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FIXtags

FIX MESSAGE 35=X

MarketDataIncrementalRefresh

MsgType (35) = XMarketDataAdded FIX.4.2

Definition

The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted.

Message structure 4136 distinct fields

Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.

← Compact message view

  1. StandardHeaderComponentRequired

    MsgType = X

    StandardHeader definition & usage →

    1. 8 BeginStringStringRequired here

      FIX session profile (Always unencrypted, must be first field in message)

    2. 9 BodyLengthLengthRequired here

      (Always unencrypted, must be second field in message)

    3. 35 MsgTypeStringRequired here

      (Always unencrypted, must be third field in message)

    4. 1128 ApplVerIDString—

      Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.

    5. 1156 ApplExtIDint—
    6. 1129 CstmApplVerIDString—

      Used to support bilaterally agreed custom functionality

    7. 49 SenderCompIDStringRequired here

      (Always unencrypted)

    8. 56 TargetCompIDStringRequired here

      (Always unencrypted)

    9. 115 OnBehalfOfCompIDString—

      Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

    10. 128 DeliverToCompIDString—

      Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

    11. 90 SecureDataLenDeprecated FIX.5.0SP2Length—

      Required to identify length of encrypted section of message. (Always unencrypted)

    12. 91 SecureDataDeprecated FIX.5.0SP2data—

      Required when message body is encrypted. Always immediately follows SecureDataLen field.

    13. 34 MsgSeqNumSeqNumRequired here

      (Can be embedded within encrypted data section.)

    14. 50 SenderSubIDString—

      (Can be embedded within encrypted data section.)

    15. 142 SenderLocationIDString—

      Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

    16. 57 TargetSubIDString—

      "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

    17. 143 TargetLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

    18. 116 OnBehalfOfSubIDString—

      Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    19. 144 OnBehalfOfLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    20. 129 DeliverToSubIDString—

      Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    21. 145 DeliverToLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    22. 43 PossDupFlagBoolean—

      Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

    23. 97 PossResendBoolean—

      Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

    24. 52 SendingTimeUTCTimestampRequired here

      (Can be embedded within encrypted data section.)

    25. 122 OrigSendingTimeUTCTimestamp—

      Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

    26. 212 XmlDataLenLength—

      Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

    27. 213 XmlDataXMLData—

      Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.)

      See Volume 1: FIXML Support

    28. 347 MessageEncodingString—

      Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used.

    29. 369 LastMsgSeqNumProcessedSeqNum—

      The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

    30. HopGrpRepeating groupCount tag 627—

      Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

      HopGrp definition & usage →

      1. 627 NoHopsGroup count—
      2. 628 HopCompIDString—
      3. 629 HopSendingTimeUTCTimestamp—
      4. 630 HopRefIDSeqNum—
  2. ApplicationSequenceControlComponent—

    ApplicationSequenceControl definition & usage →

    1. 1180 ApplIDString—

      Identifies the application with which a message is associated. Used only if application sequencing is in effect.

    2. 1181 ApplSeqNumSeqNum—

      Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified.

    3. 1350 ApplLastSeqNumSeqNum—

      The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified

    4. 1352 ApplResendFlagBoolean—

      Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request.

  3. 3110 MDMsgIDString—

    Unique message identifier. Conditionally required when supporting MarketDataAck(35=EQ) as response message.

  4. 1021 MDBookTypeint—

    Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection

  5. 1022 MDFeedTypeString—

    Describes a class of service for a given data feed, ie Regular and Market Maker

  6. 1683 MDSubFeedTypeString—
  7. 75 TradeDateLocalMktDate—

    Used to specify the trading date for which a set of market data applies

  8. 262 MDReqIDString—

    Conditionally required if this message is in response to a Market Data Request.

  9. 1301 MarketIDExchange—
  10. 1300 MarketSegmentIDString—
  11. MDIncGrpRepeating groupCount tag 268Required

    Number of entries following.

    MDIncGrp definition & usage →

    1. 268 NoMDEntriesGroup countRequired here

      Number of entries following.

    2. 279 MDUpdateActioncharRequired here

      Required if NoMDEntries(268) > 0.

    3. 285 DeleteReasonDeprecated FIX.5.0char—

      If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion.

    4. 1173 MDSubBookTypeint—

      Can be used to define a subordinate book.

    5. 264 MarketDepthint—

      Can be used to define the current depth of the book.

    6. 269 MDEntryTypechar—

      Conditionally required if MDUpdateAction(279) = 0 (New). Cannot be changed.

    7. 278 MDEntryIDString—

      If specified, must be unique among currently active entries if MDUpdateAction(279) = 0 (New);

      must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 2 (Delete);

      must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is not specified; or

      must be unique among currently active entries if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is specified.

    8. 280 MDEntryRefIDString—

      If MDUpdateAction(279) = 0 (New), for the first market data entry in a message, either this field or a security symbol must be specified.

      If MDUpdateAction(279) = 1 (Change), this must refer to a previous MDEntryID(278).

    9. 1500 MDStreamIDString—
    10. InstrumentComponent—

      Instrument definition & usage →

      1. 55 SymbolString—

        Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)

        Use "[N/A]" for products which do not have a symbol.

        Required if the Instrument component is marked as required where the component is used.

      2. 65 SymbolSfxString—

        Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

      3. 48 SecurityIDString—

        Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

      4. 22 SecurityIDSourceString—

        Conditionally required when SecurityID(48) is specified.

      5. SecAltIDGrpRepeating groupCount tag 454—

        Number of alternate Security Identifiers

        SecAltIDGrp definition & usage →

        1. 454 NoSecurityAltIDGroup count—
        2. 455 SecurityAltIDString—
        3. 456 SecurityAltIDSourceString—
        4. 2957 SymbolPositionNumberint—
      6. 460 Productint—

        Indicates the type of product the security is associated with (high-level category)

      7. 1227 ProductComplexString—

        Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

      8. 1151 SecurityGroupString—

        An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

      9. 461 CFICodeString—

        Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

      10. 2891 UPICodeString—
      11. 167 SecurityTypeString—

        It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

        Required for Fixed Income. Refer to Volume 7 - Fixed Income

        Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)

      12. 762 SecuritySubTypeString—

        Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

      13. 200 MaturityMonthYearMonthYear—

        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). Note MaturityDate (a full date) can also be specified.

      14. 541 MaturityDateLocalMktDate—

        Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures) may use MaturityMonthYear(200) and/or this field.

        When using MaturityMonthYear(200), it is recommended that markets and sell sides report the MaturityDate(541) on all outbound messages as a means of data enrichment.

        For NDFs this represents the fixing date of the contract.

      15. 1079 MaturityTimeTZTimeOnly—

        For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time.

      16. 2982 MaturityFrequencyUnitString—

        Conditionally required when MaturityFrequencyPeriod(2983) is specified.

      17. 2983 MaturityFrequencyPeriodint—

        Conditionally required when MaturityFrequencyUnit(2982) is specified and the value is not EOM (End of Month) or F (Flexible).

      18. 966 SettleOnOpenFlagString—

        Indicator to determine if Instrument is Settle on Open.

      19. 1049 InstrmtAssignmentMethodchar—
      20. 965 SecurityStatusString—

        Gives the current state of the instrument

      21. 224 CouponPaymentDateLocalMktDate—

        Date interest is to be paid. Used in identifying Corporate Bond issues.

      22. 1449 RestructuringTypeString—
      23. 1450 SeniorityString—
      24. 1451 NotionalPercentageOutstandingPercentage—
      25. 1452 OriginalNotionalPercentageOutstandingPercentage—
      26. 1457 AttachmentPointPercentage—
      27. 1458 DetachmentPointPercentage—
      28. 1739 ObligationTypeString—
      29. 2210 AssetGroupint—
      30. 1938 AssetClassint—

        Required if AssetSubClass(1939) is specified.

      31. 1939 AssetSubClassint—

        Required if AssetType(1940) is specified.

      32. 1940 AssetTypeString—

        Required if AssetSubType(2735) is specified.

      33. 2735 AssetSubTypeString—
      34. SecondaryAssetGrpRepeating groupCount tag 1976—

        SecondaryAssetGrp definition & usage →

        1. 1976 NoSecondaryAssetClassesGroup count—
        2. 1977 SecondaryAssetClassint—

          Required if NoSecondaryAssetClasses(1976) > 0.

        3. 1978 SecondaryAssetSubClassint—

          Required if SecondaryAssetType(1979) is specified.

        4. 1979 SecondaryAssetTypeString—

          Required if SecondaryAssetSubType(2741) is specified.

        5. 2741 SecondaryAssetSubTypeString—
      35. AssetAttributeGrpRepeating groupCount tag 2304—

        AssetAttributeGrp definition & usage →

        1. 2304 NoAssetAttributesGroup count—
        2. 2305 AssetAttributeTypeString—

          Required if NoAssetAttributes(2304) > 0.

        3. 2306 AssetAttributeValueString—
        4. 2307 AssetAttributeLimitString—
      36. 1941 SwapClassString—
      37. 1575 SwapSubClassString—
      38. 1942 NthToDefaultint—

        Conditionally required when MthToDefault(1943) is specified.

      39. 1943 MthToDefaultint—
      40. 1944 SettledEntityMatrixSourceString—
      41. 1945 SettledEntityMatrixPublicationDateLocalMktDate—
      42. 1946 CouponTypeint—
      43. 1947 TotalIssuedAmountAmt—
      44. 1948 CouponFrequencyPeriodint—

        Conditionally required when CouponFrequencyUnit(1949) is specified.

      45. 1949 CouponFrequencyUnitString—

        Conditionally required when CouponFrequencyPeriod(1948) is specified.

      46. 1950 CouponDayCountint—
      47. 2879 CouponOtherDayCountString—
      48. 1951 ConvertibleBondEquityIDString—
      49. 1952 ConvertibleBondEquityIDSourceString—

        Conditionally required when ConvertibleBondEquityID(1951) is specified.

      50. 1953 ContractPriceRefMonthMonthYear—
      51. 1954 LienSeniorityint—
      52. 1955 LoanFacilityint—
      53. 1956 ReferenceEntityTypeint—
      54. 1957 IndexSeriesint—
      55. 1958 IndexAnnexVersionint—
      56. 1959 IndexAnnexDateLocalMktDate—
      57. 1960 IndexAnnexSourceString—
      58. 1577 SettlRateIndexString—
      59. 1580 SettlRateIndexLocationString—
      60. 1581 OptionExpirationDescString—
      61. 1678 EncodedOptionExpirationDescLenLength—

        Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it.

      62. 1697 EncodedOptionExpirationDescdata—

        Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field.

      63. 225 IssueDateLocalMktDate—

        Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

      64. 239 RepoCollateralSecurityTypeDeprecated FIX.4.4String—
      65. 226 RepurchaseTermDeprecated FIX.4.4int—
      66. 227 RepurchaseRateDeprecated FIX.4.4Percentage—
      67. 228 Factorfloat—

        For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index.

        Qty * Factor * Price = Gross Trade Amount

        For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract.

        (Qty * Price) * Factor = Nominal Value

      68. 255 CreditRatingString—
      69. 543 InstrRegistryString—

        The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.

      70. 470 CountryOfIssueCountry—

        ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

      71. 471 StateOrProvinceOfIssueString—

        A two-character state or province abbreviation.

      72. 472 LocaleOfIssueString—

        The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

      73. 240 RedemptionDateDeprecated FIX.4.4LocalMktDate—
      74. 202 StrikePricePrice—

        Used for derivatives, such as options and covered warrants

      75. 2578 OrigStrikePricePrice—
      76. 2577 StrikePricePrecisionint—
      77. 947 StrikeCurrencyCurrency—

        Used for derivatives

      78. 2904 StrikeCurrencyCodeSourceString—
      79. 967 StrikeMultiplierfloat—

        Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

      80. 968 StrikeValuefloat—

        Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

      81. 1698 StrikeUnitOfMeasureString—
      82. 1866 StrikeIndexString—
      83. 2600 StrikeIndexCurvePointString—
      84. 2001 StrikeIndexSpreadPriceOffset—
      85. 2601 StrikeIndexQuoteint—
      86. 1478 StrikePriceDeterminationMethodint—
      87. 1479 StrikePriceBoundaryMethodint—

        When specified, PutOrCall(201), StrikePrice(202), and StrikePriceBoundaryPrecision(1480) must also be specified.

      88. 1480 StrikePriceBoundaryPrecisionPercentage—
      89. 1481 UnderlyingPriceDeterminationMethodint—
      90. 206 OptAttributechar—

        Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.

      91. 231 ContractMultiplierfloat—

        For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

      92. 1435 ContractMultiplierUnitint—
      93. 2353 TradingUnitPeriodMultiplierint—
      94. 1439 FlowScheduleTypeint—
      95. 969 MinPriceIncrementfloat—

        Minimum price increment for the instrument. Could also be used to represent tick value.

      96. 1146 MinPriceIncrementAmountAmt—

        Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

      97. 996 UnitOfMeasureString—
      98. 1147 UnitOfMeasureQtyQty—
      99. 1716 UnitOfMeasureCurrencyCurrency—
      100. 2905 UnitOfMeasureCurrencyCodeSourceString—
      101. 1191 PriceUnitOfMeasureString—
      102. 1192 PriceUnitOfMeasureQtyQty—
      103. 1717 PriceUnitOfMeasureCurrencyCurrency—
      104. 2906 PriceUnitOfMeasureCurrencyCodeSourceString—
      105. 1193 SettlMethodString—

        Conditionally required if SettlSubMethod(2579) is specified.

      106. 2579 SettlSubMethodint—
      107. 1194 ExerciseStyleint—

        Type of exercise of a derivatives security

      108. 1482 OptPayoutTypeint—
      109. 1195 OptPayoutAmountAmt—

        Conditionally required if OptPayoutType(1482) = 3 (Binary).

      110. 2753 ReturnTriggerint—
      111. 1196 PriceQuoteMethodString—

        Method for price quotation

      112. 1197 ValuationMethodString—

        Indicates type of valuation method used.

      113. 2002 ValuationSourceString—
      114. 2140 ValuationReferenceModelString—
      115. 1524 PriceQuoteCurrencyCurrency—
      116. 2907 PriceQuoteCurrencyCodeSourceString—
      117. 1198 ListMethodint—

        Indicates whether the instruments are pre-listed only or can also be defined via user request

      118. 1199 CapPricePrice—

        Used to express the ceiling price of a capped call

      119. 1200 FloorPricePrice—

        Used to express the floor price of a capped put

      120. 201 PutOrCallint—

        Used to express option right

      121. 2681 InTheMoneyConditionint—

        Used to express in-the-moneyness behavior in general terms for the option without the use of StrikePrice(202) and PutOrCall(201).

      122. 2685 ContraryInstructionEligibilityIndicatorBoolean—
      123. 1244 FlexibleIndicatorBoolean—

        Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

      124. 1242 FlexProductEligibilityIndicatorBoolean—

        Used to indicate if a product or group of product supports the creation of flexible securities

      125. 2575 BlockTradeEligibilityIndicatorBoolean—
      126. 2574 LowExercisePriceOptionIndicatorBoolean—
      127. 997 TimeUnitString—

        Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

      128. 223 CouponRatePercentage—

        For Fixed Income.

      129. 207 SecurityExchangeExchange—

        Can be used to identify the security.

      130. 970 PositionLimitint—

        Position Limit for the instrument.

      131. 971 NTPositionLimitint—

        Near-term Position Limit for the instrument.

      132. 106 IssuerString—
      133. 348 EncodedIssuerLenLength—

        Must be set if EncodedIssuer(349) field is specified and must immediately precede it.

      134. 349 EncodedIssuerdata—

        Encoded (non-ASCII characters) representation of the Issuer(106) field in the encoded format specified via the MessageEncoding(347) field.

      135. 2737 FinancialInstrumentShortNameString—
      136. 2714 FinancialInstrumentFullNameString—
      137. 2715 EncodedFinancialInstrumentFullNameLenLength—

        Must be set if EncodedFinancialInstrumentFullName(2716) field is specified and must immediately precede it.

      138. 2716 EncodedFinancialInstrumentFullNamedata—

        Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field.

      139. 107 SecurityDescString—
      140. 350 EncodedSecurityDescLenLength—

        Must be set if EncodedSecurityDesc(351) field is specified and must immediately precede it.

      141. 351 EncodedSecurityDescdata—

        Encoded (non-ASCII characters) representation of the SecurityDesc(107) field in the encoded format specified via the MessageEncoding(347) field.

      142. SecurityXMLComponent—

        Embedded XML document describing the instrument.

        SecurityXML definition & usage →

        1. 1184 SecurityXMLLenLength—

          Must be provided if SecurityXML(1185) field is specified and must immediately precede it.

        2. 1185 SecurityXMLXMLData—
        3. 1186 SecurityXMLSchemaString—
      143. 691 PoolString—

        Identifies MBS / ABS pool

      144. 667 ContractSettlMonthMonthYear—

        Must be present for MBS/TBA

      145. 875 CPProgramint—

        The program under which a commercial paper is issued

      146. 876 CPRegTypeString—

        The registration type of a commercial paper issuance

      147. EvntGrpRepeating groupCount tag 864—

        Number of repeating EventType group entries.

        EvntGrp definition & usage →

        1. 864 NoEventsGroup count—
        2. 865 EventTypeint—

          Required if NoEvents(864) > 0.

        3. 866 EventDateLocalMktDate—

          Can be used when only a date is required.

        4. 1145 EventTimeUTCTimestamp—

          Can be used when a date and time or only a time is required.

        5. 1827 EventTimeUnitString—

          Conditionally required when EventTimePeriod(1826) is specified.

        6. 1826 EventTimePeriodint—

          Conditionally required when EventTimeUnit(1827) is specified.

        7. 2340 EventMonthYearMonthYear—
        8. 867 EventPxPrice—
        9. 868 EventTextString—
        10. 1578 EncodedEventTextLenLength—

          Must be set if EncodedEventText(1579) field is specified and must immediately precede it.

        11. 1579 EncodedEventTextdata—

          Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field.

      148. 873 DatedDateLocalMktDate—

        If different from IssueDate

      149. 874 InterestAccrualDateLocalMktDate—

        If different from IssueDate and DatedDate

      150. InstrumentPartiesRepeating groupCount tag 1018—

        Used to identify the parties related to a specific instrument.

        InstrumentParties definition & usage →

        1. 1018 NoInstrumentPartiesGroup count—

          Repeating group below should contain unique combinations of InstrumentPartyID(1019), InstrumentPartyIDSource(1050) and InstrumentPartyRole(1051).

        2. 1019 InstrumentPartyIDString—

          Required if NoInstrumentParties(1018) > 0.

          Identification of the party.

        3. 1050 InstrumentPartyIDSourcechar—

          Required if NoInstrumentParties(1018) > 0.

          Used to identify classification source.

        4. 1051 InstrumentPartyRoleint—

          Required if NoInstrumentParties(1018) > 0.

          Identifies the type of InstrumentPartyID(1019).

        5. 2378 InstrumentPartyRoleQualifierint—
        6. InstrumentPtysSubGrpRepeating groupCount tag 1052—

          Repeating group of party sub-identifiers.

          InstrumentPtysSubGrp definition & usage →

          1. 1052 NoInstrumentPartySubIDsGroup count—
          2. 1053 InstrumentPartySubIDString—
          3. 1054 InstrumentPartySubIDTypeint—
      151. 1687 ShortSaleRestrictionint—
      152. ComplexEventsRepeating groupCount tag 1483—

        ComplexEvents definition & usage →

        1. 1483 NoComplexEventsGroup count—
        2. 1484 ComplexEventTypeint—

          Required if NoComplexEvents(1483) > 0.

        3. 2117 ComplexOptPayoutPaySideint—
        4. 2118 ComplexOptPayoutReceiveSideint—
        5. 2119 ComplexOptPayoutUnderlierString—
        6. 1485 ComplexOptPayoutAmountAmt—
        7. 2120 ComplexOptPayoutPercentagePercentage—
        8. 2121 ComplexOptPayoutTimeint—
        9. 2122 ComplexOptPayoutCurrencyCurrency—
        10. 2941 ComplexOptPayoutCurrencyCodeSourceString—
        11. 1486 ComplexEventPricePrice—
        12. 2123 ComplexEventPricePercentagePercentage—
        13. 1487 ComplexEventPriceBoundaryMethodint—
        14. 1488 ComplexEventPriceBoundaryPrecisionPercentage—
        15. 1489 ComplexEventPriceTimeTypeint—
        16. 1490 ComplexEventConditionint—

          Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event.

        17. ComplexEventDatesRepeating groupCount tag 1491—

          ComplexEventDates definition & usage →

          1. 1491 NoComplexEventDatesGroup count—
          2. 1492 ComplexEventStartDateUTCDateOnly—

            Required if NoComplexEventDates(1491) > 0.

          3. 1493 ComplexEventEndDateUTCDateOnly—

            Required if NoComplexEventDates(1491) > 0.

          4. ComplexEventTimesRepeating groupCount tag 1494—

            ComplexEventTimes definition & usage →

            1. 1494 NoComplexEventTimesGroup count—
            2. 1495 ComplexEventStartTimeUTCTimeOnly—

              Required if NoComplexEventTimes(1494) > 0.

            3. 1496 ComplexEventEndTimeUTCTimeOnly—

              Required if NoComplexEventTimes(1494) > 0.

        18. 2124 ComplexEventCurrencyOneCurrency—
        19. 2942 ComplexEventCurrencyOneCodeSourceString—
        20. 2125 ComplexEventCurrencyTwoCurrency—
        21. 2943 ComplexEventCurrencyTwoCodeSourceString—
        22. 2126 ComplexEventQuoteBasisint—
        23. 2127 ComplexEventFixedFXRatefloat—
        24. 2407 ComplexEventSpotRatePrice—
        25. 2408 ComplexEventForwardPointsPriceOffset—
        26. 2128 ComplexEventDeterminationMethodString—
        27. 2129 ComplexEventCalculationAgentint—
        28. 2130 ComplexEventStrikePricePrice—
        29. 2131 ComplexEventStrikeFactorfloat—
        30. 2132 ComplexEventStrikeNumberOfOptionsint—
        31. ComplexEventRateSourceGrpRepeating groupCount tag 41013—

          ComplexEventRateSourceGrp definition & usage →

          1. 41013 NoComplexEventRateSourcesGroup count—
          2. 41014 ComplexEventRateSourceint—

            Required if NoComplexEventRateSources(41013) > 0.

          3. 41015 ComplexEventRateSourceTypeint—

            Required if NoComplexEventRateSources(41013) > 0.

          4. 41016 ComplexEventReferencePageString—

            Conditionally required when ComplexEventRateSource(41014) = 99 (Other).

          5. 41017 ComplexEventReferencePageHeadingString—
        32. ComplexEventRelativeDateComponent—

          ComplexEventRelativeDate definition & usage →

          1. 41020 ComplexEventDateUnadjustedLocalMktDate—
          2. 41021 ComplexEventDateRelativeToint—
          3. 41022 ComplexEventDateOffsetPeriodint—

            Conditionally required when ComplexEventDateOffsetUnit(41023) is specified.

          4. 41023 ComplexEventDateOffsetUnitString—

            Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified.

          5. 41024 ComplexEventDateOffsetDayTypeint—
          6. 41025 ComplexEventDateBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions.

          7. ComplexEventDateBusinessCenterGrpRepeating groupCount tag 41018—

            When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions.

            ComplexEventDateBusinessCenterGrp definition & usage →

            1. 41018 NoComplexEventDateBusinessCentersGroup count—
            2. 41019 ComplexEventDateBusinessCenterString—

              Required if NoComplexEventDateBuisinessCenters(41018) > 0.

          8. 41026 ComplexEventDateAdjustedLocalMktDate—
          9. 41027 ComplexEventFixingTimeLocalMktTime—
          10. 41028 ComplexEventFixingTimeBusinessCenterString—
        33. ComplexEventPeriodGrpRepeating groupCount tag 41010—

          ComplexEventPeriodGrp definition & usage →

          1. 41010 NoComplexEventPeriodsGroup count—
          2. 41011 ComplexEventPeriodTypeint—

            Required if NoComplexEventPeriods(41010) > 0.

          3. 41012 ComplexEventBusinessCenterString—
          4. ComplexEventScheduleGrpRepeating groupCount tag 41031—

            ComplexEventScheduleGrp definition & usage →

            1. 41031 NoComplexEventSchedulesGroup count—
            2. 41032 ComplexEventScheduleStartDateLocalMktDate—

              Required if NoComplexEventSchedules(41031) > 0.

            3. 41033 ComplexEventScheduleEndDateLocalMktDate—
            4. 41034 ComplexEventScheduleFrequencyPeriodint—

              Conditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified.

            5. 41035 ComplexEventScheduleFrequencyUnitString—

              Conditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified.

            6. 41036 ComplexEventScheduleRollConventionString—

              When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule.

          5. ComplexEventPeriodDateGrpRepeating groupCount tag 41007—

            ComplexEventPeriodDateGrp definition & usage →

            1. 41007 NoComplexEventPeriodDateTimesGroup count—
            2. 41008 ComplexEventPeriodDateLocalMktDate—

              Required if NoComplexEventPeriodDateTimes(41007) > 0.

            3. 41009 ComplexEventPeriodTimeLocalMktTime—
          6. ComplexEventAveragingObservationGrpRepeating groupCount tag 40994—

            ComplexEventAveragingObservationGrp definition & usage →

            1. 40994 NoComplexEventAveragingObservationsGroup count—
            2. 40995 ComplexEventAveragingObservationNumberint—

              Required if NoComplexEventAveragingObservations(40994) > 0.

            3. 40996 ComplexEventAveragingWeightfloat—
        34. 2133 ComplexEventCreditEventsXIDRefXIDREF—
        35. 2134 ComplexEventCreditEventNotifyingPartyint—
        36. 2135 ComplexEventCreditEventBusinessCenterString—
        37. 2136 ComplexEventCreditEventStandardSourcesBoolean—
        38. 2137 ComplexEventCreditEventMinimumSourcesint—
        39. ComplexEventCreditEventSourceGrpRepeating groupCount tag 41029—

          ComplexEventCreditEventSourceGrp definition & usage →

          1. 41029 NoComplexEventCreditEventSourcesGroup count—
          2. 41030 ComplexEventCreditEventSourceString—

            Required if NoComplexEventCreditEventSources(41029) > 0.

        40. ComplexEventCreditEventGrpRepeating groupCount tag 40997—

          ComplexEventCreditEventGrp definition & usage →

          1. 40997 NoComplexEventCreditEventsGroup count—
          2. 40998 ComplexEventCreditEventTypeString—

            Required if NoComplexEventCreditEvents(40997) > 0.

          3. 40999 ComplexEventCreditEventValueString—
          4. 41000 ComplexEventCreditEventCurrencyCurrency—
          5. 41001 ComplexEventCreditEventPeriodint—

            Conditionally required when ComplexEventCreditEventUnit(41002) is specified.

          6. 41002 ComplexEventCreditEventUnitString—

            Conditionally required when ComplexEventCreditEventPeriod(41001) is specified.

          7. 41003 ComplexEventCreditEventDayTypeint—
          8. 41004 ComplexEventCreditEventRateSourceint—
          9. ComplexEventCreditEventQualifierGrpRepeating groupCount tag 41005—

            ComplexEventCreditEventQualifierGrp definition & usage →

            1. 41005 NoComplexEventCreditEventQualifiersGroup count—
            2. 41006 ComplexEventCreditEventQualifierchar—

              Required if NoComplexEventCreditEventQualifiers(41005) > 0.

        41. 2597 ComplexEventFuturesPriceValuationBoolean—
        42. 2598 ComplexEventOptionsPriceValuationBoolean—
        43. 2599 ComplexEventPVFinalPriceElectionFallbackint—
        44. 2138 ComplexEventXIDXID—
        45. 2139 ComplexEventXIDRefXIDREF—
      153. 1787 RefTickTableIDint—

        Spread table code referred by the security or symbol.

