UnderlyingInstrument component

UnderlyingInstrument

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.

Tag	Name	Type	Description
311	UnderlyingSymbol	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)
312	UnderlyingSymbolSfx	String Enum
309	UnderlyingSecurityID	String
305	UnderlyingSecurityIDSource	String Enum
	UndSecAltIDGrp	Component
2874	UnderlyingID	String	Used for unique identification of the underlying instance that can subsequently be used to serve as input value for fields such as UnderlyingRefID(2841), for example, whenever a simple underlying reference is allowed or needed
462	UnderlyingProduct	Int Enum
	UnderlyingSecurityXML	Component	Embedded XML document describing the underlying instrument
463	UnderlyingCFICode	String
2894	UnderlyingUPICode	String
310	UnderlyingSecurityType	String Enum
763	UnderlyingSecuritySubType	String
313	UnderlyingMaturityMonthYear	MonthYear
542	UnderlyingMaturityDate	LocalMktDate
1213	UnderlyingMaturityTime	TZTimeOnly
2984	UnderlyingMaturityFrequencyUnit	String Enum	Conditionally required when UnderlyingMaturityFrequencyPeriod(2985) is specified
2985	UnderlyingMaturityFrequencyPeriod	Int	Conditionally required when UnderlyingMaturityFrequencyUnit(2984) is specified and the value is not EOM (End of Month) or F (Flexible)
1837	UnderlyingContractPriceRefMonth	MonthYear
241	UnderlyingCouponPaymentDate	LocalMktDate
1453	UnderlyingRestructuringType	String Enum
1454	UnderlyingSeniority	String Enum
2614	UnderlyingNotional	Amount
2615	UnderlyingNotionalCurrency	Currency
2921	UnderlyingNotionalCurrencyCodeSource	String Enum
2616	UnderlyingNotionalDeterminationMethod	String
2617	UnderlyingNotionalAdjustments	Int Enum
2619	UnderlyingNotionalXIDRef	XIDREF
1455	UnderlyingNotionalPercentageOutstanding	Percentage
1456	UnderlyingOriginalNotionalPercentageOutstanding	Percentage
1459	UnderlyingAttachmentPoint	Percentage
1460	UnderlyingDetachmentPoint	Percentage
242	UnderlyingIssueDate	LocalMktDate
243	UnderlyingRepoCollateralSecurityType	String
244	UnderlyingRepurchaseTerm	Int
245	UnderlyingRepurchaseRate	Percentage
246	UnderlyingFactor	Float
256	UnderlyingCreditRating	String
595	UnderlyingInstrRegistry	String
592	UnderlyingCountryOfIssue	Country
593	UnderlyingStateOrProvinceOfIssue	String
594	UnderlyingLocaleOfIssue	String
247	UnderlyingRedemptionDate	LocalMktDate
316	UnderlyingStrikePrice	Price
941	UnderlyingStrikeCurrency	Currency
2917	UnderlyingStrikeCurrencyCodeSource	String Enum
317	UnderlyingOptAttribute	Char
436	UnderlyingContractMultiplier	Float
1437	UnderlyingContractMultiplierUnit	Int Enum
2363	UnderlyingTradingUnitPeriodMultiplier	Int
1441	UnderlyingFlowScheduleType	Int Enum
998	UnderlyingUnitOfMeasure	String Enum
1423	UnderlyingUnitOfMeasureQty	Quantity
1718	UnderlyingUnitOfMeasureCurrency	Currency
2918	UnderlyingUnitOfMeasureCurrencyCodeSource	String Enum
1424	UnderlyingPriceUnitOfMeasure	String Enum
1425	UnderlyingPriceUnitOfMeasureQty	Quantity
1719	UnderlyingPriceUnitOfMeasureCurrency	Currency
2919	UnderlyingPriceUnitOfMeasureCurrencyCodeSource	String Enum
1000	UnderlyingTimeUnit	String Enum	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1419	UnderlyingExerciseStyle	Int Enum
1526	UnderlyingPriceQuoteCurrency	Currency
2920	UnderlyingPriceQuoteCurrencyCodeSource	String Enum
435	UnderlyingCouponRate	Percentage
308	UnderlyingSecurityExchange	Exchange
306	UnderlyingIssuer	String
362	EncodedUnderlyingIssuerLen	Length	Must be set if UnderlyingEncodedIssuer(363) field is specified and must immediately precede it
363	EncodedUnderlyingIssuer	Data	Encoded (non-ASCII characters) representation of the UnderlyingIssuer(363) field in the encoded format specified via the MessageEncoding(347) field
2742	UnderlyingFinancialInstrumentShortName	String
2720	UnderlyingFinancialInstrumentFullName	String
2721	EncodedUnderlyingFinancialInstrumentFullNameLen	Length	Must be set if EncodedUnderlyingFinancialInstrumentFullName(2722) field is specified and must immediately precede it
