Component Blocks

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.

AlgoSystemModuleGrp is a repeating group used to provide information regarding the modules of a system for algorithmic trading.

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.

The AllocGrp component conveys the details of each account when a trade (or block trade) is allocated into one or more accounts.

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 AllocTrdRegTimestamps component block is used to convey trading or regulatory timestamps associated with an allocation for one account.

The ApplicationSequenceControl is used for application sequencing and recovery.Consisting of ApplSeqNum (1181) , ApplID (1180) , ApplLastSeqNum (1350) , and ApplResendFlag (1352) , FIXapplication messages that carries this component block willbe able to use application level sequencing.ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, applicationsequence number and the previous application sequence number (in case of intentional gaps) on each application message thatcarries 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 CommissionDate component block is used to carry commission information such as the type of commission and the rate.

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 eventand 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 an unlimited number and types of events in the lifetime of an option to be specified.

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 orderindicates 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 only for financing deals to identify the legal agreement under which the deal was madeand other unique characteristics of the transaction.The AgreementDesc (913) field refers to base standarddocuments such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities LoanAmended 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.

This repeating group is used to specify the trade attributes used to define a subgroup of an average pricing group for an individual allocation.

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 todescribe a security or instrument.Typically the data elements in this component block are considered the static data of asecurity, data that may be commonly found in a security master database.The Instrument componentblock can be used to describe any asset type supported by FIX.

The InstrumentExtension component block identifies additional securityattributes that are more commonly found for Fixed Income securities.

The InstrumentLeg component block, likethe Instrument component block, contains all the fields commonly used to describe asecurity or instrument.In the case of the InstrumentLeg component block it describesa security used in multileg-oriented messages.

The use of this component block is restricted to instrument definition only and is not permitted to contain transactionalinformation.Only a specified subset of party roles will be supported within the InstrumentParty block.

Used to specify the instrument

Repeating 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 informationused 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 provisions

The 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.

List of market data entries with their acknowledgement status.

List of market data entries for a single instrument, e.g. when reporting a snapshot of all price levels in the order book of an instrument.

List of incremental market data updates for one or more instruments, e.g. when reporting updates of multiple price levels in the order book.

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 provisions

Conveys 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 messagewhich 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 withinthe same messagewhich is not allowed in FIX tag/value syntax.

The NestedParties3 component block is identical to the Parties Block. It isused 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 withinthe same messagewhich is not allowed in FIX tag/value syntax.

The NestedParties3 component block is identical to the Parties Block. It isused 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 withinthe same messagewhich 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 (152) or OrderPercent (516) (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 (452) field and identifies the source of the PartyID (448) 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-identifiers

Party 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. Inthe 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.

The RateSource component is used to identify the source for the rate information as required by the trade for pricing reasons.

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.

List of option securities on an underlying with related calculations (e.g. theoretical valuations, implied volatilities, and other hedge statistics).

Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard tradingparameters such as trading session eligibility and other attributes of the security.

The SecurityXML component is used for carrying security description or definition in an XML format.See "Specifying an FpML product specification from within the FIX Instrument Block" for more information on using this componentblock with FpML as a guideline.

The SettlInstructionsData component block is used to convey key information regarding standingsettlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties

The 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 account

The 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 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 Stipulations component block is used in Fixed Income to provide additionalinformation 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.

Provides information about gateways for testing applications, e.g. for order entry or market data.

Provides details for a collection of test measures or criteria that a test case/scenario is assessed against.

Provides list of orders for the execution of test scenarios.

TestScenarioGrp provides details for a collection of test cases/scenarios that makes up a test suite.

TestStepGrp is a repeating group used to provide information regarding the steps of a test case/scenario for a testing system.

TestStepParameterGrp is a repeating group used to provide information regarding the input parameters of a test step for testing.

TestSystemModuleGrp is a repeating group used to provide information regarding the software components of a testing system.

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 TradeTypeGrp component is used to express multiple trade types on the same message and can be used as an alternative to the fields TrdType(828), SecondaryTrdType(855), and TertiaryTrdType(2896) when three or fewer trade types are needed.

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 anorder or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order ortrade 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 describesan 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 provisions

The 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 transactionalinformation.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.