      154. 2141 StrategyTypeString—
      155. 2142 CommonPricingIndicatorBoolean—
      156. 2143 SettlDisruptionProvisionint—
      157. 2752 DeliveryRouteOrCharterString—
      158. 2144 InstrumentRoundingDirectionchar—
      159. 2145 InstrumentRoundingPrecisionint—
      160. 2576 InstrumentPricePrecisionint—
      161. 2962 SecurityReferenceDataSupplementString—
      162. DateAdjustmentComponent—

        DateAdjustment definition & usage →

        1. 40921 BusinessDayConventionint—
        2. BusinessCenterGrpRepeating groupCount tag 40278—

          BusinessCenterGrp definition & usage →

          1. 40278 NoBusinessCentersGroup count—
          2. 40471 BusinessCenterString—

            Required if NoBusinessCenters(40278) > 0.

        3. 40922 DateRollConventionString—
      163. PricingDateTimeComponent—

        PricingDateTime definition & usage →

        1. 41232 PricingDateUnadjustedLocalMktDate—
        2. 41233 PricingDateBusinessDayConventionint—

          When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates.

        3. PricingDateBusinessCenterGrpRepeating groupCount tag 41230—

          When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates.

          PricingDateBusinessCenterGrp definition & usage →

          1. 41230 NoPricingDateBusinessCentersGroup count—
          2. 41231 PricingDateBusinessCenterString—

            Required if NoPricingDateBusinessCenters(41230) > 0.

        4. 41234 PricingDateAdjustedLocalMktDate—
        5. 41235 PricingTimeLocalMktTime—
        6. 41236 PricingTimeBusinessCenterString—
      164. MarketDisruptionComponent—

        MarketDisruption definition & usage →

        1. 41087 MarketDisruptionProvisionint—
        2. MarketDisruptionEventGrpRepeating groupCount tag 41092—

          MarketDisruptionEventGrp definition & usage →

          1. 41092 NoMarketDisruptionEventsGroup count—
          2. 41093 MarketDisruptionEventString—

            Required if NoMarketDisruptionEvents(41092) > 0.

          3. 40991 MarketDisruptionValueString—
        3. 41088 MarketDisruptionFallbackProvisionint—
        4. MarketDisruptionFallbackGrpRepeating groupCount tag 41094—

          MarketDisruptionFallbackGrp definition & usage →

          1. 41094 NoMarketDisruptionFallbacksGroup count—
          2. 41095 MarketDisruptionFallbackTypeString—

            Required if NoMarketDisruptionFallbacks(41094) > 0.

            The sequence of entries specifies the order in which the fallback provisions should be applied.

          3. 40992 MarketDisruptionFallbackValueString—
        5. MarketDisruptionFallbackReferencePriceGrpRepeating groupCount tag 41096—

          MarketDisruptionFallbackReferencePriceGrp definition & usage →

          1. 41096 NoMarketDisruptionFallbackReferencePricesGroup count—
          2. 41097 MarketDisruptionFallbackUnderlierTypeint—

            Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0.

          3. 41098 MarketDisruptionFallbackUnderlierSecurityIDString—

            Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified.

          4. 41099 MarketDisruptionFallbackUnderlierSecurityIDSourceString—

            Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified.

          5. 41100 MarketDisruptionFallbackUnderlierSecurityDescString—
          6. 41101 EncodedMarketDisruptionFallbackUnderlierSecurityDescLenLength—

            Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it

          7. 41102 EncodedMarketDisruptionFallbackUnderlierSecurityDescdata—

            Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field.

          8. 41103 MarketDisruptionFallbackOpenUnitsQty—
          9. 41104 MarketDisruptionFallbackBasketCurrencyCurrency—
          10. 41105 MarketDisruptionFallbackBasketDivisorfloat—
        6. 41089 MarketDisruptionMaximumDaysint—
        7. 41090 MarketDisruptionMaterialityPercentagePercentage—

          If specified, the disruption event should be specified in MarketDisruptionEventGrp.

        8. 41091 MarketDisruptionMinimumFuturesContractsint—

          Applicable only when MarketDisruptionEvent(41093)='DeMinimisTrading'.

      165. OptionExerciseComponent—

        OptionExercise definition & usage →

        1. 41106 ExerciseDescString—
        2. 41107 EncodedExerciseDescLenLength—

          Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it.

        3. 41108 EncodedExerciseDescdata—

          Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field.

        4. 41109 AutomaticExerciseIndicatorBoolean—
        5. 41110 AutomaticExerciseThresholdRatefloat—
        6. 41111 ExerciseConfirmationMethodint—
        7. 41112 ManualNoticeBusinessCenterString—
        8. 41113 FallbackExerciseIndicatorBoolean—
        9. 41114 LimitedRightToConfirmIndicatorBoolean—
        10. 41115 ExerciseSplitTicketIndicatorBoolean—
        11. 42590 SettlMethodElectingPartySideint—
        12. SettlMethodElectionDateComponent—

          SettlMethodElectionDate definition & usage →

          1. 42777 SettlMethodElectionDateUnadjustedLocalMktDate—
          2. 42778 SettlMethodElectionDateBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise.

          3. SettlMethodElectionDateBusinessCenterGrpRepeating groupCount tag 42775—

            When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise.

            SettlMethodElectionDateBusinessCenterGrp definition & usage →

            1. 42775 NoSettlMethodElectionDateBusinessCentersGroup count—
            2. 42776 SettlMethodElectionDateBusinessCenterString—

              Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0.

          4. 42779 SettlMethodElectionDateRelativeToint—
          5. 42780 SettlMethodElectionDateOffsetPeriodint—

            Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified.

          6. 42781 SettlMethodElectionDateOffsetUnitString—

            Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified.

          7. 42782 SettlMethodElectionDateOffsetDayTypeint—
          8. 42783 SettlMethodElectionDateAdjustedLocalMktDate—
        13. OptionExerciseDatesComponent—

          OptionExerciseDates definition & usage →

          1. 41118 OptionExerciseBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates.

          2. OptionExerciseBusinessCenterGrpRepeating groupCount tag 41116—

            When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise dates.

            OptionExerciseBusinessCenterGrp definition & usage →

            1. 41116 NoOptionExerciseBusinessCentersGroup count—
            2. 41117 OptionExerciseBusinessCenterString—

              Required if NoOptionExerciseBusinessCenters(41116) > 0.

          3. OptionExerciseDateGrpRepeating groupCount tag 41137—

            OptionExerciseDateGrp definition & usage →

            1. 41137 NoOptionExerciseDatesGroup count—
            2. 41138 OptionExerciseDateLocalMktDate—

              Required if NoOptionExerciseDates(41137) > 0.

            3. 41139 OptionExerciseDateTypeint—

              When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

          4. 41119 OptionExerciseEarliestDateOffsetDayTypeint—
          5. 41120 OptionExerciseEarliestDateOffsetPeriodint—

            Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified.

          6. 41121 OptionExerciseEarliestDateOffsetUnitString—

            Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified.

          7. 41122 OptionExerciseFrequencyPeriodint—

            Conditionally required when OptionExerciseFrequencyUnit(41123) is specified.

          8. 41123 OptionExerciseFrequencyUnitString—

            Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified.

          9. 41124 OptionExerciseStartDateUnadjustedLocalMktDate—
          10. 41125 OptionExerciseStartDateRelativeToint—
          11. 41126 OptionExerciseStartDateOffsetPeriodint—

            Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified.

          12. 41127 OptionExerciseStartDateOffsetUnitString—

            Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified.

          13. 41128 OptionExerciseStartDateOffsetDayTypeint—
          14. 41129 OptionExerciseStartDateAdjustedLocalMktDate—
          15. 41130 OptionExerciseSkipint—
          16. 41131 OptionExerciseNominationDeadlineLocalMktDate—
          17. 41132 OptionExerciseFirstDateUnadjustedLocalMktDate—
          18. 41133 OptionExerciseLastDateUnadjustedLocalMktDate—
          19. 41134 OptionExerciseEarliestTimeLocalMktTime—
          20. 41135 OptionExerciseLatestTimeLocalMktTime—
          21. 41136 OptionExerciseTimeBusinessCenterString—
        14. OptionExerciseExpirationComponent—

          OptionExerciseExpiration definition & usage →

          1. 41142 OptionExerciseExpirationDateBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates.

          2. OptionExerciseExpirationDateBusinessCenterGrpRepeating groupCount tag 41140—

            When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates.

            OptionExerciseExpirationDateBusinessCenterGrp definition & usage →

            1. 41140 NoOptionExerciseExpirationDateBusinessCentersGroup count—
            2. 41141 OptionExerciseExpirationDateBusinessCenterString—

              Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0.

          3. OptionExerciseExpirationDateGrpRepeating groupCount tag 41152—

            OptionExerciseExpirationDateGrp definition & usage →

            1. 41152 NoOptionExerciseExpirationDatesGroup count—
            2. 41153 OptionExerciseExpirationDateLocalMktDate—

              Required if NoOptionExpirationDates(41152) > 0.

            3. 41154 OptionExerciseExpirationDateTypeint—

              When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

          4. 41143 OptionExerciseExpirationDateRelativeToint—
          5. 41144 OptionExerciseExpirationDateOffsetPeriodint—

            Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified.

          6. 41145 OptionExerciseExpirationDateOffsetUnitString—

            Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified.

          7. 41146 OptionExerciseExpirationFrequencyPeriodint—

            Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified.

          8. 41147 OptionExerciseExpirationFrequencyUnitString—

            Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified.

          9. 41148 OptionExerciseExpirationRollConventionString—

            When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times.

          10. 41149 OptionExerciseExpirationDateOffsetDayTypeint—
          11. 41150 OptionExerciseExpirationTimeLocalMktTime—
          12. 41151 OptionExerciseExpirationTimeBusinessCenterString—
        15. OptionExerciseMakeWholeProvisionComponent—

          OptionExerciseMakeWholeProvision definition & usage →

          1. 42591 MakeWholeDateLocalMktDate—
          2. 42592 MakeWholeAmountAmt—
          3. 42593 MakeWholeBenchmarkCurveNameString—
          4. 42594 MakeWholeBenchmarkCurvePointString—
          5. 42595 MakeWholeRecallSpreadPriceOffset—
          6. 42596 MakeWholeBenchmarkQuoteint—
          7. 42597 MakeWholeInterpolationMethodint—
      166. StreamGrpRepeating groupCount tag 40049—

        StreamGrp definition & usage →

        1. 40049 NoStreamsGroup count—
        2. 40050 StreamTypeint—

          Required if NoStreams(40049) > 0.

        3. 41303 StreamXIDXID—
        4. 40051 StreamDescString—
        5. 42784 StreamVersionString—
        6. 42785 StreamVersionEffectiveDateLocalMktDate—
        7. 40052 StreamPaySideint—
        8. 40053 StreamReceiveSideint—
        9. 41305 StreamNotionalXIDRefXIDREF—
        10. 40054 StreamNotionalAmt—
        11. 40055 StreamCurrencyCurrency—
        12. 42786 StreamNotionalDeterminationMethodString—
        13. 42787 StreamNotionalAdjustmentsint—
        14. 41306 StreamNotionalFrequencyPeriodint—

          Conditionally required when StreamNotionalFrequencyUnit(41307) is specified.

        15. 41307 StreamNotionalFrequencyUnitString—

          Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified.

        16. 41308 StreamNotionalCommodityFrequencyint—
        17. 41309 StreamNotionalUnitOfMeasureString—
        18. 41310 StreamTotalNotionalQty—
        19. 41311 StreamTotalNotionalUnitOfMeasureString—
        20. StreamCommodityComponent—

          StreamCommodity definition & usage →

          1. 41251 StreamCommodityBaseString—
          2. 41252 StreamCommodityTypeString—
          3. 41253 StreamCommoditySecurityIDString—

            Conditionally required when StreamCommoditySecurityIDSource(41254) is specified.

          4. 41254 StreamCommoditySecurityIDSourceString—

            Conditionally required when StreamCommoditySecurityID(41253) is specified.

          5. StreamCommodityAltIDGrpRepeating groupCount tag 41277—

            StreamCommodityAltIDGrp definition & usage →

            1. 41277 NoStreamCommodityAltIDsGroup count—
            2. 41278 StreamCommodityAltIDString—

              Required if NoStreamCommodityAltIDs(41277) > 0.

            3. 41279 StreamCommodityAltIDSourceString—

              Required if NoStreamCommodityAltIDs(41277) > 0.

          6. 41255 StreamCommodityDescString—
          7. 41256 EncodedStreamCommodityDescLenLength—

            Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it.

          8. 41257 EncodedStreamCommodityDescdata—

            Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field.

          9. 42587 StreamCommodityDeliveryPricingRegionString—

            May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N).

          10. StreamAssetAttributeGrpRepeating groupCount tag 41237—

            StreamAssetAttributeGrp definition & usage →

            1. 41237 NoStreamAssetAttributesGroup count—
            2. 41238 StreamAssetAttributeTypeString—

              Required if NoStreamAssetAttributes(41237) > 0.

            3. 41239 StreamAssetAttributeValueString—
            4. 41240 StreamAssetAttributeLimitString—
          11. 41258 StreamCommodityUnitOfMeasureString—
          12. 41259 StreamCommodityCurrencyCurrency—
          13. 41260 StreamCommodityExchangeExchange—
          14. 41261 StreamCommodityRateSourceint—
          15. 41262 StreamCommodityRateReferencePageString—
          16. 41263 StreamCommodityRateReferencePageHeadingString—
          17. 41264 StreamDataProviderString—
          18. StreamCommodityDataSourceGrpRepeating groupCount tag 41280—

            StreamCommodityDataSourceGrp definition & usage →

            1. 41280 NoStreamCommodityDataSourcesGroup count—
            2. 41281 StreamCommodityDataSourceIDString—

              Required if NoStreamCommodityDataSources(41280) > 0.

            3. 41282 StreamCommodityDataSourceIDTypeint—

              Required if NoStreamCommodityDataSources(41280) > 0.

          19. 41265 StreamCommodityPricingTypeString—
          20. 41266 StreamCommodityNearbySettlDayPeriodint—

            Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified.

          21. 41267 StreamCommodityNearbySettlDayUnitString—

            Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified.

          22. 41268 StreamCommoditySettlDateUnadjustedLocalMktDate—
          23. 41269 StreamCommoditySettlDateBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates.

          24. StreamCommoditySettlBusinessCenterGrpRepeating groupCount tag 41249—

            When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates.

            StreamCommoditySettlBusinessCenterGrp definition & usage →

            1. 41249 NoStreamCommoditySettlBusinessCentersGroup count—
            2. 41250 StreamCommoditySettlBusinessCenterString—

              Required if NoStreamCommoditySettlBusinessCenters(41249) > 0.

          25. 41270 StreamCommoditySettlDateAdjustedLocalMktDate—
          26. 41271 StreamCommoditySettlMonthint—
          27. 41272 StreamCommoditySettlDateRollPeriodint—

            Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified.

          28. 41273 StreamCommoditySettlDateRollUnitString—

            Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified.

          29. 41274 StreamCommoditySettlDayTypeint—
          30. StreamCommoditySettlPeriodGrpRepeating groupCount tag 41289—

            StreamCommoditySettlPeriodGrp definition & usage →

            1. 41289 NoStreamCommoditySettlPeriodsGroup count—
            2. 41290 StreamCommoditySettlCountryCountry—

              Required if NoStreamCommoditySettlPeriods(41289) > 0.

            3. 41291 StreamCommoditySettlTimeZoneString—
            4. 41292 StreamCommoditySettlFlowTypeint—
            5. 41293 StreamCommoditySettlPeriodNotionalQty—
            6. 41294 StreamCommoditySettlPeriodNotionalUnitOfMeasureString—
            7. 41295 StreamCommoditySettlPeriodFrequencyPeriodint—

              Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified.

            8. 41296 StreamCommoditySettlPeriodFrequencyUnitString—

              Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified.

            9. 41297 StreamCommoditySettlPeriodPricePrice—
            10. 41298 StreamCommoditySettlPeriodPriceUnitOfMeasureString—
            11. 41299 StreamCommoditySettlPeriodPriceCurrencyCurrency—
            12. 41300 StreamCommoditySettlHolidaysProcessingInstructionint—
            13. StreamCommoditySettlDayGrpRepeating groupCount tag 41283—

              StreamCommoditySettlDayGrp definition & usage →

              1. 41283 NoStreamCommoditySettlDaysGroup count—
              2. 41284 StreamCommoditySettlDayint—

                Required if NoStreamCommoditySettlDays(41283) > 0.

              3. 41285 StreamCommoditySettlTotalHoursint—
              4. StreamCommoditySettlTimeGrpRepeating groupCount tag 41286—

                StreamCommoditySettlTimeGrp definition & usage →

                1. 41286 NoStreamCommoditySettlTimesGroup count—
                2. 41287 StreamCommoditySettlStartString—

                  Required if NoStreamCommoditySettlTimes(41286) > 0.

                3. 41288 StreamCommoditySettlEndString—

                  Required if NoStreamCommoditySettlTimes(41286) > 0.

                4. 41588 StreamCommoditySettlTimeTypeint—

                  May be defaulted to market convention or bilaterally agreed if not specified.

            14. 41301 StreamCommoditySettlPeriodXIDXID—
            15. 41302 StreamCommoditySettlPeriodXIDRefXIDREF—
          31. 41275 StreamCommodityXIDXID—
          32. 41276 StreamCommodityXIDRefXIDREF—
        21. StreamEffectiveDateComponent—

          StreamEffectiveDate definition & usage →

          1. 40907 StreamEffectiveDateUnadjustedLocalMktDate—
          2. 40908 StreamEffectiveDateBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream.

          3. StreamEffectiveDateBusinessCenterGrpRepeating groupCount tag 40960—

            When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream.

            StreamEffectiveDateBusinessCenterGrp definition & usage →

            1. 40960 NoStreamEffectiveDateBusinessCentersGroup count—
            2. 40909 StreamEffectiveDateBusinessCenterString—

              Required if NoStreamEffectiveDateBusinessCenters(40960) > 0.

          4. 40910 StreamEffectiveDateRelativeToint—
          5. 40911 StreamEffectiveDateOffsetPeriodint—

            Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified.

          6. 40912 StreamEffectiveDateOffsetUnitString—

            Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified.

          7. 40913 StreamEffectiveDateOffsetDayTypeint—
          8. 40914 StreamEffectiveDateAdjustedLocalMktDate—
        22. StreamTerminationDateComponent—

          StreamTerminationDate definition & usage →

          1. 40065 StreamTerminationDateUnadjustedLocalMktDate—
          2. 40066 StreamTerminationDateBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream.

          3. StreamTerminationDateBusinessCenterGrpRepeating groupCount tag 40961—

            When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream.

            StreamTerminationDateBusinessCenterGrp definition & usage →

            1. 40961 NoStreamTerminationDateBusinessCentersGroup count—
            2. 40067 StreamTerminationDateBusinessCenterString—

              Required if NoStreamTerminationDateBusinessCenters(40961) > 0.

          4. 40068 StreamTerminationDateRelativeToint—
          5. 40069 StreamTerminationDateOffsetPeriodint—

            Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified.

          6. 40070 StreamTerminationDateOffsetUnitString—

            Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified.

          7. 40071 StreamTerminationDateOffsetDayTypeint—
          8. 40072 StreamTerminationDateAdjustedLocalMktDate—
        23. StreamCalculationPeriodDatesComponent—

          StreamCalculationPeriodDates definition & usage →

          1. 41244 StreamCalculationPeriodDatesXIDXID—
          2. 41245 StreamCalculationPeriodDatesXIDRefXIDREF—
          3. 40073 StreamCalculationPeriodBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream.

          4. StreamCalculationPeriodBusinessCenterGrpRepeating groupCount tag 40958—

            When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream.

            StreamCalculationPeriodBusinessCenterGrp definition & usage →

            1. 40958 NoStreamCalculationPeriodBusinessCentersGroup count—
            2. 40074 StreamCalculationPeriodBusinessCenterString—

              Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0.

          5. StreamCalculationPeriodDateGrpRepeating groupCount tag 41241—

            StreamCalculationPeriodDateGrp definition & usage →

            1. 41241 NoStreamCalculationPeriodDatesGroup count—
            2. 41242 StreamCalculationPeriodDateLocalMktDate—

              Required if NoStreamCalculationPeriodDates(41241) > 0.

            3. 41243 StreamCalculationPeriodDateTypeint—

              When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

          6. 40075 StreamFirstPeriodStartDateUnadjustedLocalMktDate—
          7. 40076 StreamFirstPeriodStartDateBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream.

          8. StreamFirstPeriodStartDateBusinessCenterGrpRepeating groupCount tag 40959—

            When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream.

            StreamFirstPeriodStartDateBusinessCenterGrp definition & usage →

            1. 40959 NoStreamFirstPeriodStartDateBusinessCentersGroup count—
            2. 40077 StreamFirstPeriodStartDateBusinessCenterString—

              Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0.

          9. 40078 StreamFirstPeriodStartDateAdjustedLocalMktDate—
          10. 40079 StreamFirstRegularPeriodStartDateUnadjustedLocalMktDate—
          11. 40080 StreamFirstCompoundingPeriodEndDateUnadjustedLocalMktDate—
          12. 40081 StreamLastRegularPeriodEndDateUnadjustedLocalMktDate—
          13. 40082 StreamCalculationFrequencyPeriodint—

            Conditionally required when StreamCalculationFrequencyUnit(40083) is specified.

          14. 40083 StreamCalculationFrequencyUnitString—

            Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified.

          15. 40084 StreamCalculationRollConventionString—

            When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates.

          16. 41246 StreamCalculationBalanceOfFirstPeriodBoolean—
          17. 41247 StreamCalculationCorrectionPeriodint—

            Conditionally required when StreamCalculationCorrectionUnit(41248) is specified.

          18. 41248 StreamCalculationCorrectionUnitString—

            Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified.

        24. PaymentStreamComponent—

          PaymentStream definition & usage →

          1. 40738 PaymentStreamTypeint—
          2. 40739 PaymentStreamMarketRateint—
          3. 40740 PaymentStreamDelayIndicatorBoolean—
          4. 42600 PaymentStreamCashSettlIndicatorBoolean—
          5. 40741 PaymentStreamSettlCurrencyCurrency—
          6. 40742 PaymentStreamDayCountint—
          7. 43106 PaymentStreamOtherDayCountString—

            May be used to specify a count method not listed in PaymentStreamDayCount(40742).

          8. 40743 PaymentStreamAccrualDaysint—
          9. 40744 PaymentStreamDiscountTypeint—
          10. 40745 PaymentStreamDiscountRatePercentage—
          11. 40746 PaymentStreamDiscountRateDayCountint—
          12. 40747 PaymentStreamCompoundingMethodint—
          13. 42601 PaymentStreamCompoundingXIDRefXIDREF—

            Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingFloatingRate component.

          14. 42602 PaymentStreamCompoundingSpreadPriceOffset—
          15. 42603 PaymentStreamInterpolationMethodint—
          16. 42604 PaymentStreamInterpolationPeriodint—
          17. 40748 PaymentStreamInitialPrincipalExchangeIndicatorBoolean—
          18. 40749 PaymentStreamInterimPrincipalExchangeIndicatorBoolean—
          19. 40750 PaymentStreamFinalPrincipalExchangeIndicatorBoolean—
          20. 41180 PaymentStreamFlatRateIndicatorBoolean—
          21. 41181 PaymentStreamFlatRateAmountAmt—
          22. 41182 PaymentStreamFlatRateCurrencyCurrency—
          23. 41183 PaymentStreamMaximumPaymentAmountAmt—
          24. 41184 PaymentStreamMaximumPaymentCurrencyCurrency—
          25. 41185 PaymentStreamMaximumTransactionAmountAmt—
          26. 41186 PaymentStreamMaximumTransactionCurrencyCurrency—
          27. PaymentStreamPaymentDatesComponent—

            PaymentStreamPaymentDates definition & usage →

            1. 40751 PaymentStreamPaymentDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's payment dates.

            2. PaymentStreamPaymentDateBusinessCenterGrpRepeating groupCount tag 40947—

              When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's payment dates.

              PaymentStreamPaymentDateBusinessCenterGrp definition & usage →

              1. 40947 NoPaymentStreamPaymentDateBusinessCentersGroup count—
              2. 40752 PaymentStreamPaymentDateBusinessCenterString—

                Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0.

            3. PaymentStreamPaymentDateGrpRepeating groupCount tag 41220—

              PaymentStreamPaymentDateGrp definition & usage →

              1. 41220 NoPaymentStreamPaymentDatesGroup count—
              2. 41221 PaymentStreamPaymentDateLocalMktDate—

                Required if NoPaymentStreamPaymentDates(41220) > 0.

              3. 41222 PaymentStreamPaymentDateTypeint—

                When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

            4. 40753 PaymentStreamPaymentFrequencyPeriodint—

              Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified.

            5. 40754 PaymentStreamPaymentFrequencyUnitString—

              Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified.

            6. 40755 PaymentStreamPaymentRollConventionString—

              When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates

            7. 40756 PaymentStreamFirstPaymentDateUnadjustedLocalMktDate—
            8. 40757 PaymentStreamLastRegularPaymentDateUnadjustedLocalMktDate—
            9. 40758 PaymentStreamPaymentDateRelativeToint—
            10. 40759 PaymentStreamPaymentDateOffsetPeriodint—

              Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified.

            11. 40760 PaymentStreamPaymentDateOffsetUnitString—

              Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified.

            12. 40920 PaymentStreamPaymentDateOffsetDayTypeint—
            13. 41223 PaymentStreamMasterAgreementPaymentDatesIndicatorBoolean—
            14. PaymentStreamFinalPricePaymentDateComponent—

              PaymentStreamFinalPricePaymentDate definition & usage →

              1. 42654 PaymentStreamFinalPricePaymentDateUnadjustedLocalMktDate—
              2. 42655 PaymentStreamFinalPricePaymentDateRelativeToint—
              3. 42656 PaymentStreamFinalPricePaymentDateOffsetfPeriodint—

                Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified.

              4. 42657 PaymentStreamFinalPricePaymentDateOffsetUnitString—

                Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified.

              5. 42658 PaymentStreamFinalPricePaymentDateOffsetDayTypeint—
              6. 42659 PaymentStreamFinalPricePaymentDateAdjustedLocalMktDate—
          28. PaymentStreamResetDatesComponent—

            PaymentStreamResetDates definition & usage →

            1. 40761 PaymentStreamResetDateRelativeToint—
            2. 40762 PaymentStreamResetDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates.

            3. PaymentStreamResetDateBusinessCenterGrpRepeating groupCount tag 40948—

              When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates.

              PaymentStreamResetDateBusinessCenterGrp definition & usage →

              1. 40948 NoPaymentStreamResetDateBusinessCentersGroup count—
              2. 40763 PaymentStreamResetDateBusinessCenterString—

                Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0.

            4. 40764 PaymentStreamResetFrequencyPeriodint—

              Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified.

            5. 40765 PaymentStreamResetFrequencyUnitString—

              Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified.

            6. 40766 PaymentStreamResetWeeklyRollConventionString—

              When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates.

            7. 40767 PaymentStreamInitialFixingDateRelativeToint—
            8. 40768 PaymentStreamInitialFixingDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates.

            9. PaymentStreamInitialFixingDateBusinessCenterGrpRepeating groupCount tag 40949—

              When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates.

              PaymentStreamInitialFixingDateBusinessCenterGrp definition & usage →

              1. 40949 NoPaymentStreamInitialFixingDateBusinessCentersGroup count—
              2. 40769 PaymentStreamInitialFixingDateBusinessCenterString—

                Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0.

            10. 40770 PaymentStreamInitialFixingDateOffsetPeriodint—

              Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified.

            11. 40771 PaymentStreamInitialFixingDateOffsetUnitString—

              Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified.

            12. 40772 PaymentStreamInitialFixingDateOffsetDayTypeint—
            13. 40773 PaymentStreamInitialFixingDateAdjustedLocalMktDate—
            14. 40774 PaymentStreamFixingDateRelativeToint—
            15. 40775 PaymentStreamFixingDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates.

            16. PaymentStreamFixingDateBusinessCenterGrpRepeating groupCount tag 40950—

              When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates.

              PaymentStreamFixingDateBusinessCenterGrp definition & usage →

              1. 40950 NoPaymentStreamFixingDateBusinessCentersGroup count—
              2. 40776 PaymentStreamFixingDateBusinessCenterString—

                Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0.

