| Name | Abbr | Datatype | Description | Enumerations |
|---|
| Underlying Symbol | Sym | String | Underlying security's Symbol. [N/A] when TrdCaptRpt/Undly/@Sym in FIXML is absent or empty. |
|
| UnderlyingSymbolSfx | Sfx | String | Underlying 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 | String | Used as the primary identifier for the underlying instrument. |
|
| Underlying Product Code Source | Src | String | Identifies the source of the underlying instrument. | H - Clearing House / Clearing Organization |
| Underlying Security Type | SecTyp | String | Used to indicate the type of underlying security being reported. | - CMDTYSWAP - Commodity Swap
- FUT - Future
- FWD - Forward
- MLEG - Multi Leg (Combo)
|
| Underlying Maturity | MMY | MonthYear | The expiration period code of an underlying instrument.
YYYYMM (i.e. 201403)
YYYYMMDD (20140323)
YYYYMMwN (201403w1) |
|
| Underlying Product Exchange | Exch | Exchange | 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 - Gulf 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 |
|---|