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Underlying Symbol |
Sym
| String | Underlying security's Symbol.
See Symbol (55) field for description |
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Underlying Product Code |
ID
| String | Used as the primary identifier for the underlying instrument. |
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Underlying Product Code Source |
Src
| String | Identifies the source responsible for assigning the security identifier of the underling security. This may be the exchange, CCP, or an international organization. | 1 - CUSIP 4 - ISIN number 8 - Exchange Symbol 100 - TCC Alias 101 - ITC Alias 102 - IXM Number 103 - Globex Alias 104 - Red Code 105 - Preferred Reference Obligation 106 - Pair Clip 107 - PRS Commodity Code Alias 108 - PRS Put Commodity Code Alias 109 - PRS Call Commodity Code Alias 110 - TAS or TAM Trading Symbol 111 - Red Index Ticker 112 - TAM Marker Price Symbol 113 - Clearing GUID 114 - Clearing Spread GUID 115 - Standard Reference Obligation H - Clearing House / Clearing Organization L - Letter of Credit N - Markit RED entity CLIP P - Markit RED pair CLIP T - Legal entity identifier
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Underlying CFI Code |
CFI
| String | The CFI Code og the Underlying security. |
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Underlying Security Type |
SecTyp
| String | Used to indicate the type of underlying security being reported; Future, Option on Physical, Option on Future, or Multi-leg for spreads. | BDBSKT - Bond Basket CAP - Cap CASH - Cash CLLR - Collar CMDTYSWAP - Commodity Swap COLLBSKT - Collateral Basket COMBO - Multileg (Combo) EQBSKT - Equity Basket FLR - Floor FRA - Forward Rate Agreement FUT - Future FWD - Forward FXFWD - FX Forward FXNDF - Non-deliverable forward FXSPOT - FX Spot FXSWAP - FX Swap 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 REPO - Repurchase SEC - Security Collateral SWAPTION - Swaption
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Underlying Maturity |
MMY
| MonthYear | The expiration period code of an underlying instrument. Used in combination with UnderlyingSymbol or UnderlyingSecurityID to specify the instrument identifier. The value can be expressed as YYYYMM, YYYYMMDD or YYYYMMwN where w represents a reference to week |
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Underlying Maturity Date |
Mat
| LocalMktDate | Underlying security's maturity date.
See MaturityDate (541) field for description |
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UnderlyingRestructuringType |
RestrctTyp
| String | See RestructuringType(1449) | FR - Full Restructuring MM - Modified Mod Restructuring MM14 - Modified Mod Restructuring - 2014 MR - Modified Restructuring XR - No Restructuring specified XR14 - No Restructuring specified - 2014
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UnderlyingSeniority |
Snrty
| String | See Seniority(1450) | SB - Subordinated SD - Senior Secured SR - Senior
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Underlying Notional Percent Outstanding |
NotlPctOut
| Percentage | See NotionalPercentageOutstanding(1451) |
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UnderlyingOriginalNotionalPercentageOutstanding |
OrigNotlPctOut
| Percentage | See OriginalNotionalPercentageOutstanding(1452) |
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Underlying Strike Price |
StrkPx
| Price | Underlying security's StrikePrice.
See StrikePrice (202) field for description |
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Underlying Price Multiplier |
Mult
| float | Underlying security's ContractMultiplier.
See ContractMultiplier (231) field for description |
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UnderlyingCouponRate |
CpnRt
| Percentage | Underlying security's CouponRate.
See CouponRate (223) field for description |
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Underlying Product Exchange |
Exch
| Exchange | The exchange on which the underlying security is listed and has traded | CBT - Chicago Board of Trade CEE - Stock Exchange Group CME - Chicago Mercantile Exchange CMESC -Â CMESW - COMEX - Commodities Exchange, Inc COMSW -Â DME - Gulf Mercantile Exchange DUMX - Gulf Mercantile Exchange ERIS - Eris Exchange KCB -Â NYMEX - New York Mercantile Exchange NYMSW - CME Swaps - NYMEX SX - SGX TRU -Â XCBT - XCEC - XCME - XKBT - XNYM -
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UndSecAltIDGrp (repeating) |
UndAID
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→ Underlying Security Alternate ID |
AltID
| String | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. |
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→ Underlying Security Alternate ID Source |
AltIDSrc
| String | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified.
Valid values:
Same | 1 - CUSIP 4 - ISIN number 8 - Exchange Symbol 100 - TCC Alias 101 - ITC Alias 102 - IXM Number 103 - Globex Alias 104 - Red Code 105 - Preferred Reference Obligation 106 - Pair Clip 107 - PRS Commodity Code Alias 108 - PRS Put Commodity Code Alias 109 - PRS Call Commodity Code Alias 110 - TAS or TAM Trading Symbol 111 - Red Index Ticker 112 - TAM Marker Price Symbol 113 - Clearing GUID 114 - Clearing Spread GUID 115 - Standard Reference Obligation H - Clearing House / Clearing Organization L - Letter of Credit N - Markit RED entity CLIP P - Markit RED pair CLIP T - Legal entity identifier
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