2722	EncodedUnderlyingFinancialInstrumentFullName	Data	Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field
2723	UnderlyingIndexCurveUnit	String Enum	Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurvePeriod(2724)
2724	UnderlyingIndexCurvePeriod	Int	Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurveUnit(2723)
307	UnderlyingSecurityDesc	String
364	EncodedUnderlyingSecurityDescLen	Length	Must be set if UnderlyingEncodedSecurityDesc(307) field is specified and must immediately precede it
365	EncodedUnderlyingSecurityDesc	Data	Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc(307) field in the encoded format specified via the MessageEncoding(347) field
877	UnderlyingCPProgram	Int Enum
878	UnderlyingCPRegType	String
972	UnderlyingAllocationPercent	Percentage	Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument
318	UnderlyingCurrency	Currency	Specific to the (not in )
2916	UnderlyingCurrencyCodeSource	String Enum
879	UnderlyingQty	Quantity	Specific to the (not in )
975	UnderlyingSettlementType	Int Enum	Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component
973	UnderlyingCashAmount	Amount	Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value
974	UnderlyingCashType	String Enum	Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)
810	UnderlyingPx	Price	Specific to the (not in )
882	UnderlyingDirtyPrice	Price	Specific to the (not in )
883	UnderlyingEndPrice	Price	Specific to the (not in )
884	UnderlyingStartValue	Amount	Specific to the (not in )
885	UnderlyingCurrentValue	Amount	Specific to the (not in )
886	UnderlyingEndValue	Amount	Specific to the (not in )
2885	UnderlyingAccruedInterestAmt	Amount
2886	UnderlyingNumDaysInterest	Int
	UnderlyingStipulations	Component	Specific to the (not in )
1044	UnderlyingAdjustedQuantity	Quantity	Specific to the (not in ). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days)
1045	UnderlyingFXRate	Float	Specific to the (not in ). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15)
1046	UnderlyingFXRateCalc	Char Enum	Specific to the (not in ). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885)
1038	UnderlyingCapValue	Amount
	UndlyInstrumentParties	Component
1039	UnderlyingSettlMethod	String Enum
315	UnderlyingPutOrCall	Int Enum	Used to express option right
2683	UnderlyingInTheMoneyCondition	Int Enum	Used to express in-the-moneyness behavior in general terms for the option without the use of UnderlyingStrikePrice(316) and UnderlyingPutOrCall(315)
2687	UnderlyingContraryInstructionEligibilityIndicator	Boolean
1988	UnderlyingConstituentWeight	Float
1989	UnderlyingCouponType	Int Enum
1990	UnderlyingTotalIssuedAmount	Amount
1991	UnderlyingCouponFrequencyPeriod	Int	Conditionally required when UnderlyingCouponFrequencyUnit(1992) is specified
1992	UnderlyingCouponFrequencyUnit	String Enum	Conditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified
1993	UnderlyingCouponDayCount	Int Enum
2881	UnderlyingCouponOtherDayCount	String
1994	UnderlyingObligationID	String
1995	UnderlyingObligationIDSource	String Enum	Conditionally required when UnderlyingObligationID(1994) is specified
1996	UnderlyingEquityID	String
1997	UnderlyingEquityIDSource	String Enum	Conditionally required when UnderlyingEquityID(1996) is specified
2620	UnderlyingFutureID	String
2621	UnderlyingFutureIDSource	String Enum	Required if UnderlyingFutureID(2620) is specified
	UnderlyingEvntGrp	Component
1998	UnderlyingLienSeniority	Int Enum
1999	UnderlyingLoanFacility	Int Enum
2000	UnderlyingReferenceEntityType	Int Enum
2003	UnderlyingIndexSeries	Int
2004	UnderlyingIndexAnnexVersion	Int
2005	UnderlyingIndexAnnexDate	LocalMktDate
2006	UnderlyingIndexAnnexSource	String
2284	UnderlyingSettlRateIndex	String
2285	UnderlyingSettlRateIndexLocation	String
2286	UnderlyingOptionExpirationDesc	String
2287	EncodedUnderlyingOptionExpirationDescLen	Length	Must be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it
