FIX TAG 42528
LegReturnRateValuationFrequencyRollConvention
StringAdded FIX.5.0SP2 · EP208
Definition
The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.
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Differences between the selected source snapshots, including wording and errata; not a migration guide.
FIX 5.0 SP2 FIX Latest · EP309
This tag is not present in the FIX 5.0 SP2 source. There is no definition or value list to compare.
Values 46
| Value | Meaning |
|---|---|
1 | 1st day of the month |
2 | 2nd day of the month |
3 | 3rd day of the month |
4 | 4th day of the month |
5 | 5th day of the month |
6 | 6thd day of the month |
7 | 7th day of the month |
8 | 8th day of the month |
9 | 9th day of the month |
10 | 10th day of the month |
11 | 11th day of the month |
12 | 12th day of the month |
13 | 13th day of the month |
14 | 14th day of the month |
15 | 15th day of the month |
16 | 16th day of the month |
17 | 17th day of the month |
18 | 18th day of the month |
19 | 19th day of the month |
20 | 20th day of the month |
21 | 21st day of the month |
22 | 22nd day of the month |
23 | 23rd day of the month |
24 | 24th day of the month |
25 | 25th day of the month |
26 | 26th day of the month |
27 | 27th day of the month |
28 | 28th day of the month |
29 | 29th day of the month |
30 | 30th day of the month |
EOM | The end of the month. Additional detail from the official sourceUse EOM for 31st day of the month. |
FRN | The floating rate note convention or Eurodollar convention. |
IMM | The International Money Market settlement date, i.e. the 3rd Wednesday of the month. |
IMMCAD | The last trading day/expiration day of the Canadian Derivatives Exchange. |
IMMAUD | The last trading day of the Sydney Futures Exchange Australian 90-day bank accepted bill futures contract. |
IMMNZD | The last trading day of the Sydney Futures Exchange New Zealand 90-day bank bill futures contract. |
SFE | The Sydney Futures Exchange 90-day bank accepted bill futures settlement dates. |
NONE | No adjustment |
TBILL | The 13-week and 26-week U.S. Treasury Bill auction dates. |
MON | Monday |
TUE | Tuesday |
WED | Wednesday |
THU | Thursday |
FRI | Friday |
SAT | Saturday |
SUN | Sunday |
About the String data type
Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt).
Used in messages 61
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=6IOIInstrmtLegIOIGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=7AdvertisementInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=8ExecutionReportInstrmtLegExecGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=BNewsInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=CEmailInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=JAllocationInstructionInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=QDontKnowTradeInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=RQuoteRequestQuotReqGrp / QuotReqLegsGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=SQuoteLegQuotGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=VMarketDataRequestInstrmtMDReqGrp / InstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=WMarketDataSnapshotFullRefreshInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=XMarketDataIncrementalRefreshMDIncGrp / InstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=ZQuoteCancelQuotCxlEntriesGrp / InstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=aQuoteStatusRequestInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=bMassQuoteAckQuotSetAckGrp / QuotEntryAckGrp / InstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=cSecurityDefinitionRequestInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=dSecurityDefinitionInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=eSecurityStatusRequestInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=fSecurityStatusInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=iMassQuoteQuotSetGrp / QuotEntryGrp / InstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=sNewOrderCrossInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=tCrossOrderCancelReplaceRequestInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=uCrossOrderCancelRequestInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=xSecurityListRequestInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=ySecurityListSecListGrp / InstrmtLegSecListGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=AADerivativeSecurityListRelSymDerivSecGrp / InstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=ABNewOrderMultilegLegOrdGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=ACMultilegOrderCancelReplaceLegOrdGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=ADTradeCaptureReportRequestInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=AETradeCaptureReportTrdInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=AGQuoteRequestRejectQuotReqRjctGrp / QuotReqLegsGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=AHRFQRequestRFQReqGrp / InstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=AIQuoteStatusReportLegQuotStatGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=AJQuoteResponseLegQuotGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=AKConfirmationInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=ALPositionMaintenanceRequestInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=AMPositionMaintenanceReportInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=ANRequestForPositionsInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=AORequestForPositionsAckInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=APPositionReportInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=AQTradeCaptureReportRequestAckInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=ARTradeCaptureReportAckTrdInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=ASAllocationReportInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=AWAssignmentReportInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=AXCollateralRequestInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=AYCollateralAssignmentInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=AZCollateralResponseInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=BACollateralReportInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=BBCollateralInquiryInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=BGCollateralInquiryAckInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=BPSecurityDefinitionUpdateReportInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=BKSecurityListUpdateReportSecLstUpdRelSymGrp / SecLstUpdRelSymsLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=BMAllocationInstructionAlertInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=BNExecutionAckInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=BRDerivativeSecurityListUpdateReportRelSymDerivSecUpdGrp / InstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=COSecurityMassStatusSecMassStatGrp / InstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=DCTradeMatchReportInstrmtMatchSideGrp / InstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=DFPartyRiskLimitCheckRequestLegOrdGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=DGPartyRiskLimitCheckRequestAckLegOrdGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=DOMarketDataStatisticsRequestInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp35=DPMarketDataStatisticsReportInstrmtLegGrp / InstrumentLeg / LegStreamGrp / LegPaymentStream / LegPaymentStreamFloatingRate / LegReturnRateGrp / LegReturnRateDateGrp