            17. 40777 PaymentStreamFixingDateOffsetPeriodint—

              Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified.

            18. 40778 PaymentStreamFixingDateOffsetUnitString—

              Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified.

            19. 40779 PaymentStreamFixingDateOffsetDayTypeint—
            20. 40780 PaymentStreamFixingDateAdjustedLocalMktDate—
            21. 40781 PaymentStreamRateCutoffDateOffsetPeriodint—

              Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified.

            22. 40782 PaymentStreamRateCutoffDateOffsetUnitString—

              Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40781) is specified.

            23. 40783 PaymentStreamRateCutoffDateOffsetDayTypeint—
            24. PaymentStreamFixingDateGrpRepeating groupCount tag 42660—

              PaymentStreamFixingDateGrp definition & usage →

              1. 42660 NoPaymentStreamFixingDatesGroup count—
              2. 42661 PaymentStreamFixingDateLocalMktDate—

                Required if NoPaymentStreamFixingDates(42660) > 0.

              3. 42662 PaymentStreamFixingDateTypeint—

                When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

          29. PaymentStreamFixedRateComponent—

            PaymentStreamFixedRate definition & usage →

            1. 40784 PaymentStreamRatePercentage—

              Mutually exclusive with PaymentStreamFixedAmount(40785).

            2. 40785 PaymentStreamFixedAmountAmt—

              Mutually exclusive with PaymentStreamRate(40784).

            3. 40786 PaymentStreamRateOrAmountCurrencyCurrency—
            4. 41187 PaymentStreamFixedAmountUnitOfMeasureString—
            5. 41188 PaymentStreamTotalFixedAmountAmt—
            6. 40787 PaymentStreamFutureValueNotionalAmt—
            7. 40788 PaymentStreamFutureValueDateAdjustedLocalMktDate—
            8. 41189 PaymentStreamWorldScaleRatefloat—
            9. 41190 PaymentStreamContractPricePrice—
            10. 41191 PaymentStreamContractPriceCurrencyCurrency—
          30. PaymentStreamFloatingRateComponent—

            PaymentStreamFloatingRate definition & usage →

            1. 40789 PaymentStreamRateIndexString—
            2. 40790 PaymentStreamRateIndexSourceint—
            3. 43090 PaymentStreamRateIndexIDString—

              Conditionally required when PaymentStreamRateIndexIDSource(43091) is specified.

            4. 43091 PaymentStreamRateIndexIDSourceString—

              Conditionally required when PaymentStreamRateIndexID(43090) is specified.

            5. 40791 PaymentStreamRateIndexCurveUnitString—

              Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified.

            6. 40792 PaymentStreamRateIndexCurvePeriodint—

              Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified.

            7. 43112 PaymentStreamRateIndex2String—
            8. 43113 PaymentStreamRateIndex2Sourceint—
            9. 43114 PaymentStreamRateIndex2IDString—

              Conditionally required when PaymentStreamRateIndex2IDSource(43115) is specified.

            10. 43115 PaymentStreamRateIndex2IDSourceString—

              Conditionally required when PaymentStreamRateIndex2ID(43114) is specified.

            11. 41194 PaymentStreamRateIndex2CurvePeriodint—

              Conditionally required when PaymentStreamRateIndex2CurveUnit(41195) is specified.

            12. 41195 PaymentStreamRateIndex2CurveUnitString—

              Conditionally required when PaymentStreamRateIndex2CurvePeriod(41194) is specified.

            13. 41196 PaymentStreamRateIndexLocationString—
            14. 41197 PaymentStreamRateIndexLevelQty—
            15. 41198 PaymentStreamRateIndexUnitOfMeasureString—
            16. 41199 PaymentStreamSettlLevelint—
            17. 41200 PaymentStreamReferenceLevelQty—
            18. 41201 PaymentStreamReferenceLevelUnitOfMeasureString—
            19. 41202 PaymentStreamReferenceLevelEqualsZeroIndicatorBoolean—
            20. 40793 PaymentStreamRateMultiplierfloat—
            21. 40794 PaymentStreamRateSpreadPriceOffset—
            22. 41203 PaymentStreamRateSpreadCurrencyCurrency—
            23. 41204 PaymentStreamRateSpreadUnitOfMeasureString—
            24. 41205 PaymentStreamRateConversionFactorfloat—
            25. 41206 PaymentStreamRateSpreadTypeint—
            26. 40795 PaymentStreamRateSpreadPositionTypeint—
            27. 40796 PaymentStreamRateTreatmentint—
            28. 40797 PaymentStreamCapRatePercentage—
            29. 40798 PaymentStreamCapRateBuySideint—
            30. 40799 PaymentStreamCapRateSellSideint—
            31. 40800 PaymentStreamFloorRatePercentage—
            32. 40801 PaymentStreamFloorRateBuySideint—
            33. 40802 PaymentStreamFloorRateSellSideint—
            34. 40803 PaymentStreamInitialRatePercentage—
            35. 41207 PaymentStreamLastResetRatePercentage—
            36. 41208 PaymentStreamFinalRatePercentage—
            37. 40804 PaymentStreamFinalRateRoundingDirectionchar—
            38. 40805 PaymentStreamFinalRatePrecisionint—
            39. 40806 PaymentStreamAveragingMethodint—
            40. 40807 PaymentStreamNegativeRateTreatmentint—
            41. 41209 PaymentStreamCalculationLagPeriodint—

              Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified.

            42. 41210 PaymentStreamCalculationLagUnitString—

              Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified.

            43. 42663 PaymentStreamFirstObservationDateUnadjustedLocalMktDate—
            44. 42664 PaymentStreamFirstObservationDateRelativeToint—
            45. 42665 PaymentStreamFirstObservationDateOffsetDayTypeint—
            46. 41211 PaymentStreamFirstObservationDateOffsetPeriodint—

              Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified.

            47. 41212 PaymentStreamFirstObservationDateOffsetUnitString—

              Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified.

            48. 42666 PaymentStreamFirstObservationDateAdjustedLocalMktDate—
            49. 41213 PaymentStreamPricingDayTypeint—
            50. 41214 PaymentStreamPricingDayDistributionint—
            51. 41215 PaymentStreamPricingDayCountint—
            52. 41216 PaymentStreamPricingBusinessCalendarString—
            53. 41217 PaymentStreamPricingBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates.

            54. PaymentStreamPricingBusinessCenterGrpRepeating groupCount tag 41192—

              When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates.

              PaymentStreamPricingBusinessCenterGrp definition & usage →

              1. 41192 NoPaymentStreamPricingBusinessCentersGroup count—
              2. 41193 PaymentStreamPricingBusinessCenterString—

                Required if NoPaymentStreamPricingBusinessCenters(41192) > 0.

            55. PaymentStreamPricingDayGrpRepeating groupCount tag 41227—

              PaymentStreamPricingDayGrp definition & usage →

              1. 41227 NoPaymentStreamPricingDaysGroup count—
              2. 41228 PaymentStreamPricingDayOfWeekint—

                Required if NoPaymentStreamPricingDays(41227) > 0.

              3. 41229 PaymentStreamPricingDayNumberint—
            56. PaymentStreamPricingDateGrpRepeating groupCount tag 41224—

              PaymentStreamPricingDateGrp definition & usage →

              1. 41224 NoPaymentStreamPricingDatesGroup count—
              2. 41225 PaymentStreamPricingDateLocalMktDate—

                Required if NoPaymentStreamPricingDates(41224) > 0.

              3. 41226 PaymentStreamPricingDateTypeint—

                When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

            57. 40808 PaymentStreamInflationLagPeriodint—

              Conditionally required when PaymentStreamInflationLagUnit(40809) is specified.

            58. 40809 PaymentStreamInflationLagUnitString—

              Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified.

            59. 40810 PaymentStreamInflationLagDayTypeint—
            60. 40811 PaymentStreamInflationInterpolationMethodint—
            61. 40812 PaymentStreamInflationIndexSourceint—
            62. 40813 PaymentStreamInflationPublicationSourceString—
            63. 40814 PaymentStreamInflationInitialIndexLevelfloat—
            64. 40815 PaymentStreamInflationFallbackBondApplicableBoolean—
            65. 40816 PaymentStreamFRADiscountingint—
            66. 42667 PaymentStreamUnderlierRefIDString—
            67. PaymentStreamFormulaComponent—

              PaymentStreamFormula definition & usage →

              1. 42686 PaymentStreamFormulaCurrencyCurrency—
              2. 42687 PaymentStreamFormulaCurrencyDeterminationMethodString—
              3. 42688 PaymentStreamFormulaReferenceAmountint—
              4. PaymentStreamFormulaMathGrpRepeating groupCount tag 42683—

                PaymentStreamFormulaMathGrp definition & usage →

                1. 42683 NoPaymentStreamFormulasGroup count—
                2. 43109 PaymentStreamFormulaLengthLength—

                  Required if NoPaymentStreamFormulas(42683) > 0.

                3. 42684 PaymentStreamFormulaXMLData—

                  Required if NoPaymentStreamFormulas(42683) > 0.

                4. 42685 PaymentStreamFormulaDescString—
              5. PaymentStreamFormulaImageComponent—

                PaymentStreamFormulaImage definition & usage →

                1. 42652 PaymentStreamFormulaImageLengthLength—

                  Conditionally required when PaymentStreamFormulaImage(42653) is specified.

                2. 42653 PaymentStreamFormulaImagedata—

                  Conditionally required when PaymentStreamFormulaImageLength(42652) is specified.

            68. DividendConditionsComponent—

              DividendConditions definition & usage →

              1. 42245 DividendReinvestmentIndicatorBoolean—
              2. 42246 DividendEntitlementEventint—
              3. 42247 DividendAmountTypeint—
              4. 42248 DividendUnderlierRefIDString—
              5. DividendPeriodGrpRepeating groupCount tag 42274—

                DividendPeriodGrp definition & usage →

                1. 42274 NoDividendPeriodsGroup count—
                2. 42275 DividendPeriodSequenceint—

                  Required if NoDividendPeriods(42274) > 0.

                3. 42276 DividendPeriodStartDateUnadjustedLocalMktDate—
                4. 42277 DividendPeriodEndDateUnadjustedLocalMktDate—
                5. 42278 DividendPeriodUnderlierRefIDString—

                  When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance.

                6. 42279 DividendPeriodStrikePricePrice—
                7. 42280 DividendPeriodBusinessDayConventionint—

                  When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance.

                8. DividendPeriodBusinessCenterGrpRepeating groupCount tag 42294—

                  When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance.

                  DividendPeriodBusinessCenterGrp definition & usage →

                  1. 42294 NoDividendPeriodBusinessCentersGroup count—
                  2. 42295 DividendPeriodBusinessCenterString—

                    Required if NoDividendPeriodBusinessCenters(42294) > 0.

                9. 42281 DividendPeriodValuationDateUnadjustedLocalMktDate—
                10. 42282 DividendPeriodValuationDateRelativeToint—
                11. 42283 DividendPeriodValuationDateOffsetPeriodint—

                  Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified.

                12. 42284 DividendPeriodValuationDateOffsetUnitString—

                  Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified.

                13. 42285 DividendPeriodValuationDateOffsetDayTypeint—
                14. 42286 DividendPeriodValuationDateAdjustedLocalMktDate—
                15. 42287 DividendPeriodPaymentDateUnadjustedLocalMktDate—
                16. 42288 DividendPeriodPaymentDateRelativeToint—
                17. 42289 DividendPeriodPaymentDateOffsetPeriodint—

                  Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified.

                18. 42290 DividendPeriodPaymentDateOffsetUnitString—

                  Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified.

                19. 42291 DividendPeriodPaymentDateOffsetDayTypeint—
                20. 42292 DividendPeriodPaymentDateAdjustedLocalMktDate—
                21. 42293 DividendPeriodXIDXID—
              6. 42249 ExtraordinaryDividendPartySideint—
              7. 42250 ExtraordinaryDividendAmountTypeint—
              8. 42251 ExtraordinaryDividendCurrencyCurrency—
              9. 42252 ExtraordinaryDividendDeterminationMethodString—
              10. DividendFXTriggerDateComponent—

                DividendFXTriggerDate definition & usage →

                1. 42265 DividendFXTriggerDateRelativeToint—
                2. 42266 DividendFXTriggerDateOffsetPeriodint—

                  Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified.

                3. 42267 DividendFXTriggerDateOffsetUnitString—

                  Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified.

                4. 42268 DividendFXTriggerDateOffsetDayTypeint—
                5. 42269 DividendFXTriggerDateUnadjustedLocalMktDate—
                6. 42270 DividendFXTriggerDateBusinessDayConventionint—

                  When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate.

                7. DividendFXTriggerDateBusinessCenterGrpRepeating groupCount tag 42272—

                  When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate.

                  DividendFXTriggerDateBusinessCenterGrp definition & usage →

                  1. 42272 NoDividendFXTriggerDateBusinessCentersGroup count—
                  2. 42273 DividendFXTriggerDateBusinessCenterString—

                    Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0.

                8. 42271 DividendFXTriggerDateAdjustedLocalMktDate—
              11. DividendAccrualFloatingRateComponent—

                DividendAccrualFloatingRate definition & usage →

                1. 42218 DividendFloatingRateIndexString—
                2. 42219 DividendFloatingRateIndexCurvePeriodint—

                  Conditionally required when DividendFloatingRateIndexCurveUnit(42220) is specified.

                3. 42220 DividendFloatingRateIndexCurveUnitString—

                  Conditionally required when DividendFloatingRateIndexCurvePeriod(42219) is specified.

                4. 42221 DividendFloatingRateMultiplierfloat—
                5. 42222 DividendFloatingRateSpreadPriceOffset—
                6. 42223 DividendFloatingRateSpreadPositionTypeint—
                7. 42224 DividendFloatingRateTreatmentint—
                8. 42225 DividendCapRatePercentage—
                9. 42226 DividendCapRateBuySideint—
                10. 42227 DividendCapRateSellSideint—
                11. 42228 DividendFloorRatePercentage—
                12. 42229 DividendFloorRateBuySideint—
                13. 42230 DividendFloorRateSellSideint—
                14. 42231 DividendInitialRatePercentage—
                15. 42232 DividendFinalRateRoundingDirectionchar—
                16. 42233 DividendFinalRatePrecisionint—
                17. 42234 DividendAveragingMethodint—
                18. 42235 DividendNegativeRateTreatmentint—
              12. 42253 DividendAccrualFixedRatePercentage—
              13. DividendAccrualPaymentDateComponent—

                DividendAccrualPaymentDate definition & usage →

                1. 42238 DividendAccrualPaymentDateRelativeToint—
                2. 42239 DividendAccrualPaymentDateOffsetPeriodint—

                  Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified.

                3. 42240 DividendAccrualPaymentDateOffsetUnitString—

                  Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified.

                4. 42241 DividendAccrualPaymentDateOffsetDayTypeint—
                5. 42242 DividendAccrualPaymentDateUnadjustedLocalMktDate—
                6. 42243 DividendAccrualPaymeentDateBusinessDayConventionint—

                  When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate.

                7. DividendAccrualPaymentDateBusinessCenterGrpRepeating groupCount tag 42236—

                  When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate.

                  DividendAccrualPaymentDateBusinessCenterGrp definition & usage →

                  1. 42236 NoDividendAccrualPaymentDateBusinessCentersGroup count—
                  2. 42237 DividendAccrualPaymentDateBusinessCenterString—

                    Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0.

                8. 42244 DividendAccrualPaymentDateAdjustedLocalMktDate—
              14. 42254 DividendCompoundingMethodint—
              15. 42255 DividendNumOfIndexUnitsint—
              16. 42256 DividendCashPercentagePercentage—
              17. 42257 DividendCashEquivalentPercentagePercentage—
              18. 42258 NonCashDividendTreatmentint—
              19. 42259 DividendCompositionint—
              20. 42260 SpecialDividendsIndicatorBoolean—
              21. 42261 MaterialDividendsIndicatorBoolean—
              22. 42262 OptionsExchangeDividendsIndicatorBoolean—
              23. 42263 AdditionalDividendsIndicatorBoolean—
              24. 42264 AllDividendsIndicatorBoolean—
            69. 42668 ReturnRateNotionalResetBoolean—
            70. ReturnRateGrpRepeating groupCount tag 42735—

              ReturnRateGrp definition & usage →

              1. 42735 NoReturnRatesGroup count—
              2. 42736 ReturnRatePriceSequenceint—

                Required if NoReturnRates(42735) > 0.

              3. 42737 ReturnRateCommissionBasischar—
              4. 42738 ReturnRateCommissionAmountAmt—
              5. 42739 ReturnRateCommissionCurrencyCurrency—

                If not specified, this is defaulted to the reporting currency.

              6. 42740 ReturnRateTotalCommissionPerTradeAmt—
              7. 42741 ReturnRateDeterminationMethodString—
              8. ReturnRatePriceGrpRepeating groupCount tag 42765—

                ReturnRatePriceGrp definition & usage →

                1. 42765 NoReturnRatePricesGroup count—
                2. 42766 ReturnRatePriceBasisint—

                  Required if NoReturnRatePrices(42765) > 0.

                3. 42767 ReturnRatePricePrice—
                4. 42768 ReturnRatePriceCurrencyCurrency—
                5. 42769 ReturnRatePriceTypeint—
              9. ReturnRateFXConversionGrpRepeating groupCount tag 42731—

                ReturnRateFXConversionGrp definition & usage →

                1. 42731 NoReturnRateFXConversionsGroup count—
                2. 42732 ReturnRateFXCurrencySymbolString—

                  Required if NoReturnRateFXConversions(42731) > 0.

                3. 42733 ReturnRateFXRatefloat—

                  Required if NoReturnRateFXConversions(42731) > 0.

                4. 42734 ReturnRateFXRateCalcchar—
              10. 42742 ReturnRateAmountRelativeToint—
              11. 42743 ReturnRateQuoteMeasureTypeString—
              12. 42744 ReturnRateQuoteUnitsString—
              13. 42745 ReturnRateQuoteMethodint—
              14. 42746 ReturnRateQuoteCurrencyCurrency—
              15. 42747 ReturnRateQuoteCurrencyTypeString—
              16. 42748 ReturnRateQuoteTimeTypeint—

                Mutually exclusive with ReturnRateQuoteTime(42749).

              17. 42749 ReturnRateQuoteTimeLocalMktTime—

                Mutually exclusive with ReturnRateQuoteTimeType(42748).

              18. 42750 ReturnRateQuoteDateLocalMktDate—
              19. 42751 ReturnRateQuoteExpirationTimeLocalMktTime—
              20. 42752 ReturnRateQuoteBusinessCenterString—
              21. 42753 ReturnRateQuoteExchangeExchange—
              22. ReturnRateInformationSourceGrpRepeating groupCount tag 42761—

                ReturnRateInformationSourceGrp definition & usage →

                1. 42761 NoReturnRateInformationSourcesGroup count—
                2. 42762 ReturnRateInformationSourceint—

                  Required if NoReturnRateInformationSources(42761) > 0.

                3. 42763 ReturnRateReferencePageString—
                4. 42764 ReturnRateReferencePageHeadingString—
              23. 42754 ReturnRateQuotePricingModelString—
              24. 42755 ReturnRateCashFlowTypeString—
              25. ReturnRateDateGrpRepeating groupCount tag 42709—

                ReturnRateDateGrp definition & usage →

                1. 42709 NoReturnRateDatesGroup count—
                2. 42710 ReturnRateDateModeint—

                  Required if NoReturnRateDates(42709) > 0.

                3. ReturnRateValuationDateGrpRepeating groupCount tag 42772—

                  ReturnRateValuationDateGrp definition & usage →

                  1. 42772 NoReturnRateValuationDatesGroup count—
                  2. 42773 ReturnRateValuationDateLocalMktDate—

                    Required if NoReturnRateValuationDates(42772) > 0.

                  3. 42774 ReturnRateValuationDateTypeint—

                    When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

                4. 42711 ReturnRateValuationDateRelativeToint—
                5. 42712 ReturnRateValuationDateOffsetPeriodint—

                  Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified.

                6. 42713 ReturnRateValuationDateOffsetUnitString—

                  Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified.

                7. 42714 ReturnRateValuationDateOffsetDayTypeint—
                8. 42715 ReturnRateValuationStartDateUnadjustedLocalMktDate—
                9. 42716 ReturnRateValuationStartDateRelativeToint—
                10. 42717 ReturnRateValuationStartDateOffsetPeriodint—

                  Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified.

                11. 42718 ReturnRateValuationStartDateOffsetUnitString—

                  Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified.

                12. 42719 ReturnRateValuationStartDateOffsetDayTypeint—
                13. 42720 ReturnRateValuationStartDateAdjustedLocalMktDate—
                14. 42721 ReturnRateValuationEndDateUnadjustedLocalMktDate—
                15. 42722 ReturnRateValuationEndDateRelativeToint—
                16. 42723 ReturnRateValuationEndDateOffsetPeriodint—

                  Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified.

                17. 42724 ReturnRateValuationEndDateOffsetUnitString—

                  Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified.

                18. 42725 ReturnRateValuationEndDateOffsetDayTypeint—
                19. 42726 ReturnRateValuationEndDateAdjustedLocalMktDate—
                20. 42727 ReturnRateValuationFrequencyPeriodint—

                  Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified.

                21. 42728 ReturnRateValuationFrequencyUnitString—

                  Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified.

                22. 42729 ReturnRateValuationFrequencyRollConventionString—

                  When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates.

                23. 42730 ReturnRateValuationDateBusinessDayConventionint—

                  When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates.

                24. ReturnRateValuationDateBusinessCenterGrpRepeating groupCount tag 42770—

                  When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates.

                  ReturnRateValuationDateBusinessCenterGrp definition & usage →

                  1. 42770 NoReturnRateValuationDateBusinessCentersGroup count—
                  2. 42771 ReturnRateValuationDateBusinessCenterString—

                    Required if NoReturnRateValuationDateBusinessCenters(42770) > 0.

              26. 42756 ReturnRateValuationTimeTypeint—

                Mutually exclusive with ReturnRateValuationTime(42757).

              27. 42757 ReturnRateValuationTimeLocalMktTime—

                Mutually exclusive with ReturnRateValuationTimeType(42756).

              28. 42758 ReturnRateValuationTimeBusinessCenterString—
              29. 42759 ReturnRateValuationPriceOptionint—
              30. 42760 ReturnRateFinalPriceFallbackint—
            71. 42669 PaymentStreamLinkInitialLevelPrice—
            72. 42670 PaymentStreamLinkClosingLevelIndicatorBoolean—
            73. 42671 PaymentStreamLinkExpiringLevelIndicatorBoolean—
            74. 42672 PaymentStreamLinkEstimatedTradingDaysint—
            75. 42673 PaymentStreamLinkStrikePricePrice—
            76. 42674 PaymentStreamLinkStrikePriceTypeint—
            77. 42675 PaymentStreamLinkMaximumBoundaryfloat—
            78. 42676 PaymentStreamLinkMinimumBoundaryfloat—
            79. 42677 PaymentStreamLinkNumberOfDataSeriesint—
            80. 42678 PaymentStreamVarianceUnadjustedCapfloat—
            81. 42679 PaymentStreamRealizedVarianceMethodint—
            82. 42680 PaymentStreamDaysAdjustmentIndicatorBoolean—
            83. 42681 PaymentStreamNearestExchangeContractRefIDString—
            84. 42682 PaymentStreamVegaNotionalAmountfloat—
          31. 42605 PaymentStreamCompoundingFixedRatefloat—

            Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component.

          32. PaymentStreamCompoundingFloatingRateComponent—

            Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601).

            PaymentStreamCompoundingFloatingRate definition & usage →

            1. 42628 PaymentStreamCompoundingRateIndexString—
            2. 42629 PaymentStreamCompoundingRateIndexCurvePeriodint—

              Conditionally required if PaymentStreamCompoundingRateIndexCurveUnit(42630) is specified.

            3. 42630 PaymentStreamCompoundingRateIndexCurveUnitString—

              Conditionally required if PaymentStreamCompoundingRateIndexCurvePeriod(42629) is specified.

            4. 42631 PaymentStreamCompoundingRateMultiplierfloat—
            5. 42632 PaymentStreamCompoundingRateSpreadPriceOffset—
            6. 42633 PaymentStreamCompoundingRateSpreadPositionTypeint—
            7. 42634 PaymentStreamCompoundingRateTreatmentint—
            8. 42635 PaymentStreamCompoundingCapRatePercentage—
            9. 42636 PaymentStreamCompoundingCapRateBuySideint—
            10. 42637 PaymentStreamCompoundingCapRateSellSideint—
            11. 42638 PaymentStreamCompoundingFloorRatePercentage—
            12. 42639 PaymentStreamCompoundingFloorRateBuySideint—
            13. 42640 PaymentStreamCompoundingFloorRateSellSideint—
            14. 42641 PaymentStreamCompoundingInitialRatePercentage—
            15. 42642 PaymentStreamCompoundingFinalRateRoundingDirectionchar—
            16. 42643 PaymentStreamCompoundingFinalRatePrecisionint—
            17. 42644 PaymentStreamCompoundingAveragingMethodint—
            18. 42645 PaymentStreamCompoundingNegativeRateTreatmentint—
          33. PaymentStreamCompoundingDatesComponent—

            PaymentStreamCompoundingDates definition & usage →

            1. 42609 PaymentStreamCompoundingDatesBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates.

            2. PaymentStreamCompoundingDatesBusinessCenterGrpRepeating groupCount tag 42620—

              When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates.

              PaymentStreamCompoundingDatesBusinessCenterGrp definition & usage →

              1. 42620 NoPaymentStreamCompoundingDatesBusinessCentersGroup count—
              2. 42621 PaymentStreamCompoundingDatesBusinessCenterString—

                Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0.

            3. PaymentStreamCompoundingDateGrpRepeating groupCount tag 42606—

              PaymentStreamCompoundingDateGrp definition & usage →

              1. 42606 NoPaymentStreamCompoundingDatesGroup count—
              2. 42607 PaymentStreamCompoundingDateLocalMktDate—

                Required if NoPaymentStreamCompoundingDates(42606) > 0.

              3. 42608 PaymentStreamCompoundingDateTypeint—

                When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

            4. 42610 PaymentStreamCompoundingDatesRelativeToint—
            5. 42611 PaymentStreamCompoundingDatesOffsetPeriodint—

              Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified.

            6. 42612 PaymentStreamCompoundingDatesOffsetUnitString—

              Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified.

            7. 42613 PaymentStreamCompoundingDatesOffsetDayTypeint—
            8. 42614 PaymentStreamCompoundingPeriodSkipint—
            9. PaymentStreamCompoundingStartDateComponent—

              PaymentStreamCompoundingStartDate definition & usage →

              1. 42646 PaymentStreamCompoundingStartDateUnadjustedLocalMktDate—
              2. 42647 PaymentStreamCompoundingStartDateRelativeToint—
              3. 42648 PaymentStreamCompoundingStartDateOffsetPeriodint—

                Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified.

              4. 42649 PaymentStreamCompoundingStartDateOffsetUnitString—

                Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified.

              5. 42650 PaymentStreamCompoundingStartDateOffsetDayTypeint—
              6. 42651 PaymentStreamCompoundingStartDateAdjustedLocalMktDate—
            10. PaymentStreamCompoundingEndDateComponent—

              PaymentStreamCompoundingEndDate definition & usage →

              1. 42622 PaymentStreamCompoundingEndDateUnadjustedLocalMktDate—
              2. 42623 PaymentStreamCompoundingEndDateRelativeToint—
              3. 42624 PaymentStreamCompoundingEndDateOffsetPeriodint—

                Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified.

              4. 42625 PaymentStreamCompoundingEndDateOffsetUnitString—

                Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified.

              5. 42626 PaymentStreamCompoundingEndDateOffsetDayTypeint—
              6. 42627 PaymentStreamCompoundingEndDateAdjustedLocalMktDate—
            11. 42615 PaymentStreamCompoundingFrequencyPeriodint—

              Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified.

            12. 42616 PaymentStreamCompoundingFrequencyUnitString—

              Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified.

            13. 42617 PaymentStreamCompoundingRollConventionString—

              When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates.

