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes.The effective date of the [UnderlyingStreamVersion (43083)](tag:43083).Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values.For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference.Security identifier of the floating rate index.Source for the floating rate index identified in [LegPaymentStreamRateIndexID (43088)](tag:43088).Security identifier of the floating rate index.Source for the floating rate index identified in [PaymentStreamRateIndexID (43090)](tag:43090).Security identifier of the floating rate index.Source for the floating rate index identified in [UnderlyingPaymentStreamRateIndexID (43092)](tag:43092).Specific delivery route or time charter average. Applicable to commodity freight swaps.Specific delivery route or time charter average. Applicable to commodity freight swaps.Specific delivery route or time charter average. Applicable to commodity freight swaps.The rate applicable to the fixed rate payment.The payment floating rate index. See [BenchmarkCurveName (221)](tag:221) for suggested values.Time unit multiplier for the floating rate index.Time unit associated with the floating rate index.Spread from floating rate index.Time unit multiplier for the payment frequency.Time unit associated with the payment frequency.Time unit multiplier for the floating rate reset frequency.Time unit associated with the floating rate reset frequency.The industry name of the day count convention not listed in [PaymentStreamDayCount (40742)](tag:40742).The industry name of the day count convention not listed in [UnderlyingPaymentStreamDayCount (40572)](tag:40572).The industry name of the day count convention not listed in [LegPaymentStreamDayCount (40283)](tag:40283).Byte length of encoded (non-ASCII characters) [PaymentStreamFormula (42684)](tag:42684) field.Byte length of encoded (non-ASCII characters) [LegPaymentStreamFormula (42486)](tag:42486) field.Byte length of encoded (non-ASCII characters) [UnderlyingPaymentStreamFormula (42982)](tag:42982) field.The payment stream's second floating rate index.The source of the payment stream's second floating rate index.Security identifier of the second floating rate index.Source for the second floating rate index identified in [PaymentStreamRateIndex2ID (43114)](tag:43114).The payment stream's second floating rate index.The source of the payment stream's second floating rate index.Security identifier of the second floating rate index.Source for the second floating rate index identified in [LegPaymentStreamRateIndex2ID (43118)](tag:43118).The payment stream's second floating rate index.The source of the payment stream's second floating rate index.Security identifier of the second floating rate index.Source for the second floating rate index identified in [UnderlyingPaymentStreamRateIndex2ID (43122)](tag:43122).Unique Identifier for a batch of messages.Total # of messages contained within batch.Indicates the processing mode for a batch of messages.The AdditionalTermBondRefGrp is a repeating group subcomponent of the AdditionalTermGrp component used to identify an underlying reference bond for a swap.The AdditionalTermGrp is a repeating subcomponent of the Instrument component used to report additional contract terms.List of market segments that have been affected by a mass action.This repeating group is optionally used for messages with AllocStatus(87) = 2 (Account level reject), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified.The AllocCommissionDataGrp component block is used to carry commission information such as the type of commission and the rate at the allocation level. It provides a means to express commission applicable for the specified allocation account.This repeating group is used to identify attributes of trades in subgroups of an average pricing group.This repeating group is used to identify subgroups of an average pricing group. The total and remaining quantities of the average pricing group are split into sub-quantities based on trade attributes.This repeating group is optionally used for messages with AllocStatus(87) = 2 (account level reject), AllocStatus(87) = 0 (accepted), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. This group should not be populated where AllocStatus(87) has any other value.The AllocRegulatoryTradeIDGrp is a repeating component within the TrdAllocGrp component used to report the source, value and relationship of multiple trade identifiers for the same trade allocation instance.The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block.The AssetAttributeGrp is a repeating subcomponent of the Instrument component used to detail attributes of the instrument asset.The AttachmentGrp component provides the ability to attach other media type documents to a FIX message for transmission. The media type can be any of the media types (previously referred to as MIME types) that are listed by IANA (www.iana.org) [RFC2046].The AttachmentKeywordGrp component provides a place to associate keywords with an attachment document to support the current approach of tagging to support metadata.The AuctionTypeRuleGrp component is used to specify the auction rule applicable for a given product group or complex, for example.The AveragePriceDetail component provides average pricing details in a trade report, including the average pricing model and the start and end times of averaging period.Trading rules that are applicable to a market, market segment or individual security independent of a trading session.BusinessCenterGrp is a repeating subcomponent within the DateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument unless specifically overridden in the respective specified components elsewhere.The CashSettlDate component is a subcomponent within the CashSettlTermGrp component used to report the cash settlement date defined in the settlement provision.CashSettlDateBusinessCenterGrp is a repeating subcomponent within the CashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component within the Instrument component.CashSettlDealerGrp is a repeating subcomponent within the CashSettlTermGrp component. It is used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation.The CashSettlTermGrp is a repeating component within the Instrument component used to report cash settlement terms referenced from UnderlyingInstruments.The ClearingAccountTypeGrp component is used specify the type of clearing account types.This component is used convey parameters that are relevant for the calculation of clearing prices that are different from the trading prices due to the nature of the product, e.g. variance futures.The Collateral Amount Group component block is a repeating group that provides the current value of the collateral type on deposit. The currency of the collateral value may be optionally included.The CollateralReinvestmentGrp component block is a repeating group that may be used to provide a breakdown of the cash collateral's reinvestment types and amounts (e.g. CollateralType(1704)="CASH").The CommissionData component block is used to carry commission information such as the type of commission and the rate. Use the CommissionDataGrp component as an alternative if multiple commissions or enhanced attributes are needed.The CommissionDataGrp component block is used to carry commission information such as the type of commission and the rate. It provides an alternative to the CommissionData component if multiple commissions or enhanced attributes are needed.The ComplexEventAveragingObservationGrp is an optional subcomponent of ComplexEventPeriodGrp for specifying the weight of each of the dated observations.The ComplexEventCreditEventGrp is a repeating component within the ComplexEventGrp component used to report applicable option credit events.The ComplexEventCreditEventQualifierGrp is a repeating component within the ComplexEventCreditEventGrp component used to specify qualifying attributes to an event.The ComplexEventCreditEventSourceGrp is a repeating subcomponent of the ComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.The ComplexEventDateBusinessCenterGrp is a repeating subcomponent of the ComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The ComplexEventDate and ComplexEventTime components are used to constrain a complex event to a specific date range or time range. If specified the event is only effective on or within the specified dates and times.The ComplexEventPeriodDateGrp is a subcomponent of ComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option.The ComplexEventPeriodGrp is a subcomponent of ComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.The ComplexEventRateSourceGrp is a subcomponent of ComplexEvents for specifying primary and secondary rate sources.The ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.The ComplexEventScheduleGrp is a subcomponent of ComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.The ComplexEventTime component is nested within the ComplexEventDate in order to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified.The ComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use EvntGrp to specify more straightforward events.DateAdjustment is a subcomponent in the Instrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument, unless specifically overridden in the respective specified components elsewhere.The DeliveryScheduleGrp is a repeating subcomponent of the Stream component used to detail step schedules associated with a delivery stream.The DeliveryScheduleSettlDayGrp is a repeating subcomponent of the DeliveryScheduleGrp component used to detail commodity delivery days.The DeliveryScheduleSettlTimeGrp is a repeating subcomponent of the DeliveryScheduleSettlDayGrp component used to detail commodity delivery time period.The DeliveryStream component is used to optionally specify the attributes of a physical delivery stream in a swap.The DeliveryStreamCommoditySourceGrp is a repeating subcomponent of the DeliveryStream component used to detail the origins or sources of the commodity.The DeliveryStreamCycleGrp is a repeating subcomponent of the DeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline.Repeating group of instructions, each of which relates to one or more elements of an order. The instruction itself conveys whether the information should be disclosed, e.g. in market data, or not.The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price.The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market.The DividendAccrualFloatingRate component is a subcomponent of DividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.The DividendAccrualPaymentDate component is a subcomponent of DividendConditions used to report the dividend accrual payment date.DividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the DividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.The DividendConditions component is a subcomponent of PaymentStream used to specify the conditions' valuations and dates governing the payment of dividends.The DividendFXTriggerDate component is a subcomponent of DividendConditions used to report the dividend date when a foreign exchange trade is triggered.DividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the DividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.DividendPeriodBusinessCenterGrp is a repeating subcomponent within the DividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment.DividendPeriodGrp is a repeating subcomponent within the DividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.conveys a list of one or more attributes related to an entitlement. An entitlement may contain an EntitlementType, which states what can be done at a gross level, e.g. that a party can make markets. It may be limited further within EntitlementGrp, e.g. that such market making is allowed only for a list of stocks. The EntitlementAttribGrp contains fine details clarifying or limiting the EntitlementType, e.g. that such market making must be conducted with a specific minimum quote size and a specific maximum spread.Conveys a list of entitlements for one specific party, or relationship between two parties. Each entitlement may be further limited or clarified using optional fields and components.The EntitlementTypeGrp conveys a list of entitlement types.The EvntGrp is a repeating subcomponent of the Instrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use ComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.This repeating group is used to identify individual executions or trades, including key fields such as quantity and price of the execution or trade, that are part of the allocation.Identifies the fills being aggregated together.The ExpirationQty component block identified the expiration quantities and type of expiration.The ExtraordinaryEventGrp is a repeating component within the Instrument component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.The FinancingContractualDefinitionGrp is a repeating component within the FinancingDetails component used to report the definitions published by ISDA that define the terms of a derivative trade.The FinancingContractualMatrixGrp is a repeating component within the FinancingDetails component used to report the ISDA Physical Settlement Matrix Transaction Type.Component block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.The FinancingTermSupplementGrp is a repeating component within the FinancingDetails component used to report contractual terms supplements of derivative trades.The FlexProductEligibilityGrp component is used to specify whether securities within a product group or complex are eligible for creating flexible securities.Used to identify the rate index for a floating rate coupon.This component is used to specify the funding source(s) used to finance a margin loan or collateralized loan.Used for specifying multiple roll months in a given year for an index.The InstrmtMatchSideGrp component is used to convey all trades for a given match event reported by instrument and trade side.The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.Used to specify the instrumentRepeating group of InstrumentScope Components. Used to specify the instruments to which a request applies.Alternative SecurityIDs for an instrument specified in the InstrumentScope.The LegAdditionalTermBondRefGrp is a repeating group subcomponent of the LegAdditionalTermGrp component used to identify an underlying reference bond for a swap.The LegAdditionalTermGrp is a repeating subcomponent of the InstrumentLeg component used to report additional contract terms.The LegAssetAttributeGrp is a repeating subcomponent of the InstrumentLeg component used to detail attributes of the instrument asset.The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.LegBusinessCenterGrp is a repeating subcomponent within the LegDateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument leg unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component.The LegCashSettlDate component is a subcomponent within the LegCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision.LegCashSettlDateBusinessCenterGrp is a repeating subcomponent within the LegCashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.LegCashSettlDealerGrp is a repeating subcomponent of the LegCashSettlTermGrp component used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation.The LegCashSettlTermGrp is a repeating component within the InstrumentLeg component used to report cash settlement terms.LegComplexEventAveragingObservationGrp is an optional subcomponent of LegComplexEventPeriodGrp for specifying the weight of each of the dated observations.The LegComplexEventCreditEventGrp is a repeating component within the LegComplexEventGrp component used to report applicable option credit events.The LegComplexEventCreditEventQualifierGrp is a repeating component within the LegComplexEventCreditEventGrp component used to specify qualifying attributes to an event.LegComplexEventCreditEventSourceGrp is a repeating subcomponent of the LegComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.LegComplexEventDateBusinessCenterGrp is a repeating subcomponent of the LegComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegComplexEventDates and subcomponent LegComplexEventTimes components are used to constrain a complex event to a specific date range, and optional time range. If specified the event is only effective on or within the specified dates and times.LegComplexEventPeriodDateGrp is a subcomponent of LegComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option.LegComplexEventPeriodGrp is a subcomponent of LegComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.LegComplexEventRateSourceGrp is a subcomponent of LegComplexEvents for specifying primary and secondary rate sources.LegComplexEventRelativeDate is a subcomponent of LegComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.LegComplexEventScheduleGrp is a subcomponent of LegComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.The LegComplexEventTimes is a repeating subcomponent of the LegComplexEventDates component. It is used to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified.The LegComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use LegEvntGrp to specify more straightforward events.LegDateAdjustment is a subcomponent within the InstrumentLeg component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument leg, unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component.The LegDeliveryScheduleGrp is a repeating subcomponent of the LegStream component used to detail step schedules associated with a delivery stream.The LegDeliveryScheduleSettlDayGrp is a repeating subcomponent of the LegDeliveryScheduleGrp component used to detail commodity delivery days.The LegDeliveryScheduleSettlTimeGrp is a repeating subcomponent of the LegDeliveryScheduleSettlDayGrp component used to detail commodity delivery time periods.The LegDeliveryStream component is a subcomponent of the LegStream used to detail the attributes of a physical delivery stream in a swap.The LegDeliveryStreamCommoditySourceGrp is a repeating subcomponent of the LegDeliveryStream component used to detail the origins or sources of the commodity.The LegDeliveryStreamCycleGrp is a repeating subcomponent of the LegDeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline.The LegDividendAccrualFloatingRate component is a subcomponent of LegDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.The LegDividendAccrualPaymentDate component is a subcomponent of LegDividendConditions used to report the dividend accrual payment date.LegDividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the LegDividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.The LegDividendConditions component is a subcomponent of LegPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends.The LegDividendFXTriggerDate component is a subcomponent of LegDividendConditions used to report the dividend date when a foreign exchange trade is triggered.LegDividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the LegDividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.LegDividendPeriodBusinessCenterGrp is a repeating subcomponent within the LegDividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment.LegDividendPeriodGrp is a repeating subcomponent within the LegDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.The LegEvntGrp is a repeating subcomponent of the InstrumentLeg component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use LegComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.The LegExtraordinaryEventGrp is a repeating component within the InstrumentLeg component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.The LegFinancingContractualDefinitionGrp is a repeating component within the LegFinancingDetails component used to report the definitions published by ISDA that define the terms of a derivative trade.The LegFinancingContractualMatrixGrp is a repeating component within the LegFinancingDetails component used to report the ISDA Physical Settlement Matrix Transaction Type.Component block is optionally used for financial transactions where legal contracts, master agreements or master confirmations are to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the LegAgreementDesc(2497) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan - Amended 1998, for example.The LegFinancingTermSupplementGrp is a repeating component within the LegFinancingDetails component used to report contractual terms supplements of derivative trades.The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the LegInstrumentParty block.The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap.The LegMarketDisruptionEventGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the market disruption events.The LegMarketDisruptionFallbackGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the market disruption fallback provisions.The LegMarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the fallback reference price and underlying security provisionsThe LegOptionExercise component is a subcomponent of the InstrumentLeg component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded LegOptionExerciseExpiration component is used to terminate the opportunity for exercise.LegOptionExerciseBusinessCenterGrp is a repeating subcomponent of the LegOptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegOptionExerciseDateGrp is a repeating subcomponent of the LegOptionExerciseDates component used to specify fixed dates for exercise.The LegOptionExerciseDates component is a subcomponent of the LegOptionExercise component used to specify option exercise dates.The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule.LegOptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the LegOptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegOptionExerciseExpirationDateGrp is a repeating subcomponent of the LegOptionExerciseExpiration component used to specify fixed dates for expiration.LegOptionExerciseMakeWholeProvision is a subcomponent of the LegOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.LegPaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegPaymentScheduleFixingDayGrp is a repeating subcomponent of the LegPaymentScheduleGrp component used to detail periodic fixing days.The LegPaymentScheduleGrp is a repeating subcomponent of the LegPaymentStream component used to specify notional and rate steps in the payment stream.LegPaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.LegPaymentScheduleRateSourceGrp is a repeating component within the LegPaymentScheduleGrp component used to identify primary and secondary rate sources.The LegPaymentStream component is a subcomponent of the LegStreamGrp used to detail the attributes of a payment stream in a swap.LegPaymentStreamCompoundingDateGrp is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify predetermined compounding dates.LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.LegPaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.LegPaymentStreamCompoundingEndDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the end date for compounding.LegPaymentStreamCompoundingFloatingRate is a subcomponent of the LegPaymentStream component used to report the parameters for determining the compounding floating rate of the stream.LegPaymentStreamCompoundingStartDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the start date for compounding.LegPaymentStreamFinalPricePaymentDate is a subcomponent of the LegPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap.LegPaymentStreamFixedRate is a subcomponent of the LegPaymentStream component used to report the fixed rate or fixed payment amount of the payment stream.LegPaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.LegPaymentStreamFixingDateGrp is a subcomponent of the LegPaymentStreamResetDates component used to specify predetermined fixing dates.LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream.LegPaymentStreamFormula is a subcomponent of the LegPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.LegPaymentStreamFormulaImage is a subcomponent of the LegPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula.LegPaymentStreamFormulaMathGrp is a repeating subcomponent within the LegPaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived.LegPaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.LegPaymentStreamNonDeliverableFixingDate is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates.LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.LegPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.LegPaymentStreamNonDeliverableSettl is a subcomponent of the LegPaymentStream component used to specify the non-deliverable settlement terms of the payment stream.LegPaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent of the LegPaymentStreamPaymentDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegPaymentStreamPaymentDateGrp is a repeating subcomponent of the LegPaymentStreamPaymentDates component used to detail fixed dates for swap stream payments.The LegPaymentStreamPaymentDates component is a subcomponent of the LegPaymentStream component used to specify the payment dates of the stream.LegPaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegPaymentStreamPricingDateGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to detail fixed pricing dates.The LegPaymentStreamPricingDayGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to detail periodic pricing days.LegPaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegPaymentStreamResetDates component is a subcomponent of the LegPaymentStream component used to specify the floating rate reset dates of the stream.LegPaymentStubEndDate is a subcomponent of the LegPaymentStubGrp component used to specify the end date of the payment