2288	EncodedUnderlyingOptionExpirationDesc	Data	Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field
2007	UnderlyingProductComplex	String
2008	UnderlyingSecurityGroup	String
2009	UnderlyingSettleOnOpenFlag	String
2010	UnderlyingAssignmentMethod	Char Enum
2011	UnderlyingSecurityStatus	String Enum
2012	UnderlyingObligationType	String Enum
2491	UnderlyingAssetGroup	Int Enum
2013	UnderlyingAssetClass	Int Enum	Required if UnderlyingAssetSubClass(2014) is specified
2014	UnderlyingAssetSubClass	Int Enum	Required if UnderlyingAssetType(2015) is specified
2015	UnderlyingAssetType	String	Required if UnderlyingAssetSubType(2744) is specified
2744	UnderlyingAssetSubType	String
	UnderlyingSecondaryAssetGrp	Component
	UnderlyingAssetAttributeGrp	Component
2016	UnderlyingSwapClass	String Enum
2289	UnderlyingSwapSubClass	String Enum
2017	UnderlyingNthToDefault	Int	Conditionally required when UnderlyingMthToDefault(2018) is specified
2018	UnderlyingMthToDefault	Int
2019	UnderlyingSettledEntityMatrixSource	String
2020	UnderlyingSettledEntityMatrixPublicationDate	LocalMktDate
2021	UnderlyingStrikeMultiplier	Float
2022	UnderlyingStrikeValue	Float
2290	UnderlyingStrikeUnitOfMeasure	String Enum
2622	UnderlyingStrikeIndexCurvePoint	String
2291	UnderlyingStrikeIndex	String
2623	UnderlyingStrikeIndexQuote	Int Enum
2292	UnderlyingStrikeIndexSpread	PriceOffset
2023	UnderlyingStrikePriceDeterminationMethod	Int Enum
2024	UnderlyingStrikePriceBoundaryMethod	Int Enum	When specified, UnderlyingPutOrCall(315), UnderlyingStrikePrice(316), and UnderlyingStrikePriceBoundaryPrecision(2025) must also be specified
2025	UnderlyingStrikePriceBoundaryPrecision	Percentage
2026	UnderlyingMinPriceIncrement	Float
2027	UnderlyingMinPriceIncrementAmount	Amount
2028	UnderlyingOptPayoutType	Int Enum
2029	UnderlyingOptPayoutAmount	Amount	Conditionally required if UnderlyingOptPayoutType(2028) = 3 (Binary)
2757	UnderlyingReturnTrigger	Int Enum
2030	UnderlyingPriceQuoteMethod	String Enum
2031	UnderlyingValuationMethod	String Enum
2293	UnderlyingValuationSource	String
2294	UnderlyingValuationReferenceModel	String
2032	UnderlyingListMethod	Int Enum
2033	UnderlyingCapPrice	Price
2034	UnderlyingFloorPrice	Price
2035	UnderlyingFlexibleIndicator	Boolean
2036	UnderlyingFlexProductEligibilityIndicator	Boolean
2037	UnderlyingPositionLimit	Int
2038	UnderlyingNTPositionLimit	Int
2039	UnderlyingPool	String
2040	UnderlyingContractSettlMonth	MonthYear
2041	UnderlyingDatedDate	LocalMktDate
2042	UnderlyingInterestAccrualDate	LocalMktDate
2043	UnderlyingShortSaleRestriction	Int Enum
2044	UnderlyingRefTickTableID	Int
41314	UnderlyingProtectionTermXIDRef	XIDREF
41315	UnderlyingSettlTermXIDRef	XIDREF
	UnderlyingComplexEvents	Component
2295	UnderlyingStrategyType	String Enum
2296	UnderlyingCommonPricingIndicator	Boolean
2297	UnderlyingSettlDisruptionProvision	Int Enum
2756	UnderlyingDeliveryRouteOrCharter	String
2298	UnderlyingInstrumentRoundingDirection	Char Enum
2299	UnderlyingInstrumentRoundingPrecision	Int
	UnderlyingDateAdjustment	Component
	UnderlyingPricingDateTime	Component
	UnderlyingMarketDisruption	Component
	UnderlyingOptionExercise	Component
	UnderlyingStreamGrp	Component
	UnderlyingProvisionGrp	Component
	UnderlyingAdditionalTermGrp	Component
	UnderlyingProtectionTermGrp	Component
	UnderlyingCashSettlTermGrp	Component
	UnderlyingPhysicalSettlTermGrp	Component
	UnderlyingRateSpreadSchedule	Component
	UnderlyingDividendPayout	Component
	UnderlyingExtraordinaryEventGrp	Component
2624	UnderlyingExtraordinaryEventAdjustmentMethod	Int Enum
2625	UnderlyingExchangeLookAlike	Boolean
2626	UnderlyingAverageVolumeLimitationPercentage	Amount
2627	UnderlyingAverageVolumeLimitationPeriodDays	Int
2628	UnderlyingDepositoryReceiptIndicator	Boolean
2629	UnderlyingOpenUnits	Quantity
2630	UnderlyingBasketDivisor	Float
2631	UnderlyingInstrumentXID	XID

UnderlyingExtraordinaryEventGrp UnderlyingLegInstrument