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LegStreamCommodity

LegStreamCommodity is a subcomponent of the LegStream component used to identify and describe the underlying commodity.

TagNameTypeRequiredDescription
41648
LegStreamCommodityBase
String
41649
LegStreamCommodityType
String
41650
LegStreamCommoditySecurityID
String
Conditionally required when LegStreamCommoditySecurityIDSource(41651) is specified
41651
LegStreamCommoditySecurityIDSource
String Enum
Conditionally required when LegStreamCommoditySecurityID(41650) is specified
LegStreamCommodityAltIDGrp
Component
41652
LegStreamCommodityDesc
String
41653
EncodedLegStreamCommodityDescLen
Length
Must be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it
41654
EncodedLegStreamCommodityDesc
Data
Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field
42588
LegStreamCommodityDeliveryPricingRegion
String
May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N)
LegStreamAssetAttributeGrp
Component
41655
LegStreamCommodityUnitOfMeasure
String Enum
41656
LegStreamCommodityCurrency
Currency
41657
LegStreamCommodityExchange
Exchange
41658
LegStreamCommodityRateSource
Int
41659
LegStreamCommodityRateReferencePage
String
41660
LegStreamCommodityRateReferencePageHeading
String
41661
LegStreamDataProvider
String
LegStreamCommodityDataSourceGrp
Component
41662
LegStreamCommodityPricingType
String
41663
LegStreamCommodityNearbySettlDayPeriod
Int
Conditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified
41664
LegStreamCommodityNearbySettlDayUnit
String Enum
Conditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified
41665
LegStreamCommoditySettlDateUnadjusted
LocalMktDate
41666
LegStreamCommoditySettlDateBusinessDayConvention
Int Enum
When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date
LegStreamCommoditySettlBusinessCenterGrp
Component
When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date
41667
LegStreamCommoditySettlDateAdjusted
LocalMktDate
41668
LegStreamCommoditySettlMonth
Int
41669
LegStreamCommoditySettlDateRollPeriod
Int
Conditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified
41670
LegStreamCommoditySettlDateRollUnit
String Enum
Conditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified
41671
LegStreamCommoditySettlDayType
Int Enum
LegStreamCommoditySettlPeriodGrp
Component
41672
LegStreamCommodityXID
XID
41673
LegStreamCommodityXIDRef
XIDREF

Used By