stub.LegPaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegPaymentStubGrp is a repeating subcomponent of the LegPaymentStream component used to specify front and back stubs in the payment stream.LegPaymentStubStartDate is a subcomponent of the LegPaymentStubGrp component used to specify the start date of the payment stub.LegPaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegPhysicalSettlDeliverableObligationGrp is a repeating component within the LegPhysicalSettlTermGrp component used to report credit default swap (CDS) physical settlement delivery obligations.The LegPhysicalSettlTermGrp is a repeating component within the InstrumentLeg component used to report physical settlement terms.LegPricingDateBusinessCenterGrp is a repeating subcomponent of the LegPricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.The LegProtectionTermEventGrp is a repeating component within the LegProtectionTermGrp component used to report applicable CDS credit events.LegProtectionTermEventNewsSourceGrp is a repeating subcomponent of the LegProtectionTermGrp component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.The LegProtectionTermEventQualifierGrp is a repeating component within the LegProtectionTermEventGrp component used to specify qualifying attributes to the event.The LegProtectionTermGrp is a repeating component within the InstrumentLeg component used to report protection term details.The LegProtectionTermObligationGrp is a repeating component within the LegProtectionTermGrp component used to report applicable credit default swap (CDS) obligations.LegProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegProvisionCashSettlPaymentDates component is a sub-component within the LegProvisionGrp component used to report the cash settlement payment dates defined in the provision.The ProvisionCashSettlPaymentFixedDateGrp is a repeating component within the ProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision.The LegProvisionCashSettlQuoteSource is a subcomponent of the LEgProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.LegProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionCashSettlValueDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegProvisionCashSettlValueDates component is a subcomponent within the LegProvisionGrp component used to report the cash settlement value date and time defined in the provision.LegProvisionDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegProvisionGrp is a repeating subcomponent of the InstrumentLeg component used to detail the provisions associated with the instrument.LegProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegProvisionOptionExerciseDates is a subcomponent within the LegProvisionGrp component used to report the option exercise dates and times defined in the provision.The LegProvisionOptionExerciseFixedDateGrp is a repeating component within the LegProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates.The LegProvisionOptionExerciseDate is a subcomponent within the LegProvisionGrp component used to report the option expiration date and times defined in the provision.LegProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegProvisionOptionRelevantUnderlyingDate is a subcomponent within the LegProvisionGrp component used to report the option relevant underlyingdate defined in the provision.LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.LegProvisionParties is a repeating component within the LegProvision component used to report the parties identified in the contract provision.LegProvisionSubParties is a repeating component within the LegProvisionParties component used to extend information to be reported for the party.LegReturnRateDateGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.LegReturnRateFXConversionGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.LegReturnRateGrp is a repeating subcomponent within the LegPaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.LegReturnRateInformationSourceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.LegReturnRatePriceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.LegReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the LegReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.LegReturnRateValuationDateGrp is a repeating subcomponent within the LegReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.LegSecondaryAssetGrp is a repeating subcomponent of the InstrumentLeg component used to specify secondary assets of a multi-asset swap.The LegSecurityXML component is used to provide a definition in an XML format for the leg instrument.The LegSettlMethodElectionDate component is a subcomponent within the LegOptionExercise component used to report the settlement method election date.LegSettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the LegSettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegSettlRateDisruptionsFallbackGrp is a repeating subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.LegSettlRateFallbackRateSource is a subcomponent of the LegSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.The LegStreamAssetAttributeGrp is a repeating subcomponent of the LegStreamCommodity component used to detail commodity attributes, quality standards and reject limits.LegStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the LegStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegStreamCalculationPeriodDateGrp is a repeating subcomponent of the LegStreamCalculationPeriodDates component used to detail fixed dates for the swap stream.LegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream.LegStreamCommodity is a subcomponent of the LegStream component used to identify and describe the underlying commodity.LegStreamCommodityAltIDGrp is a subcomponent of the LegStreamCommodity component used to specify alternate identifiers.LegStreamCommodityDataSourceGrp is a subcomponent of the LegStreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.LegStreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the LegStreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegStreamCommoditySettlDayGrp is a repeating subcomponent of the LegStreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract.The LegStreamCommoditySettlPeriodGrp is a repeating subcomponent of the LegStreamCommodiry component used to to define the settlement period details associated with the commodity contract.The LegStreamCommoditySettlTimeGrp is a repeating subcomponent of the LegStreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract.LegStreamEffectivedDate is a subcomponent of the LegStreamGrp component used to specify the effective date of the stream.LegStreamEffectiveDateBusinessCenterGrp is a repeating subcomponent within the LegStreamEffectiveDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.LegStreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the LegStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.The LegStreamGrp is a repeating subcomponent of the InstrumentLeg component used to detail the swap streams associated with the instrument.LegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream.LegStreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the LegStreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.This component comprises all parameters that can be used to describe the market data statistics. These can be part of the request as well as the response. All parameters defined on the MarketDataStatisticsRequest(35=DO) message should be echoed in the MarketDataStatisticsReport(35=DP) message as the latter could also be sent unsolicited.This component block is used within the MarketDataStatisticsRequest(35=DO) message to define a set of parameters describing the desired statistics.This component block is used within the MarketDataStatisticsReport(35=DP) message to provide results together with the related set of parameters.MandatoryClearingJurisdictionGrp is a repeating component of TradeCaptureReport used to specify the set of jurisdictions to which mandatory clearing applies.The MarketDataFeedTypes component is used to specify the different available feed types and sub-types, and additional market data feed related attributes, such as the market depth of the specified feed type.The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap.The MarketDisruptionEventGrp is a repeating subcomponent of the MarketDisruption component used to specify the market disruption events.The MarketDisruptionFallbackGrp is a repeating subcomponent of the MarketDisruption component used to specify the market disruption fallback provisions.The MarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the MarketDisruption component used to specify the fallback reference price and underlying security provisionsConveys a list of markets and, optionally, their market segments. Note that the component MarketSegmentGrp exists, but is not useful for this purpose, as it conveys additional information not appropriate in this context.The MatchExceptionGrp component details the matching exceptions and variances identified during the matching process based on the defined matching criteria and tolerances.The MatchRules component is used to specify the details of order matching rules for specified product group or complex.The MatchingDataPointGrp component details all the trade attributes and tolerances used for trade matching.The MiscFeesGrp component is used to provide details of trade and transaction fees other than commissions, e.g. regulatory, exchange, taxes, levies, markup, trade reporting, etc. In the context of ESMA RTS 27 Best Execution Reporting, it may also be used to collect and publish the nature and level of current venue fees, rebates and payouts. Use MiscFeeQualifier(2712) to communicate whether the fee affects trade economics.The MiscFeesSubGrp component is used to provide further details for a given MiscFeeType(139) value.The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.The NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.The NestedParties4 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties4 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.List of market segments that were not affected by a mass action.The OptionExercise component is a subcomponent of the Instrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded OptionExerciseExpiration component is used to terminate the opportunity for exercise.The OptionExerciseBusinessCenterGrp is a repeating subcomponent of the OptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The OptionExerciseDateGrp is a repeating subcomponent of the OptionExerciseDates component used to specify fixed dates for exercise.The OptionExerciseDate component is a subcomponent of the OptionExercise component used to specify option exercise dates.The OptionExerciseExpiration component is a subcomponent of the OptionExercise component used to specify option exercise expiration dates and times. The purpose of OptionExercise is to identify the scheduled opportunities for exercise. OptionExerciseExpiration identifies the end of the schedule.The OptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the OptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The OptionExerciseExpirationDateGrp is a repeating subcomponent of the OptionExerciseExpiration component used to specify fixed dates for expiration.OptionExerciseMakeWholeProvision is a subcomponent of the OptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.Identifies the orders being aggregated together.The OrderAttributeGrp component provides additional attributes about the order. Attributes included in this component are primarily "indicators" that may be associated with regulatory requirements and are typically not part of normal trading activities.Acknowledgment for a group of order transactions across one or more instruments.Group of order transactions across one or more instruments.List the different types of events affecting orders. These can include entry, modification and deletion of orders as well as executions (fills). Modifications can be solicited or unsolicited, e.g. triggering of stop orders, replenishment of reserve orders, orders being suspended (locked) or released from suspension.The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.The PartyDetailAckGrp component is used in the PartyDetailsDefinitionRequestAck(35=CY) message to provide the status of each action (add, modify or delete) requested by the PartyDetailsDefinitionRequest(35=CX) message. The PartyDetailStatus(1880) field is used to indicate the status. In the case where an add or modify request is accepted with changes, the PartyDetailGrp component is required, with the complete set of party details that have been accepted for the party included.Alternative identifiers for a party.Alternate sub-identifiers for a party.Contains details for a party, including related parties and alternative party identifiers.Additional party sub-identifiersParty details component that includes an update action.The PartyEntitlementAckGrp component is used in the PartyEntitlementsDefinitionRequestAck(35=DB) message to provide the status of each action (add, modify or delete) requested by the PartyEntitlementsDefinitionRequest(35=DA) message.Conveys a list of parties (optionally including related parties) and the entitlements for each.The PartyEntitlementUpdateGrp component is used to supply incremental entitlement definitions changes for the party(-ies) specified in the PartyDetailGrp component. The update action type is specified using ListUpdateAction(1324).Repeating group of party relationships.This new block is a repeating group based on the existing block <PartyRiskLimitsGrp> with an additional field RiskLimitStatus(1763) to accept (with or without changes) or reject individual risk limits. It is only used in PartyRiskLimitDefinitionRequestAck, the response to the request to define risk limits. An approval with changes requires to send <RiskLimitsGrp> with the complete set of risk limits that have been accepted for the party defined.Repeating group of parties (specified using PartyDetails) and the risk limits for the party.This new block is a repeating group based on the existing block <PartyRiskLimitsGrp> with an additional field ListUpdateAction(1324) to support incremental changes of risk limit definitions. The group is part of the definition request as well as part of the update report for risk limits.The Pay Collect Group component block is a repeatable block intended to report individual pay/collect items to be considered when calculating net settlement.PaymentBusinessCenterGrp is a repeating subcomponent within the PaymentGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The PaymentGrp is a repeating component used to report additional payments or bullet payments.PaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The PaymentScheduleFixingDayGrp is a repeating subcomponent of the PaymentScheduleGrp component used to detail periodic fixing days.The PaymentScheduleGrp is a repeating subcomponent of the StreamGrp component used to specify notional and rate steps of the payment stream.PaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the PaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.PaymentScheduleRateSourceGrp is a repeating component within the PaymentScheduleGrp component used to identify primary and secondary rate sources.The PaymentSettlGrp is a repeating subcomponent of the PaymentGrp component used to report payment settlement as a single or split payment.PaymentSettlParties is a repeating subcomponent of the PaymentSettlGrp component used to report payment settlement routing.PaymentSettlSubParties is a repeating component within the PaymentSettlParties component used to extend information to be reported for the party.The PaymentStream component is a subcomponent of the Stream used to detail the attributes of a payment stream in a swap.PaymentStreamCompoundingDateGrp is a subcomponent of the PaymentStreamCompoundingDates component used to specify predetermined compounding dates.PaymentStreamCompoundingDates is a subcomponent of the PaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.PaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the PaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.PaymentStreamCompoundingEndDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the end date for compounding.PaymentStreamCompoundingFloatingRate is a subcomponent of the PaymentStream component used to report the parameters for determining the compounding floating rate of the stream.PaymentStreamCompoundingStartDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the start date for compounding.PaymentStreamFinalPricePaymentDate is a subcomponent of the PaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap.PaymentStreamFixedRate is a subcomponent of the PaymentStream component used to report the fixed rate or fixed payment amount of the stream.PaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.PaymentStreamFixingDateGrp is a subcomponent of the PaymentStreamResetDates component used to specify predetermined fixing dates.PaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream.PaymentStreamFormula is a subcomponent of the PaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.PaymentStreamFormulaImage is a subcomponent of the PaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula.PaymentStreamFormulaMathGrp is a repeating subcomponent within the PaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived.PaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.PaymentStreamNonDeliverableFixingDate is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates.PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the PaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.PaymentStreamNonDeliverableSettlRateSource is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.PaymentStreamNonDeliverableSettlTerms is a subcomponent of the PaymentStream component used to specify the non-deliverable settlement terms of the payment stream.PaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The PaymentStreamPaymentDateGrp is a repeating subcomponent of the PaymentStreamPaymentDates component used to detail fixed dates for swap stream payments.PaymentStreamPaymentDates is a subcomponent of the PaymentStream component used to specify the payment dates of the stream.The PaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The PaymentStreamPricingDateGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to detail fixed pricing dates.The PaymentStreamPricingDayGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to detail periodic pricing days.PaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.PaymentStreamResetDates is a subcomponent of the PaymentStream component used to specify the floating rate reset dates of the stream.PaymentStubEndDate is a subcomponent of the PaymentStubGrp component used to specify the end date of the payment stub.PaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the PaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The PaymentStubGrp is a repeating subcomponent of the StreamGrp component used to specify front and back stubs of the payment stream.PaymentStubStartDate is a subcomponent of the PaymentStubGrp component used to specify the start date of the payment stub.PaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the PaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security.The PhysicalSettlDeliverableObligationGrp is a repeating component within the PhysicalSettlTermGrp component used to report CDS physical settlement delivery obligations.The PhysicalSettlTermGrp is a repeating component within the Instrument component used to report physical settlement terms referenced from UnderlyingInstrument component.The PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position.The PositionQty component block specifies the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. Quantities are expressed in terms of long and short quantities.This component specifies the details of a payment between the parties involved.The PriceMovementGrp component is a repeatable block intended to contain theoretical profit and loss data at various price movement points account type(s) for which the price movement may apply to.This PriceMovementValueGrp component is a repeatable block that will be utilized to represent a value relative to a specific price movement point.The PriceQualifierGrp component clarifies the composition of the price when standard market practice for the security calls for a price that is atypical when traded in other markets, or when a price can be expressed in more than one way.The PriceRangeRulesGrp component is used to specify the price range rules for a given product group or complex.PricingDateBusinessCenterGrp is a repeating subcomponent of the PricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The PricingDateTime component is a subcomponent of Instrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.The ProtectionTermEventGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS credit events.ProtectionTermEventNewsSourceGrp is a repeating subcomponent within the ProtectionTermGrp component. It is used to specify the particular newspapers or electronic news services and sources that may publish relevant information used in the determination of whether or not a credit event has occurred.The ProtectionTermEventQualifierGrp is a repeating component within the ProtectionTermEventGrp component used to specify qualifying attributes to the event.The ProtectionTermGrp is a repeating component within the Instrument component used to report protection term details referenced from UnderlyingInstrument component.The ProtectionTermObligationGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS obligations.ProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the ProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The ProvisionCashSettlPaymentDates component is a sub-component within the ProvisionGrp component used to report the cash settlement payment dates defined in the provision.The ProvisionCashSettlPaymentFixedDateGrp is a repeating component within the ProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision.The ProvisionCashSettlQuoteSource is a subcomponent of the ProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.ProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the ProvisionCashSettlValueDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The ProvisionCashSettlValueDates component is a subcomponent within the ProvisionGrp component used to report the cash settlement value date and time defined in the provision.ProvisionDateBusinessCenterGrp is a repeating subcomponent within the ProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The ProvisionGrp is a repeating subcomponent of the Instrument component used to detail the additional terms and conditions associated with the instrument.ProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The ProvisionOptionExerciseDates is a subcomponent within the ProvisionGrp component used to report the option exercise dates and times defined in the provision.The ProvisionOptionExerciseFixedDateGrp is a repeating component within the ProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates.The ProvisionOptionExerciseDate is a subcomponent within the ProvisionGrp component used to report the option expiration date and times defined in the provision.ProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The ProvisionOptionRelevantUnderlyingDate is a subcomponent within the ProvisionGrp component used to report the option relevant underlying date defined in the provision.ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.ProvisionParties is a repeating component within the Provision component used to report the parties identified in the contract provision.ProvisionPtysSubGrp is a repeating component within the ProvisionParties component used to extend information to be reported for the party.The QuoteAttributeGrp component provides additional attributes about the quote. Attributes included in this component are primarily "indicators" that may be associated with regulatory requirements and are typically not part of normal trading activities.Rules for minimum bid and offer sizes of quotes.Used to carry the different date-time stamps related to the reference data entry.The RegulatoryTradeIDGrp is a repeating component within the TradeCaptureReport message used to report the source, value and relationship of multiple identifiers for the same trade or position.The RelatedInstrumentGrp is a repeating component at the same hierarchical level as the Instrument component, describing relationships and linkages between the Instrument, UnderlyingInstrument and InstrumentLeg entries. If all instances of the UnderlyingInstrument in the message are true underliers of the Instrument then the RelatedInstrumentGrp component is not needed. If any instance of the UnderlyingInstrument has a different relationship, e.g. underlier of an InstrumentLeg, stream, equity equivalent or nearest exchange-traded contract or there are multiple instances of InstrumentLeg, then an entry for every relationship should be included in this component. When the RelatedInstrumentGrp appears within a repeating group, each entry only apply to the Instrument component at the same hierarchical level.This component is used to identify market segments that are related to each other for a business purpose. This component should not be used in lieu of available explicit FIX fields that denote specific relationships (e.g. ParentMktSegmID(1325) for parent market segments), but rather should be used when no such fields exist.This component is used to identify orders that are related to the order identified outside of this component for a business purpose. For example, the bundling of multiple orders into a single order. This component should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist.Alternative identifiers for parties related to the party specified in the PartyDetailGrp.Sub identifiers for related parties alternate identifiers.Party details for parties related to the Party specified in the PartyDetailGrp.PartySubGrp for related parties.This component is used to identify positions that are related to each other or to other trades. This should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist.This component is used to identify trades that are related to each other for a business purpose, such as netting of forwards. This component should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist.The RelativeValueGrp component is used to convey relative valuation metrics or analytics for a given instrument.Used to specify one or more PartyRoles as part of a request.List of risk limit types being requested.Identifies the party making the request.Sub identifiers for the requesting party.ReturnRateDateGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.ReturnRateFXConversionGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.ReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.ReturnRateInformationSourceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.ReturnRatePriceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.ReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the ReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.ReturnRateValuationDateGrp is a repeating subcomponent within the ReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.Repeating group of InstrumentScope Components. Used to specify the instruments to which a request applies.Repeating group of risk limit types and values.Repeating group of risk limits.Risk warning levels.The RootParties component block is a version of the Parties component block used to provide root information regarding the owning and entering parties of a transaction.The RoutingGrp is used to allow the application message sender to instruct the intermediary distributing the message who to further send the application message to. The original sender may also instruct who is not allowed to receive the message. When provided, the routing instructions provided in this component are effective on a message by message basis.SecondaryAssetGrp is a repeating subcomponent of the Instrument component used to specify secondary assets of a multi-asset swap.Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security.The SecurityXML component is used to provide a definition in an XML format for the instrument.The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement partiesThe SettlMethodElectionDate component is a subcomponent within the OptionExercise component used to report the settlement method election date.SettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the SettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.The SettlRateDisruptionsFallbackGrp is a repeating subcomponent of the PaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.SettlRateFallbackRateSource is a subcomponent of the SettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.SettlTradeDetails component is used to provide the details which can be used to look up a single trade.The Settlement Amount Group component block is a repeating group of settlement amounts for an accountThe SideCollateralAmountGrp component block is a repeating group that provides the current value of the collateral type on deposit for a side of the trade report. The currency of the collateral value may be optionally included.The SideCollateralReinvestmentGrp component block is a repeating group that may be used to provide a breakdown of the cash collateral's reinvestment types and amounts (e.g. SideCollateralType(2701)="CASH").Repeating group that is similar to LegOrdGrp component in order to support leg level information per side of cross orders and is part of SideCrossOrdModGrp component. LegOrdGrp component cannot be re-used for this purpose as it contains the component blocks InstrumentLeg component and NestedParties component which are already part of the cross messages. The difference to LegOrdGrp component is that SideCrossLegGrp component does not have an InstrumentLeg component to describe the legs, it only has a single reference field to identify the leg which can be defined by the InstrumentLeg component which is present on a higher level of the message and outside of the side group.The SideRegulatoryTradeIDGrp is a repeating component within the TrdCapRptSideGrp component used to report the source, value and relationship of multiple trade identifiers for the same trade side.The SideTrdRegTS component block is used to convey trading or regulatory timestamps associated with one side of a multi-sided trade event.The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.The standard FIX message headerThe standard FIX message trailerThe Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.The StreamAssetAttributeGrp is a repeating subcomponent of the StreamCommodity component used to detail commodity attributes, quality standards and reject limits.StreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the StreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The StreamCalculationPeriodDateGrp is a repeating subcomponent of the StreamCalculationPeriodDates component used to detail fixed dates for the swap stream.StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream.StreamCommodity is a subcomponent of the Stream component used to identify and describe the underlying commodity.StreamCommodityAltIDGrp is a subcomponent of the StreamCommodity component used to specify alternate identifiers.StreamCommodityDataSourceGrp is a subcomponent of the StreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.StreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the StreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The StreamCommoditySettlDayGrp is a repeating subcomponent of the StreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract.The StreamCommoditySettlPeriodGrp is a repeating subcomponent of the StreamCommodity component used to define the settlement period details associated with the commodity contract.The StreamCommoditySettlTimeGrp is a repeating subcomponent of the StreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract.StreamEffectivedDate is a subcomponent of the StreamGrp component used to specify the effective date of the stream.StreamEffectiveDateBusinessCenterGrp is a repeating subcomponent of the StreamEffectiveDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.StreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the StreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.The StreamGrp is a repeating subcomponent of the Instrument component used to detail the swap streams associated with the instrument.StreamTerminationDate is a subcomponent of the StreamGrp component used to specify the termination date of the stream.StreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the StreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in the Instrument component.Convey a list of market segments upon which an action is to be taken.Repeating group of target party sub-identifiers.The TickRules component specifies the rules for determining how a security ticks, i.e. the price increments which it can be quoted, traded, and for certain cases settled, depending on the current price of the security.The TradeAllocAmtGrp component is used to communicate the monetary amounts associated with allocated positions. This is the per-allocation portion of the per-trade amount specified in PositionAmountData component.The TradePositionQty component block specifies, for a single trade side, the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities.Price conditions associated with a trade that impact trade price.Quantities of the trade that have been processed and the type of processing that has occurred for that trade quantity.The TransactionAttributeGrp component block is a repeating group that may be used to provide additional transaction attributes for the trade and other post-trade events.The TrdInstrmtLegExecGrp component comprises individual executions for legs of the trade side of a trade match report for a specific instrument.The TrdMatchSideGrp component conveys all trade sides for a single instance of the InstrmtMatchSideGrp component.The TrdRegPublicationGrp component is used to express trade publication reasons that are required by regulatory agencies. Reasons may include deferrals, exemptions, waivers, etc.The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc.The TriggeringInstruction component block specifies the conditions under which an order will be triggered by related market events as well as the behavior of the order in the market once it is triggered.The UnderlyingAdditionalTermBondRefGrp is a repeating group subcomponent of the UnderlyingAdditionalTermGrp component used to identify an underlying reference bond for a swap.The UnderlyingAdditionalTermGrp is a repeating subcomponent of the UnderlyingInstrument component used to report additional contract terms.The UnderlyingAmount component block is used to supply the underlying amounts, dates, settlement status and method for derivative positions.The UnderlyingAssetAttributeGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail attributes of the instrument asset.UnderlyingBusinessCenterGrp is a repeating subcomponent within the UnderlyingDateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument unless specifically overridden.The UnderlyingCashSettlDate component is a subcomponent within the UnderlyingCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision.UnderlyingCashSettlDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingCashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.UnderlyingCashSettlDealerGrp is a repeating subcomponent within the UnderlyingCashSettlTermGrp component. It is used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation.The UnderlyingCashSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report cash settlement terms.UnderlyingComplexEventAveragingObservationGrp is an optional subcomponent of UnderlyingComplexEventPeriodGrp for specifying the weight of each of the dated observations.The UnderlyingComplexEventCreditEventGrp is a repeating component within the UnderlyingComplexEventGrp component used to report applicable option credit events.The UnderlyingComplexEventCreditEventQualifierGrp is a repeating component within the UnderlyingComplexEventCreditEventGrp component used to specify qualifying attributes to an event.UnderlyingComplexEventCreditEventSourceGrp is a repeating subcomponent of the UnderlyingComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.UnderlyingComplexEventDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.The UnderlyingComplexEventDates and subcomponent UnderlyingComplexEventTimes components are used to constrain a complex event to a specific date range, and optional time range. If specified the event is only effective on or within the specified dates and times.UnderlyingComplexEventPeriodDateGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option.UnderlyingComplexEventPeriodGrp is a subcomponent of UnderlyingComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.UnderlyingComplexEventRateSourceGrp is a subcomponent of UnderlyingComplexEvents for specifying primary and secondary rate sources.UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.UnderlyingComplexEventScheduleGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.The UnderlyingComplexEventTimes is a repeating subcomponent of the UnderlyingComplexEventDates component. It is used to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified.The UnderlyingComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing in over the lifetime of an option, futures, commodities or equity swap contract. Use UnderlyingEvntGrp to specify more straightforward events.UnderlyingDateAdjustment is a subcomponent within the UnderlyingInstrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the underlying instrument, unless specifically overridden in the respective specified components further within the UnderlyingInstrument component.The UnderlyingDeliveryScheduleGrp is a repeating subcomponent of the UnderlyingStream component used to detail step schedules associated with a delivery stream.The UnderlyingDeliveryScheduleSettlDayGrp is a repeating subcomponent of the UnderlyingDeliveryScheduleGrp component used to detail commodity delivery days.The UnderlyingDeliveryScheduleSettlTimeGrp is a repeating subcomponent of the UnderlyingDeliveryScheduleSettlDayGrp component used to detail commodity delivery time periods.The UnderlyingDeliveryStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a physical delivery stream in a swap.The UnderlyingDeliveryStreamCommoditySourceGrp is a repeating subcomponent of the UnderlyingDeliveryStream component used to detail the origins or sources of the commodity.The UnderlyingDeliveryStreamCycleGrp is a repeating subcomponent of the UnderlyingDeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline.The UnderlyingDividendAccrualFloatingRate component is a subcomponent of UnderlyingDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.The UnderlyingDividendAccrualPaymentDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend accrual payment date.UnderlyingDividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.The UnderlyingDividendConditions component is a subcomponent of UnderlyingPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends.The UnderlyingDividendFXTriggerDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend date when a foreign exchange trade is triggered.UnderlyingDividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.UnderlyingDividendPaymentGrp is a repeating subcomponent of UnderlyingDividendPayout used to specify the anticipated dividend or coupon payment dates and amounts of an equity or bond underlier.UnderlyingDividendPayout is a subcomponent of UnderlyingInstrument used to specify the dividend or coupon payout parameters of an equity or bond underlier.UnderlyingDividendPeriodBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment.UnderlyingDividendPeriodGrp is a repeating subcomponent within the UnderlyingDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.The UnderlyingEvntGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use UnderlyingComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.The UnderlyingExtraordinaryEventGrp is a repeating component within the UnderlyingInstrument component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap.The UnderlyingMarketDisruptionEventGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the market disruption events.The UnderlyingMarketDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the market disruption fallback provisions.The UnderlyingMarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the fallback reference price and underlying security provisionsThe UnderlyingOptionExercise component is a subcomponent of the UnderlyingInstrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded UnderlyingOptionExerciseExpiration component is used to terminate the opportunity for exercise.UnderlyingOptionExerciseBusinessCenterGrp is a repeating subcomponent of the UnderlyingOptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.The UnderlyingOptionExerciseDateGrp is a repeating subcomponent of the UnderlyingOptionExerciseDates component used to specify fixed dates for exercise.The UnderlyingOptionExerciseDate component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise dates.The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule.UnderlyingOptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingOptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.The UnderlyingOptionExerciseExpirationDateGrp is a repeating subcomponent of the UnderlyingOptionExerciseExpiration component used to specify fixed dates for expiration.UnderlyingOptionExerciseMakeWholeProvision is a subcomponent of the UnderlyingOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.UnderlyingPaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.The UnderlyingPaymentScheduleFixingDayGrp is a repeating subcomponent of the UnderlyingPaymentScheduleGrp component used to detail periodic fixing days.The UnderlyingPaymentScheduleGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify notional and rate steps in the payment stream.UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.UnderlyingPaymentScheduleRateSourceGrp is a repeating component within the UnderlyingPaymentScheduleGrp component used to identify primary and secondary rate sources.The UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap.UnderlyingPaymentStreamCompoundingDateGrp is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify predetermined compounding dates.UnderlyingPaymentStreamCompoundingDates is a subcomponent of the UnderlyingPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.UnderlyingPaymentStreamCompoundingEndDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the end date for compounding.UnderlyingPaymentStreamCompoundingFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the parameters for determining the compounding floating rate of the stream.UnderlyingPaymentStreamCompoundingStartDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the start date for compounding.UnderlyingPaymentStreamFinalPricePaymentDate is a subcomponent of the UnderlyingPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap.UnderlyingPaymentStreamFixedRate is a subcomponent of the UnderlyingPaymentStream component used to report the fixed rate or fixed payment amount of the stream.UnderlyingPaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.UnderlyingPaymentStreamFixingDateGrp is a subcomponent of the UnderlyingPaymentStreamResetDates component used to specify predetermined fixing dates.UnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream.UnderlyingPaymentStreamFormula is a subcomponent of the UnderlyingPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.UnderlyingPaymentStreamFormulaImage is a subcomponent of the UnderlyingPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula.UnderlyingPaymentStreamFormulaMathGrp is a repeating subcomponent within the UnderlyingPaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived.UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.UnderlyingPaymentStreamNonDeliverableFixingDate is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates.UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.UnderlyingPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.UnderlyingPaymentStreamNonDeliverableSettlTerms is a subcomponent of the UnderlyingPaymentStream component used to specify the non-deliverable settlement terms of the stream.UnderlyingPaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.The UnderlyingPaymentStreamPaymentDateGrp is a repeating subcomponent of the UnderlyingPaymentStreamPaymentDates component used to detail fixed dates for swap stream payments.UnderlyingPaymentStreamPaymentDates is a subcomponent of the UnderlyingPaymentStream component used to specify the payment dates of the stream.UnderlyingPaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.The UnderlyingPaymentStreamPricingDateGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to detail fixed pricing dates.The UnderlyingPaymentStreamPricingDayGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to detail periodic pricing days.UnderlyingPaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.UnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream.UnderlyingPaymentStubEndDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the end date of the payment stub.UnderlyingPaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.The UnderlyingPaymentStubGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify front and back stubs in the payment stream.UnderlyingPaymentStubStartDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the start date of the payment stub.UnderlyingPaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.The UnderlyingPhysicalSettlDeliverableObligationGrp is a repeating component within the UnderlyingPhysicalSettlTermGrp component used to report CDS physical settlement delivery obligations.The UnderlyingPhysicalSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report physical settlement terms.UnderlyingPricingDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingPricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.The UnderlyingPricingDateTime component is a subcomponent of UnderlyingInstrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.The UnderlyingProtectionTermEventGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS credit events.UnderlyingProtectionTermEventNewsSourceGrp is a repeating subcomponent within the UnderlyingProtectionTermGrp component. It is used to specify the particular newspapers or electronic news services and sources that may publish relevant information used in the determination of whether or not a credit event has occurred.The UnderlyingProtectionTermEventQualifierGrp is a repeating component within the UnderlyingProtectionTermEventGrp component used to specify qualifying attributes to the event.The UnderlyingProtectionTermGrp is a repeating component within the UnderlyingInstrument component used to report contract protection term details.The UnderlyingProtectionTermObligationGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS obligations.UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.The UnderlyingProvisionCashSettlPaymentDates component is a sub-component within the UnderlyingProvisionGrp component used to report the cash settlement payment dates defined in the provision.The UnderlyingProvisionCashSettlPaymentFixedDateGrp is a repeating component within the UnderlyingProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision.The UnderlyingProvisionCashSettlQuoteSource is a subcomponent of the UnderlyingProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.UnderlyingProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionCashSettlValueDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.The UnderlyingProvisionCashSettlValueDates is a subcomponent within the UnderlyingProvisionGrp component used to report the cash settlement value date and time defined in the provision.UnderlyingProvisionDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.The UnderlyingProvisionGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail additional terms and conditions associated with the instrument.UnderlyingProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.The UnderlyingProvisionOptionExerciseDates is a subcomponent within the UnderlyingProvisionGrp component used to report the option exercise dates and times defined in the provision.The UnderlyingProvisionOptionExerciseFixedDateGrp is a repeating component within the UnderlyingProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates.The UnderlyingProvisionOptionExerciseDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option expiration date and times defined in the provision.UnderlyingProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.The UnderlyingProvisionOptionRelevantUnderlyingDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option relevant underlying date defined in the provision.UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.UnderlyingProvisionParties is a repeating component within the UnderlyingProvisionGrp component used to report the parties identified in the contract provision.UnderlyingProvisionPtysSubGrp is a repeating component within the UnderlyingProvisionParties component used to extend information to be reported for the party.UnderlyingRateSpreadSchedule is a subcomponent of UnderlyingInstrument used to specify the rate spread schedule for a basket underlier.UnderlyingRateSpreadStepGrp is a repeating subcomponent of UnderlyingRateSpreadSchedule used to specify the step dates and amounts of a basket spread schedule.UnderlyingReturnRateDateGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.UnderlyingReturnRateFXConversionGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.UnderlyingReturnRateGrp is a repeating subcomponent within the UnderlyingPaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.UnderlyingReturnRateInformationSourceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.UnderlyingReturnRatePriceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.UnderlyingReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.UnderlyingReturnRateValuationDateGrp is a repeating subcomponent within the UnderlyingReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.UnderlyingSecondaryAssetGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify secondary assets of a multi-asset swap.The UnderlyingSecurityXML component is used to provide a definition in an XML format for the underlying instrument.The UnderlyingSettlMethodElectionDate component is a subcomponent within the UnderlyingOptionExercise component used to report the settlement method election date.UnderlyingSettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingSettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.The UnderlyingSettlRateDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.The UnderlyingStipulations component block has the same usage as the Stipulations component block, but for an underlying security.The UnderlyingStreamAssetAttributeGrp is a repeating subcomponent of the UnderlyingStreamCommodity component used to detail commodity attributes, quality standards and reject limits.UnderlyingStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The