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/TrdCaptRpt/Undly (repeating)

NameAbbrDatatypeDescriptionEnumerations
Underlying SymbolSymStringUnderlying security's Symbol. [N/A] when TrdCaptRpt/Undly/@Sym in FIXML is absent or empty.
UnderlyingSymbolSfxSfxStringUnderlying security's SymbolSfx - additional details about the symbol.
  • CD=EUCP with lump-sum interest rather than discount price
  • WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
Underlying Product Code ID StringUsed as the primary identifier for the underlying instrument.
Underlying Product Code Source Src StringIdentifies the source of the underlying instrument.H - Clearing House / Clearing Organization

Underlying Security Type SecTyp StringUsed to indicate the type of underlying security being reported.CMDTYSWAP - Commodity Swap

FUT - Future

FWD - Forward

MLEG - Multi Leg (Combo)

Underlying Maturity MMY MonthYearThe expiration period code of an underlying instrument.
YYYYMM (i.e. 201403)
YYYYMMDD (20140323)
YYYYMMwN (201403w1)

Underlying Product Exchange Exch ExchangeThe exchange on which the underlying security is listed.CBT - Chicago Board of Trade

CEE - Stock Exchange Group

CME - Chicago Mercantile Exchange

COMEX - Commodities Exchange, Inc

DME - Dubai Mercantile Exchange

IFUS - Intercontinental Exchange

NGXC - Natural Gas Exchange

NODX - Nodal

NYMEX - New York Mercantile Exchange

NYMSW - CME Swaps - NYMEX

VMAC - VMAC

XNAS - Nasdaq

XXXX - OTC Trades

UnderlyingStreamGrp (repeating) Strm