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/AllocInstrctn/Instrmt
| Name | Abbr | Datatype | Description | Enumerations |
|---|
| Product Code |
ID
| String | Used as the primary identifier for the traded instrument. For listed derivatives this is generally an exchange or CCP defined value. |
|
| CFI Code |
CFI
| String | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. |
|
| Security Type |
SecTyp
| String | Indicates type of instrument or security being traded or defined. | - BDBSKT - Bond Basket
- CAP - Cap
- CASH - Cash
- CLLR - Collar
- COLLBSKT - Collateral Basket
- COMBO - Multileg (Combo)
- EQBSKT - Equity Basket
- FLR - Floor
- FRA - Forward Rate Agreement
- FUT - Future
- FWD - Forward
- INDEX - General type for a contract based on an established index
- IRS - Interest Rate Swap
- LOFC - Letter Of Credit
- MF - Mutual Fund
- MLEG - Multi Leg (Combo)
- OOC - Options on Combo
- OOF - Options on Futures
- OOP - Options on Physical - use not recommended
- OPT - Option
- SEC - Security Collateral
|
| Contract Period Code |
MMY
| MonthYear | Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). |
|
| Strike Price |
StrkPx
| Price | Used for derivatives, such as options and covered warrants. |
|
| Put Or Call |
PutCall
| int | Used to express option right. | |
| Product Exchange |
Exch
| Exchange | The exchange where the Security is listed. | - CBT - Chicago Board of Trade
- CEE - Stock Exchange Group
- CME - Chicago Mercantile Exchange
- CMESC -
- CMESW -
- COMEX - Commodities Exchange, Inc
- COMSW -
- DME - Gulf Mercantile Exchange
- DUMX -
- ERIS - Eris Exchange
- KCB -
- NYMEX - New York Mercantile Exchange
- NYMSW - CME Swaps - NYMEX
- SX - SGX
- TRU -
- XCBT -
- XCEC -
- XCME -
- XKBT -
- XNYM -
|
| CashSettlTermGrp (repeating) |
CashSettlTrm
|
|
|---|
| → CashSettlCurrency |
Ccy
| Currency | Required if NoCashSettlTerms(40022) > 0. |
|
| → CashSettlQuoteCurrency |
QteCcy
| Currency | Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code. |
|