UnderlyingStreamCalculationPeriodDateGrp is a repeating subcomponent of the UnderlyingStreamCalculationPeriodDates component used to detail fixed dates for the swap stream.UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream.UnderlyingStreamCommodity is a subcomponent of the UnderlyingStream component used to identify and describe the underlying commodity.UnderlyingStreamCommodityAltIDGrp is a subcomponent of the UnderlyingStreamCommodity component used to specify alternate identifiers.UnderlyingStreamCommodityDataSourceGrp is a subcomponent of the UnderlyingStreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.UnderlyingStreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the UnderlyingStreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.The UnderlyingStreamCommoditySettlDayGrp is a repeating subcomponent of the UnderlyingStreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract.The UnderlyingStreamCommoditySettlPeriodGrp is a repeating subcomponent of the UnderlyingStreamCommodiry component used to defined the settlement period details associated with the commodity contract.The UnderlyingStreamCommoditySettlTimeGrp is a repeating subcomponent of the UnderlyingStreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract.UnderlyingStreamEffectivedDate is a subcomponent of the UnderlyingStreamGrp component used to specify the effective date of the stream.UnderlyingStreamEffectiveDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamEffectiveDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The UnderlyingStreamGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail the swap streams associated with the instrument.UnderlyingStreamTerminationDate is a subcomponent of the UnderlyingStreamGrp component used to specify the termination date of the stream.UnderlyingStreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.This component can be used by the message submitter to provide a list of value types to be checked by the counterparty or message recipient.The YieldData component block conveys yield information for a given Fixed Income security.The Heartbeat message is used as a keepalive for the connection, to make sure that the other party is still responsive after a period of inactivity. The heartbeat interval is specified in the original [Logon &lt;35=A&gt;](msg:A) message. When either end of a FIX connection has not sent any data for the heartbeat interval, it will transmit a Heartbeat message. When either end of the connection has not received any data for the heartbeat interval plus some reasonable transmission time, it will transmit a [Test Request &lt;35=1&gt;](msg:1) message. If there is still no Heartbeat message received after the heartbeat interval plus some reasonable transmission time then the connection should be considered lost and applications should attempt to recover. If the heartbeat interval is set to zero then no regular Heartbeat messages will be generated. In such case, a [Test Request &lt;35=1&gt;](msg:1) message can still be sent regardless, which will force a Heartbeat message. Heartbeats issued in response to a [Test Request &lt;35=1&gt;](msg:1) must contain the [TestReqID (112)](tag:112) present in the request. This is useful to verify that the Heartbeat is the result of the [Test Request &lt;35=1&gt;](msg:1) and not as the result of a regular timeout.This message requests a [Heartbeat &lt;35=0&gt;](msg:0) from the opposing application, to verify it is still responsive. The other application responds with a [Heartbeat &lt;35=0&gt;](msg:0) echoing back the given [TestReqID (112)](tag:112). [TestReqID (112)](tag:112) ensures that the opposite application has generated the Heartbeat as the result of a specific Test Request and not a normal timeout. The opposite application includes the TestReqID in the resulting Heartbeat. Any string can be used as the TestReqID, but uniqueness is preferable for debugging purposes. Timestamps, sequences, or UUIDs are sensible choices.This message is sent by the receiving application to initiate the retransmission of messages. This happens if a sequence number gap is detected, if the receiving application lost a message, or during the initialization process. Applications can request a single message, a range of messages, or all messages which followed a particular message. The sending application may wish to consider the message type when resending messages. For example, if a new order is in the resend series and a significant time period has elapsed since its original inception, the sender may not wish to retransmit the order given the potential for changed market conditions. The [Sequence Reset &lt;35=4&gt;](msg:4) message is used in Gap Fill mode to skip messages that a sender does not wish to resend. It is imperative that the receiving application process messages in sequence order. For example, if message number 7 is missed and 8-9 received, the application should ignore 8 and 9 and ask for a resend of 7-9, or, preferably, 7-0 (0 represents infinity). This latter approach is strongly recommended to recover from out-of-sequence conditions as it allows for faster recovery in the presence of certain race conditions when both sides are simultaneously attempting to recover a gap. - To request a single message: [BeginSeqNo (7)](tag:7) = [EndSeqNo (16)](tag:16) - To request a range of messages: [BeginSeqNo (7)](tag:7) = first message of range, [EndSeqNo (16)](tag:16) = last message of range - To request all messages which followed a particular message: [BeginSeqNo (7)](tag:7) = first message of range, [EndSeqNo (16)](tag:16) = 0This message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. For example, upon receipt of a message with an invalid [MsgType (35)](tag:35) that is otherwise valid. As a rule, messages should be forwarded to the trading application for business-level rejections whenever possible. Rejected messages should be logged and the incoming sequence number should be incremented. The receiving application should disregard any message that is garbled, cannot be parsed or fails a data integrity check. Processing of the next valid FIX message will cause detection of a sequence gap and a [Resend Request &lt;35=2&gt;](msg:2) will be generated. FIX engines should be implemented to recognize a possibly infinite resend loop, which may be encountered in this situation. Generation and receipt of a Reject message indicates a serious error that may be the result of faulty logic in one or both applications. If the sending application chooses to retransmit the rejected message, it should be assigned a new sequence number and sent with [PossResend (97)](tag:97)=Y. It is strongly recommended that the cause of the failure be described in the [Text (58)](tag:58) field. For example, "Invalid data - field 35". If an application-level message fulfills session-level rules then it should then be processed at a business-message level. If this processing detects a rule violation, a business-level reject should be issued. Many business-level messages have specific rejection message types which should be used. All others can be rejected at a business-level with the [Business Message Reject &lt;35=j&gt;](msg:j) message. In the event that a business message is received, fulfills session-level rules, but cannot be processed by the business-level processing system, a [Business Message Reject &lt;35=j&gt;](msg:j) with [BusinessRejectReason (380)](tag:380) = "Application not available at this time" should be sent. Scenarios for a session-level Reject are listed in the documentation for [SessionRejectReason (373)](tag:373).The Sequence Reset message has two modes: Gap Fill mode and Reset mode. # Gap Fill mode Gap Fill mode is used in response to a [Resend Request &lt;35=2&gt;](msg:2) when one or more messages must be skipped. That may be because the sending application chooses not to send a message, e.g. an outdated order, or because the message is administrative and doesn't require resending, e.g. a [Heartbeat &lt;35=0&gt;](msg:0) or [Test Request &lt;35=1&gt;](msg:1). Gap Fill mode is indicated by [GapFillFlag (123)](tag:123) = "Y". In Gap Fill mode, the [MsgSeqNum (34)](tag:34) should conform to standard message sequencing rules. That is, the [MsgSeqNum (34)](tag:34) of the Sequence Reset message should represent the beginning [MsgSeqNum (34)](tag:34) in the Gap Fill range because the remote side is expecting that next message sequence number. # Reset mode Reset mode involves specifying an arbitrarily higher new sequence number to be expected by the receiver of the Sequence Reset message, and is used to reestablish a FIX session after an application failure. Reset mode is indicated by the [GapFillFlag (123)](tag:123) field = "N", or by omitting the field. In Reset mode, it can be assumed that the purpose of the Sequence Reset message is to recover from an out-of-sequence condition. In Reset mode, the [MsgSeqNum (34)](tag:34) in the header should be ignored. That is, the receipt of a Reset mode Sequence Reset message with an out of sequence [MsgSeqNum (34)](tag:34) should not generate resend requests. Reset mode should not be used as a normal response to a [Resend Request &lt;35=2&gt;](msg:2); Gap Fill mode should be used. Reset mode should only be used to recover from a disaster situation which cannot be recovered by using Gap Fill mode. Reset mode may result in the possibility of lost messages. # Processing a Sequence Reset The sending application will initiate the Sequence Reset. The message always specifies a [NewSeqNo (36)](tag:36) to reset to as the value of the next sequence number to be expected by the message recipient immediately following the messages and/or sequence numbers being skipped. A Sequence Reset can only increase the sequence number. If a Sequence Reset attempts to decrease the sequence number, the message should be rejected and treated as a serious error. It is possible to have multiple Resend Requests issued in a row, e.g. 5 to 10 followed by 5 to 11. If sequence number 8, 10, and 11 represent application messages while the 5-7 and 9 represent administrative messages, the series of messages as result of the [Resend Request &lt;35=2&gt;](msg:2) may appear as Gap Fill Sequence Reset with [NewSeqNo (36)](tag:36)=8, message 8, Gap Fill Sequence Reset with [NewSeqNo (36)](tag:36)=10, and message 10. This could then followed by Gap Fill Sequence Reset with [NewSeqNo (36)](tag:36)=8, message 8, a Gap Fill Sequence Reset with [NewSeqNo (36)](tag:36)=10, message 10, and message 11. FIX engines must ignore the duplicate Gap Fill Sequence Reset which is attempting to lower the next expected sequence number.The Logout message initiates or confirms the termination of a FIX session. Disconnecting without exchanging Logout messages should be considered abnormal. Before actually closing the session, the initiator of the logout should wait for the opposite side to respond with a confirming Logout message. This gives the other application a chance to perform any Gap Fill operations that may be necessary. The session may be terminated if the remote side does not respond in an appropriate timeframe. After sending the Logout message, the initiator of the logout should not send any messages, unless responding to a [Resend Request &lt;35=2&gt;](msg:2).This message is used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time-bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trades. Various transaction types are available: "new", "cancel", and "replace". "Cancel" and "replace" both modify the state of the message specified by [IOIRefID (26)](tag:26).This message is used to announce completed transactions. It can be transmitted in various transaction types: "new", "cancel" and "replace". "Cancel" and "replace" both modify the state of a previously transmitted Advertisement specified by [AdvRefID (3)](tag:3).The Execution Report message is used to: 1. Confirm the receipt of an order 2. Confirm changes to an existing order, i.e. accept cancel and replace requests 3. Relay order status information 4. Relay fill information on working orders 5. Relay fill information on tradeable or restricted tradeable quotes 6. Reject orders 7. Report the post-trade fee calculations associated with a trade Execution Reports do not replace end-of-day confirmations. Separate Execution Reports are sent for each order in a [New Order List &lt;35=E&gt;](msg:E). An Execution Report communicates the current state of the order as understood by the broker, using [OrdStatus (39)](tag:39), and the purpose of the message, using [ExecType (150)](tag:150). In an Execution Report, [OrdStatus (39)](tag:39) is used to convey the current state of the order. If an order simultaneously exists in more than one order state, the value with highest precedence is the value that is used in the [OrdStatus (39)](tag:39) field. The order statuses are as follows, from highest to lowest precedence: <table><thead><tr><th>Precedence</th><th>OrdStatus</th><th>Description</th></tr></thead> <tbody><tr><td>11</td><td>Pending Cancel</td><td>Order with an Order Cancel Request pending, used to confirm receipt of an Order Cancel Request. Does not indicate that the order has been canceled.</td></tr> <tr><td>10</td><td>Pending Replace</td><td>Order with an Order Cancel/Replace Request pending, used to confirm receipt of an Order Cancel/Replace Request. Does not indicate that the order has been replaced.</td></tr> <tr><td>9</td><td>Done for Day</td><td>Order not filled, or partially filled; no further executions possible for the trading day</td></tr> <tr><td>8</td><td>Calculated</td><td>Order has been completed for the day, either filled or done for day. Commission or currency settlement details have been calculated and reported in this execution message</td></tr> <tr><td>7</td><td>Filled</td><td>Order completely filled, no remaining quantity</td></tr> <tr><td>6</td><td>Stopped</td><td>Order has been stopped at the exchange. Used when guaranteeing or protecting a price and quantity</td></tr> <tr><td>5</td><td>Suspended</td><td>Order has been placed in suspended state at the request of the client</td></tr> <tr><td>4</td><td>Canceled</td><td>Canceled order with or without executions</td></tr> <tr><td>4</td><td>Expired</td><td>Order has been canceled in broker's system due to time-in-force instructions. The only exceptions are fill-or-kill and immediate-or-cancel orders that have Canceled as their terminal order state</td></tr> <tr><td>3</td><td>Partially Filled</td><td>Outstanding order with executions and remaining quantity</td></tr> <tr><td>2</td><td>New</td><td>Outstanding order with no executions</td></tr> <tr><td>2</td><td>Rejected</td><td>Order has been rejected by the sell-side. Note: an order can be rejected subsequent to order acknowledgment, i.e. an order can pass from New to Rejected status</td></tr> <tr><td>2</td><td>Pending New</td><td>Order has been received by the sell-side's system but not yet accepted for execution. An execution message with this status will only be sent in response to a Status Request message</td></tr> <tr><td>1</td><td>Accepted for bidding</td><td>Order has been received and is being evaluated for pricing. It is anticipated that this status will only be used with the “Disclosed” BidType List Order Trading model</td></tr> </tbody></table> [ExecType (150)](tag:150) is used to identify the purpose of the Execution Report. To transmit a change in [OrdStatus (39)](tag:39) for an order, the broker (sell-side) should send an Execution Report with the new [OrdStatus (39)](tag:39) value in both the [ExecType (150)](tag:150) and the [OrdStatus (39)](tag:39) fields to signify this message is changing the state of the order. The only exception to this rule is that when rejecting a cancel or cancel/replace request, the [Order Cancel Reject &lt;35=9&gt;](msg:9) message is used both to reject the request and to communicate the current [OrdStatus (39)](tag:39). An [ExecType (150)](tag:150) of Pending Cancel or Pending Replace is used to indicate that a cancel or cancel/replace request is being processed. An [ExecType (150)](tag:150) of Canceled or Replace is used to indicate that the cancel or cancel/replace request has been successfully processed. Execution information (e.g. new partial fill or complete fill) should not be communicated in the same report as one which communicates other state changes (such as pending cancel, pending replace, canceled, replaced, accepted, done for day etc). Any fills which occur while an order is pending and waiting to reach a new state must contain the original order parameters, prior to state change request, i.e. [ClOrdID (11)](tag:11), [OrderQty (38)](tag:38), [Price (44)](tag:44), etc. These fills will cause the [CumQty (14)](tag:14) and [AvgPx (6)](tag:6) to be updated. An order cannot be considered replaced until it has been explicitly accepted and confirmed to have been replaced via an Execution Report with [ExecType (150)](tag:150) = 'Replace', at which time the effect of the replacement (new quantity, price, etc.) will be seen. Requests to cancel or cancel/replace an order are only acted upon when there is an outstanding order quantity. A request to replace the [OrderQty (38)](tag:38) to a level lower than the [CumQty (14)](tag:14) will be interpreted by the broker as a request to stop executing the order. A request to change the price of a filled order will be rejected. The [OrderQty (38)](tag:38), [CumQty (14)](tag:14), [LeavesQty (151)](tag:151), and [AvgPx (6)](tag:6) fields should be calculated to reflect the cumulative result of all versions of an order. For example, if partially filled order A were replaced by order B, the [OrderQty (38)](tag:38), [CumQty (14)](tag:14), [LeavesQty (151)](tag:151), and [AvgPx (6)](tag:6) on order B's fills should represent the cumulative result of order A plus those on order B. The general rule is: [OrderQty (38)](tag:38) = [CumQty (14)](tag:14) + [LeavesQty (151)](tag:151). There can be exceptions to this rule when [ExecType (150)](tag:150) or [OrdStatus (39)](tag:39) are Canceled, DoneForDay, Expired, Calculated, or Rejected. In which case, the order is no longer active and [LeavesQty (151)](tag:151) could be 0. Execution Reports communicate new fills with [ExecType (150)](tag:150) = Trade. Execution Reports with [ExecType (150)](tag:150) = Trade Cancel or Trade Correct are used to cancel or correct a previously modified execution report as follows: - The [ExecType (150)](tag:150) of Trade Cancel applies at the execution level and is used to cancel an execution which has been reported in error. The canceled execution will be identified in the [ExecRefID (19)](tag:19) field. Note: [ExecType (150)](tag:150) of Trade Cancel should not be used to cancel a previous Execution Report with [ExecType (150)](tag:150) of Trade Cancel (e.g. cannot cancel a cancel). - The [ExecType (150)](tag:150) of Trade Correct applies at the execution level and is used to modify an incorrectly reported fill. The incorrect execution will be identified in the [ExecRefID (19)](tag:19) field. If a single execution is corrected more than once, [ExecRefID (19)](tag:19) should refer to the [ExecID (17)](tag:17) of the last corrected Execution Report (same convention as [ClOrdID (11)](tag:11) and [OrigClOrdID (41)](tag:41)). To correct an Execution Report which was previously canceled, an Execution Report with [ExecType (150)](tag:150)=Trade should be sent (e.g. cannot send [ExecType (150)](tag:150)=Trade Correct for an Execution Report with [ExecType (150)](tag:150)=Trade Cancel). Note: Data reported in the [CumQty (14)](tag:14), [LeavesQty (151)](tag:151), and [AvgPx (6)](tag:6) fields represent the status of the order as of the time of the correction, not as of the time of the originally reported execution. An [ExecType (150)](tag:150) of Order Status indicates that the execution messages contains no new information, only summary information regarding order status. It is used, for example, in response to an Order Status request message See "Order State Change Matrices" for examples of key state changes, processing of cancel and cancel/replace requests, and for execution cancel/corrects. An Execution Report with [ExecType (150)](tag:150) = Restated represents an Execution Report sent by the sellside communicating a change in the order or a restatement of the order's parameters without an electronic request from the customer. [ExecRestatementReason (378)](tag:378) must be set. This is used for GT orders and corporate actions (see below), changes communicated verbally to the sellside either due to normal business practices or as an emergency measure when electronic systems are not available, repricing of orders by the sellside (such as making Sell Short orders compliant with uptick / downtick rules), or other reasons (Broker option). [ExecRestatementReason (378)](tag:378) can also be used to communicate unsolicited cancels. The field [ClOrdID (11)](tag:11) is provided for institutions or buy-side brokers or intermediaries to affix an identification number to an order to coincide with internal systems. The [OrderID (37)](tag:37) field is populated with the sell-side broker-generated order number (or fund manager-generated order number for CIVs). Unlike [ClOrdID (11)](tag:11) / [OrigClOrdID (41)](tag:41) which requires a chaining through Cancel/Replaces and Cancels, [OrderID (37)](tag:37) and [SecondaryOrderID (198)](tag:198) are not required to change through changes to an order. The underlying business assumption of orders that can trade over multiple days, such as GTC and Good Till Date orders expiring on a future trading date (henceforth referred to as GT orders) is that a GT order that is not fully executed and has not been canceled and has not expired on a given day remains good for the broker to execute the following day. Note that the concept of "day" is determined by the market convention, which will be security specific. At the end of each trading day, once the order is no longer subject to execution, the broker may optionally send an Execution Report with [ExecType (150)](tag:150)='3' (Done for Day). When the [ExpireDate (432)](tag:432) or [ExpireTime (126)](tag:126) of a Good Till Date order is reached, or a GTC order reaches a maximum age, the order is considered expired and the broker may optionally send an Execution Report with [ExecType (150)](tag:150) and [OrdStatus (39)](tag:39)=Expired (C). In handling GT orders, the [OrderQty (38)](tag:38), [CumQty (14)](tag:14) and [AvgPx (6)](tag:6) fields will represent the entirety of the order over all days. The fields [DayOrderQty (424)](tag:424), [DayCumQty (425)](tag:425), and [DayAvgPx (426)](tag:426) can be used on days following the day of the first trade on a GT order. Prior to the start of business each day, for all GT orders that have partial fills on previous days, [DayCumQty (425)](tag:425) and [DayAvgPx (426)](tag:426) are set to zero, and [DayOrderQty (424)](tag:424) becomes the [LeavesQty (151)](tag:151). The following relationship holds: [DayOrderQty (424)](tag:424) = [OrderQty (38)](tag:38) - ([CumQty (14)](tag:14) - [DayCumQty (425)](tag:425)). Since ([CumQty (14)](tag:14) - [DayCumQty (425)](tag:425)) represents the volume traded on all previous days, [DayOrderQty (424)](tag:424) = [OrderQty (38)](tag:38) - Volume traded on all previous days. Note that when changing the quantity of an order, both [OrderQty (38)](tag:38) and [DayOrderQty (424)](tag:424) will change. Requests to change or cancel an order will be made in terms of the total quantity for the order, not the quantity open today. For example, on an order where [OrderQty (38)](tag:38)=10000 and 2000 shares trade during the previous days, a request to change [OrderQty (38)](tag:38) to 15000 will mean that 13000 shares will be open. See "Order State Change Matrices" for examples of canceling and changing GT orders partially filled on previous days. A Cancel on an execution (trade bust, [ExecType (150)](tag:150) = Trade Cancel) happening the same day of the trade will result in [CumQty (14)](tag:14) and [DayCumQty (425)](tag:425) each decreasing by the quantity busted, and [LeavesQty (151)](tag:151) increasing by the quantity busted. [OrderQty (38)](tag:38) and [DayOrderQty (424)](tag:424) will remain unchanged. If the business rules allow for a trade bust to be reported on a later date than the trade being busted, the [OrderQty (38)](tag:38) and [DayCumQty (425)](tag:425) will remain unchanged, the [LeavesQty (151)](tag:151) and [DayOrderQty (424)](tag:424) will increase by the quantity busted, and the [CumQty (14)](tag:14) will decrease by the quantity busted. If bilaterally agreed between counterparties, a broker may wish to transmit a list of all open GT orders, permitting reconciliation of the open orders. Typically this transmission may occur at the end of the trading day or at the start of the following trading day. There is no expected response to such retransmission; in the event of a reconciliation problem this should be resolved manually or via the DK message. Assuming no corporate actions have occurred, the broker will send an Execution Report with [ExecType (150)](tag:150) = Restated (D) and [ExecRestatementReason (378)](tag:378) = GT renewal / restatement (no corporate action) (1) for each open GT order. These Execution Reports may have [DayCumQty (425)](tag:425) and [DayAvgPx (426)](tag:426) restated to zero, and [DayOrderQty (424)](tag:424) restated to [LeavesQty (151)](tag:151) if the transmission occurs at the start of the following business day. The broker has the option of changing the [OrderID (37)](tag:37) and [SecondaryOrderID (198)](tag:198) fields, or leaving them unchanged. If they are changed, then the buy-side should use these new ID fields when sending [Order Cancel Request &lt;35=F&gt;](msg:F), [Order Cancel/Replace Request &lt;35=G&gt;](msg:G), and [Order Status Request &lt;35=H&gt;](msg:H) messages. In the case of a corporate action resulting in the adjustment of an open GT order, the broker will send an Execution Report with [ExecType (150)](tag:150) = Restated (D) and [ExecRestatementReason (378)](tag:378) = GT Corporate action (0) with the order's state after the corporate action adjustment. In the case of stock splits, [OrderQty (38)](tag:38), [CumQty (14)](tag:14), [AvgPx (6)](tag:6), and [LeavesQty (151)](tag:151) will be adjusted to reflect the order's state in terms of current quantity (e.g. shares), not pre-split quantity (e.g. shares). See "Order State Change Matrices" for examples of GT order restatement with and without a corporate action. CIV orders to be executed by the fund manager do not use the [TimeInForce (59)](tag:59) field and only a subset of [OrdStatus (39)](tag:39) values are expected to be used. See VOLUME 7 - "PRODUCT: COLLECTIVE INVESTMENT VEHICLES" for the CIV-specific [OrdStatus (39)](tag:39) values. The Execution Report message is also used for multileg instrument. See "Use of the Execution Report for Multileg Instruments" for multileg-specific details.This message is sent in response to the following messages if they cannot be honored: - [Order Cancel Request &lt;35=F&gt;](msg:F) - [Order Cancel/Replace Request &lt;35=G&gt;](msg:G) - [Order Mass Cancel Request &lt;35=q&gt;](msg:q) Requests to change price or decrease quantity are fulfilled only when an outstanding quantity exists. Filled orders cannot be changed, i.e to reduce the quantity or change the price. However, increasing the order quantity on a currently filled order may be supported. When rejecting an [Order Cancel Request &lt;35=F&gt;](msg:F) or an [Order Cancel/Replace Request &lt;35=G&gt;](msg:G), this message should provide the [ClOrdID (11)](tag:11) which was specified in the request, and the [OrigClOrdID (41)](tag:41) should be that of the last accepted order, except if the rejection is because the ID is unknown. When rejecting an [Order Mass Cancel Request &lt;35=q&gt;](msg:q), the [ClOrdID (11)](tag:11) should be set to the [ClOrdID (11)](tag:11) value which was present in the request. [OrigClOrdID (41)](tag:41) is not specified for a rejected Order Mass Cancel Request.This message is used to establish a FIX connection. The Logon message must be the first message sent by the application attempting to initiating a FIX session. Upon receipt of a Logon message, the session acceptor will authenticate the requester and respond with a Logon message as acknowledgment that the connection request has been accepted. The acknowledgment Logon can be used by the initiator for validation purposes. The session acceptor must be prepared to immediately begin processing messages after receipt of the Logon. The session initiator can choose to begin transmission of FIX messages before receipt of the confirmation Logon, however it is recommended that normal message delivery wait until after the return Logon is received. The confirmation Logon can be used for encryption key negotiation. If a session key is deemed to be weak, a stronger session key can be suggested by returning a Logon message with a new key. This is only valid for encryption protocols that allow for key negotiation. See the FIX website's Application notes for more information on a method for encryption and key passing. The Logon message can be used to specify the [MaxMessageSize (383)](tag:383) supported, which can be used to control fragmentation rules for very large messages which support fragmentation. The Logon message can also be used to specify which [MsgType (35)](tag:35)s are supported. The [HeartBtInt (108)](tag:108) field is used to declare the interval for generating heartbeats. See [Heartbeat &lt;35=0&gt;](msg:0).The Derivative Security List message is used as a response to a [Derivative Security List Request &lt;35=z&gt;](msg:z), and includes a list of securities that matches the criteria specified. This message is used to send a predefined list of securities - usually options - based on a common underlying and option class. It can also be used to send the rules for security creation - again, usually options - which imply the existence of a set of securities. Other uses of this message may include: - Convey comprehensive set of option classes for all market segments in which these option classes participates in - Convey the option classes' trading rules that differ from the default trading rules for the market segmentThe New Order - Multileg message is used to submit orders for securities that are made up of multiple securities, known as legs.The Multileg Order Cancel/Replace message is used to modify a multileg order previously placed using [New Order Multileg &lt;35=AB&gt;](msg:AB). See also [Order Cancel/Replace Request &lt;35=G&gt;](msg:G).The Trade Capture Report Request can be used to: - Request one or more [Trade Capture Report &lt;35=AE&gt;](msg:AE)s based upon the criteria provided - Subscribe to [Trade Capture Report &lt;35=AE&gt;](msg:AE)s based upon tge criteria provided The following criteria can be specified - All trades matching specified trade identification: [TradeReportID (571)](tag:571), [SecondaryTradeReportID (818)](tag:818) - All trades matching specified trade types: [TrdType (828)](tag:828), [TrdSubType (829)](tag:829), [TransferReason (830)](tag:830), [SecondaryTrdType (855)](tag:855), [TradeLinkID (820)](tag:820) - All trades matching the order identification information: [LastPx (31)](tag:31), [ClOrdID (11)](tag:11), [ExecID (17)](tag:17) - Trades that have specified [MatchStatus (573)](tag:573) - All trades for the party defined in the component block [Parties](component:Parties) - This can be a trader id, firm, broker id, clearing firm - All trades for a specific instrument, specified using the component block [Instrument](component:Instrument), the component block [UnderlyingInstrument](component:UnderlyingInstrument), and/or the component block [InstrumentLeg](component:InstrumentLeg). - All unreported trades - Executions that have not been sent - All unmatched trades - Trades that have not been matched - All trades matching specific date and trading session criteria - Trades entered via a specific [TradeInputSource (578)](tag:578) - Trades entered via a specific [TradeInputDevice (579)](tag:579) - All Advisories Each field in the Trade Capture Report Request (other than [TradeRequestID (568)](tag:568) and [SubscriptionRequestType (263)](tag:263)) identify filters - trade reports that satisfy all specified filters will be returned. Note that the filters are combined using an implied "and" - a trade report must satisfy every specified filter to be returned. The optional date or time range-specific filter criteria (within [NoDates (580)](tag:580) repeating group) can be used in one of two modes: - "Since" a time period. [NoDates (580)](tag:580)=1 with first [TradeDate (75)](tag:75) (and optional [TransactTime (60)](tag:60)) indicating the "since" (greater than or equal to operation) point in time. - "Between" time periods. [NoDates (580)](tag:580)=2 with first [TradeDate (75)](tag:75) (and optional [TransactTime (60)](tag:60)) indicating the "beginning" (greater than or equal to operation) point in time and the second [TradeDate (75)](tag:75) (and optional [TransactTime (60)](tag:60)) indicating the "ending" (less than or equal to operation) point in time. The response to a Trade Capture Report Request can be: - One or more [Trade Capture Report &lt;35=AE&gt;](msg:AE)s - A [Trade Capture Report Request Ack &lt;35=AQ&gt;](msg:AQ) followed by one or more [Trade Capture Report &lt;35=AE&gt;](msg:AE)s in two specific cases: - When the Trade Capture Reports are being delivered out of band, such as a file transfer - When there is a processing delay between the time of the request and when the reports will be sent. For instance, in a distributed trading environment where trades are distributed across multiple trading systems - A [Trade Capture Report Ack &lt;35=AR&gt;](msg:AR) only - When no trades are found that match the criteria specified - When the request was deemed invalid for business reasonsThe Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system - Can be sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Can be used to report unmatched and matched trades.This message is used to request the status for orders matching criteria specified within the request. A mass status request is assigned a [ClOrdID (11)](tag:11) and is treated as a separate entity. [Execution Report &lt;35=8&gt;](msg:8)s with [ExecType (150)](tag:150)="Order Status" are returned for all orders matching the criteria in the request. Order selection criteria is specified using the [MassStatusReqType (585)](tag:585) field.The Quote Request Reject message is used to reject [Quote Request &lt;35=R&gt;](msg:R) messages for all quoting models.The RFQ Request is used by liquidity providers to indicate to the market which instruments they're interested in receiving [Quote Request &lt;35=R&gt;](msg:R)s for. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments. In tradeable and restricted tradeable quoting markets - [Quote Request &lt;35=R&gt;](msg:R)s are issued by counterparties interested in ascertaining the market for an instrument. [Quote Request &lt;35=R&gt;](msg:R)s are then distributed by the market to liquidity providers who make markets in the instrument.This message is used as a response to the following messages: - [Quote Status Request &lt;35=a&gt;](msg:a) - [Quote Cancel &lt;35=Z&gt;](msg:Z) - [Quote Response &lt;35=AJ&gt;](msg:AJ), in a negotiation dialogThis message is used to respond to an [Indication of Interest &lt;35=6&gt;](msg:6) or a [Quote &lt;35=S&gt;](msg:S). It is also used to counter a [Quote &lt;35=S&gt;](msg:S) or to end a negotiation dialog. For usage of this message in a negotiation or counter-quote dialog for fixed income and exchanges/marketplace, see Volume 7, Fixed Income and Exchanges and Markets sections respectively.This message is used to provide individual trade-level confirmations from the sell-side to the buy-side. Prior to FIX 4.4, this role was performed by the Allocation message. Unlike the Allocation message, the Confirmation message operates at an allocation-account level (trade level) rather than block level, allowing for the affirmation or rejection of individual confirmations. This message is also used to report the booking status of each allocation instance. When the buy-side, in response, affirms with the [Confirmation Ack &lt;35=AU&gt;](msg:AU) message, the trade is ready to settle. Because each message reports the details of a single ticket, [Account (1)](tag:1) names, fees, net money, and settlement information are reported using fields designated for single-account trades. Every Confirmation message has a unique [ConfirmID (664)](tag:664). It's recommended that the sell-side system trade reference be used as the [ConfirmID (664)](tag:664) where possible, to allow the [ConfirmID (664)](tag:664) to be used as a mutually understood trade reference, e.g. for use in manual conversations regarding specific trades. The capacities of the firm executing the order or orders covered by this confirmation is represented in a repeating group. This is to support confirmations covering orders executed under more than one capacity, e.g. a mixture of agency and principal execution. The [OrderCapacityQty (863)](tag:863) field shows the quantity executed under each [OrderCapacity (528)](tag:528). The sum of the [OrderCapacityQty (863)](tag:863) values must equal the confirmation's [AllocQty (80)](tag:80).The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. Submission of a request may result in the following: - adjustment of both the long and short start of day position quantity - exercise of an option position into a position in the instrument underlying the option - abandonment of an option position that would otherwise exercise - netting of current day trades to change to the end of day long and short position - spreading of a position against other position in order to reduce margin requirements - pledge of a position for collateral purposes - large trader submission of the long and short quantities The request may be submitted as either new, replace or cancel and may refer to a specific position or the previously submitted message. The request is always submitted as of a [ClearingBusinessDate (715)](tag:715) and is therefore required. The parties both owning and holding the position are specified in the parties block.The Position Maintenance Report message is sent by the holder of a position in response to a [Position Maintenance Request &lt;35=AL&gt;](msg:AL) and is used to confirm that a request has been successfully processed or rejected.This message is used by the owner of a position to request a [Position Report &lt;35=AP&gt;](msg:AP) from the holder of the position, usually the central counterparty or clearing organization. The request can be made at several levels of granularity. - Position Report only - Positions and related Trades - Exercises only - Assignments only - Settlements activity The message can be used to request a one=time snapshot of positions, or to subscribe to updates as they occur using the [SubscriptionRequestType (263)](tag:263). The [ResponseTransportType (725)](tag:725) can be used to specify if the reports are to be sent in-band over the session transport or out-of-band of band over an alternative transport such as FTP.This message is returned in response to a [Request for Positions &lt;35=AN&gt;](msg:AN) by the holder of the position. It's used to acknowledge that a request has been received and is being processed.This message is a response to a [Request for Positions &lt;35=AN&gt;](msg:AN) message, returned by the holder of the position. It's used to report all aspects of a position and may be provided on a standing basis to report end-of-day positions to an owner.This message is used as as response to a [Trade Capture Report Request &lt;35=AD&gt;](msg:AD), in these scenarios: - When the request is used to specify an out-of-band subscription or delivery of reports - When the return of the matching [Trade Capture Report &lt;35=AE&gt;](msg:AE)s will be delayed or delivered asynchronously - When no trades were found that matched the criteria in the request - When the request was invalid for some business reason, such as request not being authorized, unknown instrument, etc. A Trade Capture Report Request Ack is not required if one or more [Trade Capture Report &lt;35=AE&gt;](msg:AE)s will be returned in-band immediately.This message can be used to acknowledge or reject [Trade Capture Report &lt;35=AE&gt;](msg:AE)s received from a counterparty.Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the [Confirmation &lt;35=AK&gt;](msg:AK) message. Note the response to the Allocation Report message is the [Allocation Report Ack &lt;35=AT&gt;](msg:AT) message. In versions of FIX prior to version 4.4, the Allocation ACK served this purpose. An Allocation Report message can be submitted with [AllocReportType (794)](tag:794) of - Sellside Calculated Using Preliminary (includes Misc Fees, Accrued Interest and Net Money) - Sellside Calculated Without Preliminary (includes Misc Fees, Accrued Interest and Net Money). ([AllocType (626)](tag:626) = "Sellside Initiated"), i.e. where the allocations have been provided via some other mechanism or agreed earlier in the order process. - Warehouse recap - sent unsolicited by sellside, used to communicate confirmation and current status of any warehoused position in a particular stock (see Volume 7 - PRODUCT: EQUITIES for specific usage guidance on this topic) Settlement instructions are supported on the Allocation Report message to allow the Respondent (sell-side party or carry firm) to send an override of its own instructions to the Initiator. General guidelines applicable to this message: - [AllocReportID (755)](tag:755) should be unique for all Allocation Report messages. - To reject an Allocation Report message, an AllocationReportAck(AT) with [AllocStatus (87)](tag:87) 'Block level reject' or '[Account (1)](tag:1) level reject' should be used. Use of 'Block level reject' means the entire message has been rejected (e.g. net money mismatch). '[Account (1)](tag:1) level reject' is used when the block level matches successfully but one or more (or all) of the constituent account level details fails validation (e.g. account not found, incorrect MiscFees). In the latter case, the rejecting party can (optionally) notify the instructing party of those allocation details that are being rejected by listing the offending account numbers in the [Allocation Instruction Ack &lt;35=P&gt;](msg:P) message. - A rejected Allocation Report must be resolved out-of-band. - Where settling in markets where multiple alternative settlement locations exist, it is recommended that the settlement location (equivalent to ISO15022 'PSET' field) be identified on each allocation detail within the [NoAllocs (78)](tag:78) repeating group. A nested parties component block is provided which can be used for this purpose. The allocation message contains repeating fields for each order, sub-account and individual execution. The repeating fields are shown in the message definition below in typeface Bold-Italic and indented with the → symbol. The field's relative position within the repeating group in the message is important. For example, each instance of allocation must be in the order as shown in the message definition below. - The number of sub-account instances is indicated in [NoAllocs (78)](tag:78). - Multiple orders can be combined for allocation or for [AllocType (626)](tag:626)=" Ready-To-Book" or [AllocType (626)](tag:626) = "Warehouse instruction". Note that combined orders must refer to the same instrument and have the same trade date, settlement date and side. The identification of the orders to be combined can be achieved in one of two ways: - By identifying the number of orders in the [NoOrders (73)](tag:73) field and each individual order in the [OrderID (37)](tag:37) fields. The [AllocNoOrdersType (857)](tag:857) field is used to denote that this is happening and takes value "1=Explicit list provided". If any orders were handled outside FIX, the [ClOrdID (11)](tag:11) must be set to 'MANUAL'. Regardless of whether the orders were handled within or outside FIX, the order quantity and average price must also be specified for each order. This is to assist in validating the message and, for manual orders, to help identify the correct orders to book. - By stating that an unspecified group of orders is to be combined. The [NoOrders (73)](tag:73) field in this case is left blank. The [AllocNoOrdersType (857)](tag:857) field is set to "0=Not specified" to specify that this is happening. Note use of this approach is only recommended where either the number of orders being booked is extremely large or some kind of aggregation rule is being used. - Multiple executions can be combined for allocation by identifying the number of executions in the [NoExecs (124)](tag:124) field and each individual execution in the [ExecID (17)](tag:17) fields. Combined executions must refer to the same instrument, trade date, settlement date and side.This message is used to acknowledge the receipt of and provide status for an [Allocation Report &lt;35=AS&gt;](msg:AS) message. It is possible that multiple Allocation Report Ack messages can be generated for a single [Allocation Report &lt;35=AS&gt;](msg:AS) message to acknowledge the receipt and then to detail the acceptance or rejection of the [Allocation Report &lt;35=AS&gt;](msg:AS) message. It is recommended, when appropriate, that the [MatchStatus (573)](tag:573) field be used in the Allocation Report Ack to denote whether any financial details provided in the [Allocation Report &lt;35=AS&gt;](msg:AS) with [AllocStatus (87)](tag:87) of 'Accepted' were matched by the Initiator. If a match takes place and succeeds, then the match status will be '0-Compared and affirmed'. If the match takes place and fails, or no match takes place, then the match status will be '1-Uncompared or unaffirmed'.The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message.The Settlement Instruction Request message is used to request standing settlement instructions from another party. This could be: - A buyside firm requesting standing instructions from a sellside firm. - A sellside firm requesting standing instructions from a buyside firm. - A sellside or buyside firm requesting standing instructions from a third party central static data database. - A third party central static data database requesting standing instructions from a sellside or buyside firm. Settlement instructions can be requested for any combination of the following parameters (in addition to the party whose instructions are being requested): - [AllocAccount (79)](tag:79) - [Country (421)](tag:421) (of settlement) - [Side (54)](tag:54) - [SecurityType (167)](tag:167) (and/or CFI code) - [SettlCurrency (120)](tag:120) - [SettlDeliveryType (172)](tag:172) (i.e. DVP vs. FOP) - [EffectiveTime (168)](tag:168) (i.e. all instructions valid at any time from this date/time) - Expiry Time (i.e. all instructions valid until this date/time) - Last update time (i.e. all instructions created or updated since this date/time) Alternatively, settlement instructions can be queried by reference to a database of standing instructions using the identifiers of that database as follows: - Database id - Database name - Id of the settlement instructions on this database The response to such a request should be a Settlement Instruction message with [SettlInstTransType (163)](tag:163) "New" containing all SSIs meeting the criteria specified in the Settlement Instruction request. If the request cannot be processed, the request should be rejected with a Settlement Instruction message with [SettlInstTransType (163)](tag:163) "Request rejected". Similarly, if the request returns no data, the request should be rejected with a Settlement Instruction message with [SettlInstTransType (163)](tag:163) "No matching data found".Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. Communication Scenarios: - Assignment Report can be sent unsolicited from the clearing house to a clearing firm. - Assignment Report can be returned in response to a Request for Positions message with a [PosReqType (724)](tag:724) set to 3 (Assignment).An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral.This message is used to assign collateral to cover a trading position. This message can be unsolicited or in response to a [Collateral Request &lt;35=AX&gt;](msg:AX). It can be used to assign initial collateral or to replace collateral.This message is used to respond to a [Collateral Assignment &lt;35=AY&gt;](msg:AY).This message is a general free-format message for describing news items. It contains flags to identify the news item's urgency and to allow sorting by subject company. This message may be sent by any type of institution. The News message supports categorization of the news being published. This allows the news to be filtered by the consumer. For example: - Exchanges may need to provide the [MarketID (1301)](tag:1301) and [MarketSegmentID (1300)](tag:1300) so users can filter news to the segments that are of relevance for them - In multi-lingual environments, news may be published in a variety of languages; a user should be able to filter out messages in irrelevant languages - By providing a categorization of the News messages, users can choose how to render them in different GUIs or to ignore certain categories altogether The News message also allows news to reference other News messages. When one message references another, it may also need to provide the reason for the reference, e.g. an update of the previous message, a complement, or the same item in another language.This message is used to report collateral status when responding to a [Collateral Inquiry &lt;35=BB&gt;](msg:BB).This message is used to inquire for collateral status.This message is sent either immediately after logging on to inform the counterparty system of the type of updates required, or at any other time in the FIX conversation to change the types of status updates required. It can also be used with [NetworkRequestType (935)](tag:935) = Snapshot to request a one-off report of the status of the counterparty system. This message can also be used to cancel a previous subscription, with [NetworkRequestType (935)](tag:935) = StopSubscribing.This message is sent in response to a [Network Counterparty System Status Request &lt;35=BC&gt;](msg:BC). If the network response payload is larger than the maximum permitted message size for that FIX conversation, the response would be split into several messages, the first with [NetworkStatusResponseType (937)](tag:937) = Full and then multiple updates to the first message, adding information as required.This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user’s status.This message is used to respond to a [User Request &lt;35=BE&gt;](msg:BE). It reports the status of the user after the completion of any action requested in the [User Request &lt;35=BE&gt;](msg:BE).Used to respond to a Collateral Inquiry in the following situations: - When the [Collateral Inquiry &lt;35=BB&gt;](msg:BB) will result in an out of band response (such as a file transfer). - When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. - When the Collateral Inquiry is invalid based upon the business rules of the counterparty.The Confirmation Request message is used to request a [Confirmation &lt;35=AK&gt;](msg:AK) message.This message is used to request a list of trading sessions available in a marketplace, and the state of those trading sessions. The request can be modified to request status on a particular trading session, by specifying [TradingSessionID (336)](tag:336) and [TradingSessionSubID (625)](tag:625) (if used by the marketplace). This message can request a list of trading sessions that use a particular trading method or mode by specifying [TradSesMethod (338)](tag:338) and/or [TradSesMode (339)](tag:339). A successful request will result in a [Trading Session List &lt;35=BJ&gt;](msg:BJ) that contains a list of zero or more trading sessions. It is recommended that [TradSesReqID (335)](tag:335) be unique. This value should be returned in the [Trading Session List &lt;35=BJ&gt;](msg:BJ) response. The Trading Session List Request follows the standard request model in providing the [SubscriptionRequestType (263)](tag:263) field which can be used to obtain a snapshot of trading session information, subscribe for a snapshot with subsequent updates, or to unsubscribe from a previous subscription request.This message is sent as a response to a [Trading Session List Request &lt;35=BI&gt;](msg:BI). It should contain the characteristics of the trading session and the current state of the trading session. The message could be relayed every trading day, or at least when trading sessions are changed. It can include either trading sessions only or, if applicable, trading sub-sessions. Depending on characteristics of the market, the various time fields may apply. The message should include the [TradSesReqID (335)](tag:335) value from the request.This message is used for reporting updates to a Contract Security Masterfile. Updates could be due to corporate actions or other business events. Updates may include additions, modifications or deletions.This message is used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions.This message is used in a 3-party allocation model where notification of group creation and group updates to counterparites is needed. The message will also carry trade information that comprised the group to the counterparites.This message is optional, and is used to convey that an electronically received execution has either been accepted or rejected (DK'd). The DK portion of this message does not replace the existing [Don't Know Trade &lt;35=Q&gt;](msg:Q) message for users who have already implemented [Don't Know Trade &lt;35=Q&gt;](msg:Q). Users who have not implemented the [Don't Know Trade &lt;35=Q&gt;](msg:Q) message can use this message to both accept and reject an execution report. Users who wish to continue to use [Don't Know Trade &lt;35=Q&gt;](msg:Q) can also choose to use this message for acknowledgements only.This message is used for reporting contrary expiration quantities for Saturday-expiring options. This information is required by options exchanges for regulatory purposes.This message is used for reporting updates to a Product Security Masterfile. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions.This message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. The settlement obligation is intended to be used for auxiliary reporting of settlement details that will be conducted over SWIFT or CLS in order to affect the instructions. The structure is designed to allow multiple FX deals to be aggregated and netted into a single instruction to simplify the reporting process. This message can be used in one of two modes, with [SettlObligMode (1159)](tag:1159): 1. Preliminary - the instructions have been generated prior to final cutoff and information is still subject to change up until cutoff has been reached 2. Final - the instructions have been generated with final settlement information which cannot subsequently be changed for the current settlement period See VOLUME 7 - "PRODUCT: FOREIGN EXCHANGE" section for more detailed usage notes for this message type.This message is used to send updates to an option family or the strikes that comprise an option family.This message is used by marketplaces to provide intra-day updates when there are changes to trading sessions.This message is used to request market structure information. Fields that are specified will act as "filters" for the request. For example, if [MarketID (1301)](tag:1301) is specified then only market structure information for that specified market should be returned. If [MarketID (1301)](tag:1301) is not specified then the request is for all available market structure information. This message can be to request a snapshot, to subscribe, or to unsubscribe from an earlier subscription request. This is specified with [SubscriptionRequestType (263)](tag:263).This message is used to respond to a [Market Definition Request &lt;35=BT&gt;](msg:BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the [Market Definition Update Report &lt;35=BV&gt;](msg:BV). This message is associated with a list of trading sessions (and sub-sessions) applicable for the segment. The list is published using the [Trading Session List &lt;35=BJ&gt;](msg:BJ) message.In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the [Market Definition &lt;35=BU&gt;](msg:BU) message.This message is used to request a retransmission of a set of one or more messages generated by the application specified in [RefApplID (1355)](tag:1355). The message can be used for five types of transmission requests: - 0 - retransmission of application messages for a specified application and sequence number range - 1 - subscription to an application in order receive, for example, drop copy services - 2 - request the last application sequence number sent by an application - 3 - request the valid set of application identifiers for which a user is authorized - 4 - unsubscribe to one or more applications The message specifies the sequence number range using [ApplBegSeqNum (1182)](tag:1182) and [ApplEndSeqNum (1183)](tag:1183) for a given [RefApplID (1355)](tag:1355) to request messages for retransmission.This message is used to acknowledge an [Application Message Request &lt;35=BW&gt;](msg:BW), indicating whether or not it was successful. It does not provide the actual content of the messages to be resent.This message is used for three different purposes: - to reset the [ApplSeqNum (1181)](tag:1181) of a specified [ApplID (1180)](tag:1180) - to indicate that the last message has been sent for a particular [ApplID (1180)](tag:1180) - as a keep-alive mechanism for [ApplID (1180)](tag:1180)s with infrequent message traffic The purpose of the message is indicated with [ApplReportType (1426)](tag:1426).This message is used to acknowledge an [Order Mass Action Request &lt;35=CA&gt;](msg:CA). Each affected order that is suspended, released or canceled is acknowledged with an [Execution Report &lt;35=8&gt;](msg:8) per order.This message is similar in format and purpose to the [News &lt;35=B&gt;](msg:B) message. However, it is intended for private use between two parties.This message is used to request the suspension or release of a group of orders that match the criteria specified. This is equivalent to individual [Order Cancel/Replace Request &lt;35=G&gt;](msg:G)s for each order with or without adding "S" to the [ExecInst (18)](tag:18) values. It can also be used for mass order cancellation. This message is acknowledged using an [Order Mass Action Report &lt;35=BZ&gt;](msg:BZ). The [Order Mass Action Report &lt;35=BZ&gt;](msg:BZ) will contain the [ClOrdID (11)](tag:11) that was specified on the request. An Order Mass Action Request is assigned a [ClOrdID (11)](tag:11) and is treated as a separate entity. The [ClOrdID (11)](tag:11) assigned to the suspension or release request must be unique amongst the [ClOrdID (11)](tag:11) assigned to regular orders, replacement orders, cancel requests, etc. An immediate response to this message is required. It is recommended that an [Execution Report &lt;35=8&gt;](msg:8) with [ExecType (150)](tag:150) = "Pending Replace" (or "Pending Cancel" if used for mass cancellation) be sent unless the request can be immediately accepted. [MassActionType (1373)](tag:1373) can be used to specify filtering criteria.This message is used to notify one or more users of an event or information from the sender. This message is usually unsolicited, from a marketplace (e.g. Exchange, ECN) to a market participant.In certain markets where market data aggregators fan out the pricing streams provided by price makers to clients, the price maker may assign the clients to certain pricing streams. For example, in the FX markets, where clients may be assigned to different pricing streams based on volume bands and currency pairs. The various Stream Assignment messages facilitates automating the assignment of clients to specific price streams by the price makers, and allows the price maker to notify the aggregator of these assignments. This message is used by the aggregator and is sent to the price maker to request stream assignments for one or more clients. The response to this message is the [Stream Assignment Report &lt;35=CD&gt;](msg:CD).This message is sent in response to a [Stream Assignment Request &lt;35=CC&gt;](msg:CC). It provides information back to the aggregator about which clients to assign to which price streams based on requested CCY pair. This message can also be sent to the aggregator from the price maker without a request.This message is used to respond to a [Stream Assignment Report &lt;35=CD&gt;](msg:CD), to either accept or reject an unsolicited assignment.This message is used to request party detail information.This message is used to share party details between counterparties. It may be sent in response to a [Party Details List Request &lt;35=CF&gt;](msg:CF) or be sent unsolicited.This message is used to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more [Position Report &lt;35=AP&gt;](msg:AP)s instead of one or more [Margin Requirement Report &lt;35=CJ&gt;](msg:CJ)s. If the inquiry is made at the detail level, an [Instrument](component:Instrument) block must be provided with the desired level of detail. If the inquiry is made at the summary level, the [Instrument](component:Instrument) block is not provided. For example, if the inquiring firm specifies the [SecurityType (167)](tag:167)Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level.This message is used to respond to a [Margin Requirement Inquiry &lt;35=CH&gt;](msg:CH).This message returns information about margin requirements, either as on overview across all margin accounts, or on a detailed level if the request used the optional [Instrument](component:Instrument) component block. Application sequencing can be used to re-request a range of reports.This message is used to share updates to party detail information.This message is used to request risk information for specific parties, specific party roles or specific instruments. The response is a [Party Risk Limits Report &lt;35=CM&gt;](msg:CM).This message is used to communicate party risk limits. It can either be sent as a response to a [Party Risk Limits Request &lt;35=CL&gt;](msg:CL) or can be unsolicited.This message is used to request the trading status for a group of instruments. A single single [Security Mass Status &lt;35=CO&gt;](msg:CO) message or multiple [Security Status &lt;35=f&gt;](msg:f) messages are returned as a response.This message provides the trading status for a group of securities. This can either be a previously defined security list identified by [SecurityListID (1465)](tag:1465) or all securities of a specific market, market segment, trading session, trading sub-session, or by usage of one or more fields of the [InstrumentScope](component:InstrumentScope) component as selection criteria. [SecurityMassTradingStatus (1679)](tag:1679) defines the new state for the group of securities after a state change. Exceptions to the state change can be conveyed through a list of individual securities with a different trading status.This message is sent by the clearing house to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types are described using the [Parties](component:Parties) component and the [PtysSubGrp](component:PtysSubGrp) sub-component. In certain usages, the clearing members can send the Account Summary Report message to the clearing house as needed. For example, clearing members can send this message to the clearing house to identify the value of collateral for each customer, to satisfy CFTC LSOC regulatory reporting obligations. Clearing organizations can also send the Account Summary Report message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member ("CM") by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator. For example, to the CFTC to meet Part 39, Section 39.19 reporting obligations. The [Parties](component:Parties) component and [PtysSubGrp](component:PtysSubGrp) sub-component are used to describe the clearing member number and account type for that report. Net settlement amount or amounts are provided using the [SettlementAmountGrp](component:SettlementAmountGrp) component. Margin requirement amounts are provided using the [MarginAmount](component:MarginAmount) component. The current collateral values for each valid collateral type is provided using the [CollateralAmountGrp](component:CollateralAmountGrp) component. Likewise pay/collect information is provided using the [PayCollectGrp](component:PayCollectGrp) component. Margin and pay/collect amounts can optionally be tied to markets and market segments for clearing houses that support multiple markets and market segments.This message is used to convey incremental changes to risk limits. It is similar to [Party Risk Limits Report &lt;35=CM&gt;](msg:CM) but uses the [PartyRiskLimitsUpdateGrp](component:PartyRiskLimitsUpdateGrp) component instead of the [PartyRiskLimitsGrp](component:PartyRiskLimitsGrp) component to include an update action.This message is used for defining new risk limits.This message is used for accepting or rejecting the definition of risk limits. It's valid to accept a definition that includes no changes.This message is used to request entitlement information for one or more parties, specific party roles, or specific instruments.This message is used to report entitlements for one or more parties, party roles, or specific instruments.This message is used to acknowledge a [Quote &lt;35=S&gt;](msg:S). It can also be used to acknowledge the request to cancel an individual quote, i.e. [Quote Cancel &lt;35=Z&gt;](msg:Z) with [QuoteCancelType (298)](tag:298) = 5 (Cancel specified sinqle quote).This message is used for defining new parties and modifying or deleting existing party information, including the relationships between parties. The response is a [Party Details Definition Request Ack &lt;35=CY&gt;](msg:CY) which indicates whether the request was accepted or rejected.This message is used as a response to a [Party Details Definition Request &lt;35=CX&gt;](msg:CX). The request may be accepted (with or without changes) or rejected.This message is used to convey incremental changes to party entitlements. It is similar to the [Party Entitlements Report &lt;35=CV&gt;](msg:CV). This message uses the [PartyEntitlementUpdateGrp](component:PartyEntitlementUpdateGrp) component which includes [ListUpdateAction (1324)](tag:1324) to specify an update action.This message is used to submit orders for execution, for securities, forex, collective investment vehicles (CIV), and more. Orders can be submitted with special handling instructions and execution instructions. Handling instructions refer to how the broker should handle the order on its trading floor. See [HandlInst (21)](tag:21). Execution instructions contain explicit directions as to how the order should be executed. See [ExecInst (18)](tag:18). Orders received with [PossResend (97)](tag:97) set in the header should be validated by [ClOrdID (11)](tag:11). Implementations should also consider checking order parameters (side, symbol, quantity, etc.) to determine if the order had been previously submitted. [PossResend (97)](tag:97) previously received should be acknowledged back to the client using an [Execution Report &lt;35=8&gt;](msg:8). [PossResend (97)](tag:97) not previously received should be processed as a new order. The given [TransactTime (60)](tag:60) should allow the receiver of the order to apply business rules to determine if the order is potentially stale, e.g. in the event that there have been communication problems. To support forex accommodation trades, two fields, [ForexReq (121)](tag:121) and [SettlCurrency (120)](tag:120), are included in the message. To request a broker to execute a forex trade in conjunction with the securities trade, the institution would set the [ForexReq (121)](tag:121) = Y and [SettlCurrency (120)](tag:120) = "intended settlement currency". The broker would then execute a forex trade from the execution currency to the settlement currency and report the results via the execution message in the [SettlCurrAmt (119)](tag:119) and [SettlCurrency (120)](tag:120) fields. Orders involving or requiring pre-trade allocation consist of the following steps: - Buy-side sends a New Order Single specifying one or more [AllocAccount (79)](tag:79) and [AllocQty (80)](tag:80) values within the repeating group designated by [NoAllocs (78)](tag:78) - Sell-side sends [Execution Report &lt;35=8&gt;](msg:8) messages for the new and resulting fills. - Post-trade allocation messaging takes place To take an [Indication of Interest &lt;35=6&gt;](msg:6) or [Quote &lt;35=S&gt;](msg:S) from an ECN or exchange and not display the order on the book, the New Order Single message should contain [TimeInForce (59)](tag:59) = "ImmediateOrCancel" and [OrdType (40)](tag:40) = "Previously Indicated" or "Previously Quoted".This message is used for defining new entitlements, and modifying or deleting existing entitlements for the specified parties. [Party Entitlements Definition Request Ack &lt;35=DB&gt;](msg:DB) is the response message, used to indicate whether the request was accepted or rejected.This message is used as a response to a [Party Entitlements Definition Request &lt;35=DA&gt;](msg:DA) to accept (with or without changes) or reject the definition of party entitlements.This message is used by exchanges and ECN's to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches, as well as implied matches in which more complex instruments can match with simpler instruments.This message is used to respond to [Trade Match Report &lt;35=DC&gt;](msg:DC)s. It's used to accepting or reject the request.This message is a response to a [Party Risk Limits Report &lt;35=CM&gt;](msg:CM) or to a [Party Risk Limits Update Report &lt;35=CR&gt;](msg:CR), to acknowledge or reject those messages.This message is used to request approval of credit or risk limit amounts intended to be used in a transaction, from another party that holds the information.This message is used to acknowledge a [Party Risk Limit Check Request &lt;35=DF&gt;](msg:DF) and to say whether the request was accepted or not. When used to accept the request, the response may also include the limit amount that was approved.This message is used to suspend or halt the specified party from further trading activities. The response is a [Party Action Report &lt;35=DI&gt;](msg:DI).This message is used to respond to a [Party Action Request &lt;35=DH&gt;](msg:DH), indicating whether the request has been received, accepted or rejected. This message can also be used in an unsolicited manner to report party actions, e.g. reinstatement after a manual intervention out-of-band.This message is used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing-related attributes, only the key order attributes for high-performance trading are available. The behavior of individual orders within a Mass Order may vary depending upon its attributes, e.g. [OrdType (40)](tag:40) and [TimeInForce (59)](tag:59). Individual orders may be modified or cancelled with single order messages such as [Order Cancel/Replace Request &lt;35=G&gt;](msg:G) and [Order Cancel Request &lt;35=F&gt;](msg:F). Each of the orders in the Mass Order is to be treated as a standalone order.This message is used to acknowledge the receipt of a [Mass Order &lt;35=DJ&gt;](msg:DJ), including the status. The content of the message depends on the value of [OrderResponseLevel (2427)](tag:2427) in the [Mass Order &lt;35=DJ&gt;](msg:DJ). Only the order status is provided, even if there's an immediate execution; that would appear in an [Execution Report &lt;35=8&gt;](msg:8).This message is sent by clearing firms to central counterparties (CCPs) to initiate position transfers, or to accept or decline position transfers.This message is sent by central counterparties (CCPs) to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions. This message is intended to be a technical acknowledgment, not a business-level acknowledgment which would instead use a [Position Transfer Report &lt;35=DN&gt;](msg:DN). As such, [TransferID (2437)](tag:2437), a business-level ID assigned by the CCP, need not be assigned when providing a technical acknowledgment to a new or rejected position transfer request.This message is sent by central counterparties (CCPs) to clearing firms, indicating positions to be transferred to the clearing firm, or to report the status of the transfer to the clearing firms involved in the transfer process.This message is used to request statistical data. The simple form is to set [MDStatisticID (2475)](tag:2475) to an identifier assigned by the marketplace which denotes a pre-defined statistical report. The request can also define a number of parameters for the desired statistical information. The resulting data set can be restricted to a specific market, market segment or pre-defined security list for which a single set of statistics will be returned. It is also possible to specify individual instruments or groups of instruments by using the [Instrument](component:Instrument), [UndInstrmtGrp](component:UndInstrmtGrp) and [InstrmtLegGrp](component:InstrmtLegGrp) components. Fields specified in the request are used as criteria to filter the resulting data.This message is used to provide unsolicited statistical information, or in response to a specific [Market Data Statistics Request &lt;35=DO&gt;](msg:DO). Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument.This message is used to acknowledge a [Collateral Report &lt;35=BA&gt;](msg:BA). It can be used to accept the report, or to reject it when the content of the report is considered invalid by business rules.This message is used to provide delimiting references, e.g. start and end markers in a continuous broadcast, and details about the number of market data messages sent in a given distribution cycle. This message can be used when distributing reference data and market data on an ongoing basis to convey start and end points for synchronization. The report contains multiple message counters which are provided at the beginning or end of a cycle.This message is used to indicate the submission of orders or quotes that may result in a crossed trade. Regulatory requirements can allow exchanges to match orders belonging to the same account, firm or other common attribute. This can include the requirement to first announce the intention to cross orders. The time permitted between the announcement and the actual cross is typically well-defined and may depend on the maximum quantity announced.This message is used to confirm the receipt of a [Cross Request &lt;35=DS&gt;](msg:DS).This message is used in a clearing house 3-party allocation model to request an [Allocation Instruction Alert &lt;35=BM&gt;](msg:BM) from the clearing house. The request may be used to obtain the current status of an allocation group.This message is used to acknowledge an [Allocation Instruction Alert Request &lt;35=DU&gt;](msg:DU) in a clearing house 3-party allocation model. The actual response to such a request is an [Allocation Instruction Alert &lt;35=BM&gt;](msg:BM).This message is used to request that the identified trades between the initiator and respondent be aggregated together for further processing. It results in a [Trade Aggregation Report &lt;35=DX&gt;](msg:DX).This message is used to respond to a [Trade Aggregation Request &lt;35=DW&gt;](msg:DW). It states whether the request was accepted or rejected, and may provide additional information about the aggregate trade.This message is used to communicate a future or expected payment to be made or received related to a trade or contract after its settlement. This message, in the context of operational communication between investment managers and their brokers, is intended to agree and confirm on payments to be made or received during the life of a contract.This message is used to acknowledge receipt of a [Pay Management Request &lt;35=DY&gt;](msg:DY). Acceptance or rejection of the request is reported in the corresponding [Pay Management Report &lt;35=EA&gt;](msg:EA).This message can be used in one of two ways depending on which market conventions are being followed. In the non-disclosed convention, the New Order List message is sent after the bidding process has been completed, by telephone or electronically. The New Order List message lists the stocks, quantities, and direction for the trade and may contain pre-allocation information. In the disclosed convention, the New Order List message is sent before the bidding process is started, by telephone or electronically. The New Order List message lists the stocks and quantities from the bidding process, and may contain pre-allocation information. The direction of the trade is disclosed after the bidding process is completed. This message may also be used as the first message for the transmission of a program trade where the bidding process has been done by means other than FIX. In this scenario, the messages may either be used as a staging process, in which case the broker will start execution once either a [List Execute &lt;35=L&gt;](msg:L) is received or for immediate execution, in which case the orders will be executed on receipt. Where multiple waves of a program trade are submitted by an institution or retail intermediaries, as a series of separate lists, to a broker [ClOrdLinkID (583)](tag:583) may be used to link the orders together. The New Order List message type may also be used by institutions or retail intermediaries wishing to electronically submit multiple Collective Investment Vehicle orders to a broker or fund manager for execution.This message may be used to respond to a [Pay Management Request &lt;35=DY&gt;](msg:DY). It states whether the request was accepted or rejected and may provide additional information. This message may also be unsolicited, sent by the broker to a client. In which case, the client may acknowledge and resolve disputes out-of-band or with a [Pay Management Report Ack &lt;35=EB&gt;](msg:EB). This message may also be unsolicited, to report the progress status of the payment with [PayReportTransType (2804)](tag:2804) = 2 (Status). This message, in the context of operational communication between investment managers and their brokers, is intended to agree and confirm on payments to be made or received during the life of a contract.This message is used as a response to a [Pay Management Report &lt;35=EA&gt;](msg:EA). It may be used to acknowledge, accept, reject or dispute the details of the [Pay Management Report &lt;35=EA&gt;](msg:EA) depending on business rules.This message is used to request the settlement status of a trade. Where possible, a trade reference or identifier should be provided. If it's not possible, it's recommended that as many of the trade details are provided as possible. The trade details provided are not intended to serve as filter criteria, but as look-up criteria.This message is used to respond to a [Settlement Status Request &lt;35=EC&gt;](msg:EC) to acknowledge, accept or reject the request. This message is not used to communicate the settlement status of a trade; that's the responsibility of a [Settlement Status Report &lt;35=EE&gt;](msg:EE).This message is a response to a [Settlement Status Request &lt;35=EC&gt;](msg:EC) and provides settlement status for the requested trade. It may also be unsolicited, with no corresponding request.This message is used to acknowledge, accept or reject a [Settlement Status Report &lt;35=EE&gt;](msg:EE).This message is used to request the cancellation of the remaining quantity of an existing order. The [Order Cancel/Replace Request &lt;35=G&gt;](msg:G) should be used to reduce an order's quantity. The request will only be accepted if the order can be successfully pulled from the exchange without executing. Each request is assigned a [ClOrdID (11)](tag:11) and is treated as a separate entity. The [ClOrdID (11)](tag:11) assigned to the request must be unique amongst the [ClOrdID (11)](tag:11) assigned to regular orders and replacement orders. If rejected, the [ClOrdID (11)](tag:11) of the request will be sent in the [Order Cancel Reject &lt;35=9&gt;](msg:9) message, as well as the [ClOrdID (11)](tag:11) of the actual order in the [OrigClOrdID (41)](tag:41) field. An immediate response to this message is required. It is recommended that an [Execution Report &lt;35=8&gt;](msg:8) with [ExecType (150)](tag:150) = "Pending Cancel" be sent unless the request can be immediately accepted or rejected.This message is used to change the parameters of an existing order. Do not use this message to cancel the remaining quantity of an outstanding order, use [Order Cancel Request &lt;35=F&gt;](msg:F) instead. This request can be used to change any valid attribute of an open order, e.g. to reduce or increase quantity, to change limit price, or to change instructions. Subject to agreement between counterparties, it can be used to re-open a filled order by increasing [OrderQty (38)](tag:38). An immediate response to this message is required. It is recommended that an [Execution Report &lt;35=8&gt;](msg:8) with [ExecType (150)](tag:150) = "Pending Replace", be sent unless the request can be immediately accepted or rejected. The request will only be accepted if the order can successfully be pulled from the exchange without executing. Requests which cannot be processed will be rejected using the [Order Cancel Reject &lt;35=9&gt;](msg:9) message. The [Order Cancel Reject &lt;35=9&gt;](msg:9) message should provide the [ClOrdID (11)](tag:11) and [OrigClOrdID (41)](tag:41) values which were specified on the request. While it is necessary for the [ClOrdID (11)](tag:11) to change and be unique, the broker's [OrderID (37)](tag:37) field does not necessarily have to change as a result of an accepted request. The protocol supports the chaining of multiple cancel/replace requests, though trading counterparties may not support this functionality. Care should be taken if the order owner wishes to send a cancel/replace request when there is any cancel/replace requests which have not yet been accepted or rejected. In general: - The order sender should chain client order ids on an 'optimistic' basis, i.e. set the [OrigClOrdID (41)](tag:41) to the last non-rejected [ClOrdID (11)](tag:11) sent - The order receiver should chain client order ids on a 'pessimistic' basis, i.e. set the [OrigClOrdID (41)](tag:41) on execution reports that convey the receipt or successful application of a cancel/replace and [Order Cancel Reject &lt;35=9&gt;](msg:9) messages to be the last 'accepted' [ClOrdID (11)](tag:11) In the event that an application chains order cancel/replaces rapidly, it should ensure that each request contains the desirable state of the order in full. For example, if an attempt is made to change the limit price and then an immediate request to change the quantity is issued, then if the desired behaviour is that both the limit price and quantity should be changed then the second request should include the revised limit price, in case the first request is rejected. All of the application-level fields in the original order should be retransmitted with the original values in the request, except the fields that are being changed. Any field may be changed with this message except those in the [Instrument](component:Instrument) component block and limited changes to the [Side (54)](tag:54) field, noted below. Applications may further restrict which fields are allowed to change, so bilateral agreement is required. For example, some firms may not allow fields such as [Side (54)](tag:54) to change. Applications should validate the request to ensure that it does not attempt to change a field that cannot change; if it does, a [Order Cancel Reject &lt;35=9&gt;](msg:9) with [CxlRejReason (102)](tag:102) = 2 should be sent. When modifying [ExecInst (18)](tag:18) values in a replacement order, it is necessary to re-declare all [ExecInst (18)](tag:18)s. [ExecInst (18)](tag:18) values will not be carried forward from the original order to the replacement unless re-declared.This message is used to request the order status for an existing order.This message used to to specify how an order or set of orders should be subdivided amongst one or more accounts. Prior to FIX 4.4, this message used the name "Allocation", and was also used to communicate fee and expense details from the sell-side to the buy-side. This role has now been removed from and is now performed by [Allocation Report &lt;35=AS&gt;](msg:AS) and [Confirmation &lt;35=AK&gt;](msg:AK). The [Allocation Report &lt;35=AS&gt;](msg:AS) message should be used for the sell-side-initiated allocation role as defined in previous versions of the protocol. The response to this message is the [Allocation Instruction Ack &lt;35=P&gt;](msg:P) message. Allocation is typically communicated post-trade, after fills have been received and processed. It can, however, also be communicated pre-trade, at the time the order is being placed, to specify the accounts and their respective order quantities which make up the order. This is a regulatory requirement in certain markets and for certain types of securities. This message can be submitted with [AllocTransType (71)](tag:71) = "new", "cancel" or "replace". The [AllocType (626)](tag:626) field indicates the type or purpose of the message: - Calculated - includes MiscFees and [NetMoney (118)](tag:118) - Preliminary - without MiscFees and [NetMoney (118)](tag:118) - Ready-To-Book - Warehouse instruction [AllocSettlInstType (780)](tag:780) is used to specify full settlement instruction details, to provide a reference to a settlement instruction held on a database of such instructions or to instruct the receiving party to perform one of the following actions: - Use default instructions - Derive the instructions from the parameters of the trade - Phone for instructions [AllocID (70)](tag:70) should be unique for all messages with [AllocTransType (71)](tag:71) = "new". When [AllocTransType (71)](tag:71) = "replace" or "cancel", [RefAllocID (72)](tag:72) and [AllocCancReplaceReason (796)](tag:796) are required. To reject an Allocation Instruction, an [Allocation Instruction Ack &lt;35=P&gt;](msg:P) with [AllocStatus (87)](tag:87) = "'Block-level reject" or "Account-level reject" should be used. Block-level reject is used to reject the entire message, e.g. due to one or more of the orders not matching. An account-level reject is used when the block-level matches successfully but one or more of the constituent account-level details failed validation, e.g. the account was not found. In the latter case, the rejecting party can optionally notify the instructing party of those allocation details that are being rejected by listing the offending account IDs in the [Allocation Instruction Ack &lt;35=P&gt;](msg:P). [AllocGrp](component:AllocGrp) exists for this purpose. The correct response to a block-level reject [Allocation Instruction Ack &lt;35=P&gt;](msg:P) is a new Allocation Instruction with [AllocTransType (71)](tag:71) = "new", as the previous message has been rejected in entirety. In the case of an account-level reject, either: - the original Allocation Instruction should be cancelled (an Allocation Instruction referencing the original in [RefAllocID (72)](tag:72), with [AllocTransType (71)](tag:71) = "cancel") then reinstated (a second Allocation Instruction with [AllocTransType (71)](tag:71) = "new") - the original Allocation Instruction should be fully replaced (an Allocation Instruction referencing the original in [RefAllocID (72)](tag:72), with [AllocTransType (71)](tag:71) = "replace"). A replacement allocation message must contain all data for the replacement allocation. It is the responsibility of the recipient to identify which fields have been changed Optionally, an Allocation Instruction with [AllocTransType (71)](tag:71) = "cancel" or "replace" can be rejected if an [Allocation Instruction Ack &lt;35=P&gt;](msg:P) with status = "accepted" has already been sent. Manual communication would then be required to effect the required changes. This approach would generally be required where the generation of the accepted [Allocation Instruction Ack &lt;35=P&gt;](msg:P) is used to move the allocation details into downstream processing, e.g. confirmation generation. In which case, a subsequent cancellation or amendment may require the details to be retrieved from the downstream process. Where an amendment or cancellation of an Allocation Instruction has taken place out outside of FIX, an [Allocation Report &lt;35=AS&gt;](msg:AS) message can be sent to confirm that the relevant action has taken place. Where settling in markets where multiple alternative settlement locations exist, it is recommended that the settlement location be specified on each allocation detail within the [AllocGrp](component:AllocGrp) component. A [NestedParties](component:NestedParties) component block exists for this purpose. [Quantity (53)](tag:53) must equal the total quantity allocated. If present, the total quantity in the execution section must also be equal to this value. The total quantity of the allocation does not necessarily have to equal the total quantity of the orders being allocated. For example in good-til (GT) orders, especially where multi-day average pricing is taking place. The quantity of each order being booked must also be specified on the message. This will be equal to the order quantity if the entire order is being booked, though can be less if only part of the order is being booked. The sum of the order booking quantities must be equal to [Quantity (53)](tag:53). The number of sub-account instances is indicated in the [AllocGrp](component:AllocGrp) component. Multiple orders can be combined for allocation or for [AllocType (626)](tag:626) = "Ready-To-Book" or for [AllocType (626)](tag:626) = "Warehouse instruction". Note that combined orders must refer to the same instrument and have the same trade date, settlement date and side. The identification of the orders to be combined can be achieved in one of two ways: - By identifying the number of orders in the [NoOrders (73)](tag:73) field and each individual order in the [OrderID (37)](tag:37) fields. The [AllocNoOrdersType (857)](tag:857) field is used to denote that this is happening and takes value "1=Explicit list provided". If any orders were handled outside FIX, the [ClOrdID (11)](tag:11) must be set to 'MANUAL'. Regardless of whether the orders were handled within or outside FIX, the order quantity and average price must also be specified for each order. This is to assist in validating the message and, for manual orders, to help identify the correct orders to book. - By stating that an unspecified group of orders is to be combined. The [NoOrders (73)](tag:73) field in this case is left blank. The [AllocNoOrdersType (857)](tag:857) field is set to "0=Not specified" to specify that this is happening. This approach is only recommended where either the number of orders being booked is extremely large or some kind of aggregation rule is being used. Multiple executions can be combined for allocation by identifying the number of executions in the [NoExecs (124)](tag:124) field and each individual execution in the [ExecID (17)](tag:17) fields. Combined executions must refer to the same instrument, trade date, settlement date and side. Except where [AllocTransType (71)](tag:71) = 'Cancel' or where [AllocNoOrdersType (857)](tag:857) = "Not specified", the list of orders being booked or allocated must be specified by using their [ClOrdID (11)](tag:11). If any orders were handled outside FIX, the [ClOrdID (11)](tag:11) must be set to 'MANUAL'. Regardless of whether the orders were handled within or outside FIX, and where the orders are specified, the order quantity and average price must also be specified for each order. This is to assist in validating the message and, for manual orders, to help identify the correct orders to book.This message is used to cancel previously submitted lists, either before or during execution. If a list has not yet been submitted for execution, this message will instruct the broker not to execute it. If the list is being executed, this message should trigger the broker's system to generate cancel requests for the remaining quantities of each order within the list. Individual orders within the list can be canceled using [Order Cancel Request &lt;35=F&gt;](msg:F). The response to this message is [List Status &lt;35=N&gt;](msg:N).This message is used to instruct the broker to begin executing a previously submitted list.This message is used to request the status of a previously submitted list. The corresponding response message is [List Status &lt;35=N&gt;](msg:N).This message contains the current state of the orders in a previously submitted list. It's used to respond to [List Status Request &lt;35=M&gt;](msg:M)s and [List Cancel Request &lt;35=K&gt;](msg:K)s. Orders within the list are given a summary status. The current state of the order is reported, not individual executions. The values for [ListOrderStatus (431)](tag:431) are: - "InBiddingProcess": indicates that a list has been received and is being evaluated for pricing. It is envisaged that this status will only be used with the "Disclosed" List Order Trading model. - "ReceivedForExecution": indicates that a list has been received and the sell side is awaiting the instruction to start working the trade. It is envisaged that this status will be used under both models. - "Executing": indicates that a list has been received and the sell side is working it. - "Canceling": indicates that a List Cancel Message has been received and the sell side is in the process of pulling any orders that were being worked. The status of individual order can be found out from the detail repeating group. - "AllDone": indicates that a list has been executed as far as possible for the day. This would also apply if a list has been previously cancelled. The status of individual order can be determined from the detail repeating group. - "Alert": used whenever any of the individual orders have a status that requires something to be done. For instance, an alert would be used when a buy-side firm has submitted a list that has individual stock reject that have not been addressed. - "Rejected" used when a response cannot be generated. For example when the [ListID (66)](tag:66) is not recognised. The text field should include an explanation of why the Request s been rejected.This message is used to acknowledge and provide the status for an [Allocation Instruction &lt;35=J&gt;](msg:J) message. Prior to FIX 4.4, this message was known as "Allocation ACK". The status is indicated by the [AllocStatus (87)](tag:87) field as follows: <table><thead><tr><th>AllocStatus value</th><th>Description</th></tr></thead> <tbody><tr><td>3 = received, not yet processed</td><td>Used to acknowledge receipt of an <a href="msg:J">Allocation Instruction &lt;35=J&gt;</a> message. This should always be followed by a second Allocation Instruction Ack of status 0, 1 or 2 as follows or an <a href="msg:AS">Allocation Report &lt;35=AS&gt;</a> message. </td></tr> <tr><td>0 = accepted</td><td>The <a href="msg:J">Allocation Instruction &lt;35=J&gt;</a> has been validated and processed successfully. </td></tr> <tr><td>1 = block level reject</td><td>The entire <a href="msg:J">Allocation Instruction &lt;35=J&gt;</a> has been rejected. The <a href="tag:88">AllocRejCode (88)</a> field must be populated when performing a block level reject; this gives the reason for rejecting the <a href="msg:J">Allocation Instruction &lt;35=J&gt;</a>. </td></tr> <tr><td>2 = account level reject</td><td>The <a href="msg:J">Allocation Instruction &lt;35=J&gt;</a> has been validated and one or more of the <a href="tag:79">AllocAccount (79)</a> details in the <a href="tag:78">NoAllocs (78)</a> repeating group has failed validation, e.g. account not found. In this case, applications can optionally include a list of the <a href="tag:79">AllocAccount (79)</a> details that failed validation, together with reject reasons. </td></tr> </tbody></table> If [AllocStatus (87)](tag:87) = "accepted" in response to an [Allocation Instruction &lt;35=J&gt;](msg:J) with [AllocType (626)](tag:626) = "calculated", it is recommended that the [MatchStatus (573)](tag:573) field be used to denote whether any financial details provided in the [Allocation Instruction &lt;35=J&gt;](msg:J) were matched. If a match takes place and succeeds, then the match status will be '0' (compared and affirmed). If the match takes place and fails, or no match takes place, then the MatchStatus will be '1' (uncompared or unaffirmed).This message is used when an execution is rejected. The decision to reject ("DK") an execution lies with the institution. It is not a requirement to enforce all the reasons given in [DKReason (127)](tag:127). [Execution Ack &lt;35=BN&gt;](msg:BN) is an optional replacement for this message.This message is used to request a [Quote &lt;35=S&gt;](msg:S), an indication of the current price of an instrument. It can be used to request quotes for one or more products. This message is commonly referred to as an RFQ, a "request for quote". In some markets, it's common to request quotes from brokers prior to placing an order. Securities quotes can be requested as either market quotes or for a specific quantity and side. If [OrderQty (38)](tag:38) and [Side (54)](tag:54) are absent, a market-style quote (bid x offer, size x size) will be returned. In the tradeable and restricted-tradeable quote models, this message may be preceded by the [RFQ Request &lt;35=AH&gt;](msg:AH) message. For tradeable quote requests, it is possible to specify the time the request is valid for, and that the resulting quote must be valid for.This message contains quotes for a single instrument, an indication of the current price. It's used in response to a [Quote Request &lt;35=R&gt;](msg:R) and may also be unsolicited. If responding to a [Quote Request &lt;35=R&gt;](msg:R), this message must include the [QuoteReqID (131)](tag:131) from the request. Unsolicited quotes will omit that field. If the quote requires a response then [QuoteResponseLevel (301)](tag:301) should be populated. A quote can be canceled either using the [Quote Cancel &lt;35=Z&gt;](msg:Z) message or by sending a quote message with [BidPx (132)](tag:132), [OfferPx (133)](tag:133), [BidSize (134)](tag:134) and [OfferSize (135)](tag:135) all set to zero. The time in force for a quote is determined by agreement between counterparties. In tradeable and restricted-tradeable quoting models, the market maker sends quotes into a market as opposed to sending quotes directly to a counterparty. For fixed income in the indicative and tradeable quoting models, the quotes are typically sent directly to an interested counterparty. This message should not be used in tradeable and restricted-tradeable quoting markets to broadcast quotes to market participants. The recommended approach to reporting market state changes that result from quotes received by a market is to use market data messages. Orders can be created from quotes. Quoted orders include the [QuoteID (117)](tag:117) and [OrdType (40)](tag:40) = "previously quoted".This message provides instructions for trade settlement. It's been designed so that it can be sent between different types of institutions. This message can be used in one of three modes, using [SettlInstMode (160)](tag:160): - To provide "standing instructions" for the settlement of trades occurring in the future. It can provide multiple settlement instructions. It could either be unsolicited or sent in response to a [Settlement Instruction Request &lt;35=AV&gt;](msg:AV). - To reject a [Settlement Instruction Request &lt;35=AV&gt;](msg:AV) - To provide settlement instructions for a specific order. [ClOrdID (11)](tag:11) should be used to link the settlement instructions to the corresponding order. The settlement instructions can be either explicitly specified using the [SettlInstructionsData](component:SettlInstructionsData) component, or can exist within an independent database and be referenced using the [StandInstDbType (169)](tag:169), [StandInstDbName (170)](tag:170), and [StandInstDbID (171)](tag:171) fields.This message is used to request for market data for specific instruments. This includes real-time quotes, orders, trades, trade volumes, open interest, or other price information on a subscription basis. A market data feed may consist of both [Market Data Snapshot Full Refresh &lt;35=W&gt;](msg:W) and [Market Data Incremental Refresh &lt;35=X&gt;](msg:X) messages. [SubscriptionRequestType (263)](tag:263) is used in the request to specify whether updates are required and to unsubscribe. To specify which types of market data are required, include one or more [MDEntryType (269)](tag:269)s in the request.This message includes the full market data state for a single instrument. It can be sent in response to a [Market Data Request &lt;35=V&gt;](msg:V) or can be unsolicited. If sent in response to a request, it should include the relevant [MDReqID (262)](tag:262). Multiple snapshots can potentially be used to provide updates in a subscription workflow, instead of [Market Data Incremental Refresh &lt;35=X&gt;](msg:X). In that case, each snapshot fully replaces the previous one. This potentially simplifies processing at the cost of additional bandwidth. This message includes many optional fields. Firms can individually decide which optional fields they wish to support.This message is used to send incremental updates to market data for one or more instruments. This is optimized to minimize network overhead. If doing so is not important then [Market Data Snapshot Full Refresh &lt;35=W&gt;](msg:W) will usually result in a simpler workflow. This message may contain any combination of new, changed, or deleted market data entries, for any number of instruments, so long as the maximum FIX message size is not exceeded. # Entry ID Market data entries may have an [MDEntryID (278)](tag:278), which must be unique among all currently active entries so they can be referenced later. When changing a market data entry, it may retain its [MDEntryID (278)](tag:278), in which case only [MDEntryID (278)](tag:278) would be populated. Alternatively, the [MDEntryID (278)](tag:278) can change, in which case [MDEntryID (278)](tag:278) will contain the new ID, and [MDEntryRefID (280)](tag:280) specifies. An [MDEntryID (278)](tag:278) can be reused within a day only if it has first been deleted. Alternately, when showing the best quotes from a market maker or exchange, rather than orders in a book, [MDEntryID (278)](tag:278) can be omitted. In this case, the combination side, symbol and market maker/exchange acts as a unique key. 