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/TrdCaptRpt/UndInstrmtGrp (repeating)

TagNameFIXML AbbrReqFormatDescriptionEnumerations
UndInstrmtGroup (repeating)      
711

NoUnderlyingInstruments


N

NumInGroup

Number of underlying legs that make up the security.


→UnderlyingInstrumentUndly



→311Underlying SymbolSymNString

Underlying security's Symbol. [N/A] when TrdCaptRpt/Undly/@Sym in FIXML is absent or empty.


→312UnderlyingSymbolSfxSfxNString

Underlying security's SymbolSfx.

  • 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
→309Underlying Product CodeID NStringUsed as the primary identifier for the underlying instrument.
→305Underlying Product Code SourceSrc NStringIdentifies the source of the underlying instrument.H - Clearing House / Clearing Organization

→310Underlying Security TypeSecTyp NStringUsed to indicate the type of underlying security being reported.
  • CMDTYSWAP - Commodity Swap
  • FUT - Future
  • FWD - Forward
  • MLEG - Multi Leg (Combo)
→313Underlying MaturityMMY NMonthYearThe expiration period code of an underlying instrument.

Month and Year of the underlying instrument maturity Format:

  • YYYYMM (i.e. 201403)
  • YYYYMMDD (20140323)
  • YYYYMMwN (201403w1)
→308Underlying Product ExchangeExch NExchange

The 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