Component UnderlyingInstrument (Block)

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

Added in protocol FIX.4.3

See in: FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
311 UnderlyingSymbol FIX.4.3
312 UnderlyingSymbolSfx FIX.4.3
309 UnderlyingSecurityID FIX.4.3
305 UnderlyingSecurityIDSource FIX.4.3
ImplicitBlockRepeating UndSecAltIDGrp FIX.4.4
462 UnderlyingProduct FIX.4.3
463 UnderlyingCFICode FIX.4.3
310 UnderlyingSecurityType FIX.4.3
763 UnderlyingSecuritySubType FIX.4.4
313 UnderlyingMaturityMonthYear FIX.4.3
542 UnderlyingMaturityDate FIX.4.3
1213 UnderlyingMaturityTime FIX.5.0
241 UnderlyingCouponPaymentDate FIX.4.3
1453 UnderlyingRestructuringType FIX.5.0SP1 (83)
1454 UnderlyingSeniority FIX.5.0SP1 (83)
1455 UnderlyingNotionalPercentageOutstanding FIX.5.0SP1 (83)
1456 UnderlyingOriginalNotionalPercentageOutstanding FIX.5.0SP1 (83)
1459 UnderlyingAttachmentPoint FIX.5.0SP1 (83)
1460 UnderlyingDetachmentPoint FIX.5.0SP1 (83)
242 UnderlyingIssueDate FIX.4.3
243 UnderlyingRepoCollateralSecurityType FIX.4.3 Y
244 UnderlyingRepurchaseTerm FIX.4.3 Y
245 UnderlyingRepurchaseRate FIX.4.3 Y
246 UnderlyingFactor FIX.4.3
256 UnderlyingCreditRating FIX.4.3
595 UnderlyingInstrRegistry FIX.4.3
592 UnderlyingCountryOfIssue FIX.4.3
593 UnderlyingStateOrProvinceOfIssue FIX.4.3
594 UnderlyingLocaleOfIssue FIX.4.3
247 UnderlyingRedemptionDate FIX.4.3 Y
316 UnderlyingStrikePrice FIX.4.3
941 UnderlyingStrikeCurrency FIX.4.4
317 UnderlyingOptAttribute FIX.4.3
436 UnderlyingContractMultiplier FIX.4.3
1437 UnderlyingContractMultiplierUnit FIX.5.0SP1 (80)
1441 UnderlyingFlowScheduleType FIX.5.0SP1 (80)
998 UnderlyingUnitOfMeasure FIX.4.4
1423 UnderlyingUnitOfMeasureQty FIX.5.0
1424 UnderlyingPriceUnitOfMeasure FIX.5.0
1425 UnderlyingPriceUnitOfMeasureQty FIX.5.0
1000 UnderlyingTimeUnit Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) FIX.4.4
1419 UnderlyingExerciseStyle FIX.5.0
435 UnderlyingCouponRate FIX.4.3
308 UnderlyingSecurityExchange FIX.4.3
306 UnderlyingIssuer FIX.4.3
362 EncodedUnderlyingIssuerLen FIX.4.3
363 EncodedUnderlyingIssuer FIX.4.3
307 UnderlyingSecurityDesc FIX.4.3
364 EncodedUnderlyingSecurityDescLen FIX.4.3
365 EncodedUnderlyingSecurityDesc FIX.4.3
877 UnderlyingCPProgram FIX.4.4
878 UnderlyingCPRegType FIX.4.4
972 UnderlyingAllocationPercent Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. FIX.4.4
318 UnderlyingCurrency Specific to the <UnderlyingInstrument> (not in <Instrument>) FIX.4.4
879 UnderlyingQty Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) FIX.4.4
975 UnderlyingSettlementType Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component. FIX.4.4
973 UnderlyingCashAmount Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. FIX.4.4
974 UnderlyingCashType Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price) FIX.4.4
810 UnderlyingPx Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. FIX.4.4
882 UnderlyingDirtyPrice Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest FIX.4.4
883 UnderlyingEndPrice Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. FIX.4.4
884 UnderlyingStartValue Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement FIX.4.4
885 UnderlyingCurrentValue Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral FIX.4.4
886 UnderlyingEndValue Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement FIX.4.4
BlockRepeating UnderlyingStipulations Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block FIX.4.4
1044 UnderlyingAdjustedQuantity Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). FIX.4.4
1045 UnderlyingFXRate Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). FIX.4.4
1046 UnderlyingFXRateCalc Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). FIX.4.4
1038 UnderlyingCapValue FIX.4.4
BlockRepeating UndlyInstrumentParties FIX.4.4
1039 UnderlyingSettlMethod FIX.4.4
315 UnderlyingPutOrCall Used to express option right FIX.4.3