            14. 42618 PaymentStreamBoundsFirstDateUnadjustedLocalMktDate—
            15. 42619 PaymentStreamBoundsLastDateUnadjustedLocalMktDate—
          34. PaymentStreamNonDeliverableSettlTermsComponent—

            PaymentStreamNonDeliverableSettlTerms definition & usage →

            1. 40817 PaymentStreamNonDeliverableRefCurrencyCurrency—
            2. 40818 PaymentStreamNonDeliverableFixingDatesBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's non-deliverable fixing dates.

            3. PaymentStreamNonDeliverableFixingDatesBusinessCenterGrpRepeating groupCount tag 40946—

              When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's non-deliverable fixing dates.

              PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp definition & usage →

              1. 40946 NoPaymentStreamNonDeliverableFixingDatesBusinessCentersGroup count—
              2. 40819 PaymentStreamNonDeliverableFixingDatesBusinessCenterString—

                Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0.

            4. 40820 PaymentStreamNonDeliverableFixingDatesRelativeToint—
            5. 40821 PaymentStreamNonDeliverableFixingDatesOffsetPeriodint—

              Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified.

            6. 40822 PaymentStreamNonDeliverableFixingDatesOffsetUnitString—

              Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified.

            7. 40823 PaymentStreamNonDeliverableFixingDatesOffsetDayTypeint—
            8. PaymentStreamNonDeliverableSettlRateSourceComponent—

              PaymentStreamNonDeliverableSettlRateSource definition & usage →

              1. 40371 PaymentStreamNonDeliverableSettlRateSourceint—
              2. 40372 PaymentStreamNonDeliverableSettlReferencePageString—

                Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other).

            9. PaymentStreamNonDeliverableFixingDateGrpRepeating groupCount tag 40825—

              PaymentStreamNonDeliverableFixingDateGrp definition & usage →

              1. 40825 NoNonDeliverableFixingDatesGroup count—
              2. 40826 NonDeliverableFixingDateLocalMktDate—

                Required if NoNonDeliverableFixingDates(40825) > 0.

              3. 40827 NonDeliverableFixingDateTypeint—

                When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

            10. SettlRateDisruptionFallbackGrpRepeating groupCount tag 40085—

              SettlRateDisruptionFallbackGrp definition & usage →

              1. 40085 NoSettlRateFallbacksGroup count—
              2. 40086 SettlRatePostponementMaximumDaysint—

                Required if NoSettlRateFallbacks(40085) > 0.

              3. SettlRateFallbackRateSourceComponent—

                SettlRateFallbackRateSource definition & usage →

                1. 40373 SettlRateFallbackRateSourceint—
                2. 40655 SettlRateFallbackReferencePageString—

                  Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other).

              4. 40088 SettlRatePostponementSurveyBoolean—
              5. 40089 SettlRatePostponementCalculationAgentint—
        25. PaymentScheduleGrpRepeating groupCount tag 40828—

          PaymentScheduleGrp definition & usage →

          1. 40828 NoPaymentSchedulesGroup count—
          2. 40829 PaymentScheduleTypeint—

            Required if NoPaymentSchedules(40828) > 0.

          3. 41164 PaymentScheduleXIDXID—
          4. 41165 PaymentScheduleXIDRefXIDREF—
          5. 40830 PaymentScheduleStubTypeint—
          6. 40831 PaymentScheduleStartDateUnadjustedLocalMktDate—
          7. 40832 PaymentScheduleEndDateUnadjustedLocalMktDate—
          8. 40833 PaymentSchedulePaySideint—
          9. 40834 PaymentScheduleReceiveSideint—
          10. 40835 PaymentScheduleNotionalAmt—
          11. 40836 PaymentScheduleCurrencyCurrency—
          12. 40837 PaymentScheduleRatePercentage—
          13. 40838 PaymentScheduleRateMultiplierfloat—
          14. 40839 PaymentScheduleRateSpreadPriceOffset—
          15. 41166 PaymentScheduleRateCurrencyCurrency—
          16. 41167 PaymentScheduleRateUnitOfMeasureString—
          17. 41168 PaymentScheduleRateConversionFactorfloat—
          18. 41169 PaymentScheduleRateSpreadTypeint—
          19. 40840 PaymentScheduleRateSpreadPositionTypeint—
          20. 40841 PaymentScheduleRateTreatmentint—
          21. 40842 PaymentScheduleFixedAmountAmt—
          22. 40843 PaymentScheduleFixedCurrencyCurrency—
          23. 41170 PaymentScheduleSettlPeriodPricePrice—
          24. 41171 PaymentScheduleSettlPeriodPriceCurrencyCurrency—
          25. 41172 PaymentScheduleSettlPeriodPriceUnitOfMeasureString—
          26. 41173 PaymentScheduleStepUnitOfMeasureString—
          27. 40844 PaymentScheduleStepFrequencyPeriodint—

            Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified.

          28. 40845 PaymentScheduleStepFrequencyUnitString—

            Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified.

          29. 40846 PaymentScheduleStepOffsetValueAmt—
          30. 40847 PaymentScheduleStepRatePercentage—
          31. 40848 PaymentScheduleStepOffsetRatePercentage—
          32. 40849 PaymentScheduleStepRelativeToint—
          33. PaymentScheduleRateSourceGrpRepeating groupCount tag 40868—

            PaymentScheduleRateSourceGrp definition & usage →

            1. 40868 NoPaymentScheduleRateSourcesGroup count—
            2. 40869 PaymentScheduleRateSourceint—

              Required if NoPaymentScheduleRateSources(40868) > 0.

            3. 40870 PaymentScheduleRateSourceTypeint—

              Required if NoPaymentScheduleRateSources(40868) > 0.

            4. 40871 PaymentScheduleReferencePageString—

              Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other)

          34. 40850 PaymentScheduleFixingDateUnadjustedLocalMktDate—
          35. 40851 PaymentScheduleWeightfloat—
          36. 40852 PaymentScheduleFixingDateRelativeToint—
          37. 40853 PaymentScheduleFixingDateBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule.

          38. PaymentScheduleFixingDateBusinessCenterGrpRepeating groupCount tag 40977—

            When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule.

            PaymentScheduleFixingDateBusinessCenterGrp definition & usage →

            1. 40977 NoPaymentScheduleFixingDateBusinessCentersGroup count—
            2. 40854 PaymentScheduleFixingDateBusinessCenterString—

              Required if NoPaymentScheduleFixingDateBusinessCenters(40977) > 0.

          39. 40855 PaymentScheduleFixingDateOffsetPeriodint—

            Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified.

          40. 40856 PaymentScheduleFixingDateOffsetUnitString—

            Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified.

          41. 40857 PaymentScheduleFixingDateOffsetDayTypeint—
          42. 41174 PaymentScheduleFixingDayDistributionint—
          43. 41175 PaymentScheduleFixingDayCountint—
          44. 40858 PaymentScheduleFixingDateAdjustedLocalMktDate—
          45. PaymentScheduleFixingDayGrpRepeating groupCount tag 41161—

            PaymentScheduleFixingDayGrp definition & usage →

            1. 41161 NoPaymentScheduleFixingDaysGroup count—
            2. 41162 PaymentScheduleFixingDayOfWeekint—

              Required if NoPaymentScheduleFixingDays(41161) > 0.

            3. 41163 PaymentScheduleFixingDayNumberint—
          46. 41176 PaymentScheduleFixingLagPeriodint—

            Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified.

          47. 41177 PaymentScheduleFixingLagUnitString—

            Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified.

          48. 41178 PaymentScheduleFixingFirstObservationDateOffsetPeriodint—

            Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified.

          49. 41179 PaymentScheduleFixingFirstObservationDateOffsetUnitString—

            Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified.

          50. 40859 PaymentScheduleFixingTimeLocalMktTime—
          51. 40860 PaymentScheduleFixingTimeBusinessCenterString—
          52. 40861 PaymentScheduleInterimExchangePaymentDateRelativeToint—
          53. 40862 PaymentScheduleInterimExchangeDatesBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule.

          54. PaymentScheduleInterimExchangeDateBusinessCenterGrpRepeating groupCount tag 40945—

            When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule.

            PaymentScheduleInterimExchangeDateBusinessCenterGrp definition & usage →

            1. 40945 NoPaymentScheduleInterimExchangeDateBusinessCentersGroup count—
            2. 40863 PaymentScheduleInterimExchangeDatesBusinessCenterString—

              Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0.

          55. 40864 PaymentScheduleInterimExchangeDatesOffsetPeriodint—

            Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified.

          56. 40865 PaymentScheduleInterimExchangeDatesOffsetUnitString—

            Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified.

          57. 40866 PaymentScheduleInterimExchangeDatesOffsetDayTypeint—
          58. 40867 PaymentScheduleInterimExchangeDateAdjustedLocalMktDate—
        26. PaymentStubGrpRepeating groupCount tag 40872—

          PaymentStubGrp definition & usage →

          1. 40872 NoPaymentStubsGroup count—
          2. 40873 PaymentStubTypeint—

            Required if NoPaymentStubs(40872) > 0.

          3. 40874 PaymentStubLengthint—
          4. PaymentStubStartDateComponent—

            PaymentStubStartDate definition & usage →

            1. 42698 PaymentStubStartDateUnadjustedLocalMktDate—
            2. 42699 PaymentStubStartDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance.

            3. PaymentStubStartDateBusinessCenterGrpRepeating groupCount tag 42705—

              When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance.

              PaymentStubStartDateBusinessCenterGrp definition & usage →

              1. 42705 NoPaymentStubStartDateBusinessCentersGroup count—
              2. 42706 PaymentStubStartDateBusinessCenterString—

                Required if NoPaymentStubStartDateBusinessCenters(42705) > 0.

            4. 42700 PaymentStubStartDateRelativeToint—
            5. 42701 PaymentStubStartDateOffsetPeriodint—

              Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified.

            6. 42702 PaymentStubStartDateOffsetUnitString—

              Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified.

            7. 42703 PaymentStubStartDateOffsetDayTypeint—
            8. 42704 PaymentStubStartDateAdjustedLocalMktDate—
          5. PaymentStubEndDateComponent—

            PaymentStubEndDate definition & usage →

            1. 42689 PaymentStubEndDateUnadjustedLocalMktDate—
            2. 42690 PaymentStubEndDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance.

            3. PaymentStubEndDateBusinessCenterGrpRepeating groupCount tag 42696—

              When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance.

              PaymentStubEndDateBusinessCenterGrp definition & usage →

              1. 42696 NoPaymentStubEndDateBusinessCentersGroup count—
              2. 42697 PaymentStubEndDateBusinessCenterString—

                Required if NoPaymentStubEndDateBusinessCenters(42696) > 0.

            4. 42691 PaymentStubEndDateRelativeToint—
            5. 42692 PaymentStubEndDateOffsetPeriodint—

              Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified.

            6. 42693 PaymentStubEndDateOffsetUnitString—

              Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified.

            7. 42694 PaymentStubEndDateOffsetDayTypeint—
            8. 42695 PaymentStubEndDateAdjustedLocalMktDate—
          6. 40875 PaymentStubRatePercentage—
          7. 40876 PaymentStubFixedAmountAmt—
          8. 40877 PaymentStubFixedCurrencyCurrency—
          9. 40878 PaymentStubIndexString—
          10. 40879 PaymentStubIndexSourceint—
          11. 40880 PaymentStubIndexCurvePeriodint—

            Conditionally required when PaymentStubIndexCurveUnit(40881) is specified.

          12. 40881 PaymentStubIndexCurveUnitString—

            Conditionally required when PaymentStubIndexCurvePeriod(40880) is specified.

          13. 40882 PaymentStubIndexRateMultiplierfloat—
          14. 40883 PaymentStubIndexRateSpreadPriceOffset—
          15. 40884 PaymentStubIndexRateSpreadPositionTypeint—
          16. 40885 PaymentStubIndexRateTreatmentint—
          17. 40886 PaymentStubIndexCapRatePercentage—
          18. 40887 PaymentStubIndexCapRateBuySideint—
          19. 40888 PaymentStubIndexCapRateSellSideint—
          20. 40889 PaymentStubIndexFloorRatePercentage—
          21. 40890 PaymentStubIndexFloorRateBuySideint—
          22. 40891 PaymentStubIndexFloorRateSellSideint—
          23. 40892 PaymentStubIndex2String—
          24. 40893 PaymentStubIndex2Sourceint—
          25. 40894 PaymentStubIndex2CurvePeriodint—

            Conditionally required when PaymentStubIndex2CurveUnit(40895) is specified.

          26. 40895 PaymentStubIndex2CurveUnitString—

            Conditionally required when PaymentStubIndex2CurvePeriod(40894) is specified.

          27. 40896 PaymentStubIndex2RateMultiplierfloat—
          28. 40897 PaymentStubIndex2RateSpreadPriceOffset—
          29. 40898 PaymentStubIndex2RateSpreadPositionTypeint—
          30. 40899 PaymentStubIndex2RateTreatmentint—
          31. 40900 PaymentStubIndex2CapRatePercentage—
          32. 40901 PaymentStubIndex2FloorRatePercentage—
        27. DeliveryStreamComponent—

          DeliveryStream definition & usage →

          1. 41058 DeliveryStreamTypeint—
          2. DeliveryStreamCommoditySourceGrpRepeating groupCount tag 41085—

            DeliveryStreamCommoditySourceGrp definition & usage →

            1. 41085 NoDeliveryStreamCommoditySourcesGroup count—
            2. 41086 DeliveryStreamCommoditySourceString—

              Required if NoDeliveryStreamCommoditySources(41085) > 0.

          3. 41059 DeliveryStreamPipelineString—
          4. 41060 DeliveryStreamEntryPointString—
          5. 41061 DeliveryStreamWithdrawalPointString—
          6. 41062 DeliveryStreamDeliveryPointString—
          7. 42192 DeliveryStreamDeliveryPointSourceint—
          8. 42193 DeliveryStreamDeliveryPointDescString—
          9. 41063 DeliveryStreamDeliveryRestrictionint—
          10. 41064 DeliveryStreamDeliveryContingencyString—
          11. 41065 DeliveryStreamDeliveryContingentPartySideint—
          12. 41066 DeliveryStreamDeliverAtSourceIndicatorBoolean—
          13. 41067 DeliveryStreamRiskApportionmentString—
          14. 41218 DeliveryStreamRiskApportionmentSourceString—
          15. DeliveryStreamCycleGrpRepeating groupCount tag 41081—

            DeliveryStreamCycleGrp definition & usage →

            1. 41081 NoDeliveryStreamCyclesGroup count—
            2. 41082 DeliveryStreamCycleDescString—

              Required if NoDeliveryStreamCycles(41081) > 0.

            3. 41083 EncodedDeliveryStreamCycleDescLenLength—

              Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it.

            4. 41084 EncodedDeliveryStreamCycleDescdata—

              Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field.

          16. 41068 DeliveryStreamTitleTransferLocationString—
          17. 41069 DeliveryStreamTitleTransferConditionint—
          18. 41070 DeliveryStreamImporterOfRecordString—
          19. 41071 DeliveryStreamNegativeTolerancefloat—
          20. 41072 DeliveryStreamPositiveTolerancefloat—
          21. 41073 DeliveryStreamToleranceUnitOfMeasureString—
          22. 41074 DeliveryStreamToleranceTypeint—
          23. 41075 DeliveryStreamToleranceOptionSideint—
          24. 41076 DeliveryStreamTotalPositiveTolerancePercentage—
          25. 41077 DeliveryStreamTotalNegativeTolerancePercentage—
          26. 41078 DeliveryStreamNotionalConversionFactorfloat—
          27. 41079 DeliveryStreamTransportEquipmentString—
          28. 41080 DeliveryStreamElectingPartySideint—
          29. 43094 DeliveryStreamRouteOrCharterString—
        28. DeliveryScheduleGrpRepeating groupCount tag 41037—

          DeliveryScheduleGrp definition & usage →

          1. 41037 NoDeliverySchedulesGroup count—
          2. 41038 DeliveryScheduleTypeint—

            Required if NoDeliverySchedules(41037) > 0.

          3. 41039 DeliveryScheduleXIDXID—
          4. 41040 DeliveryScheduleNotionalQty—
          5. 41041 DeliveryScheduleNotionalUnitOfMeasureString—
          6. 41042 DeliveryScheduleNotionalCommodityFrequencyint—
          7. 41043 DeliveryScheduleNegativeTolerancefloat—
          8. 41044 DeliverySchedulePositiveTolerancefloat—
          9. 41045 DeliveryScheduleToleranceUnitOfMeasureString—
          10. 41046 DeliveryScheduleToleranceTypeint—

            Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified.

          11. 41047 DeliveryScheduleSettlCountryCountry—
          12. 41048 DeliveryScheduleSettlTimeZoneString—
          13. 41049 DeliveryScheduleSettlFlowTypeint—
          14. 41050 DeliveryScheduleSettlHolidaysProcessingInstructionint—
          15. DeliveryScheduleSettlDayGrpRepeating groupCount tag 41051—

            DeliveryScheduleSettlDayGrp definition & usage →

            1. 41051 NoDeliveryScheduleSettlDaysGroup count—
            2. 41052 DeliveryScheduleSettlDayint—

              Required if NoDeliveryScheduleSettlDays(41051) > 0.

            3. 41053 DeliveryScheduleSettlTotalHoursint—
            4. DeliveryScheduleSettlTimeGrpRepeating groupCount tag 41054—

              DeliveryScheduleSettlTimeGrp definition & usage →

              1. 41054 NoDeliveryScheduleSettlTimesGroup count—
              2. 41055 DeliveryScheduleSettlStartString—

                Required if NoDeliveryScheduleSettlTimes(41054) > 0.

              3. 41056 DeliveryScheduleSettlEndString—

                Required if NoDeliveryScheduleSettlTimes(41054) > 0.

              4. 41057 DeliveryScheduleSettlTimeTypeint—

                May be defaulted to market convention or bilaterally agreed if not specified.

        29. 40056 StreamTextString—
        30. 40982 EncodedStreamTextLenLength—

          Must be set if EncodedStreamText(40983) field is specified and must immediately precede it.

        31. 40983 EncodedStreamTextdata—

          Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field.

      167. ProvisionGrpRepeating groupCount tag 40090—

        ProvisionGrp definition & usage →

        1. 40090 NoProvisionsGroup count—
        2. 40091 ProvisionTypeint—

          Required if NoProvisions(40090) > 0.

        3. 40092 ProvisionDateUnadjustedLocalMktDate—
        4. 40093 ProvisionDateBusinessDayConventionint—

          When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions.

        5. ProvisionDateBusinessCenterGrpRepeating groupCount tag 40957—

          When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions.

          ProvisionDateBusinessCenterGrp definition & usage →

          1. 40957 NoProvisionDateBusinessCentersGroup count—
          2. 40094 ProvisionDateBusinessCenterString—

            Required if NoProvisionDateBusinessCenters(40957) > 0.

        6. 40095 ProvisionDateAdjustedLocalMktDate—
        7. 40096 ProvisionDateTenorPeriodint—

          Conditionally required when ProvisionDateTenorUnit(40097) is specified.

        8. 40097 ProvisionDateTenorUnitString—

          Conditionally required when ProvisionDateTenorPeriod(40096) is specified.

        9. 42707 ProvisionBreakFeeElectionint—
        10. 42708 ProvisionBreakFeeRatePercentage—
        11. 40098 ProvisionCalculationAgentint—
        12. 40099 ProvisionOptionSinglePartyBuyerSideint—
        13. 40100 ProvisionOptionSinglePartySellerSideint—
        14. ProvisionCashSettlValueDatesComponent—

          ProvisionCashSettlValueDates definition & usage →

          1. 40114 ProvisionCashSettlValueTimeLocalMktTime—
          2. 40115 ProvisionCashSettlValueTimeBusinessCenterString—
          3. 40116 ProvisionCashSettlValueDateBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement value date.

          4. ProvisionCashSettlValueDateBusinessCenterGrpRepeating groupCount tag 40953—

            When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement value date.

            ProvisionCashSettlValueDateBusinessCenterGrp definition & usage →

            1. 40953 NoProvisionCashSettlValueDateBusinessCentersGroup count—
            2. 40117 ProvisionCashSettlValueDateBusinessCenterString—

              Required if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0.

          5. 40118 ProvisionCashSettlValueDateRelativeToint—
          6. 40119 ProvisionCashSettlValueDateOffsetPeriodint—

            Conditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified.

          7. 40120 ProvisionCashSettlValueDateOffsetUnitString—

            Conditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified.

          8. 40121 ProvisionCashSettlValueDateOffsetDayTypeint—
          9. 40122 ProvisionCashSettlValueDateAdjustedLocalMktDate—
        15. ProvisionOptionExerciseDatesComponent—

          ProvisionOptionExerciseDates definition & usage →

          1. 40123 ProvisionOptionExerciseBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option exercise dates.

          2. ProvisionOptionExerciseBusinessCenterGrpRepeating groupCount tag 40954—

            When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option exercise dates.

            ProvisionOptionExerciseBusinessCenterGrp definition & usage →

            1. 40954 NoProvisionOptionExerciseBusinessCentersGroup count—
            2. 40124 ProvisionOptionExerciseBusinessCenterString—

              Required if NoProvisionOptionExerciseBusinessCenters(40954) > 0.

          3. ProvisionOptionExerciseFixedDateGrpRepeating groupCount tag 40142—

            ProvisionOptionExerciseFixedDateGrp definition & usage →

            1. 40142 NoProvisionOptionExerciseFixedDatesGroup count—
            2. 40143 ProvisionOptionExerciseFixedDateLocalMktDate—

              Required if NoProvisionOptionExerciseFixedDates (40142) > 0.

            3. 40144 ProvisionOptionExerciseFixedDateTypeint—

              When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

          4. 40125 ProvisionOptionExerciseEarliestDateOffsetPeriodint—

            Conditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified.

          5. 40126 ProvisionOptionExerciseEarliestDateOffsetUnitString—

            Conditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified.

          6. 40127 ProvisionOptionExerciseFrequencyPeriodint—

            Conditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified.

          7. 40128 ProvisionOptionExerciseFrequencyUnitString—

            Conditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified.

          8. 40129 ProvisionOptionExerciseStartDateUnadjustedLocalMktDate—
          9. 40130 ProvisionOptionExerciseStartDateRelativeToint—
          10. 40131 ProvisionOptionExerciseStartDateOffsetPeriodint—

            Conditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified.

          11. 40132 ProvisionOptionExerciseStartDateOffsetUnitString—

            Conditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified.

          12. 40133 ProvisionOptionExerciseStartDateOffsetDayTypeint—
          13. 40134 ProvisionOptionExerciseStartDateAdjustedLocalMktDate—
          14. 40135 ProvisionOptionExercisePeriodSkipint—
          15. 40136 ProvisionOptionExerciseBoundsFirstDateUnadjustedLocalMktDate—
          16. 40137 ProvisionOptionExerciseBoundsLastDateUnadjustedLocalMktDate—
          17. 40138 ProvisionOptionExerciseEarliestTimeLocalMktTime—
          18. 40139 ProvisionOptionExerciseEarliestTimeBusinessCenterString—
          19. 40140 ProvisionOptionExerciseLatestTimeLocalMktTime—
          20. 40141 ProvisionOptionExerciseLatestTimeBusinessCenterString—
        16. ProvisionOptionExpirationDateComponent—

          ProvisionOptionExpirationDate definition & usage →

          1. 40145 ProvisionOptionExpirationDateUnadjustedLocalMktDate—
          2. 40146 ProvisionOptionExpirationDateBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option expiration date.

          3. ProvisionOptionExpirationDateBusinessCenterGrpRepeating groupCount tag 40955—

            When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option expiration date.

            ProvisionOptionExpirationDateBusinessCenterGrp definition & usage →

            1. 40955 NoProvisionOptionExpirationDateBusinessCentersGroup count—
            2. 40147 ProvisionOptionExpirationDateBusinessCenterString—

              Required if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0.

          4. 40148 ProvisionOptionExpirationDateRelativeToint—
          5. 40149 ProvisionOptionExpirationDateOffsetPeriodint—

            Conditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified.

          6. 40150 ProvisionOptionExpirationDateOffsetUnitString—

            Conditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified.

          7. 40151 ProvisionOptionExpirationDateOffsetDayTypeint—
          8. 40152 ProvisionOptionExpirationDateAdjustedLocalMktDate—
          9. 40153 ProvisionOptionExpirationTimeLocalMktTime—
          10. 40154 ProvisionOptionExpirationTimeBusinessCenterString—
        17. ProvisionOptionRelevantUnderlyingDateComponent—

          ProvisionOptionRelevantUnderlyingDate definition & usage →

          1. 40155 ProvisionOptionRelevantUnderlyingDateUnadjustedLocalMktDate—
          2. 40156 ProvisionOptionRelevantUnderlyingDateBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option relevant underlying date.

          3. ProvisionOptionRelevantUnderlyingDateBusinessCenterGrpRepeating groupCount tag 40956—

            When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option relevant underlying date.

            ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp definition & usage →

            1. 40956 NoProvisionOptionRelevantUnderlyingDateBusinessCentersGroup count—
            2. 40157 ProvisionOptionRelevantUnderlyingDateBusinessCenterString—

              Required if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0.

          4. 40158 ProvisionOptionRelevantUnderlyingDateRelativeToint—
          5. 40159 ProvisionOptionRelevantUnderlyingDateOffsetPeriodint—

            Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified.

          6. 40160 ProvisionOptionRelevantUnderlyingDateOffsetUnitString—

            Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified.

          7. 40161 ProvisionOptionRelevantUnderlyingDateOffsetDayTypeint—
          8. 40162 ProvisionOptionRelevantUnderlyingDateAdjustedLocalMktDate—
        18. 40101 ProvisionOptionExerciseStyleint—
        19. 40102 ProvisionOptionExerciseMultipleNotionalAmt—
        20. 40103 ProvisionOptionExerciseMinimumNotionalAmt—
        21. 40104 ProvisionOptionExerciseMaximumNotionalAmt—
        22. 40105 ProvisionOptionMinimumNumberint—
        23. 40106 ProvisionOptionMaximumNumberint—
        24. 40107 ProvisionOptionExerciseConfirmationBoolean—
        25. ProvisionCashSettlPaymentDatesComponent—

          ProvisionCashSettlPaymentDates definition & usage →

          1. 40163 ProvisionCashSettlPaymentDateBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement payment dates.

          2. ProvisionCashSettlPaymentDateBusinessCenterGrpRepeating groupCount tag 40952—

            When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement payment dates.

            ProvisionCashSettlPaymentDateBusinessCenterGrp definition & usage →

            1. 40952 NoProvisionCashSettlPaymentDateBusinessCentersGroup count—
            2. 40164 ProvisionCashSettlPaymentDateBusinessCenterString—

              Required if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0.

          3. 40165 ProvisionCashSettlPaymentDateRelativeToint—
          4. 40166 ProvisionCashSettlPaymentDateOffsetPeriodint—

            Conditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified.

          5. 40167 ProvisionCashSettlPaymentDateOffsetUnitString—

            Conditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified.

          6. 40168 ProvisionCashSettlPaymentDateOffsetDayTypeint—
          7. 40169 ProvisionCashSettlPaymentDateRangeFirstLocalMktDate—
          8. 40170 ProvisionCashSettlPaymentDateRangeLastLocalMktDate—
          9. ProvisionCashSettlPaymentFixedDateGrpRepeating groupCount tag 40171—

            ProvisionCashSettlPaymentFixedDateGrp definition & usage →

            1. 40171 NoProvisionCashSettlPaymentDatesGroup count—
            2. 40172 ProvisionCashSettlPaymentDateLocalMktDate—

              Required if NoProvisionCashSettlPaymentDates (40171) > 0.

            3. 40173 ProvisionCashSettlPaymentDateTypeint—

              When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

        26. 40108 ProvisionCashSettlMethodint—
        27. 40109 ProvisionCashSettlCurrencyCurrency—
        28. 40110 ProvisionCashSettlCurrency2Currency—
        29. 40111 ProvisionCashSettlQuoteTypeint—
        30. ProvisionCashSettlQuoteSourceComponent—

          ProvisionCashSettlQuoteSource definition & usage →

          1. 40112 ProvisionCashSettlQuoteSourceint—
          2. 41406 ProvisionCashSettlQuoteReferencePageString—
        31. 40113 ProvisionTextString—
        32. 40986 EncodedProvisionTextLenLength—

          Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it.