'New' and 'change' entries will replace the previous entry for that key, and 'delete' will remove the entry. # Market Data Position If used, [MDEntryPositionNo (290)](tag:290) requires special consideration. For example, assume ten bids for a security. Adding a new bid with [MDEntryPositionNo (290)](tag:290) = 4 requires the receiver to shift down other entries, i.e. the 4th entry will shift to 5th, the 5th entry to 6th, etc. The sender must not send a modification of all entries in the less favourable positions just to update the [MDEntryPositionNo (290)](tag:290) field; the recipient must infer the change. Similarly, deleting an entry in the 7th position causes the 8th entry to move to 7th, the 9th entry to 8th, etc. A change to [MDEntryPositionNo (290)](tag:290) causes the entries lying between the old and new positions to shift. For instance, suppose an entry that occupied the 5th position is changed to the 8th position. This means that the 6th entry shifts to the 5th position, the 7th to 6th, and what was in the 8th position shifts into 7th to make room for the changed entry. # Reducing Traffic Several techniques are employed to reduce network traffic. An instrument only needs to be identified when a market data entry is first created. An entry can refer to a previous market data entry for the same instrument instead of duplicating the information. A new market data entry will default to the same instrument of the previous entry within the message if [Symbol (55)](tag:55) and [MDEntryRefID (280)](tag:280) are omitted. In the case of a change in an entry, only the changed fields need to be sent. For example, a change in [MDEntrySize (271)](tag:271) but not [MDEntryPx (270)](tag:270) only requires including the former. When creating a new entry for an instrument similar to the instrument of the previous entry in the same message, only the symbol identification fields that have changed need to be send, such as [MaturityMonthYear (200)](tag:200) or [StrikePrice (202)](tag:202).This message is used when a [Market Data Request &lt;35=V&gt;](msg:V) cannot be honored, due to business or technical reasons. Applications may limit various parameters, such as the size of requests, or which types of updates must be used.This message is used to cancel one or more existing [Quote &lt;35=S&gt;](msg:S)s. It's recommended that this message be acknowledged using a [Quote Status Report &lt;35=AI&gt;](msg:AI).The Quote Status Request message is used in markets that employ tradeable or restricted tradeable quotes, for the following reasons: - For the issuer of a quote to query the status of that quote, using [QuoteID (117)](tag:117) to specify the target quote - To subscribe and unsubscribe to [Quote Status Report &lt;35=AI&gt;](msg:AI) messages for one or more securitiesThis message is a response to a [Mass Quote &lt;35=i&gt;](msg:i). If the entire quote is rejected, [QuoteRejectReason (300)](tag:300) is used to report the reason. If an entry is rejected, [QuoteEntryRejectReason (368)](tag:368) is used to report the reason. The ability to reject an individual quote entry is important so that the majority of quotes can be successfully applied to the market instead of having to reject the entire MassQuote. Derivative markets are characterized by high bandwidth consumption, due to a change in an underlying security price causing multiple quotes to be recalculated and retransmitted to the market, often hundreds at a time. For that reason, the ability to set the level of response is specified using the [QuoteResponseLevel (301)](tag:301) field.This message is used to: - request a specific Security to be traded with the second party. The request security can be defined as a multileg security made up of one or more instrument legs - request a set of individual securities for a single market segment - request all securities, independent of market segment A subscription for security status can be optionally created by including [SubscriptionRequestType (263)](tag:263) on the message. See "Security Definition, Security Status, and Trading Session Message Scenarios"This message is used for the following reason: 1. To accept the security defined in another Security Definition, optionally with changes to the definition or identity 2. To reject the security requested in another Security Definition message 3. To respond to a request for securities within a specified market segment 4. To convey security definitions for all market segments that the security participates in 5. To convey the security's trading rules that differ from default rules for the market segmentThis message is a request for the status of a security. One or more [Security Status &lt;35=f&gt;](msg:f) messages are returned as a result. This message contains [SubscriptionRequestType (263)](tag:263) which specifies the type of the request: - 0 – a snapshot of the current status - 1 – a snapshot of the current status plus updates as the status changes (subscription) - 2 – cancel any pending snapshots or updates (unsubscribe)This message is used to report changes in the status of a security. It contains fields to indicate trading status, corporate actions, and financial status of the company. If the message is sent in response to a [Security Status Request &lt;35=e&gt;](msg:e), it should provide the [SecurityStatusReqID (324)](tag:324) from the request.This message is used to request information about the status of a market. With the move to multiple sessions occurring for a given trading party, e.g. morning and evening sessions, there is a need to be able to provide information on what product is trading on what market. This message can be used to inquire about the trading status of a trading party. It can be used to subscribe to updates to the status of a trading session by setting [SubscriptionRequestType (263)](tag:263) = 1. To list the securities available during a particular trading session, see [Security Definition Request &lt;35=c&gt;](msg:c).This message provides information about the status of a market. For markets with multiple trading sessions occurring, e.g. morning and evening sessions, this message details which products are trading on which market during which trading session.This message can contain quotes for multiple securities to support the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options, e.g. all option series for IBM. A [QuotSetGrp](component:QuotSetGrp) specifies the first level of repeating fields for the message. It represents a group of related quotes and may, for example, represent an option class. Each [QuotSetGrp](component:QuotSetGrp) contains the optional repeating group [QuotEntryGrp](component:QuotEntryGrp) which may represent an option series. It's possible that the number of entries for a quote set could exceed the physical or practical message size. It may be necessary to fragment a message across multiple quote messages. Message size limits must be mutually agreed between counterparties.This message can be used to reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. If the message fails a session-level rule, e.g. body length is incorrect, a session-level [Reject &lt;35=3&gt;](msg:3) message should be issued. The only exception to this rule is when the FIX session protocol is not being used. An appropriate reject message of the given session protocol or the Business Message Reject message should be used instead. It should **not** be used in the following situations: <table><thead><tr><th>In response to</th><th>Appropriate Response</th></tr></thead> <tbody><tr><td>A session-level problem meeting the criteria of the session-level <a href="msg:3">Reject &lt;35=3&gt;</a> message</td><td><a href="msg:3">Reject &lt;35=3&gt;</a> message</td></tr> <tr><td><a href="msg:R">Quote Request &lt;35=R&gt;</a></td><td><a href="msg:AG">Quote Request Reject &lt;35=AG&gt;</a></td></tr> <tr><td><a href="msg:S">Quote &lt;35=S&gt;</a>, <a href="msg:Z">Quote Cancel &lt;35=Z&gt;</a>, <a href="msg:a">Quote Status Request &lt;35=a&gt;</a>, <a href="msg:AJ">Quote Response &lt;35=AJ&gt;</a></td><td><a href="msg:AI">Quote Status Report &lt;35=AI&gt;</a></td></tr> <tr><td><a href="msg:i">Mass Quote &lt;35=i&gt;</a></td><td><a href="msg:b">Mass Quote Ack &lt;35=b&gt;</a></td></tr> <tr><td><a href="msg:V">Market Data Request &lt;35=V&gt;</a></td><td><a href="msg:Y">Market Data Request Reject &lt;35=Y&gt;</a></td></tr> <tr><td><a href="msg:c">Security Definition Request &lt;35=c&gt;</a></td><td><a href="msg:d">Security Definition &lt;35=d&gt;</a></td></tr> <tr><td><a href="msg:v">Security Type Request &lt;35=v&gt;</a></td><td><a href="msg:w">Security Types &lt;35=w&gt;</a></td></tr> <tr><td><a href="msg:x">Security List Request &lt;35=x&gt;</a></td><td><a href="msg:y">Security List &lt;35=y&gt;</a></td></tr> <tr><td><a href="msg:z">Derivative Security List Request &lt;35=z&gt;</a></td><td><a href="msg:AA">Derivative Security List &lt;35=AA&gt;</a></td></tr> <tr><td><a href="msg:e">Security Status Request &lt;35=e&gt;</a></td><td><a href="msg:f">Security Status &lt;35=f&gt;</a></td></tr> <tr><td><a href="msg:g">Trading Session Status Request &lt;35=g&gt;</a></td><td><a href="msg:h">Trading Session Status &lt;35=h&gt;</a></td></tr> <tr><td><a href="msg:D">New Order Single &lt;35=D&gt;</a>, <a href="msg:H">Order Status Request &lt;35=H&gt;</a>, <a href="msg:AF">Order Mass Status Request &lt;35=AF&gt;</a>, <a href="msg:s">New Order Cross &lt;35=s&gt;</a>, <a href="msg:AB">New Order Multileg &lt;35=AB&gt;</a>, <a href="msg:E">New Order List &lt;35=E&gt;</a>, <a href="msg:L">List Execute &lt;35=L&gt;</a></td><td><a href="msg:8">Execution Report &lt;35=8&gt;</a></td></tr> <tr><td><a href="msg:F">Order Cancel Request &lt;35=F&gt;</a>, <a href="msg:G">Order Cancel/Replace Request &lt;35=G&gt;</a>, <a href="msg:u">Cross Order Cancel Request &lt;35=u&gt;</a>, <a href="msg:t">Cross Order Cancel/Replace Request &lt;35=t&gt;</a>, <a href="msg:AC">Multileg Order Cancel/Replace &lt;35=AC&gt;</a>, <a href="msg:K">List Cancel Request &lt;35=K&gt;</a></td><td><a href="msg:9">Order Cancel Reject &lt;35=9&gt;</a></td></tr> <tr><td><a href="msg:8">Execution Report &lt;35=8&gt;</a></td><td><a href="msg:Q">Don't Know Trade &lt;35=Q&gt;</a></td></tr> <tr><td><a href="msg:q">Order Mass Cancel Request &lt;35=q&gt;</a></td><td><a href="msg:r">Order Mass Cancel Report &lt;35=r&gt;</a></td></tr> <tr><td><a href="msg:M">List Status Request &lt;35=M&gt;</a></td><td><a href="msg:N">List Status &lt;35=N&gt;</a></td></tr> <tr><td><a href="msg:J">Allocation Instruction &lt;35=J&gt;</a></td><td><a href="msg:P">Allocation Instruction Ack &lt;35=P&gt;</a></td></tr> <tr><td><a href="msg:AS">Allocation Report &lt;35=AS&gt;</a></td><td><a href="msg:AT">Allocation Report Ack &lt;35=AT&gt;</a></td></tr> <tr><td><a href="msg:AK">Confirmation &lt;35=AK&gt;</a></td><td><a href="msg:AU">Confirmation Ack &lt;35=AU&gt;</a></td></tr> <tr><td><a href="msg:o">Registration Instructions &lt;35=o&gt;</a></td><td><a href="msg:p">Registration Instructions Response &lt;35=p&gt;</a></td></tr> <tr><td><a href="msg:AD">Trade Capture Report Request &lt;35=AD&gt;</a></td><td><a href="msg:AE">Trade Capture Report &lt;35=AE&gt;</a></td></tr> <tr><td><a href="msg:k">Bid Request &lt;35=k&gt;</a></td><td><a href="msg:l">Bid Response &lt;35=l&gt;</a></td></tr> <tr><td><a href="msg:BH">Confirmation Request &lt;35=BH&gt;</a></td><td><a href="msg:AK">Confirmation &lt;35=AK&gt;</a></td></tr> <tr><td><a href="msg:AV">Settlement Instruction Request &lt;35=AV&gt;</a></td><td><a href="msg:T">Settlement Instructions &lt;35=T&gt;</a></td></tr> <tr><td><a href="msg:AL">Position Maintenance Request &lt;35=AL&gt;</a></td><td><a href="msg:AM">Position Maintenance Report &lt;35=AM&gt;</a></td></tr> <tr><td><a href="msg:AN">Request for Positions &lt;35=AN&gt;</a></td><td><a href="msg:AO">Request for Positions Ack &lt;35=AO&gt;</a></td></tr> <tr><td><a href="msg:AX">Collateral Request &lt;35=AX&gt;</a></td><td><a href="msg:AY">Collateral Assignment &lt;35=AY&gt;</a></td></tr> <tr><td><a href="msg:AY">Collateral Assignment &lt;35=AY&gt;</a></td><td><a href="msg:AZ">Collateral Response &lt;35=AZ&gt;</a></td></tr> <tr><td><a href="msg:BB">Collateral Inquiry &lt;35=BB&gt;</a></td><td><a href="msg:BG">Collateral Inquiry Ack &lt;35=BG&gt;</a></td></tr> </tbody></table> The only exceptions to this rule are: 1. In the event a business message is received, fulfills session-level rules, but cannot be communicated to the business-level processing system. In this situation a Business Message Reject with [BusinessRejectReason (380)](tag:380) = "Application not available at this time" can be issued 2. In the event a valid business message is received, fulfills session-level rules, but contains a message type that's not supported by the recipient. In this situation a Business Message Reject with [BusinessRejectReason (380)](tag:380) = "Unsupported Message Type" can be issued 3. In the event a business message is received, fulfills session-level rules, but lacks a field conditionally required by the FIX specification. In this situation a Business Message Reject with [BusinessRejectReason (380)](tag:380) = "Conditionally Required Field Missing" can be issued Messages which can be referenced within a Business Message Reject message are as follows. The ID field which [BusinessRejectRefID (379)](tag:379) refers to is also noted: <table><thead><tr><th>Message</th><th>BusinessRejectRefID</th></tr></thead> <tbody><tr><td><a href="msg:6">Indication of Interest &lt;35=6&gt;</a></td><td><a href="tag:23">IOIID (23)</a></td></tr> <tr><td><a href="msg:7">Advertisement &lt;35=7&gt;</a></td><td><a href="tag:2">AdvId (2)</a></td></tr> <tr><td><a href="msg:B">News &lt;35=B&gt;</a></td><td><a href="tag:148">Headline (148)</a></td></tr> <tr><td><a href="msg:C">Email &lt;35=C&gt;</a></td><td><a href="tag:164">EmailThreadID (164)</a></td></tr> <tr><td><a href="msg:9">Order Cancel Reject &lt;35=9&gt;</a></td><td><a href="tag:11">ClOrdID (11)</a></td></tr> <tr><td><a href="msg:P">Allocation Instruction Ack &lt;35=P&gt;</a></td><td><a href="tag:70">AllocID (70)</a></td></tr> <tr><td><a href="msg:AT">Allocation Report Ack &lt;35=AT&gt;</a></td><td><a href="tag:70">AllocID (70)</a></td></tr> <tr><td><a href="msg:N">List Status &lt;35=N&gt;</a></td><td><a href="tag:66">ListID (66)</a></td></tr> <tr><td><a href="msg:Q">Don't Know Trade &lt;35=Q&gt;</a></td><td><a href="tag:17">ExecID (17)</a></td></tr> <tr><td><a href="msg:T">Settlement Instructions &lt;35=T&gt;</a></td><td><a href="tag:162">SettlInstID (162)</a></td></tr> <tr><td><a href="msg:W">Market Data Snapshot Full Refresh &lt;35=W&gt;</a></td><td><a href="tag:262">MDReqID (262)</a></td></tr> <tr><td><a href="msg:X">Market Data Incremental Refresh &lt;35=X&gt;</a></td><td><a href="tag:262">MDReqID (262)</a></td></tr> <tr><td><a href="msg:Y">Market Data Request Reject &lt;35=Y&gt;</a></td><td><a href="tag:262">MDReqID (262)</a></td></tr> <tr><td><a href="msg:b">Mass Quote Ack &lt;35=b&gt;</a></td><td><a href="tag:117">QuoteID (117)</a></td></tr> <tr><td><a href="msg:d">Security Definition &lt;35=d&gt;</a></td><td><a href="tag:322">SecurityResponseID (322)</a></td></tr> <tr><td><a href="msg:f">Security Status &lt;35=f&gt;</a></td><td><a href="tag:324">SecurityStatusReqID (324)</a></td></tr> <tr><td><a href="msg:h">Trading Session Status &lt;35=h&gt;</a></td><td><a href="tag:335">TradSesReqID (335)</a></td></tr> <tr><td><a href="msg:r">Order Mass Cancel Report &lt;35=r&gt;</a></td><td><a href="tag:37">OrderID (37)</a></td></tr> <tr><td><a href="msg:w">Security Types &lt;35=w&gt;</a></td><td><a href="tag:322">SecurityResponseID (322)</a></td></tr> <tr><td><a href="msg:y">Security List &lt;35=y&gt;</a></td><td><a href="tag:322">SecurityResponseID (322)</a></td></tr> <tr><td><a href="msg:AA">Derivative Security List &lt;35=AA&gt;</a></td><td><a href="tag:322">SecurityResponseID (322)</a></td></tr> <tr><td><a href="msg:AG">Quote Request Reject &lt;35=AG&gt;</a></td><td><a href="tag:131">QuoteReqID (131)</a></td></tr> <tr><td><a href="msg:AH">RFQ Request &lt;35=AH&gt;</a></td><td><a href="tag:644">RFQReqID (644)</a></td></tr> <tr><td><a href="msg:AI">Quote Status Report &lt;35=AI&gt;</a></td><td><a href="tag:117">QuoteID (117)</a></td></tr> <tr><td><a href="msg:p">Registration Instructions Response &lt;35=p&gt;</a></td><td><a href="tag:513">RegistID (513)</a></td></tr> <tr><td><a href="msg:AE">Trade Capture Report &lt;35=AE&gt;</a></td><td><a href="tag:571">TradeReportID (571)</a></td></tr> <tr><td><a href="msg:AU">Confirmation Ack &lt;35=AU&gt;</a></td><td><a href="tag:664">ConfirmID (664)</a></td></tr> <tr><td><a href="msg:l">Bid Response &lt;35=l&gt;</a></td><td><a href="tag:390">BidID (390)</a></td></tr> <tr><td><a href="msg:m">List Strike Price &lt;35=m&gt;</a></td><td><a href="tag:66">ListID (66)</a></td></tr> <tr><td><a href="msg:T">Settlement Instructions &lt;35=T&gt;</a></td><td><a href="tag:777">SettlInstMsgID (777)</a></td></tr> <tr><td><a href="msg:AQ">Trade Capture Report Request Ack &lt;35=AQ&gt;</a></td><td><a href="tag:568">TradeRequestID (568)</a></td></tr> <tr><td><a href="msg:AR">Trade Capture Report Ack &lt;35=AR&gt;</a></td><td><a href="tag:571">TradeReportID (571)</a></td></tr> <tr><td><a href="msg:AM">Position Maintenance Report &lt;35=AM&gt;</a></td><td><a href="tag:721">PosMaintRptID (721)</a></td></tr> <tr><td><a href="msg:AO">Request for Positions Ack &lt;35=AO&gt;</a></td><td><a href="tag:721">PosMaintRptID (721)</a></td></tr> <tr><td><a href="msg:AP">Position Report &lt;35=AP&gt;</a></td><td><a href="tag:721">PosMaintRptID (721)</a></td></tr> <tr><td><a href="msg:AW">Assignment Report &lt;35=AW&gt;</a></td><td><a href="tag:833">AsgnRptID (833)</a></td></tr> <tr><td><a href="msg:AZ">Collateral Response &lt;35=AZ&gt;</a></td><td><a href="tag:904">CollRespID (904)</a></td></tr> <tr><td><a href="msg:BG">Collateral Inquiry Ack &lt;35=BG&gt;</a></td><td><a href="tag:909">CollInquiryID (909)</a></td></tr> </tbody></table> Whenever possible, it is strongly recommended that the cause of the failure be described in the [Text (58)](tag:58) field.This message can be used in one of two ways depending on which market conventions are being followed: In the non-disclosed convention, e.g. US/European model, this message can be used to request a bid based on the sector, country, index and liquidity information provided. [BidDescReqGrp](component:BidDescReqGrp) describe the portfolio of stocks being traded in a number of "bid descriptors" entries. In the disclosed convention, e.g. Japanese model, this message can be used to request bids based on preceding [New Order List &lt;35=E&gt;](msg:E)s. [BidCompReqGrp](component:BidCompReqGrp) is used to define which [New Order List &lt;35=E&gt;](msg:E) messages a bid is being sought for and the directions of the required bids. [BidDescReqGrp](component:BidDescReqGrp) and [BidCompReqGrp](component:BidCompReqGrp) are mutually exclusive, depending which convention is being used. [SideValue1 (396)](tag:396) and [SideValue2 (397)](tag:397) are used to show the monetary total value of the transaction in either direction (buy or sell) without revealing whether the buy-side intends to buy or sell. [BidRequestTransType (374)](tag:374) = "cancel" may be used to indicate to sell-side firms that they no longer need to store details of the BidRequest as they have either lost the bid or the list has been canceled.This message can be used in one of two ways depending on which market conventions are being followed: In the non-disclosed convention, this message can be used to supply a bid based on the sector, country, index and liquidity information contained within the request. In the disclosed convention, this message can be used to supply bids based on preceding [New Order List &lt;35=E&gt;](msg:E) messages.This message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades.This message is used to embed XML content within FIX as raw data. [XmlDataLen (212)](tag:212) specifies the length of the content to follow, and [XmlData (213)](tag:213) holds the data. Since these fields exist within the standard header, they can be used with any message type. This message is used when there isn't a more specific message type which is appropriate. The XML content may be FIXML (FIX encoded as XML), or any other XML document.This message is used to submit registration information for an order or for an allocation. This message can be submitted with [RegistTransType (514)](tag:514) = "new", "cancel" or "replace". When replacing or cancelling a registration, [RegistRefID (508)](tag:508) is required. When replacing information, the message must contain all the data for the replacement registration. The structure contains repeating fields for each of several joint registrants. The number of registration details instances is indicated in [RgstDtlsGrp](component:RgstDtlsGrp).This message is used to respond to a [Registration Instructions &lt;35=o&gt;](msg:o) request, which may be accepted or rejected. [RegistStatus (506)](tag:506) represents the current state of the instructions. The statuses are as follows, from highest to lowest precedence: <table><thead><tr><th>RegistStatus</th><th>Description</th></tr></thead> <tbody><tr><td>Accepted</td><td>Registration details are acceptable to the receiving broker, intermediary or fund manager. Assigned client and account Ids may be returned </td></tr> <tr><td>Rejected</td><td>Registration details have been rejected by the receiving broker, intermediary or fund manager</td></tr> <tr><td>Held</td><td>Registration details have been held by the receving broker, intermediary or fund manager. Assigned (possibly provisional) client and account IDs may be returned </td></tr> </tbody></table>This message requests the cancellation of the remaining quantity of a group of orders matching the criteria specified. It cannot be used to partially reduce the order quantity. This message is acknowledged using an [Order Mass Cancel Report &lt;35=r&gt;](msg:r), but each affected order will result in an [Execution Report &lt;35=8&gt;](msg:8) or an [Order Cancel Reject &lt;35=9&gt;](msg:9). Each request is assigned a [ClOrdID (11)](tag:11) and is treated as a separate entity. The [Order Mass Cancel Report &lt;35=r&gt;](msg:r) will contain the [ClOrdID (11)](tag:11) from the request. The [ClOrdID (11)](tag:11) must be unique amongst the [ClOrdID (11)](tag:11)s used across all message types. An immediate response to this message is required. It is recommended that an [Execution Report &lt;35=8&gt;](msg:8) with [ExecType (150)](tag:150) = "pending cancel" be sent unless the request can be immediately accepted or rejected. Order cancellation criteria are specified using the [MassCancelRequestType (530)](tag:530) field: <table><thead><tr><th>Field Value</th><th>Description</th><th>Explanation</th></tr></thead> <tbody><tr><td>1</td><td>Cancel orders that match the <a href="component:Instrument">Instrument</a> component </td></tr> <tr><td>2</td><td>Cancel orders that match the <a href="component:UnderlyingInstrument">UnderlyingInstrument</a> component </td></tr> <tr><td>3</td><td>Cancel orders for a <a href="tag:460">Product (460)</a></td></tr> <tr><td>4</td><td>Cancel orders for a <a href="tag:461">CFICode (461)</a></td></tr> <tr><td>5</td><td>Cancel orders for a <a href="tag:167">SecurityType (167)</a></td></tr> <tr><td>6</td><td>Cancel orders for a <a href="tag:336">TradingSessionID (336)</a></td></tr> <tr><td>7</td><td>Cancel all orders</td></tr> </tbody></table>This message is used to acknowledge an [Order Mass Cancel Request &lt;35=q&gt;](msg:q), however each affected order produces a separate [Execution Report &lt;35=8&gt;](msg:8) or [Order Cancel Reject &lt;35=9&gt;](msg:9).Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its [CrossID (548)](tag:548). New Order - CrossThis message is used to modify a cross order previously submitted using [New Order Cross &lt;35=s&gt;](msg:s). See also [Order Cancel/Replace Request &lt;35=G&gt;](msg:G). The cross-order-specific fields [CrossType (549)](tag:549) and [CrossPrioritization (550)](tag:550) can not be modified using this message.This message is used to fully cancel the remaining quantity of a cross order previously placed using [Security List Request &lt;35=x&gt;](msg:x).This message is used to list the security types available from a counterparty or market. The request can include a specific [TradingSessionID (336)](tag:336) for which security types should be returned.This message lists the security types available from a counterparty or market. It is sent in response to a [Security Type Request &lt;35=v&gt;](msg:v) and should include the [SecurityReqID (320)](tag:320) that was included in the request.This message is used to request a list of securities that match the criteria provided. The response is a [Security List &lt;35=y&gt;](msg:y). [SubscriptionRequestType (263)](tag:263) can optionally be used to create a subscription.This message provides a list of securities. It may act as a response to [Security List Request &lt;35=x&gt;](msg:x) and contain securities that matches the criteria specified. It may also be unsolicited. For example, to list all available securities after logging on.This message is used to request a list of securities that match the criteria provided. It's similar to [Security List Request &lt;35=x&gt;](msg:x) but uses the [UnderlyingInstrument](component:UnderlyingInstrument) and [DerivativeInstrument](component:DerivativeInstrument) components instead of the [Instrument](component:Instrument) component. [SubscriptionRequestType (263)](tag:263) can optionally be used to create a subscription.