DerivativeInstrument component

DerivativeInstrument

Tag	Name	Type	Description
1214	DerivativeSymbol	String	Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)
1215	DerivativeSymbolSfx	String Enum
1216	DerivativeSecurityID	String	Takes precedence in identifying security to counterparty over SecurityAltID block
1217	DerivativeSecurityIDSource	String Enum
	DerivativeSecurityAltIDGrp	Component
1246	DerivativeProduct	Int Enum
1228	DerivativeProductComplex	String	Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc
1243	DerivFlexProductEligibilityIndicator	Boolean	Used to indicate if a product or group of product supports the creation of flexible securities
1247	DerivativeSecurityGroup	String
1248	DerivativeCFICode	String	It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments
2892	DerivativeUPICode	String
1249	DerivativeSecurityType	String Enum	It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments
1250	DerivativeSecuritySubType	String
1251	DerivativeMaturityMonthYear	MonthYear	Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified
1252	DerivativeMaturityDate	LocalMktDate	Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field
1253	DerivativeMaturityTime	TZTimeOnly
1254	DerivativeSettleOnOpenFlag	String
1255	DerivativeInstrmtAssignmentMethod	Char Enum
1256	DerivativeSecurityStatus	String Enum
1276	DerivativeIssueDate	LocalMktDate	Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date
1257	DerivativeInstrRegistry	String	Can be used in conjunction with ISIN to address ISIN uniqueness issues
1258	DerivativeCountryOfIssue	Country	Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness
1259	DerivativeStateOrProvinceOfIssue	String
1260	DerivativeLocaleOfIssue	String
1261	DerivativeStrikePrice	Price
1262	DerivativeStrikeCurrency	Currency
2912	DerivativeStrikeCurrencyCodeSource	String Enum
1263	DerivativeStrikeMultiplier	Float
1264	DerivativeStrikeValue	Float
1265	DerivativeOptAttribute	Char
1266	DerivativeContractMultiplier	Float
1438	DerivativeContractMultiplierUnit	Int Enum
1442	DerivativeFlowScheduleType	Int Enum
1267	DerivativeMinPriceIncrement	Float
1268	DerivativeMinPriceIncrementAmount	Amount
1269	DerivativeUnitOfMeasure	String Enum
1270	DerivativeUnitOfMeasureQty	Quantity
1722	DerivativeUnitOfMeasureCurrency	Currency
2913	DerivativeUnitOfMeasureCurrencyCodeSource	String Enum
1315	DerivativePriceUnitOfMeasure	String Enum
1316	DerivativePriceUnitOfMeasureQty	Quantity
1723	DerivativePriceUnitOfMeasureCurrency	Currency
2914	DerivativePriceUnitOfMeasureCurrencyCodeSource	String Enum
1317	DerivativeSettlMethod	String Enum
1318	DerivativePriceQuoteMethod	String Enum
1319	DerivativeValuationMethod	String Enum
1576	DerivativePriceQuoteCurrency	Currency
2915	DerivativePriceQuoteCurrencyCodeSource	String Enum
1320	DerivativeListMethod	Int Enum
1321	DerivativeCapPrice	Price
1322	DerivativeFloorPrice	Price
1323	DerivativePutOrCall	Int Enum
2684	DerivativeInTheMoneyCondition	Int Enum	Used to express in-the-moneyness behavior in general terms for the option without the use of DerivativeStrikePrice(1261) and DerivativePutOrCall(1323)
2688	DerivativeContraryInstructionEligibilityIndicator	Boolean
1299	DerivativeExerciseStyle	Int Enum
1225	DerivativeOptPayoutAmount	Amount
1271	DerivativeTimeUnit	String Enum
1272	DerivativeSecurityExchange	Exchange	Can be used to identify the security
1273	DerivativePositionLimit	Int
1274	DerivativeNTPositionLimit	Int
1275	DerivativeIssuer	String
1277	DerivativeEncodedIssuerLen	Length	Must be set if DerivativeEncodedIssuer(1278) field is specified and must immediately precede it
1278	DerivativeEncodedIssuer	Data
1279	DerivativeSecurityDesc	String
1280	DerivativeEncodedSecurityDescLen	Length	Must be set if DerivativeEncodedSecurityDesc(1280) field is specified and must immediately precede it
1281	DerivativeEncodedSecurityDesc	Data
	DerivativeSecurityXML	Component	Embedded XML document describing security
1285	DerivativeContractSettlMonth	MonthYear	Must be present for MBS or TBA
	DerivativeEventsGrp	Component
	DerivativeInstrumentParties	Component

DerivativeEventsGrp DerivativeInstrumentAttribute