        33. 40987 EncodedProvisionTextdata—

          Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding(347) field.

        34. ProvisionPartiesRepeating groupCount tag 40174—

          ProvisionParties definition & usage →

          1. 40174 NoProvisionPartyIDsGroup count—
          2. 40175 ProvisionPartyIDString—

            Required if NoProvisionPartyIDs(40174) > 0.

          3. 40176 ProvisionPartyIDSourcechar—

            Required if NoProvisionPartyIDs(40174) > 0.

          4. 40177 ProvisionPartyRoleint—

            Required if NoProvisionPartyIDs(40174) > 0.

          5. 2385 ProvisionPartyRoleQualifierint—
          6. ProvisionPtysSubGrpRepeating groupCount tag 40178—

            ProvisionPtysSubGrp definition & usage →

            1. 40178 NoProvisionPartySubIDsGroup count—
            2. 40179 ProvisionPartySubIDString—

              Required if NoProvisionPartySubIDs(40178) > 0.

            3. 40180 ProvisionPartySubIDTypeint—

              Required if NoProvisionPartySubIDs(40178) > 0.

      168. AdditionalTermGrpRepeating groupCount tag 40019—

        AdditionalTermGrp definition & usage →

        1. 40019 NoAdditionalTermsGroup count—
        2. 40020 AdditionalTermConditionPrecedentBondIndicatorBoolean—

          Required if NoAdditionalTerms(40019) > 0.

        3. 40021 AdditionalTermDiscrepancyClauseIndicatorBoolean—
        4. AdditionalTermBondRefGrpRepeating groupCount tag 40000—

          AdditionalTermBondRefGrp definition & usage →

          1. 40000 NoAdditionalTermBondRefsGroup count—
          2. 40001 AdditionalTermBondSecurityIDString—

            Required if NoAdditionalTermBondRefs(40000) > 0.

          3. 40002 AdditionalTermBondSecurityIDSourceString—

            Conditionally required when AdditionalTermBondSecurityID(40001) is specified.

          4. 40003 AdditionalTermBondDescString—
          5. 40004 EncodedAdditionalTermBondDescLenLength—

            Must be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it.

          6. 40005 EncodedAdditionalTermBondDescdata—

            Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field.

          7. 40006 AdditionalTermBondCurrencyCurrency—
          8. 40007 AdditionalTermBondIssuerString—
          9. 40008 EncodedAdditionalTermBondIssuerLenLength—

            Must be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it.

          10. 40009 EncodedAdditionalTermBondIssuerdata—

            Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field.

          11. 40010 AdditionalTermBondSeniorityString—
          12. 40011 AdditionalTermBondCouponTypeint—
          13. 40012 AdditionalTermBondCouponRatePercentage—
          14. 40013 AdditionalTermBondMaturityDateLocalMktDate—
          15. 40014 AdditionalTermBondParValueAmt—
          16. 40015 AdditionalTermBondCurrentTotalIssuedAmountAmt—
          17. 40016 AdditionalTermBondCouponFrequencyPeriodint—

            Conditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified.

          18. 40017 AdditionalTermBondCouponFrequencyUnitString—

            Conditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified.

          19. 40018 AdditionalTermBondDayCountint—
      169. ProtectionTermGrpRepeating groupCount tag 40181—

        ProtectionTermGrp definition & usage →

        1. 40181 NoProtectionTermsGroup count—
        2. 40182 ProtectionTermNotionalAmt—

          Required if NoProtectionTerms(40181) > 0.

        3. 40183 ProtectionTermCurrencyCurrency—
        4. 40184 ProtectionTermSellerNotifiesBoolean—
        5. 40185 ProtectionTermBuyerNotifiesBoolean—
        6. 40186 ProtectionTermEventBusinessCenterString—
        7. 40187 ProtectionTermStandardSourcesBoolean—
        8. 40188 ProtectionTermEventMinimumSourcesint—
        9. ProtectionTermEventNewsSourceGrpRepeating groupCount tag 40951—

          ProtectionTermEventNewsSourceGrp definition & usage →

          1. 40951 NoProtectionTermEventNewsSourcesGroup count—
          2. 40189 ProtectionTermEventNewsSourceString—

            Required if NoProtectionTermEventNewsSources(40951) > 0.

        10. ProtectionTermEventGrpRepeating groupCount tag 40191—

          ProtectionTermEventGrp definition & usage →

          1. 40191 NoProtectionTermEventsGroup count—
          2. 40192 ProtectionTermEventTypeString—

            Required if NoProtectionTermEvents(40191) > 0.

          3. 40193 ProtectionTermEventValueString—
          4. 40194 ProtectionTermEventCurrencyCurrency—
          5. 40195 ProtectionTermEventPeriodint—

            Conditionally required when ProtectionTermEventUnit(40196) is specified.

          6. 40196 ProtectionTermEventUnitString—

            Conditionally required when ProtectionTermEventPeriod(40195) is specified.

          7. 40197 ProtectionTermEventDayTypeint—
          8. 40198 ProtectionTermEventRateSourceString—
          9. ProtectionTermEventQualifierGrpRepeating groupCount tag 40199—

            ProtectionTermEventQualifierGrp definition & usage →

            1. 40199 NoProtectionTermEventQualifiersGroup count—
            2. 40200 ProtectionTermEventQualifierchar—

              Required if NoProtectionTermEventQualifiers(40199) > 0.

        11. ProtectionTermObligationGrpRepeating groupCount tag 40201—

          ProtectionTermObligationGrp definition & usage →

          1. 40201 NoProtectionTermObligationsGroup count—
          2. 40202 ProtectionTermObligationTypeString—

            Required if NoProtectionTermObligations(40201) > 0.

          3. 40203 ProtectionTermObligationValueString—
        12. 40190 ProtectionTermXIDXID—
      170. CashSettlTermGrpRepeating groupCount tag 40022—

        CashSettlTermGrp definition & usage →

        1. 40022 NoCashSettlTermsGroup count—
        2. 40023 CashSettlCurrencyCurrency—

          Required if NoCashSettlTerms(40022) > 0.

        3. 40024 CashSettlValuationFirstBusinessDayOffsetint—
        4. 40916 CashSettlValuationSubsequentBusinessDaysOffsetint—
        5. 40917 CashSettlNumOfValuationDatesint—
        6. 40025 CashSettlValuationTimeLocalMktTime—
        7. 40026 CashSettlBusinessCenterString—
        8. 40027 CashSettlQuoteMethodint—
        9. 40028 CashSettlQuoteAmountAmt—
        10. 40029 CashSettlQuoteCurrencyCurrency—
        11. 40030 CashSettlMinimumQuoteAmountAmt—
        12. 40031 CashSettlMinimumQuoteCurrencyCurrency—
        13. CashSettlDealerGrpRepeating groupCount tag 40277—

          CashSettlDealerGrp definition & usage →

          1. 40277 NoCashSettlDealersGroup count—
          2. 40032 CashSettlDealerString—

            Required if NoCashSettlDealers(40277) > 0.

        14. 42216 CashSettlPriceSourceString—
        15. 42217 CashSettlPriceDefaultint—
        16. 40033 CashSettlBusinessDaysint—
        17. 40034 CashSettlAmountAmt—
        18. CashSettlDateComponent—

          CashSettlDate definition & usage →

          1. 42207 CashSettlDateUnadjustedLocalMktDate—
          2. 42208 CashSettlDateBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision.

          3. CashSettlDateBusinessCenterGrpRepeating groupCount tag 42214—

            When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision.

            CashSettlDateBusinessCenterGrp definition & usage →

            1. 42214 NoCashSettlDateBusinessCentersGroup count—
            2. 42215 CashSettlDateBusinessCenterString—

              Required if NoCashSettlDateBusinessCenters(42214) > 0.

          4. 42209 CashSettlDateRelativeToint—
          5. 42210 CashSettlDateOffsetPeriodint—

            Conditionally required when CashSettlDateOffsetUnit(42211) is specified.

          6. 42211 CashSettlDateOffsetUnitString—

            Conditionally required when CashSettlDateOffsetPeriod(42210) is specified.

          7. 42212 CashSettlDateOffsetDayTypeint—
          8. 42213 CashSettlDateAdjustedLocalMktDate—
        19. 40035 CashSettlRecoveryFactorfloat—
        20. 40036 CashSettlFixedTermIndicatorBoolean—
        21. 40037 CashSettlAccruedInterestIndicatorBoolean—
        22. 40038 CashSettlValuationMethodint—
        23. 40039 CashSettlTermXIDXID—
      171. PhysicalSettlTermGrpRepeating groupCount tag 40204—

        PhysicalSettlTermGrp definition & usage →

        1. 40204 NoPhysicalSettlTermsGroup count—
        2. PhysicalSettlDeliverableObligationGrpRepeating groupCount tag 40209—

          Required if NoPhysicalSettlTerms(40204) > 0.

          PhysicalSettlDeliverableObligationGrp definition & usage →

          1. 40209 NoPhysicalSettlDeliverableObligationsGroup count—
          2. 40210 PhysicalSettlDeliverableObligationTypeString—

            Required if NoPhysicalSettlDeliverableObligations (40209) > 0.

          3. 40211 PhysicalSettlDeliverableObligationValueString—
        3. 40205 PhysicalSettlCurrencyCurrency—
        4. 40206 PhysicalSettlBusinessDaysint—
        5. 40207 PhysicalSettlMaximumBusinessDaysint—
        6. 40208 PhysicalSettlTermXIDXID—
      172. ExtraordinaryEventGrpRepeating groupCount tag 42296—

        ExtraordinaryEventGrp definition & usage →

        1. 42296 NoExtraordinaryEventsGroup count—
        2. 42297 ExtraordinaryEventTypeString—

          Required if NoExtraordinaryEvents(42296) > 0.

        3. 42298 ExtraordinaryEventValueString—

          Required if NoExtraordinaryEvents(42296) > 0.

      173. 2602 ExtraordinaryEventAdjustmentMethodint—
      174. 2603 ExchangeLookAlikeBoolean—
    11. InstrumentExtensionComponent—

      InstrumentExtension definition & usage →

      1. 668 DeliveryFormint—

        Identifies the form of delivery.

      2. 869 PctAtRiskPercentage—

        Percent at risk due to lowest possible call.

      3. AttrbGrpRepeating groupCount tag 870—

        Number of repeating InstrAttrib group entries.

        AttrbGrp definition & usage →

        1. 870 NoInstrAttribGroup count—
        2. 871 InstrAttribTypeint—
        3. 872 InstrAttribValueString—
      4. 2736 CommodityFinalPriceTypeint—
      5. IndexRollMonthGrpRepeating groupCount tag 2734—

        IndexRollMonthGrp definition & usage →

        1. 2734 NoIndexRollMonthsGroup count—
        2. 2733 IndexRollMonthString—

          Required if NoIndexRollMonths(2734) > 0.

      6. 2738 NextIndexRollDateLocalMktDate—
      7. FloatingRateIndexComponent—

        FloatingRateIndex definition & usage →

        1. 2731 FloatingRateIndexIDString—

          Conditionally required when FloatingRateIndexIDSource(2732) is specified.

        2. 2732 FloatingRateIndexIDSourceString—

          Conditionally required when FloatingRateIndexID(2731) is specified.

        3. 2730 FloatingRateIndexCurveUnitString—

          Conditionally required when FloatingRateIndexCurvePeriod(2728) is specified.

        4. 2728 FloatingRateIndexCurvePeriodint—

          Conditionally required when FloatingRateIndexCurveUnit(2730) is specified.

        5. 2729 FloatingRateIndexCurveSpreadPriceOffset—
      8. ReferenceDataDateGrpRepeating groupCount tag 2746—

        ReferenceDataDateGrp definition & usage →

        1. 2746 NoReferenceDataDatesGroup count—
        2. 2747 ReferenceDataDateUTCTimestamp—

          Required if NoReferenceDataDates(2746) > 0.

        3. 2748 ReferenceDataDateTypeint—
    12. FinancingDetailsComponent—

      FinancingDetails definition & usage →

      1. 913 AgreementDescString—

        The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

      2. 914 AgreementIDString—

        A common reference to the applicable standing agreement between the principals

      3. 1961 AgreementVersionString—
      4. 915 AgreementDateLocalMktDate—

        A reference to the date the underlying agreement was executed.

      5. 918 AgreementCurrencyCurrency—

        Currency of the underlying agreement.

      6. 2952 AgreementCurrencyCodeSourceString—
      7. 1962 MasterConfirmationDescString—
      8. 1963 MasterConfirmationDateLocalMktDate—
      9. 1964 MasterConfirmationAnnexDescString—
      10. 1965 MasterConfirmationAnnexDateLocalMktDate—
      11. 1966 BrokerConfirmationDescString—
      12. FinancingContractualDefinitionGrpRepeating groupCount tag 40040—

        FinancingContractualDefinitionGrp definition & usage →

        1. 40040 NoContractualDefinitionsGroup count—
        2. 40041 ContractualDefinitionString—

          Required if NoContractualDefinitions(40040) > 0.

      13. FinancingTermSupplementGrpRepeating groupCount tag 40046—

        FinancingTermSupplementGrp definition & usage →

        1. 40046 NoFinancingTermSupplementsGroup count—
        2. 40047 FinancingTermSupplementDescString—

          Required if NoFinancingTermSupplements(40046) > 0.

        3. 40048 FinancingTermSupplementDateLocalMktDate—
      14. FinancingContractualMatrixGrpRepeating groupCount tag 40042—

        FinancingContractualMatrixGrp definition & usage →

        1. 40042 NoContractualMatricesGroup count—
        2. 40043 ContractualMatrixSourceString—

          Required if NoContractualMatrices(40042) > 0.

        3. 40044 ContractualMatrixDateLocalMktDate—
        4. 40045 ContractualMatrixTermString—
      15. 1967 CreditSupportAgreementDescString—
      16. 1968 CreditSupportAgreementDateLocalMktDate—
      17. 1969 CreditSupportAgreementIDString—
      18. 1970 GoverningLawString—
      19. 1513 DocumentationTextString—
      20. 1525 EncodedDocumentationTextLenLength—

        Must be set if EncodedDocumentationText(1527) field is specified and must immediately precede it.

      21. 1527 EncodedDocumentationTextdata—

        Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding(347) field.

      22. 788 TerminationTypeint—

        For Repos the timing or method for terminating the agreement.

      23. 916 StartDateLocalMktDate—

        Settlement date of the beginning of the deal

      24. 917 EndDateLocalMktDate—

        Repayment / repurchase date

      25. 919 DeliveryTypeint—

        Delivery or custody arrangement for the underlying securities

      26. 898 MarginRatioPercentage—

        Percentage of cash value that underlying security collateral must meet.

      27. 3114 MarginPricePrice—
    13. UndInstrmtGrpRepeating groupCount tag 711—

      UndInstrmtGrp definition & usage →

      1. 711 NoUnderlyingsGroup count—

        Number of underlyings

      2. UnderlyingInstrumentComponent—

        Required if NoUnderlyings(711) > 0.

        UnderlyingInstrument definition & usage →

        1. 311 UnderlyingSymbolString—

          Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)

          Use "[N/A]" for products which do not have a symbol.

          Required if the UnderlyingInstrument component is marked as required where the component is used.

        2. 312 UnderlyingSymbolSfxString—
        3. 309 UnderlyingSecurityIDString—
        4. 305 UnderlyingSecurityIDSourceString—
        5. UndSecAltIDGrpRepeating groupCount tag 457—

          UndSecAltIDGrp definition & usage →

          1. 457 NoUnderlyingSecurityAltIDGroup count—
          2. 458 UnderlyingSecurityAltIDString—
          3. 459 UnderlyingSecurityAltIDSourceString—
          4. 2959 UnderlyingSymbolPositionNumberint—
        6. 2874 UnderlyingIDString—

          Used for unique identification of the underlying instance that can subsequently be used to serve as input value for fields such as UnderlyingRefID(2841), for example, whenever a simple underlying reference is allowed or needed.

        7. 462 UnderlyingProductint—
        8. UnderlyingSecurityXMLComponent—

          Embedded XML document describing the underlying instrument.

          UnderlyingSecurityXML definition & usage →

          1. 1874 UnderlyingSecurityXMLLenLength—

            Must be provided if UnderlyingSecurityXML(1875) field is specified and must immediately precede it.

          2. 1875 UnderlyingSecurityXMLXMLData—
          3. 1876 UnderlyingSecurityXMLSchemaString—
        9. 463 UnderlyingCFICodeString—
        10. 2894 UnderlyingUPICodeString—
        11. 310 UnderlyingSecurityTypeString—
        12. 763 UnderlyingSecuritySubTypeString—
        13. 313 UnderlyingMaturityMonthYearMonthYear—
        14. 542 UnderlyingMaturityDateLocalMktDate—
        15. 1213 UnderlyingMaturityTimeTZTimeOnly—
        16. 2984 UnderlyingMaturityFrequencyUnitString—

          Conditionally required when UnderlyingMaturityFrequencyPeriod(2985) is specified.

        17. 2985 UnderlyingMaturityFrequencyPeriodint—

          Conditionally required when UnderlyingMaturityFrequencyUnit(2984) is specified and the value is not EOM (End of Month) or F (Flexible).

        18. 1837 UnderlyingContractPriceRefMonthMonthYear—
        19. 241 UnderlyingCouponPaymentDateLocalMktDate—
        20. 1453 UnderlyingRestructuringTypeString—
        21. 1454 UnderlyingSeniorityString—
        22. 2614 UnderlyingNotionalAmt—
        23. 2615 UnderlyingNotionalCurrencyCurrency—
        24. 2921 UnderlyingNotionalCurrencyCodeSourceString—
        25. 2616 UnderlyingNotionalDeterminationMethodString—
        26. 2617 UnderlyingNotionalAdjustmentsint—
        27. 2619 UnderlyingNotionalXIDRefXIDREF—
        28. 1455 UnderlyingNotionalPercentageOutstandingPercentage—
        29. 1456 UnderlyingOriginalNotionalPercentageOutstandingPercentage—
        30. 1459 UnderlyingAttachmentPointPercentage—
        31. 1460 UnderlyingDetachmentPointPercentage—
        32. 242 UnderlyingIssueDateLocalMktDate—
        33. 243 UnderlyingRepoCollateralSecurityTypeDeprecated FIX.4.4String—
        34. 244 UnderlyingRepurchaseTermDeprecated FIX.4.4int—
        35. 245 UnderlyingRepurchaseRateDeprecated FIX.4.4Percentage—
        36. 246 UnderlyingFactorfloat—
        37. 256 UnderlyingCreditRatingString—
        38. 595 UnderlyingInstrRegistryString—
        39. 592 UnderlyingCountryOfIssueCountry—
        40. 593 UnderlyingStateOrProvinceOfIssueString—
        41. 594 UnderlyingLocaleOfIssueString—
        42. 247 UnderlyingRedemptionDateDeprecated FIX.4.4LocalMktDate—
        43. 316 UnderlyingStrikePricePrice—
        44. 941 UnderlyingStrikeCurrencyCurrency—
        45. 2917 UnderlyingStrikeCurrencyCodeSourceString—
        46. 317 UnderlyingOptAttributechar—
        47. 436 UnderlyingContractMultiplierfloat—
        48. 1437 UnderlyingContractMultiplierUnitint—
        49. 2363 UnderlyingTradingUnitPeriodMultiplierint—
        50. 1441 UnderlyingFlowScheduleTypeint—
        51. 998 UnderlyingUnitOfMeasureString—
        52. 1423 UnderlyingUnitOfMeasureQtyQty—
        53. 1718 UnderlyingUnitOfMeasureCurrencyCurrency—
        54. 2918 UnderlyingUnitOfMeasureCurrencyCodeSourceString—
        55. 1424 UnderlyingPriceUnitOfMeasureString—
        56. 1425 UnderlyingPriceUnitOfMeasureQtyQty—
        57. 1719 UnderlyingPriceUnitOfMeasureCurrencyCurrency—
        58. 2919 UnderlyingPriceUnitOfMeasureCurrencyCodeSourceString—
        59. 1000 UnderlyingTimeUnitString—

          Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

        60. 1419 UnderlyingExerciseStyleint—
        61. 1526 UnderlyingPriceQuoteCurrencyCurrency—
        62. 2920 UnderlyingPriceQuoteCurrencyCodeSourceString—
        63. 435 UnderlyingCouponRatePercentage—
        64. 308 UnderlyingSecurityExchangeExchange—
        65. 306 UnderlyingIssuerString—
        66. 362 EncodedUnderlyingIssuerLenLength—

          Must be set if UnderlyingEncodedIssuer(363) field is specified and must immediately precede it.

        67. 363 EncodedUnderlyingIssuerdata—

          Encoded (non-ASCII characters) representation of the UnderlyingIssuer(306) field in the encoded format specified via the MessageEncoding(347) field.

        68. 2742 UnderlyingFinancialInstrumentShortNameString—
        69. 2720 UnderlyingFinancialInstrumentFullNameString—
        70. 2721 EncodedUnderlyingFinancialInstrumentFullNameLenLength—

          Must be set if EncodedUnderlyingFinancialInstrumentFullName(2722) field is specified and must immediately precede it.

        71. 2722 EncodedUnderlyingFinancialInstrumentFullNamedata—

          Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field.

        72. 2723 UnderlyingIndexCurveUnitString—

          Requires UnderlyingSecurityID(309) to identify the index. Requires UnderlyingIndexCurvePeriod(2724).

        73. 2724 UnderlyingIndexCurvePeriodint—

          Requires UnderlyingSecurityID(309) to identify the index. Requires UnderlyingIndexCurveUnit(2723).

        74. 307 UnderlyingSecurityDescString—
        75. 364 EncodedUnderlyingSecurityDescLenLength—

          Must be set if UnderlyingEncodedSecurityDesc(307) field is specified and must immediately precede it.

        76. 365 EncodedUnderlyingSecurityDescdata—

          Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc(307) field in the encoded format specified via the MessageEncoding(347) field.

        77. 877 UnderlyingCPProgramint—
        78. 878 UnderlyingCPRegTypeString—
        79. 972 UnderlyingAllocationPercentPercentage—

          Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

        80. 318 UnderlyingCurrencyCurrency—

          Specific to the <UnderlyingInstrument> (not in <Instrument>)

        81. 2916 UnderlyingCurrencyCodeSourceString—
        82. 879 UnderlyingQtyQty—

          Specific to the <UnderlyingInstrument> (not in <Instrument>)

          Unit amount of the underlying security (par, shares, currency, etc.)

        83. 975 UnderlyingSettlementTypeint—

          Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

        84. 973 UnderlyingCashAmountAmt—

          Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

        85. 974 UnderlyingCashTypeString—

          Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

        86. 810 UnderlyingPxPrice—

          Specific to the <UnderlyingInstrument> (not in <Instrument>)

          In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

        87. 882 UnderlyingDirtyPricePrice—

          Specific to the <UnderlyingInstrument> (not in <Instrument>)

          In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

        88. 883 UnderlyingEndPricePrice—

          Specific to the <UnderlyingInstrument> (not in <Instrument>)

          In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

        89. 884 UnderlyingStartValueAmt—

          Specific to the <UnderlyingInstrument> (not in <Instrument>)

          Currency value attributed to this collateral at the start of the agreement

        90. 885 UnderlyingCurrentValueAmt—

          Specific to the <UnderlyingInstrument> (not in <Instrument>)

          Currency value currently attributed to this collateral

        91. 886 UnderlyingEndValueAmt—

          Specific to the <UnderlyingInstrument> (not in <Instrument>)

          Currency value attributed to this collateral at the end of the agreement

        92. 2885 UnderlyingAccruedInterestAmtAmt—
        93. 2886 UnderlyingNumDaysInterestint—
        94. UnderlyingStipulationsRepeating groupCount tag 887—

          Specific to the <UnderlyingInstrument> (not in <Instrument>)

          UnderlyingStipulations definition & usage →

          1. 887 NoUnderlyingStipsGroup count—
          2. 888 UnderlyingStipTypeString—

            Required if NoUnderlyingStips(887) > 0.

          3. 889 UnderlyingStipValueString—
        95. 1044 UnderlyingAdjustedQuantityQty—

          Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

        96. 1045 UnderlyingFXRatefloat—

          Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

        97. 1046 UnderlyingFXRateCalcchar—

          Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

        98. 1038 UnderlyingCapValueAmt—
        99. UndlyInstrumentPartiesRepeating groupCount tag 1058—

          UndlyInstrumentParties definition & usage →

          1. 1058 NoUndlyInstrumentPartiesGroup count—

            Repeating group below should contain unique combinations of UnderlyingInstrumentPartyID(1059), UnderlyingInstrumentPartyIDSource(1060) and UnderlyingInstrumentPartyRole(1061).

          2. 1059 UnderlyingInstrumentPartyIDString—

            Used to identify the source of PartyID. Required if UnderlyingInstrumentPartyIDSource(1060) is specified. Required if NoUndlyInstrumentParties(1058) > 0.

          3. 1060 UnderlyingInstrumentPartyIDSourcechar—

            Used to identify class source of UnderlyingInstrumentPartyID(1059) value (e.g. BIC). Required if UnderlyingInstrumentPartyID(1059) is specified. Required if NoUndlyInstrumentParties(1058) > 0.

          4. 1061 UnderlyingInstrumentPartyRoleint—

            Identifies the type of UnderlyingInstrumentPartyID(1059) (e.g. Executing Broker). Required if NoUndlyInstrumentParties(1058) > 0.

          5. 2391 UnderlyingInstrumentPartyRoleQualifierint—
          6. UndlyInstrumentPtysSubGrpRepeating groupCount tag 1062—

            Repeating group of party sub-identifiers.

            UndlyInstrumentPtysSubGrp definition & usage →

            1. 1062 NoUndlyInstrumentPartySubIDsGroup count—
            2. 1063 UnderlyingInstrumentPartySubIDString—
            3. 1064 UnderlyingInstrumentPartySubIDTypeint—
        100. 1039 UnderlyingSettlMethodString—
        101. 315 UnderlyingPutOrCallint—

          Used to express option right

        102. 2683 UnderlyingInTheMoneyConditionint—

          Used to express in-the-moneyness behavior in general terms for the option without the use of UnderlyingStrikePrice(316) and UnderlyingPutOrCall(315).

        103. 2687 UnderlyingContraryInstructionEligibilityIndicatorBoolean—
        104. 1988 UnderlyingConstituentWeightfloat—
        105. 1989 UnderlyingCouponTypeint—
        106. 1990 UnderlyingTotalIssuedAmountAmt—
        107. 1991 UnderlyingCouponFrequencyPeriodint—

          Conditionally required when UnderlyingCouponFrequencyUnit(1992) is specified.

        108. 1992 UnderlyingCouponFrequencyUnitString—

          Conditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified.

        109. 1993 UnderlyingCouponDayCountint—
        110. 2881 UnderlyingCouponOtherDayCountString—
        111. 1994 UnderlyingObligationIDString—
        112. 1995 UnderlyingObligationIDSourceString—

          Conditionally required when UnderlyingObligationID(1994) is specified.

        113. 1996 UnderlyingEquityIDString—
        114. 1997 UnderlyingEquityIDSourceString—

          Conditionally required when UnderlyingEquityID(1996) is specified.

        115. 2620 UnderlyingFutureIDString—
        116. 2621 UnderlyingFutureIDSourceString—

          Required if UnderlyingFutureID(2620) is specified.

        117. UnderlyingEvntGrpRepeating groupCount tag 1981—

          UnderlyingEvntGrp definition & usage →

          1. 1981 NoUnderlyingEventsGroup count—
          2. 1982 UnderlyingEventTypeint—

            Required if NoUnderlyingEvents(1981) > 0.

          3. 1983 UnderlyingEventDateLocalMktDate—

            Conditionally required when UnderlyingEventTime(1984) is specified.

          4. 1984 UnderlyingEventTimeUTCTimestamp—
          5. 1985 UnderlyingEventTimeUnitString—

            Conditionally required when UnderlyingEventTimePeriod(1986) is specified.

