Component MarketDisruption (Block)

The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap.

Added in protocol FIX.5.0SP2 (169)

Field or Component Name Description Is Required Added Is Deprecated
41087 MarketDisruptionProvision FIX.5.0SP2 (169)
BlockRepeating MarketDisruptionEventGrp FIX.5.0SP2 (169)
41088 MarketDisruptionFallbackProvision FIX.5.0SP2 (169)
BlockRepeating MarketDisruptionFallbackGrp FIX.5.0SP2 (169)
BlockRepeating MarketDisruptionFallbackReferencePriceGrp FIX.5.0SP2 (169)
41089 MarketDisruptionMaximumDays FIX.5.0SP2 (169)
41090 MarketDisruptionMaterialityPercentage If specified, the disruption event should be specified in MarketDisruptionEventGrp. FIX.5.0SP2 (169)
41091 MarketDisruptionMinimumFuturesContracts Applicable only when MarketDisruptionEvent (41093)='DeMinimisTrading'. FIX.5.0SP2 (169)

Used in components