          6. 1986 UnderlyingEventTimePeriodint—

            Conditionally required when UnderlyingEventTimeUnit(1985) is specified.

          7. 2342 UnderlyingEventMonthYearMonthYear—
          8. 1987 UnderlyingEventPxPrice—
          9. 2071 UnderlyingEventTextString—
          10. 2072 EncodedUnderlyingEventTextLenLength—

            Must be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it.

          11. 2073 EncodedUnderlyingEventTextdata—

            Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field.

        118. 1998 UnderlyingLienSeniorityint—
        119. 1999 UnderlyingLoanFacilityint—
        120. 2000 UnderlyingReferenceEntityTypeint—
        121. 2003 UnderlyingIndexSeriesint—
        122. 2004 UnderlyingIndexAnnexVersionint—
        123. 2005 UnderlyingIndexAnnexDateLocalMktDate—
        124. 2006 UnderlyingIndexAnnexSourceString—
        125. 2284 UnderlyingSettlRateIndexString—
        126. 2285 UnderlyingSettlRateIndexLocationString—
        127. 2286 UnderlyingOptionExpirationDescString—
        128. 2287 EncodedUnderlyingOptionExpirationDescLenLength—

          Must be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it.

        129. 2288 EncodedUnderlyingOptionExpirationDescdata—

          Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field.

        130. 2007 UnderlyingProductComplexString—
        131. 2008 UnderlyingSecurityGroupString—
        132. 2009 UnderlyingSettleOnOpenFlagString—
        133. 2010 UnderlyingAssignmentMethodchar—
        134. 2011 UnderlyingSecurityStatusString—
        135. 2012 UnderlyingObligationTypeString—
        136. 2491 UnderlyingAssetGroupint—
        137. 2013 UnderlyingAssetClassint—

          Required if UnderlyingAssetSubClass(2014) is specified.

        138. 2014 UnderlyingAssetSubClassint—

          Required if UnderlyingAssetType(2015) is specified.

        139. 2015 UnderlyingAssetTypeString—

          Required if UnderlyingAssetSubType(2744) is specified.

        140. 2744 UnderlyingAssetSubTypeString—
        141. UnderlyingSecondaryAssetGrpRepeating groupCount tag 2080—

          UnderlyingSecondaryAssetGrp definition & usage →

          1. 2080 NoUnderlyingSecondaryAssetClassesGroup count—
          2. 2081 UnderlyingSecondaryAssetClassint—

            Required if NoUnderlyingSecondaryAssetClasses(2080) > 0.

          3. 2082 UnderlyingSecondaryAssetSubClassint—

            Required if UnderlyingSecondaryAssetType(2083) is specified.

          4. 2083 UnderlyingSecondaryAssetTypeString—

            Required if UnderlyingSecondaryAssetSubType(2745) is specified.

          5. 2745 UnderlyingSecondaryAssetSubTypeString—
        142. UnderlyingAssetAttributeGrpRepeating groupCount tag 2312—

          UnderlyingAssetAttributeGrp definition & usage →

          1. 2312 NoUnderlyingAssetAttributesGroup count—
          2. 2313 UnderlyingAssetAttributeTypeString—

            Required if NoUnderlyingAssetAttributes(2312) > 0.

          3. 2314 UnderlyingAssetAttributeValueString—
          4. 2315 UnderlyingAssetAttributeLimitString—
        143. 2016 UnderlyingSwapClassString—
        144. 2289 UnderlyingSwapSubClassString—
        145. 2017 UnderlyingNthToDefaultint—

          Conditionally required when UnderlyingMthToDefault(2018) is specified.

        146. 2018 UnderlyingMthToDefaultint—
        147. 2019 UnderlyingSettledEntityMatrixSourceString—
        148. 2020 UnderlyingSettledEntityMatrixPublicationDateLocalMktDate—
        149. 2021 UnderlyingStrikeMultiplierfloat—
        150. 2022 UnderlyingStrikeValuefloat—
        151. 2290 UnderlyingStrikeUnitOfMeasureString—
        152. 2622 UnderlyingStrikeIndexCurvePointString—
        153. 2291 UnderlyingStrikeIndexString—
        154. 2623 UnderlyingStrikeIndexQuoteint—
        155. 2292 UnderlyingStrikeIndexSpreadPriceOffset—
        156. 2023 UnderlyingStrikePriceDeterminationMethodint—
        157. 2024 UnderlyingStrikePriceBoundaryMethodint—

          When specified, UnderlyingPutOrCall(315), UnderlyingStrikePrice(316), and UnderlyingStrikePriceBoundaryPrecision(2025) must also be specified.

        158. 2025 UnderlyingStrikePriceBoundaryPrecisionPercentage—
        159. 2026 UnderlyingMinPriceIncrementfloat—
        160. 2027 UnderlyingMinPriceIncrementAmountAmt—
        161. 2028 UnderlyingOptPayoutTypeint—
        162. 2029 UnderlyingOptPayoutAmountAmt—

          Conditionally required if UnderlyingOptPayoutType(2028) = 3 (Binary).

        163. 2757 UnderlyingReturnTriggerint—
        164. 2030 UnderlyingPriceQuoteMethodString—
        165. 2031 UnderlyingValuationMethodString—
        166. 2293 UnderlyingValuationSourceString—
        167. 2294 UnderlyingValuationReferenceModelString—
        168. 2032 UnderlyingListMethodint—
        169. 2033 UnderlyingCapPricePrice—
        170. 2034 UnderlyingFloorPricePrice—
        171. 2035 UnderlyingFlexibleIndicatorBoolean—
        172. 2036 UnderlyingFlexProductEligibilityIndicatorBoolean—
        173. 2037 UnderlyingPositionLimitint—
        174. 2038 UnderlyingNTPositionLimitint—
        175. 2039 UnderlyingPoolString—
        176. 2040 UnderlyingContractSettlMonthMonthYear—
        177. 2041 UnderlyingDatedDateLocalMktDate—
        178. 2042 UnderlyingInterestAccrualDateLocalMktDate—
        179. 2043 UnderlyingShortSaleRestrictionint—
        180. 2044 UnderlyingRefTickTableIDint—
        181. 41314 UnderlyingProtectionTermXIDRefXIDREF—
        182. 41315 UnderlyingSettlTermXIDRefXIDREF—
        183. UnderlyingComplexEventsRepeating groupCount tag 2045—

          UnderlyingComplexEvents definition & usage →

          1. 2045 NoUnderlyingComplexEventsGroup count—
          2. 2046 UnderlyingComplexEventTypeint—

            Required if NoUnderlyingComplexEvents(2045) > 0.

          3. 2261 UnderlyingComplexOptPayoutPaySideint—
          4. 2262 UnderlyingComplexOptPayoutReceiveSideint—
          5. 2263 UnderlyingComplexOptPayoutUnderlierString—
          6. 2047 UnderlyingComplexOptPayoutAmountAmt—
          7. 2264 UnderlyingComplexOptPayoutPercentagePercentage—
          8. 2265 UnderlyingComplexOptPayoutTimeint—
          9. 2266 UnderlyingComplexOptPayoutCurrencyCurrency—
          10. 2947 UnderlyingComplexOptPayoutCurrencyCodeSourceString—
          11. 2048 UnderlyingComplexEventPricePrice—
          12. 2267 UnderlyingComplexEventPricePercentagePercentage—
          13. 2049 UnderlyingComplexEventPriceBoundaryMethodint—
          14. 2050 UnderlyingComplexEventPriceBoundaryPrecisionPercentage—
          15. 2051 UnderlyingComplexEventPriceTimeTypeint—
          16. 2052 UnderlyingComplexEventConditionint—

            Conditionally required when there are more than one UnderlyingComplexEvent occurrences. A chain of events must be linked together through use of the UnderlyingComplexEventCondition(2052) in which the relationship between any two events is described. For any two occurrences of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event.

          17. UnderlyingComplexEventDatesRepeating groupCount tag 2053—

            UnderlyingComplexEventDates definition & usage →

            1. 2053 NoUnderlyingComplexEventDatesGroup count—
            2. 2054 UnderlyingComplexEventStartDateUTCDateOnly—

              Required if NoUnderlyingComplexEventDates(2053) > 0.

            3. 2055 UnderlyingComplexEventEndDateUTCDateOnly—

              Required if NoUnderlyingComplexEventDates(2053) > 0.

            4. UnderlyingComplexEventTimesRepeating groupCount tag 2056—

              UnderlyingComplexEventTimes definition & usage →

              1. 2056 NoUnderlyingComplexEventTimesGroup count—
              2. 2057 UnderlyingComplexEventStartTimeUTCTimeOnly—

                Required if NoUnderlyingComplexEventTimes(2056) > 0.

              3. 2058 UnderlyingComplexEventEndTimeUTCTimeOnly—

                Required if NoUnderlyingComplexEventTimes(2056) > 0.

          18. 2268 UnderlyingComplexEventCurrencyOneCurrency—
          19. 2948 UnderlyingComplexEventCurrencyOneCodeSourceString—
          20. 2269 UnderlyingComplexEventCurrencyTwoCurrency—
          21. 2949 UnderlyingComplexEventCurrencyTwoCodeSourceString—
          22. 2270 UnderlyingComplexEventQuoteBasisint—
          23. 2271 UnderlyingComplexEventFixedFXRatefloat—
          24. 2419 UnderlyingComplexEventSpotRatePrice—
          25. 2420 UnderlyingComplexEventForwardPointsPriceOffset—
          26. 2272 UnderlyingComplexEventDeterminationMethodString—
          27. 2273 UnderlyingComplexEventCalculationAgentint—
          28. 2274 UnderlyingComplexEventStrikePricePrice—
          29. 2275 UnderlyingComplexEventStrikeFactorfloat—
          30. 2276 UnderlyingComplexEventStrikeNumberOfOptionsint—
          31. UnderlyingComplexEventRateSourceGrpRepeating groupCount tag 41732—

            UnderlyingComplexEventRateSourceGrp definition & usage →

            1. 41732 NoUnderlyingComplexEventRateSourcesGroup count—
            2. 41733 UnderlyingComplexEventRateSourceint—

              Required if NoUnderlyingComplexEventRateSources(41732) > 0.

            3. 41734 UnderlyingComplexEventRateSourceTypeint—

              Required if NoUnderlyingComplexEventRateSources(41732) > 0.

            4. 41735 UnderlyingComplexEventReferencePageString—

              Conditionally required when ComplexEventRateSource(41014) = 99 (Other).

            5. 41736 UnderlyingComplexEventReferencePageHeadingString—
          32. UnderlyingComplexEventRelativeDateComponent—

            UnderlyingComplexEventRelativeDate definition & usage →

            1. 41739 UnderlyingComplexEventDateUnadjustedLocalMktDate—
            2. 41740 UnderlyingComplexEventDateRelativeToint—
            3. 41741 UnderlyingComplexEventDateOffsetPeriodint—

              Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified.

            4. 41742 UnderlyingComplexEventDateOffsetUnitString—

              Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified.

            5. 41743 UnderlyingComplexEventDateOffsetDayTypeint—
            6. 41744 UnderlyingComplexEventDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates.

            7. UnderlyingComplexEventDateBusinessCenterGrpRepeating groupCount tag 41737—

              When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates.

              UnderlyingComplexEventDateBusinessCenterGrp definition & usage →

              1. 41737 NoUnderlyingComplexEventDateBusinessCentersGroup count—
              2. 41738 UnderlyingComplexEventDateBusinessCenterString—

                Required if NoUnderlyingComplexEventDateBusinessCenters(41737) > 0.

            8. 41745 UnderlyingComplexEventDateAdjustedLocalMktDate—
            9. 41746 UnderlyingComplexEventFixingTimeLocalMktTime—
            10. 41747 UnderlyingComplexEventFixingTimeBusinessCenterString—
          33. UnderlyingComplexEventPeriodGrpRepeating groupCount tag 41729—

            UnderlyingComplexEventPeriodGrp definition & usage →

            1. 41729 NoUnderlyingComplexEventPeriodsGroup count—
            2. 41730 UnderlyingComplexEventPeriodTypeint—

              Required if NoUnderlyingComplexEventPeriods(41729) > 0.

            3. 41731 UnderlyingComplexEventBusinessCenterString—
            4. UnderlyingComplexEventScheduleGrpRepeating groupCount tag 41750—

              UnderlyingComplexEventScheduleGrp definition & usage →

              1. 41750 NoUnderlyingComplexEventSchedulesGroup count—
              2. 41751 UnderlyingComplexEventScheduleStartDateLocalMktDate—

                Required if NoUnderlyingComplexEventSchedules(41750) > 0.

              3. 41752 UnderlyingComplexEventScheduleEndDateLocalMktDate—
              4. 41753 UnderlyingComplexEventScheduleFrequencyPeriodint—

                Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified.

              5. 41754 UnderlyingComplexEventScheduleFrequencyUnitString—

                Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified.

              6. 41755 UnderlyingComplexEventScheduleRollConventionString—

                When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates.

            5. UnderlyingComplexEventPeriodDateGrpRepeating groupCount tag 41726—

              UnderlyingComplexEventPeriodDateGrp definition & usage →

              1. 41726 NoUnderlyingComplexEventPeriodDateTimesGroup count—
              2. 41727 UnderlyingComplexEventPeriodDateLocalMktDate—

                Required if NoUnderlyingComplexEventPeriodDateTimes(41726) > 0.

              3. 41728 UnderlyingComplexEventPeriodTimeLocalMktTime—
            6. UnderlyingComplexEventAveragingObservationGrpRepeating groupCount tag 41713—

              UnderlyingComplexEventAveragingObservationGrp definition & usage →

              1. 41713 NoUnderlyingComplexEventAveragingObservationsGroup count—
              2. 41714 UnderlyingComplexEventAveragingObservationNumberint—

                Required if NoUnderlyingComplexEventAveragingObservations(41713) > 0.

              3. 41715 UnderlyingComplexEventAveragingWeightfloat—
          34. 2277 UnderlyingComplexEventCreditEventsXIDRefXIDREF—
          35. 2278 UnderlyingComplexEventCreditEventNotifyingPartyint—
          36. 2279 UnderlyingComplexEventCreditEventBusinessCenterString—
          37. 2280 UnderlyingComplexEventCreditEventStandardSourcesBoolean—
          38. 2281 UnderlyingComplexEventCreditEventMinimumSourcesint—
          39. UnderlyingComplexEventCreditEventSourceGrpRepeating groupCount tag 41748—

            UnderlyingComplexEventCreditEventSourceGrp definition & usage →

            1. 41748 NoUnderlyingComplexEventCreditEventSourcesGroup count—
            2. 41749 UnderlyingComplexEventCreditEventSourceString—

              Required if NoUnderlyingCreditEventCreditEventSources(41748) > 0.

          40. UnderlyingComplexEventCreditEventGrpRepeating groupCount tag 41716—

            UnderlyingComplexEventCreditEventGrp definition & usage →

            1. 41716 NoUnderlyingComplexEventCreditEventsGroup count—
            2. 41717 UnderlyingComplexEventCreditEventTypeString—

              Required if NoUnderlyingComplexEventCreditEvents(41716) > 0.

            3. 41718 UnderlyingComplexEventCreditEventValueString—
            4. 41719 UnderlyingComplexEventCreditEventCurrencyCurrency—
            5. 41720 UnderlyingComplexEventCreditEventPeriodint—

              Conditionally required when UnderlyingComplexEventCreditEventUnit(41721) is specified.

            6. 41721 UnderlyingComplexEventCreditEventUnitString—

              Conditionally required when UnderlyingComplexEventCreditEventPeriod(41720) is specified.

            7. 41722 UnderlyingComplexEventCreditEventDayTypeint—
            8. 41723 UnderlyingComplexEventCreditEventRateSourceint—
            9. UnderlyingComplexEventCreditEventQualifierGrpRepeating groupCount tag 41724—

              UnderlyingComplexEventCreditEventQualifierGrp definition & usage →

              1. 41724 NoUnderlyingComplexEventCreditEventQualifiersGroup count—
              2. 41725 UnderlyingComplexEventCreditEventQualifierchar—

                Required if NoUnderlyingComplexEventCreditEventQualifiers(41724) > 0.

          41. 2611 UnderlyingComplexEventFuturesPriceValuationBoolean—
          42. 2612 UnderlyingComplexEventOptionsPriceValuationBoolean—
          43. 2613 UnderlyingComplexEventPVFinalPriceElectionFallbackint—
          44. 2282 UnderlyingComplexEventXIDXID—
          45. 2283 UnderlyingComplexEventXIDRefXIDREF—
        184. 2295 UnderlyingStrategyTypeString—
        185. 2296 UnderlyingCommonPricingIndicatorBoolean—
        186. 2297 UnderlyingSettlDisruptionProvisionint—
        187. 2756 UnderlyingDeliveryRouteOrCharterString—
        188. 2298 UnderlyingInstrumentRoundingDirectionchar—
        189. 2299 UnderlyingInstrumentRoundingPrecisionint—
        190. UnderlyingDateAdjustmentComponent—

          UnderlyingDateAdjustment definition & usage →

          1. 40964 UnderlyingBusinessDayConventionint—
          2. UnderlyingBusinessCenterGrpRepeating groupCount tag 40962—

            UnderlyingBusinessCenterGrp definition & usage →

            1. 40962 NoUnderlyingBusinessCentersGroup count—
            2. 40963 UnderlyingBusinessCenterString—

              Required if NoUnderlyingBusinessCenters(40962) > 0.

          3. 40965 UnderlyingDateRollConventionString—
        191. UnderlyingPricingDateTimeComponent—

          UnderlyingPricingDateTime definition & usage →

          1. 41949 UnderlyingPricingDateUnadjustedLocalMktDate—
          2. 41950 UnderlyingPricingDateBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates.

          3. UnderlyingPricingDateBusinessCenterGrpRepeating groupCount tag 41947—

            When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates.

            UnderlyingPricingDateBusinessCenterGrp definition & usage →

            1. 41947 NoUnderlyingPricingDateBusinessCentersGroup count—
            2. 41948 UnderlyingPricingDateBusinessCenterString—

              Required if NoUnderlyingPricingDateBusinessCenters(41947) > 0.

          4. 41951 UnderlyingPricingDateAdjustedLocalMktDate—
          5. 41952 UnderlyingPricingTimeLocalMktTime—
          6. 41953 UnderlyingPricingTimeBusinessCenterString—
        192. UnderlyingMarketDisruptionComponent—

          UnderlyingMarketDisruption definition & usage →

          1. 41859 UnderlyingMarketDisruptionProvisionint—
          2. UnderlyingMarketDisruptionEventGrpRepeating groupCount tag 41864—

            UnderlyingMarketDisruptionEventGrp definition & usage →

            1. 41864 NoUnderlyingMarketDisruptionEventsGroup count—
            2. 41865 UnderlyingMarketDisruptionEventString—

              Required if NoUnderlyingMarketDisruptionEvents(41864) > 0.

            3. 41338 UnderlyingMarketDisruptionValueString—
          3. 41860 UnderlyingMarketDisruptionFallbackProvisionint—
          4. UnderlyingMarketDisruptionFallbackGrpRepeating groupCount tag 41866—

            UnderlyingMarketDisruptionFallbackGrp definition & usage →

            1. 41866 NoUnderlyingMarketDisruptionFallbacksGroup count—
            2. 41867 UnderlyingMarketDisruptionFallbackTypeString—

              Required if NoUnderlyingMarketDisruptionFallbacks(41866) > 0.

              The sequence of entries specifies the order in which the fallback provisions should be applied.

            3. 41339 UnderlyingMarketDisruptionFallbackValueString—
          5. UnderlyingMarketDisruptionFallbackReferencePriceGrpRepeating groupCount tag 41868—

            UnderlyingMarketDisruptionFallbackReferencePriceGrp definition & usage →

            1. 41868 NoUnderlyingMarketDisruptionFallbackReferencePricesGroup count—
            2. 41869 UnderlyingMarketDisruptionFallbackUnderlierTypeint—

              Required if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0.

            3. 41870 UnderlyingMarketDisruptionFallbackUnderlierSecurityIDString—

              Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified.

            4. 41871 UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSourceString—

              Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified.

            5. 41872 UnderlyingMarketDisruptionFallbackUnderlierSecurityDescString—
            6. 41873 EncodedUnderlyingMarketDisruptionFallbackUnderlierSecDescLenLength—

              Must be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it.

            7. 41874 EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDescdata—

              Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field.

            8. 41875 UnderlyingMarketDisruptionFallbackOpenUnitsQty—
            9. 41876 UnderlyingMarketDisruptionFallbackBasketCurrencyCurrency—
            10. 41877 UnderlyingMarketDisruptionFallbackBasketDivisorfloat—
          6. 41861 UnderlyingMarketDisruptionMaximumDaysint—
          7. 41862 UnderlyingMarketDisruptionMaterialityPercentagePercentage—

            If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp.

          8. 41863 UnderlyingMarketDisruptionMinimumFuturesContractsint—

            Applicable only when UnderlyingMarketDisruptionEvent(41865)='DeMinimisTrading'.

        193. UnderlyingOptionExerciseComponent—

          UnderlyingOptionExercise definition & usage →

          1. 41810 UnderlyingExerciseDescString—
          2. 41811 EncodedUnderlyingExerciseDescLenLength—

            Must be set if EncodedUnderlyingExerciseDesc(41812) field is specified and must immediately precede it.

          3. 41812 EncodedUnderlyingExerciseDescdata—

            Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding(347) field.

          4. 41813 UnderlyingAutomaticExerciseIndicatorBoolean—
          5. 41814 UnderlyingAutomaticExerciseThresholdRatefloat—
          6. 41815 UnderlyingExerciseConfirmationMethodint—
          7. 41816 UnderlyingManualNoticeBusinessCenterString—
          8. 41817 UnderlyingFallbackExerciseIndicatorBoolean—
          9. 41818 UnderlyingLimitedRightToConfirmIndicatorBoolean—
          10. 41819 UnderlyingExerciseSplitTicketIndicatorBoolean—
          11. 42887 UnderlyingSettlMethodElectingPartySideint—
          12. UnderlyingSettlMethodElectionDateComponent—

            UnderlyingSettlMethodElectionDate definition & usage →

            1. 43076 UnderlyingSettlMethodElectionDateUnadjustedLocalMktDate—
            2. 43077 UnderlyingSettlMethodElectionDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to UnderlyingOptionExercise.

            3. UnderlyingSettlMethodElectionDateBusinessCenterGrpRepeating groupCount tag 43074—

              When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to UnderlyingOptionExercise.

              UnderlyingSettlMethodElectionDateBusinessCenterGrp definition & usage →

              1. 43074 NoUnderlyingSettlMethodElectionDateBusinessCentersGroup count—
              2. 43075 UnderlyingSettlMethodElectionDateBusinessCenterString—

                Required if NoUnderlyingSettlMethodElectionDateBusinessCenters(43074) > 0.

            4. 43078 UnderlyingSettlMethodElectionDateRelativeToint—
            5. 43079 UnderlyingSettlMethodElectionDateOffsetPeriodint—

              Conditionally required when UnderlyingSettlMethodElectionDateOffsetUnit(43080) is specified.

            6. 43080 UnderlyingSettlMethodElectionDateOffsetUnitString—

              Conditionally required when UnderlyingSettlMethodElectionDateOffsetPeriod(43079) is specified.

            7. 43081 UnderlyingSettlMethodElectionDateOffsetDayTypeint—
            8. 43082 UnderlyingSettlMethodElectionDateAdjustedLocalMktDate—
          13. UnderlyingOptionExerciseDatesComponent—

            UnderlyingOptionExerciseDates definition & usage →

            1. 41822 UnderlyingOptionExerciseBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise dates.

            2. UnderlyingOptionExerciseBusinessCenterGrpRepeating groupCount tag 41820—

              When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise dates.

              UnderlyingOptionExerciseBusinessCenterGrp definition & usage →

              1. 41820 NoUnderlyingOptionExerciseBusinessCentersGroup count—
              2. 41821 UnderlyingOptionExerciseBusinessCenterString—

                Required if NoUnderlyingOptionExerciseBusinessCenters(41820) > 0.

            3. UnderlyingOptionExerciseDateGrpRepeating groupCount tag 41841—

              UnderlyingOptionExerciseDateGrp definition & usage →

              1. 41841 NoUnderlyingOptionExerciseDatesGroup count—
              2. 41842 UnderlyingOptionExerciseDateLocalMktDate—

                Required if NoUnderlyingOptionExerciseDates(41841) > 0.

              3. 41843 UnderlyingOptionExerciseDateTypeint—

                When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

            4. 41823 UnderlyingOptionExerciseEarliestDateOffsetDayTypeint—
            5. 41824 UnderlyingOptionExerciseEarliestDateOffsetPeriodint—

              Conditionally required when UnderlyingOptionExerciseEarliestDateUnit(41825) is specified.

            6. 41825 UnderlyingOptionExerciseEarliestDateOffsetUnitString—

              Conditionally required when UnderlyingOptionExerciseEarliestDatePeriod(41824) is specified.

            7. 41826 UnderlyingOptionExerciseFrequencyPeriodint—

              Conditinally required when UnderlyingOptionExerciseFrequencyUnit(41827) is specified.

            8. 41827 UnderlyingOptionExerciseFrequencyUnitString—

              Conditinally required when UnderlyingOptionExerciseFrequencyPeriod(41826) is specified.

            9. 41828 UnderlyingOptionExerciseStartDateUnadjustedLocalMktDate—
            10. 41829 UnderlyingOptionExerciseStartDateRelativeToint—
            11. 41830 UnderlyingOptionExerciseStartDateOffsetPeriodint—

              Conditionally required when UnderlyingOptionExerciseStartDateOffsetUnit(41831) is specified.

            12. 41831 UnderlyingOptionExerciseStartDateOffsetUnitString—

              Conditionally required when UnderlyingOptionExerciseStartDateOffsetPeriod(41830) is specified.

            13. 41832 UnderlyingOptionExerciseStartDateOffsetDayTypeint—
            14. 41833 UnderlyingOptionExerciseStartDateAdjustedLocalMktDate—
            15. 41834 UnderlyingOptionExerciseSkipint—
            16. 41835 UnderlyingOptionExerciseNominationDeadlineLocalMktDate—
            17. 41836 UnderlyingOptionExerciseFirstDateUnadjustedLocalMktDate—
            18. 41837 UnderlyingOptionExerciseLastDateUnadjustedLocalMktDate—
            19. 41838 UnderlyingOptionExerciseEarliestTimeLocalMktTime—
            20. 41839 UnderlyingOptionExerciseLatestTimeLocalMktTime—
            21. 41840 UnderlyingOptionExerciseTimeBusinessCenterString—
          14. UnderlyingOptionExerciseExpirationComponent—

            UnderlyingOptionExerciseExpiration definition & usage →

            1. 41846 UnderlyingOptionExerciseExpirationDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates.

            2. UnderlyingOptionExerciseExpirationDateBusinessCenterGrpRepeating groupCount tag 41844—

              When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates.

              UnderlyingOptionExerciseExpirationDateBusinessCenterGrp definition & usage →

              1. 41844 NoUnderlyingOptionExerciseExpirationDateBusinessCentersGroup count—
              2. 41845 UnderlyingOptionExerciseExpirationDateBusinessCenterString—

                Required if NoUnderlyingOptionExerciseExpirationDateBusinessCenters(41844) > 0.

            3. UnderlyingOptionExerciseExpirationDateGrpRepeating groupCount tag 41856—

              UnderlyingOptionExerciseExpirationDateGrp definition & usage →

              1. 41856 NoUnderlyingOptionExerciseExpirationDatesGroup count—
              2. 41857 UnderlyingOptionExerciseExpirationDateLocalMktDate—

                Required if NoUnderlyingOptionExpirationDates(41856) > 0.

              3. 41858 UnderlyingOptionExerciseExpirationDateTypeint—

                When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

            4. 41847 UnderlyingOptionExerciseExpirationDateRelativeToint—
            5. 41848 UnderlyingOptionExerciseExpirationDateOffsetPeriodint—

              Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified.

            6. 41849 UnderlyingOptionExerciseExpirationDateOffsetUnitString—

              Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified.

            7. 41850 UnderlyingOptionExerciseExpirationFrequencyPeriodint—

              Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified.

            8. 41851 UnderlyingOptionExerciseExpirationFrequencyUnitString—

              Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified.

            9. 41852 UnderlyingOptionExerciseExpirationRollConventionString—

              When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates.

            10. 41853 UnderlyingOptionExerciseExpirationDateOffsetDayTypeint—
            11. 41854 UnderlyingOptionExerciseExpirationTimeLocalMktTime—
            12. 41855 UnderlyingOptionExerciseExpirationTimeBusinessCenterString—
          15. UnderlyingOptionExerciseMakeWholeProvisionComponent—

            UnderlyingOptionExerciseMakeWholeProvision definition & usage →

            1. 42888 UnderlyingMakeWholeDateLocalMktDate—
            2. 42889 UnderlyingMakeWholeAmountAmt—
            3. 42890 UnderlyingMakeWholeBenchmarkCurveNameString—
            4. 42891 UnderlyingMakeWholeBenchmarkCurvePointString—
            5. 42892 UnderlyingMakeWholeRecallSpreadPriceOffset—
            6. 42893 UnderlyingMakeWholeBenchmarkQuoteint—
            7. 42894 UnderlyingMakeWholeInterpolationMethodint—
        194. UnderlyingStreamGrpRepeating groupCount tag 40540—

          UnderlyingStreamGrp definition & usage →

          1. 40540 NoUnderlyingStreamsGroup count—
          2. 40541 UnderlyingStreamTypeint—

            Required if NoUnderlyingStreams(40540) > 0.

          3. 42016 UnderlyingStreamXIDXID—
          4. 40542 UnderlyingStreamDescString—
          5. 43083 UnderlyingStreamVersionString—
          6. 43084 UnderlyingStreamVersionEffectiveDateLocalMktDate—
          7. 40543 UnderlyingStreamPaySideint—
          8. 40544 UnderlyingStreamReceiveSideint—
          9. 42018 UnderlyingStreamNotionalXIDRefXIDREF—
          10. 40545 UnderlyingStreamNotionalAmt—
          11. 40546 UnderlyingStreamCurrencyCurrency—
          12. 43085 UnderlyingStreamNotionalDeterminationMethodString—
          13. 43086 UnderlyingStreamNotionalAdjustmentsint—
          14. 42019 UnderlyingStreamNotionalFrequencyPeriodint—

            Conditionally required when UnderlyingStreamNotionalFrequencyUnit(42020) is specified.

          15. 42020 UnderlyingStreamNotionalFrequencyUnitString—

            Conditionally required when UnderlyingStreamNotionalFrequencyPeriod(42019) is specified.

          16. 42021 UnderlyingStreamNotionalCommodityFrequencyint—
          17. 42022 UnderlyingStreamNotionalUnitOfMeasureString—
          18. 42023 UnderlyingStreamTotalNotionalQty—
          19. 42024 UnderlyingStreamTotalNotionalUnitOfMeasureString—
          20. UnderlyingStreamCommodityComponent—

            UnderlyingStreamCommodity definition & usage →

            1. 41964 UnderlyingStreamCommodityBaseString—
            2. 41965 UnderlyingStreamCommodityTypeString—
            3. 41966 UnderlyingStreamCommoditySecurityIDString—

              Conditionally required when UnderlyingStreamCommoditySecurityIDSource(41967) is specified.

            4. 41967 UnderlyingStreamCommoditySecurityIDSourceString—

              Conditionally required when UnderlyingStreamCommoditySecurityID(41966) is specified.

            5. UnderlyingStreamCommodityAltIDGrpRepeating groupCount tag 41990—

              UnderlyingStreamCommodityAltIDGrp definition & usage →

              1. 41990 NoUnderlyingStreamCommodityAltIDsGroup count—
              2. 41991 UnderlyingStreamCommodityAltIDString—

                Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0.

              3. 41992 UnderlyingStreamCommodityAltIDSourceString—

                Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0.

            6. 41968 UnderlyingStreamCommodityDescString—
            7. 41969 EncodedUnderlyingStreamCommodityDescLenLength—

              Must be set if EncodedUnderlyingStreamCommodityDesc(41970) field is specified and must immediately precede it.

            8. 41970 EncodedUnderlyingStreamCommodityDescdata—

              Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding(347) field.

            9. 42589 UnderlyingStreamCommodityDeliveryPricingRegionString—

              May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N).

            10. UnderlyingStreamAssetAttributeGrpRepeating groupCount tag 41800—

              UnderlyingStreamAssetAttributeGrp definition & usage →

              1. 41800 NoUnderlyingStreamAssetAttributesGroup count—
              2. 41801 UnderlyingStreamAssetAttributeTypeString—

                Required if NoUnderlyingStreamAssetAttributes(41800) > 0.

              3. 41802 UnderlyingStreamAssetAttributeValueString—
              4. 41803 UnderlyingStreamAssetAttributeLimitString—
            11. 41971 UnderlyingStreamCommodityUnitOfMeasureString—
            12. 41972 UnderlyingStreamCommodityCurrencyCurrency—
            13. 41973 UnderlyingStreamCommodityExchangeExchange—
            14. 41974 UnderlyingStreamCommodityRateSourceint—
            15. 41975 UnderlyingStreamCommodityRateReferencePageString—
            16. 41976 UnderlyingStreamCommodityRateReferencePageHeadingString—
            17. 41977 UnderlyingStreamDataProviderString—
            18. UnderlyingStreamCommodityDataSourceGrpRepeating groupCount tag 41993—

              UnderlyingStreamCommodityDataSourceGrp definition & usage →

              1. 41993 NoUnderlyingStreamCommodityDataSourcesGroup count—
              2. 41994 UnderlyingStreamCommodityDataSourceIDString—

                Required if NoUnderlyingStreamCommodityDataSources(41993) > 0.

              3. 41995 UnderlyingStreamCommodityDataSourceIDTypeint—

                Required if NoUnderlyingStreamCommodityDataSources(41993) > 0.

            19. 41978 UnderlyingStreamCommodityPricingTypeString—
            20. 41979 UnderlyingStreamCommodityNearbySettlDayPeriodint—

              Conditionally required when UnderlyingStreamCommodityNearbySettlDayUnit(41980) is specified.

            21. 41980 UnderlyingStreamCommodityNearbySettlDayUnitString—

              Conditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod(41979) is specified.

            22. 41981 UnderlyingStreamCommoditySettlDateUnadjustedLocalMktDate—
            23. 41982 UnderlyingStreamCommoditySettlDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying settlement dates.

            24. UnderlyingStreamCommoditySettlBusinessCenterGrpRepeating groupCount tag 41962—

              When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates.

              UnderlyingStreamCommoditySettlBusinessCenterGrp definition & usage →

              1. 41962 NoUnderlyingStreamCommoditySettlBusinessCentersGroup count—
              2. 41963 UnderlyingStreamCommoditySettlBusinessCenterString—

                Required if NoUnderlyingStreamCommoditySettlBusinessCenters(41962) > 0.

            25. 41983 UnderlyingStreamCommoditySettlDateAdjustedLocalMktDate—
            26. 41984 UnderlyingStreamCommoditySettlMonthint—
            27. 41985 UnderlyingStreamCommoditySettlDateRollPeriodint—

              Conditionally required when UnderlyingStreamCommoditySettlDateRollUnit(41986) is specified.

            28. 41986 UnderlyingStreamCommoditySettlDateRollUnitString—

              Conditionally required when UnderlyingStreamCommoditySettlDateRollPeriod(41985) is specified.

            29. 41987 UnderlyingStreamCommoditySettlDayTypeint—
            30. UnderlyingStreamCommoditySettlPeriodGrpRepeating groupCount tag 42002—

              UnderlyingStreamCommoditySettlPeriodGrp definition & usage →

              1. 42002 NoUnderlyingStreamCommoditySettlPeriodsGroup count—
              2. 42003 UnderlyingStreamCommoditySettlCountryCountry—

                Required if NoUnderlyingStreamCommoditySettlPeriods(42002) > 0.

              3. 42004 UnderlyingStreamCommoditySettlTimeZoneString—
              4. 42005 UnderlyingStreamCommoditySettlFlowTypeint—
              5. 42006 UnderlyingStreamCommoditySettlPeriodNotionalQty—
              6. 42007 UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasureString—
              7. 42008 UnderlyingStreamCommoditySettlPeriodFrequencyPeriodint—

                Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyUnit(42009) is specified.

              8. 42009 UnderlyingStreamCommoditySettlPeriodFrequencyUnitString—

                Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyPeriod(42008) is specified.

              9. 42010 UnderlyingStreamCommoditySettlPeriodPricePrice—
              10. 42011 UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasureString—
              11. 42012 UnderlyingStreamCommoditySettlPeriodPriceCurrencyCurrency—
              12. 42013 UnderlyingStreamCommoditySettlHolidaysProcessingInstructionint—
              13. UnderlyingStreamCommoditySettlDayGrpRepeating groupCount tag 41996—

                UnderlyingStreamCommoditySettlDayGrp definition & usage →

                1. 41996 NoUnderlyingStreamCommoditySettlDaysGroup count—
                2. 41997 UnderlyingStreamCommoditySettlDayint—

                  Required if NoUnderlyingStreamCommoditySettlDays(41996) > 0.

                3. 41998 UnderlyingStreamCommoditySettlTotalHoursint—
                4. UnderlyingStreamCommoditySettlTimeGrpRepeating groupCount tag 41999—

                  UnderlyingStreamCommoditySettlTimeGrp definition & usage →

                  1. 41999 NoUnderlyingStreamCommoditySettlTimesGroup count—
                  2. 42000 UnderlyingStreamCommoditySettlStartString—

                    Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0.

                  3. 42001 UnderlyingStreamCommoditySettlEndString—

                    Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0.

                  4. 41936 UnderlyingStreamCommoditySettlTimeTypeint—

                    May be defaulted to market convention or bilaterally agreed if not specified.

              14. 42014 UnderlyingStreamCommoditySettlPeriodXIDXID—
              15. 42015 UnderlyingStreamCommoditySettlPeriodXIDRefXIDREF—
            31. 41988 UnderlyingStreamCommodityXIDXID—
            32. 41989 UnderlyingStreamCommodityXIDRefXIDREF—
          21. UnderlyingStreamEffectiveDateComponent—

            UnderlyingStreamEffectiveDate definition & usage →

            1. 40057 UnderlyingStreamEffectiveDateUnadjustedLocalMktDate—
            2. 40058 UnderlyingStreamEffectiveDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's stream effective dates.

            3. UnderlyingStreamEffectiveDateBusinessCenterGrpRepeating groupCount tag 40975—

              When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's stream effective dates.

              UnderlyingStreamEffectiveDateBusinessCenterGrp definition & usage →

              1. 40975 NoUnderlyingStreamEffectiveDateBusinessCentersGroup count—
              2. 40059 UnderlyingStreamEffectiveDateBusinessCenterString—

                Required if NoUnderlyingStreamEffectiveDateBusinessCenters(40975) > 0.

            4. 40060 UnderlyingStreamEffectiveDateRelativeToint—
            5. 40061 UnderlyingStreamEffectiveDateOffsetPeriodint—

              Conditionally required when UnderlyingStreamEffectiveDateOffsetUnit(40062) is specified.

            6. 40062 UnderlyingStreamEffectiveDateOffsetUnitString—

              Conditionally required when UnderlyingStreamEffectiveDateOffsetPeriod(40061) is specified.

            7. 40063 UnderlyingStreamEffectiveDateOffsetDayTypeint—
            8. 40064 UnderlyingStreamEffectiveDateAdjustedLocalMktDate—
          22. UnderlyingStreamTerminationDateComponent—

            UnderlyingStreamTerminationDate definition & usage →

            1. 40548 UnderlyingStreamTerminationDateUnadjustedLocalMktDate—
            2. 40549 UnderlyingStreamTerminationDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's termination date of the stream.

            3. UnderlyingStreamTerminationDateBusinessCenterGrpRepeating groupCount tag 40976—

              When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's termination date of the stream.

              UnderlyingStreamTerminationDateBusinessCenterGrp definition & usage →

              1. 40976 NoUnderlyingStreamTerminationDateBusinessCentersGroup count—
              2. 40550 UnderlyingStreamTerminationDateBusinessCenterString—

                Required if NoUnderlyingStreamTerminationDateBusinessCenters(40976) > 0.

            4. 40551 UnderlyingStreamTerminationDateRelativeToint—
            5. 40552 UnderlyingStreamTerminationDateOffsetPeriodint—

              Conditionally required when UnderlyingStreamTerminationDateOffsetUnit(40553) is specified.

            6. 40553 UnderlyingStreamTerminationDateOffsetUnitString—

              Conditionally required when UnderlyingPaymentTerminationDateOffsetPeriod(40552) is specified.

            7. 40554 UnderlyingStreamTerminationDateOffsetDayTypeint—
            8. 40555 UnderlyingStreamTerminationDateAdjustedLocalMktDate—
          23. UnderlyingStreamCalculationPeriodDatesComponent—

            UnderlyingStreamCalculationPeriodDates definition & usage →

            1. 41957 UnderlyingStreamCalculationPeriodDatesXIDXID—
            2. 41958 UnderlyingStreamCalculationPeriodDatesXIDRefXIDREF—
            3. 40556 UnderlyingStreamCalculationPeriodBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates.

            4. UnderlyingStreamCalculationPeriodBusinessCenterGrpRepeating groupCount tag 40973—

              When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates.

              UnderlyingStreamCalculationPeriodBusinessCenterGrp definition & usage →

              1. 40973 NoUnderlyingStreamCalculationPeriodBusinessCentersGroup count—
              2. 40557 UnderlyingStreamCalculationPeriodBusinessCenterString—

                Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0.

            5. UnderlyingStreamCalculationPeriodDateGrpRepeating groupCount tag 41954—

              UnderlyingStreamCalculationPeriodDateGrp definition & usage →

              1. 41954 NoUnderlyingStreamCalculationPeriodDatesGroup count—
              2. 41955 UnderlyingStreamCalculationPeriodDateLocalMktDate—

                Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0.

              3. 41956 UnderlyingStreamCalculationPeriodDateTypeint—

                When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

            6. 40558 UnderlyingStreamFirstPeriodStartDateUnadjustedLocalMktDate—
            7. 40559 UnderlyingStreamFirstPeriodStartDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates.

            8. UnderlyingStreamFirstPeriodStartDateBusinessCenterGrpRepeating groupCount tag 40974—

              When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates.

              UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp definition & usage →

              1. 40974 NoUnderlyingStreamFirstPeriodStartDateBusinessCentersGroup count—
              2. 40560 UnderlyingStreamFirstPeriodStartDateBusinessCenterString—

                Required if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0.

            9. 40561 UnderlyingStreamFirstPeriodStartDateAdjustedLocalMktDate—
            10. 40562 UnderlyingStreamFirstRegularPeriodStartDateUnadjustedLocalMktDate—
            11. 40563 UnderlyingStreamFirstCompoundingPeriodEndDateUnadjustedLocalMktDate—
            12. 40564 UnderlyingStreamLastRegularPeriodEndDateUnadjustedLocalMktDate—
            13. 40565 UnderlyingStreamCalculationFrequencyPeriodint—

              Conditionally required when UnderlyingStreamCalculationFrequencyUnit(40566) is specified.

            14. 40566 UnderlyingStreamCalculationFrequencyUnitString—

              Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified.

            15. 40567 UnderlyingStreamCalculationRollConventionString—

              When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates.

            16. 41959 UnderlyingStreamCalculationBalanceOfFirstPeriodBoolean—
            17. 41960 UnderlyingStreamCalculationCorrectionPeriodint—

              Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified.

            18. 41961 UnderlyingStreamCalculationCorrectionUnitString—

              Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified.

          24. UnderlyingPaymentStreamComponent—

            UnderlyingPaymentStream definition & usage →

            1. 40568 UnderlyingPaymentStreamTypeint—
            2. 40569 UnderlyingPaymentStreamMarketRateint—
            3. 40570 UnderlyingPaymentStreamDelayIndicatorBoolean—
            4. 42895 UnderlyingPaymentStreamCashSettlIndicatorBoolean—
            5. 40571 UnderlyingPaymentStreamSettlCurrencyCurrency—
            6. 40572 UnderlyingPaymentStreamDayCountint—
            7. 43107 UnderlyingPaymentStreamOtherDayCountString—

              May be used to specify a count method not listed in UnderlyingPaymentStreamDayCount(40572).

            8. 40573 UnderlyingPaymentStreamAccrualDaysint—
            9. 40574 UnderlyingPaymentStreamDiscountTypeint—
            10. 40575 UnderlyingPaymentStreamDiscountRatePercentage—
            11. 40576 UnderlyingPaymentStreamDiscountRateDayCountint—
            12. 40577 UnderlyingPaymentStreamCompoundingMethodint—
            13. 42896 UnderlyingPaymentStreamCompoundingXIDRefXIDREF—

              Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingFloatingRate component.

            14. 42897 UnderlyingPaymentStreamCompoundingSpreadPriceOffset—
            15. 42898 UnderlyingPaymentStreamInterpolationMethodint—
            16. 42899 UnderlyingPaymentStreamInterpolationPeriodint—
            17. 40578 UnderlyingPaymentStreamInitialPrincipalExchangeIndicatorBoolean—
            18. 40579 UnderlyingPaymentStreamInterimPrincipalExchangeIndicatorBoolean—
            19. 40580 UnderlyingPaymentStreamFinalPrincipalExchangeIndicatorBoolean—
            20. 41897 UnderlyingPaymentStreamFlatRateIndicatorBoolean—
            21. 41898 UnderlyingPaymentStreamFlatRateAmountAmt—
            22. 41899 UnderlyingPaymentStreamFlatRateCurrencyCurrency—
            23. 41900 UnderlyingPaymentStreamMaximumPaymentAmountAmt—
            24. 41901 UnderlyingPaymentStreamMaximumPaymentCurrencyCurrency—
            25. 41902 UnderlyingPaymentStreamMaximumTransactionAmountAmt—
            26. 41903 UnderlyingPaymentStreamMaximumTransactionCurrencyCurrency—
            27. UnderlyingPaymentStreamPaymentDatesComponent—

              UnderlyingPaymentStreamPaymentDates definition & usage →

              1. 40581 UnderlyingPaymentStreamPaymentDateBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's payment dates.

              2. UnderlyingPaymentStreamPaymentDateBusinessCenterGrpRepeating groupCount tag 40969—

                When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's payment dates.

                UnderlyingPaymentStreamPaymentDateBusinessCenterGrp definition & usage →

                1. 40969 NoUnderlyingPaymentStreamPaymentDateBusinessCentersGroup count—
                2. 40582 UnderlyingPaymentStreamPaymentDateBusinessCenterString—

                  Required if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0.

              3. UnderlyingPaymentStreamPaymentDateGrpRepeating groupCount tag 41937—

                UnderlyingPaymentStreamPaymentDateGrp definition & usage →

                1. 41937 NoUnderlyingPaymentStreamPaymentDatesGroup count—
                2. 41938 UnderlyingPaymentStreamPaymentDateLocalMktDate—

                  Required if NoUnderlyingPaymentStreamPaymentDates(41937) > 0.

                3. 41939 UnderlyingPaymentStreamPaymentDateTypeint—

                  When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

              4. 40583 UnderlyingPaymentStreamPaymentFrequencyPeriodint—

                Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified.

              5. 40584 UnderlyingPaymentStreamPaymentFrequencyUnitString—

                Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified.

              6. 40585 UnderlyingPaymentStreamPaymentRollConventionString—

                When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates.

              7. 40586 UnderlyingPaymentStreamFirstPaymentDateUnadjustedLocalMktDate—
              8. 40587 UnderlyingPaymentStreamLastRegularPaymentDateUnadjustedLocalMktDate—
              9. 40588 UnderlyingPaymentStreamPaymentDateRelativeToint—
              10. 40589 UnderlyingPaymentStreamPaymentDateOffsetPeriodint—

                Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified.

              11. 40590 UnderlyingPaymentStreamPaymentDateOffsetUnitString—

                Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified.

              12. 40591 UnderlyingPaymentStreamPaymentDateOffsetDayTypeint—
              13. 41940 UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicatorBoolean—
              14. UnderlyingPaymentStreamFinalPricePaymentDateComponent—

                UnderlyingPaymentStreamFinalPricePaymentDate definition & usage →

                1. 42949 UnderlyingPaymentStreamFinalPricePaymentDateUnadjustedLocalMktDate—
                2. 42950 UnderlyingPaymentStreamFinalPricePaymentDateRelativeToint—
                3. 42951 UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriodint—

                  Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit(42952) is specified.

                4. 42952 UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnitString—

                  Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod(42951) is specified.

                5. 42953 UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayTypeint—
                6. 42954 UnderlyingPaymentStreamFinalPricePaymentDateAdjustedLocalMktDate—
            28. UnderlyingPaymentStreamResetDatesComponent—

              UnderlyingPaymentStreamResetDates definition & usage →

              1. 40592 UnderlyingPaymentStreamResetDateRelativeToint—
              2. 40593 UnderlyingPaymentStreamResetDateBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates.

              3. UnderlyingPaymentStreamResetDateBusinessCenterGrpRepeating groupCount tag 40970—

                When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates.

                UnderlyingPaymentStreamResetDateBusinessCenterGrp definition & usage →

                1. 40970 NoUnderlyingPaymentStreamResetDateBusinessCentersGroup count—
                2. 40594 UnderlyingPaymentStreamResetDateBusinessCenterString—

                  Required if NoUnderlyingPaymentStreamResetDateBusinessCenters(40970) > 0.

              4. 40595 UnderlyingPaymentStreamResetFrequencyPeriodint—

                Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified.

              5. 40596 UnderlyingPaymentStreamResetFrequencyUnitString—

                Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified.

              6. 40597 UnderlyingPaymentStreamResetWeeklyRollConventionString—

                When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates.

              7. 40598 UnderlyingPaymentStreamInitialFixingDateRelativeToint—
              8. 40599 UnderlyingPaymentStreamInitialFixingDateBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates.

              9. UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrpRepeating groupCount tag 40971—

                When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates.

                UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp definition & usage →

                1. 40971 NoUnderlyingPaymentStreamInitialFixingDateBusinessCentersGroup count—
                2. 40600 UnderlyingPaymentStreamInitialFixingDateBusinessCenterString—

                  Required if NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters(40971) > 0.

              10. 40601 UnderlyingPaymentStreamInitialFixingDateOffsetPeriodint—

                Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified.

              11. 40602 UnderlyingPaymentStreamInitialFixingDateOffsetUnitString—

                Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified.

              12. 40603 UnderlyingPaymentStreamInitialFixingDateOffsetDayTypeint—
              13. 40604 UnderlyingPaymentStreamInitialFixingDateAdjustedLocalMktDate—
              14. 40605 UnderlyingPaymentStreamFixingDateRelativeToint—
              15. 40606 UnderlyingPaymentStreamFixingDateBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates.

              16. UnderlyingPaymentStreamFixingDateBusinessCenterGrpRepeating groupCount tag 40972—

                When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates.

                UnderlyingPaymentStreamFixingDateBusinessCenterGrp definition & usage →

                1. 40972 NoUnderlyingPaymentStreamFixingDateBusinessCentersGroup count—
                2. 40607 UnderlyingPaymentStreamFixingDateBusinessCenterString—

                  Required if NoUnderlyingPaymentStreamFixingDateBusinessCenters(40972) > 0.

              17. 40608 UnderlyingPaymentStreamFixingDateOffsetPeriodint—

                Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified.

              18. 40609 UnderlyingPaymentStreamFixingDateOffsetUnitString—

                Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified.

              19. 40610 UnderlyingPaymentStreamFixingDateOffsetDayTypeint—
              20. 40611 UnderlyingPaymentStreamFixingDateAdjustedLocalMktDate—
              21. 40612 UnderlyingPaymentStreamRateCutoffDateOffsetPeriodint—

                Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified.

              22. 40613 UnderlyingPaymentStreamRateCutoffDateOffsetUnitString—

                Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified.

              23. 40614 UnderlyingPaymentStreamRateCutoffDateOffsetDayTypeint—
              24. UnderlyingPaymentStreamFixingDateGrpRepeating groupCount tag 42955—

                UnderlyingPaymentStreamFixingDateGrp definition & usage →

                1. 42955 NoUnderlyingPaymentStreamFixingDatesGroup count—
                2. 42956 UnderlyingPaymentStreamFixingDateLocalMktDate—

                  Required if NoUnderlyingPaymentStreamFixingDates(42955) > 0.

                3. 42957 UnderlyingPaymentStreamFixingDateTypeint—

                  When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

            29. UnderlyingPaymentStreamFixedRateComponent—

              UnderlyingPaymentStreamFixedRate definition & usage →

              1. 40615 UnderlyingPaymentStreamRatePercentage—

                Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616).

              2. 40616 UnderlyingPaymentStreamFixedAmountAmt—

                Mutually exclusive with UnderlyingPaymentStreamRate(40615).

              3. 40617 UnderlyingPaymentStreamRateOrAmountCurrencyCurrency—
              4. 41904 UnderlyingPaymentStreamFixedAmountUnitOfMeasureString—
              5. 41905 UnderlyingPaymentStreamTotalFixedAmountAmt—
              6. 40618 UnderlyingPaymentStreamFutureValueNotionalAmt—
              7. 40619 UnderlyingPaymentStreamFutureValueDateAdjustedLocalMktDate—
              8. 41906 UnderlyingPaymentStreamWorldScaleRatefloat—
              9. 41907 UnderlyingPaymentStreamContractPricePrice—
              10. 41908 UnderlyingPaymentStreamContractPriceCurrencyCurrency—
            30. UnderlyingPaymentStreamFloatingRateComponent—

              UnderlyingPaymentStreamFloatingRate definition & usage →

              1. 40620 UnderlyingPaymentStreamRateIndexString—
              2. 40621 UnderlyingPaymentStreamRateIndexSourceint—
              3. 43092 UnderlyingPaymentStreamRateIndexIDString—

                Conditionally required when UnderlyingPaymentStreamRateIndexIDSource(43093) is specified.

              4. 43093 UnderlyingPaymentStreamRateIndexIDSourceString—

                Conditionally required when UnderlyingPaymentStreamRateIndexID(43092) is specified.

              5. 40622 UnderlyingPaymentStreamRateIndexCurveUnitString—

                Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified.

              6. 40623 UnderlyingPaymentStreamRateIndexCurvePeriodint—

                Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified.

              7. 43120 UnderlyingPaymentStreamRateIndex2String—
              8. 43121 UnderlyingPaymentStreamRateIndex2Sourceint—
              9. 43122 UnderlyingPaymentStreamRateIndex2IDString—

                Conditionally required when UnderlyingPaymentStreamRateIndex2IDSource(43123) is specified.

              10. 43123 UnderlyingPaymentStreamRateIndex2IDSourceString—

                Conditionally required when UnderlyingPaymentStreamRateIndex2ID(43122) is specified.

              11. 41911 UnderlyingPaymentStreamRateIndex2CurveUnitString—

                Conditionally required when UnderlyingPaymentStreamRateIndex2CurvePeriod(41912) is specified.

              12. 41912 UnderlyingPaymentStreamRateIndex2CurvePeriodint—

                Conditionally required when UnderlyingPaymentStreamRateIndex2CurveUnit(41911) is specified.

              13. 41913 UnderlyingPaymentStreamRateIndexLocationString—
              14. 41914 UnderlyingPaymentStreamRateIndexLevelQty—
              15. 41915 UnderlyingPaymentStreamRateIndexUnitOfMeasureString—
              16. 41916 UnderlyingPaymentStreamSettlLevelint—
              17. 41917 UnderlyingPaymentStreamReferenceLevelQty—
              18. 41918 UnderlyingPaymentStreamReferenceLevelUnitOfMeasureString—
              19. 41919 UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicatorBoolean—
              20. 40624 UnderlyingPaymentStreamRateMultiplierfloat—
              21. 40625 UnderlyingPaymentStreamRateSpreadPriceOffset—
              22. 41920 UnderlyingPaymentStreamRateSpreadCurrencyCurrency—
              23. 41921 UnderlyingPaymentStreamRateSpreadUnitOfMeasureString—
              24. 41922 UnderlyingPaymentStreamRateConversionFactorfloat—
              25. 41923 UnderlyingPaymentStreamRateSpreadTypeint—
              26. 40626 UnderlyingPaymentStreamRateSpreadPositionTypeint—
              27. 40627 UnderlyingPaymentStreamRateTreatmentint—
              28. 40628 UnderlyingPaymentStreamCapRatePercentage—
              29. 40629 UnderlyingPaymentStreamCapRateBuySideint—
              30. 40630 UnderlyingPaymentStreamCapRateSellSideint—
              31. 40631 UnderlyingPaymentStreamFloorRatePercentage—
              32. 40632 UnderlyingPaymentStreamFloorRateBuySideint—
              33. 40633 UnderlyingPaymentStreamFloorRateSellSideint—
              34. 40634 UnderlyingPaymentStreamInitialRatePercentage—
              35. 41924 UnderlyingPaymentStreamLastResetRatePercentage—
              36. 41925 UnderlyingPaymentStreamFinalRatePercentage—
              37. 40635 UnderlyingPaymentStreamFinalRateRoundingDirectionchar—
              38. 40636 UnderlyingPaymentStreamFinalRatePrecisionint—
              39. 40637 UnderlyingPaymentStreamAveragingMethodint—
              40. 40638 UnderlyingPaymentStreamNegativeRateTreatmentint—
              41. 41926 UnderlyingPaymentStreamCalculationLagPeriodint—

                Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified.

              42. 41927 UnderlyingPaymentStreamCalculationLagUnitString—

                Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified.

              43. 42958 UnderlyingPaymentStreamFirstObservationDateUnadjustedLocalMktDate—
              44. 42959 UnderlyingPaymentStreamFirstObservationDateRelativeToint—
              45. 42960 UnderlyingPaymentStreamFirstObservationDateOffsetDayTypeint—
              46. 41928 UnderlyingPaymentStreamFirstObservationDateOffsetPeriodint—

                Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified.

              47. 41929 UnderlyingPaymentStreamFirstObservationDateOffsetUnitString—

                Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified.

              48. 42961 UnderlyingPaymentStreamFirstObservationDateAdjustedLocalMktDate—
              49. 41930 UnderlyingPaymentStreamPricingDayTypeint—
              50. 41931 UnderlyingPaymentStreamPricingDayDistributionint—
              51. 41932 UnderlyingPaymentStreamPricingDayCountint—
              52. 41933 UnderlyingPaymentStreamPricingBusinessCalendarString—
              53. 41934 UnderlyingPaymentStreamPricingBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates.

              54. UnderlyingPaymentStreamPricingBusinessCenterGrpRepeating groupCount tag 41909—

                UnderlyingPaymentStreamPricingBusinessCenterGrp definition & usage →

                1. 41909 NoUnderlyingPaymentStreamPricingBusinessCentersGroup count—
                2. 41910 UnderlyingPaymentStreamPricingBusinessCenterString—

                  Required if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0.

              55. UnderlyingPaymentStreamPricingDayGrpRepeating groupCount tag 41944—

                UnderlyingPaymentStreamPricingDayGrp definition & usage →

                1. 41944 NoUnderlyingPaymentStreamPricingDaysGroup count—
                2. 41945 UnderlyingPaymentStreamPricingDayOfWeekint—

                  Required if NoUnderlyingPaymentStreamPricingDays(41944) > 0.

                3. 41946 UnderlyingPaymentStreamPricingDayNumberint—
              56. UnderlyingPaymentStreamPricingDateGrpRepeating groupCount tag 41941—

                UnderlyingPaymentStreamPricingDateGrp definition & usage →

                1. 41941 NoUnderlyingPaymentStreamPricingDatesGroup count—
                2. 41942 UnderlyingPaymentStreamPricingDateLocalMktDate—

                  Required if NoUnderlyingPaymentStreamPricingDates(41941) > 0.

                3. 41943 UnderlyingPaymentStreamPricingDateTypeint—

                  When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

              57. 40639 UnderlyingPaymentStreamInflationLagPeriodint—

                Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified.

              58. 40640 UnderlyingPaymentStreamInflationLagUnitString—

                Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified.

              59. 40641 UnderlyingPaymentStreamInflationLagDayTypeint—
              60. 40642 UnderlyingPaymentStreamInflationInterpolationMethodint—
              61. 40643 UnderlyingPaymentStreamInflationIndexSourceint—
              62. 40644 UnderlyingPaymentStreamInflationPublicationSourceString—
              63. 40645 UnderlyingPaymentStreamInflationInitialIndexLevelfloat—
              64. 40646 UnderlyingPaymentStreamInflationFallbackBondApplicableBoolean—
              65. 40647 UnderlyingPaymentStreamFRADiscountingint—
              66. 42962 UnderlyingPaymentStreamUnderlierRefIDString—
              67. UnderlyingPaymentStreamFormulaComponent—

                UnderlyingPaymentStreamFormula definition & usage →

                1. 42978 UnderlyingPaymentStreamFormulaCurrencyCurrency—
                2. 42979 UnderlyingPaymentStreamFormulaCurrencyDeterminationMethodString—
                3. 42980 UnderlyingPaymentStreamFormulaReferenceAmountint—
                4. UnderlyingPaymentStreamFormulaMathGrpRepeating groupCount tag 42981—

                  UnderlyingPaymentStreamFormulaMathGrp definition & usage →

                  1. 42981 NoUnderlyingPaymentStreamFormulasGroup count—
                  2. 43111 UnderlyingPaymentStreamFormulaLengthLength—

                    Required if NoUnderlyingPaymentStreamFormulas(42981) > 0

                  3. 42982 UnderlyingPaymentStreamFormulaXMLData—

                    Required if NoUnderlyingPaymentStreamFormulas(42981) > 0.

                  4. 42983 UnderlyingPaymentStreamFormulaDescString—
                5. UnderlyingPaymentStreamFormulaImageComponent—

                  UnderlyingPaymentStreamFormulaImage definition & usage →

                  1. 42947 UnderlyingPaymentStreamFormulaImageLengthLength—

                    Conditionally required when UnderlyingPaymentStreamFormulaImage(42948) is specified.

                  2. 42948 UnderlyingPaymentStreamFormulaImagedata—

                    Conditionally required when UnderlyingPaymentStreamFormulaImageLength(42947) is specified.

              68. UnderlyingDividendConditionsComponent—

                UnderlyingDividendConditions definition & usage →

                1. 42826 UnderlyingDividendReinvestmentIndicatorBoolean—
                2. 42827 UnderlyingDividendEntitlementEventint—
                3. 42828 UnderlyingDividendAmountTypeint—
                4. 42829 UnderlyingDividendUnderlierRefIDString—
                5. UnderlyingDividendPeriodGrpRepeating groupCount tag 42862—

                  UnderlyingDividendPeriodGrp definition & usage →

                  1. 42862 NoUnderlyingDividendPeriodsGroup count—
                  2. 42863 UnderlyingDividendPeriodSequenceint—

                    Required if NoUnderlyingDividendPeriods(42862) > 0.

                  3. 42864 UnderlyingDividendPeriodStartDateUnadjustedLocalMktDate—
                  4. 42865 UnderlyingDividendPeriodEndDateUnadjustedLocalMktDate—
                  5. 42866 UnderlyingDividendPeriodUnderlierRefIDString—

                    When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance.

                  6. 42867 UnderlyingDividendPeriodStrikePricePrice—
                  7. 42868 UnderlyingDividendPeriodBusinessDayConventionint—

                    When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance.

                  8. UnderlyingDividendPeriodBusinessCenterGrpRepeating groupCount tag 42882—

                    When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance.

                    UnderlyingDividendPeriodBusinessCenterGrp definition & usage →

                    1. 42882 NoUnderlyingDividendPeriodBusinessCentersGroup count—
                    2. 42883 UnderlyingDividendPeriodBusinessCenterString—

                      Required if NoUnderlyingDividendPeriodBusinessCenters(42882) > 0.

                  9. 42869 UnderlyingDividendPeriodValuationDateUnadjustedLocalMktDate—
                  10. 42870 UnderlyingDividendPeriodValuationDateRelativeToint—
                  11. 42871 UnderlyingDividendPeriodValuationDateOffsetPeriodint—

                    Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified.

                  12. 42872 UnderlyingDividendPeriodValuationDateOffsetUnitString—

                    Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified.

                  13. 42873 UnderlyingDividendPeriodValuationDateOffsetDayTypeint—
                  14. 42874 UnderlyingDividendPeriodValuationDateAdjustedLocalMktDate—
                  15. 42875 UnderlyingDividendPeriodPaymentDateUnadjustedLocalMktDate—
                  16. 42876 UnderlyingDividendPeriodPaymentDateRelativeToint—
                  17. 42877 UnderlyingDividendPeriodPaymentDateOffsetPeriodint—

                    Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified.

                  18. 42878 UnderlyingDividendPeriodPaymentDateOffsetUnitString—

                    Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified.

                  19. 42879 UnderlyingDividendPeriodPaymentDateOffsetDayTypeint—
                  20. 42880 UnderlyingDividendPeriodPaymentDateAdjustedLocalMktDate—
                  21. 42881 UnderlyingDividendPeriodXIDXID—
                6. 42830 UnderlyingExtraordinaryDividendPartySideint—
                7. 42831 UnderlyingExtraordinaryDividendAmountTypeint—
                8. 42832 UnderlyingExtraordinaryDividendCurrencyCurrency—
                9. 42833 UnderlyingExtraordinaryDividendDeterminationMethodString—
                10. UnderlyingDividendFXTriggerDateComponent—

                  UnderlyingDividendFXTriggerDate definition & usage →

                  1. 42846 UnderlyingDividendFXTriggerDateRelativeToint—
                  2. 42847 UnderlyingDividendFXTriggerDateOffsetPeriodint—

                    Conditionally required when UnderlyingDividendFXTriggerDateOffsetUnit(42848) is specified.

                  3. 42848 UnderlyingDividendFXTriggerDateOffsetUnitString—

                    Conditionally required when UnderlyingDividendFXTriggerDateOffsetPeriod(42847) is specified.

                  4. 42849 UnderlyingDividendFXTriggerDateOffsetDayTypeint—
                  5. 42850 UnderlyingDividendFXTriggerDateUnadjustedLocalMktDate—
                  6. 42851 UnderlyingDividendFXTriggerDateBusinessDayConventionint—

                    When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendFXTriggerDate.

                  7. UnderlyingDividendFXTriggerDateBusinessCenterGrpRepeating groupCount tag 42853—

                    When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendFXTriggerDate.

                    UnderlyingDividendFXTriggerDateBusinessCenterGrp definition & usage →

                    1. 42853 NoUnderlyingDividendFXTriggerDateBusinessCentersGroup count—
                    2. 42854 UnderlyingDividendFXTriggerDateBusinessCenterString—

                      Required if NoUnderlyingDividendFXTriggerDateBusinessCenters(42853) > 0.

                  8. 42852 UnderlyingDividendFXTriggerDateAdjustedLocalMktDate—
                11. UnderlyingDividendAccrualFloatingRateComponent—

                  UnderlyingDividendAccrualFloatingRate definition & usage →

                  1. 42801 UnderlyingDividendFloatingRateIndexString—
                  2. 42802 UnderlyingDividendFloatingRateIndexCurvePeriodint—

                    Conditionally required when UnderlyingDividendFloatingRateIndexCurveUnit(42803) is specified.

                  3. 42803 UnderlyingDividendFloatingRateIndexCurveUnitString—

                    Conditionally required when UnderlyingDividendFloatingRateIndexCurvePeriod(42802) is specified.

                  4. 42804 UnderlyingDividendFloatingRateMultiplierfloat—
                  5. 42805 UnderlyingDividendFloatingRateSpreadPriceOffset—
                  6. 42806 UnderlyingDividendFloatingRateSpreadPositionTypeint—
                  7. 42807 UnderlyingDividendFloatingRateTreatmentint—
                  8. 42808 UnderlyingDividendCapRatePercentage—
                  9. 42809 UnderlyingDividendCapRateBuySideint—
                  10. 42810 UnderlyingDividendCapRateSellSideint—
                  11. 42811 UnderlyingDividendFloorRatePercentage—
                  12. 42812 UnderlyingDividendFloorRateBuySideint—
                  13. 42813 UnderlyingDividendFloorRateSellSideint—
                  14. 42814 UnderlyingDividendInitialRatePercentage—
                  15. 42815 UnderlyingDividendFinalRateRoundingDirectionchar—
                  16. 42816 UnderlyingDividendFinalRatePrecisionint—
                  17. 42817 UnderlyingDividendAveragingMethodint—
                  18. 42818 UnderlyingDividendNegativeRateTreatmentint—
                12. 42834 UnderlyingDividendAccrualFixedRatePercentage—
                13. UnderlyingDividendAccrualPaymentDateComponent—

                  UnderlyingDividendAccrualPaymentDate definition & usage →

                  1. 42819 UnderlyingDividendAccrualPaymentDateRelativeToint—
                  2. 42820 UnderlyingDividendAccrualPaymentDateOffsetPeriodint—

                    Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetUnit(42821) is specified.

                  3. 42821 UnderlyingDividendAccrualPaymentDateOffsetUnitString—

                    Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetPeriod(42820) is specified.

                  4. 42822 UnderlyingDividendAccrualPaymentDateOffsetDayTypeint—
                  5. 42823 UnderlyingDividendAccrualPaymentDateUnadjustedLocalMktDate—
                  6. 42824 UnderlyingDividendAccrualPaymentDateBusinessDayConventionint—

                    When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendAccrualPaymentDate.

                  7. UnderlyingDividendAccrualPaymentDateBusinessCenterGrpRepeating groupCount tag 42799—

                    When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendAccrualPaymentDate.

                    UnderlyingDividendAccrualPaymentDateBusinessCenterGrp definition & usage →

                    1. 42799 NoUnderlyingDividendAccrualPaymentDateBusinessCentersGroup count—
                    2. 42800 UnderlyingDividendAccrualPaymentDateBusinessCenterString—

                      Required if NoUnderlyingDividendAccrualPaymentDateBusinessCenters(42799) > 0.

                  8. 42825 UnderlyingDividendAccrualPaymentDateAdjustedLocalMktDate—
                14. 42835 UnderlyingDividendCompoundingMethodint—
                15. 42836 UnderlyingDividendNumOfIndexUnitsint—
                16. 42837 UnderlyingDividendCashPercentagePercentage—
                17. 42838 UnderlyingDividendCashEquivalentPercentagePercentage—
                18. 42839 UnderlyingNonCashDividendTreatmentint—
                19. 42840 UnderlyingDividendCompositionint—
                20. 42841 UnderlyingSpecialDividendsIndicatorBoolean—
                21. 42842 UnderlyingMaterialDividendsIndicatorBoolean—
                22. 42843 UnderlyingOptionsExchangeDividendsIndicatorBoolean—
                23. 42844 UnderlyingAdditionalDividendsIndicatorBoolean—
                24. 42845 UnderlyingAllDividendsIndicatorBoolean—
              69. 42963 UnderlyingReturnRateNotionalResetBoolean—
              70. UnderlyingReturnRateGrpRepeating groupCount tag 43034—

                UnderlyingReturnRateGrp definition & usage →

                1. 43034 NoUnderlyingReturnRatesGroup count—
                2. 43035 UnderlyingReturnRatePriceSequenceint—

                  Required if NoUnderlyingReturnRates(43034) > 0.

                3. 43036 UnderlyingReturnRateCommissionBasischar—
                4. 43037 UnderlyingReturnRateCommissionAmountAmt—
                5. 43038 UnderlyingReturnRateCommissionCurrencyCurrency—

                  If not specified, this is defaulted to the reporting currency.

                6. 43039 UnderlyingReturnRateTotalCommissionPerTradeAmt—
                7. 43040 UnderlyingReturnRateDeterminationMethodString—
                8. UnderlyingReturnRatePriceGrpRepeating groupCount tag 43064—

                  UnderlyingReturnRatePriceGrp definition & usage →

                  1. 43064 NoUnderlyingReturnRatePricesGroup count—
                  2. 43065 UnderlyingReturnRatePriceBasisint—

                    Required if NoUnderlyingReturnRatePrices(43064) > 0.

                  3. 43066 UnderlyingReturnRatePricePrice—
                  4. 43067 UnderlyingReturnRatePriceCurrencyCurrency—
                  5. 43068 UnderlyingReturnRatePriceTypeint—
                9. UnderlyingReturnRateFXConversionGrpRepeating groupCount tag 43030—

                  UnderlyingReturnRateFXConversionGrp definition & usage →

                  1. 43030 NoUnderlyingReturnRateFXConversionsGroup count—
                  2. 43031 UnderlyingReturnRateFXCurrencySymbolString—

                    Required if NoUnderlyingReturnRateFXConversions(43030) > 0.

                  3. 43032 UnderlyingReturnRateFXRatefloat—

                    Required if NoUnderlyingReturnRateFXConversions(43030) > 0.

                  4. 43033 UnderlyingReturnRateFXRateCalcchar—
                10. 43041 UnderlyingReturnRateAmountRelativeToint—
                11. 43042 UnderlyingReturnRateQuoteMeasureTypeString—
                12. 43043 UnderlyingReturnRateQuoteUnitsString—
                13. 43044 UnderlyingReturnRateQuoteMethodint—
                14. 43045 UnderlyingReturnRateQuoteCurrencyCurrency—
                15. 43046 UnderlyingReturnRateQuoteCurrencyTypeString—
                16. 43047 UnderlyingReturnRateQuoteTimeTypeint—

                  Mutually exclusive with UnderlyingReturnRateQuoteTime(43048).

                17. 43048 UnderlyingReturnRateQuoteTimeLocalMktDate—

                  Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047).

                18. 43049 UnderlyingReturnRateQuoteDateLocalMktDate—
                19. 43050 UnderlyingReturnRateQuoteExpirationTimeLocalMktTime—
                20. 43051 UnderlyingReturnRateQuoteBusinessCenterString—
                21. 43052 UnderlyingReturnRateQuoteExchangeExchange—
                22. UnderlyingReturnRateInformationSourceGrpRepeating groupCount tag 43060—

                  UnderlyingReturnRateInformationSourceGrp definition & usage →

                  1. 43060 NoUnderlyingReturnRateInformationSourcesGroup count—
                  2. 43061 UnderlyingReturnRateInformationSourceint—

                    Required if NoUnderlyingReturnRateInformationSources(43060) > 0.

                  3. 43062 UnderlyingReturnRateReferencePageString—
                  4. 43063 UnderlyingReturnRateReferencePageHeadingString—
                23. 43053 UnderlyingReturnRateQuotePricingModelString—
                24. 43054 UnderlyingReturnRateCashFlowTypeString—
                25. UnderlyingReturnRateDateGrpRepeating groupCount tag 43008—

                  UnderlyingReturnRateDateGrp definition & usage →

                  1. 43008 NoUnderlyingReturnRateDatesGroup count—
                  2. 43009 UnderlyingReturnRateDateModeint—

                    Required if NoUnderlyingReturnRateDates(43008) > 0.

                  3. UnderlyingReturnRateValuationDateGrpRepeating groupCount tag 43071—

                    UnderlyingReturnRateValuationDateGrp definition & usage →

                    1. 43071 NoUnderlyingReturnRateValuationDatesGroup count—
                    2. 43072 UnderlyingReturnRateValuationDateLocalMktDate—

                      Required if NoUnderlyingReturnRateValuationDates(43071) > 0.

                    3. 43073 UnderlyingReturnRateValuationDateTypeint—

                      When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

                  4. 43010 UnderlyingReturnRateValuationDateRelativeToint—
                  5. 43011 UnderlyingReturnRateValuationDateOffsetPeriodint—

                    Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified.

                  6. 43012 UnderlyingReturnRateValuationDateOffsetUnitString—

                    Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified.

                  7. 43013 UnderlyingReturnRateValuationDateOffsetDayTypeint—
                  8. 43014 UnderlyingReturnRateValuationStartDateUnadjustedLocalMktDate—
                  9. 43015 UnderlyingReturnRateValuationStartDateRelativeToint—
                  10. 43016 UnderlyingReturnRateValuationStartDateOffsetPeriodint—

                    Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified.

                  11. 43017 UnderlyingReturnRateValuationStartDateOffsetUnitString—

                    Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified.

                  12. 43018 UnderlyingReturnRateValuationStartDateOffsetDayTypeint—
                  13. 43019 UnderlyingReturnRateValuationStartDateAdjustedLocalMktDate—
                  14. 43020 UnderlyingReturnRateValuationEndDateUnadjustedLocalMktDate—
                  15. 43021 UnderlyingReturnRateValuationEndDateRelativeToint—
                  16. 43022 UnderlyingReturnRateValuationEndDateOffsetPeriodint—

                    Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified.

                  17. 43023 UnderlyingReturnRateValuationEndDateOffsetUnitString—

                    Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified.

                  18. 43024 UnderlyingReturnRateValuationEndDateOffsetDayTypeint—
                  19. 43025 UnderlyingReturnRateValuationEndDateAdjustedLocalMktDate—
                  20. 43026 UnderlyingReturnRateValuationFrequencyPeriodint—

                    Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified.

                  21. 43027 UnderlyingReturnRateValuationFrequencyUnitString—

                    Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified.

                  22. 43028 UnderlyingReturnRateValuationFrequencyRollConventionString—

                    When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates.

                  23. 43029 UnderlyingReturnRateValuationDateBusinessDayConventionint—

                    When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates.

                  24. UnderlyingReturnRateValuationDateBusinessCenterGrpRepeating groupCount tag 43069—

                    When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates.

                    UnderlyingReturnRateValuationDateBusinessCenterGrp definition & usage →

                    1. 43069 NoUnderlyingReturnRateValuationDateBusinessCentersGroup count—
                    2. 43070 UnderlyingReturnRateValuationDateBusinessCenterString—

                      Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0.

                26. 43055 UnderlyingReturnRateValuationTimeTypeint—

                  Mutually exclusive with UnderlyingReturnRateValuationTime(43056)

                27. 43056 UnderlyingReturnRateValuationTimeLocalMktTime—

                  Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055).

                28. 43057 UnderlyingReturnRateValuationTimeBusinessCenterString—
                29. 43058 UnderlyingReturnRateValuationPriceOptionint—
                30. 43059 UnderlyingReturnRateFinalPriceFallbackint—
              71. 42964 UnderlyingPaymentStreamLinkInitialLevelPrice—
              72. 42965 UnderlyingPaymentStreamLinkClosingLevelIndicatorBoolean—
              73. 42966 UnderlyingPaymentStreamLinkExpiringLevelIndicatorBoolean—
              74. 42967 UnderlyingPaymentStreamLinkEstimatedTradingDaysint—
              75. 42968 UnderlyingPaymentStreamLinkStrikePricePrice—
              76. 42969 UnderlyingPaymentStreamLinkStrikePriceTypeint—
              77. 42970 UnderlyingPaymentStreamLinkMaximumBoundaryfloat—
              78. 42971 UnderlyingPaymentStreamLinkMinimumBoundaryfloat—
              79. 42972 UnderlyingPaymentStreamLinkNumberOfDataSeriesint—
              80. 42973 UnderlyingPaymentStreamVarianceUnadjustedCapfloat—
              81. 42974 UnderlyingPaymentStreamRealizedVarianceMethodint—
              82. 42975 UnderlyingPaymentStreamDaysAdjustmentIndicatorBoolean—
              83. 42976 UnderlyingPaymentStreamNearestExchangeContractRefIDString—
              84. 42977 UnderlyingPaymentStreamVegaNotionalAmountfloat—
            31. 42900 UnderlyingPaymentStreamCompoundingFixedRatefloat—

              Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component.

            32. UnderlyingPaymentStreamCompoundingFloatingRateComponent—

              Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896).

              UnderlyingPaymentStreamCompoundingFloatingRate definition & usage →

              1. 42923 UnderlyingPaymentStreamCompoundingRateIndexString—
              2. 42924 UnderlyingPaymentStreamCompoundingRateIndexCurvePeriodint—

                Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurveUnit(42925) is specified.

              3. 42925 UnderlyingPaymentStreamCompoundingRateIndexCurveUnitString—

                Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod(42924) is specified.

              4. 42926 UnderlyingPaymentStreamCompoundingRateMultiplierfloat—
              5. 42927 UnderlyingPaymentStreamCompoundingRateSpreadPriceOffset—
              6. 42928 UnderlyingPaymentStreamCompoundingRateSpreadPositionTypeint—
              7. 42929 UnderlyingPaymentStreamCompoundingRateTreatmentint—
              8. 42930 UnderlyingPaymentStreamCompoundingCapRatePercentage—
              9. 42931 UnderlyingPaymentStreamCompoundingCapRateBuySideint—
              10. 42932 UnderlyingPaymentStreamCompoundingCapRateSellSideint—
              11. 42933 UnderlyingPaymentStreamCompoundingFloorRatePercentage—
              12. 42934 UnderlyingPaymentStreamCompoundingFloorRateBuySideint—
              13. 42935 UnderlyingPaymentStreamCompoundingFloorRateSellSideint—
              14. 42936 UnderlyingPaymentStreamCompoundingInitialRatePercentage—
              15. 42937 UnderlyingPaymentStreamCompoundingFinalRateRoundingDirectionchar—
              16. 42938 UnderlyingPaymentStreamCompoundingFinalRatePrecisionint—
              17. 42939 UnderlyingPaymentStreamCompoundingAveragingMethodint—
              18. 42940 UnderlyingPaymentStreamCompoundingNegativeRateTreatmentint—
            33. UnderlyingPaymentStreamCompoundingDatesComponent—

              UnderlyingPaymentStreamCompoundingDates definition & usage →

              1. 42904 UnderlyingPaymentStreamCompoundingDatesBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates.

              2. UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrpRepeating groupCount tag 42915—

                When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates.

                UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp definition & usage →

                1. 42915 NoUnderlyingPaymentStreamCompoundingDatesBusinessCentersGroup count—
                2. 42916 UnderlyingPaymentStreamCompoundingDatesBusinessCenterString—

                  Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0.

              3. UnderlyingPaymentStreamCompoundingDateGrpRepeating groupCount tag 42901—

                UnderlyingPaymentStreamCompoundingDateGrp definition & usage →

                1. 42901 NoUnderlyingPaymentStreamCompoundingDatesGroup count—
                2. 42902 UnderlyingPaymentStreamCompoundingDateLocalMktDate—

                  Required if NoUnderlyingPaymentStreamCompoundingDates(42901) > 0.

                3. 42903 UnderlyingPaymentStreamCompoundingDateTypeint—

                  When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

              4. 42905 UnderlyingPaymentStreamCompoundingDatesRelativeToint—
              5. 42906 UnderlyingPaymentStreamCompoundingDatesOffsetPeriodint—

                Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified.

              6. 42907 UnderlyingPaymentStreamCompoundingDatesOffsetUnitString—

                Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified.

              7. 42908 UnderlyingPaymentStreamCompoundingDatesOffsetDayTypeint—
              8. 42909 UnderlyingPaymentStreamCompoundingPeriodSkipint—
              9. UnderlyingPaymentStreamCompoundingStartDateComponent—

                UnderlyingPaymentStreamCompoundingStartDate definition & usage →

                1. 42941 UnderlyingPaymentStreamCompoundingStartDateUnadjustedLocalMktDate—
                2. 42942 UnderlyingPaymentStreamCompoundingStartDateRelativeToint—
                3. 42943 UnderlyingPaymentStreamCompoundingStartDateOffsetPeriodint—

                  Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetUnit(42944) is specified.

                4. 42944 UnderlyingPaymentStreamCompoundingStartDateOffsetUnitString—

                  Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod(42943) is specified.

                5. 42945 UnderlyingPaymentStreamCompoundingStartDateOffsetDayTypeint—
                6. 42946 UnderlyingPaymentStreamCompoundingStartDateAdjustedLocalMktDate—
              10. UnderlyingPaymentStreamCompoundingEndDateComponent—

                UnderlyingPaymentStreamCompoundingEndDate definition & usage →

                1. 42917 UnderlyingPaymentStreamCompoundingEndDateUnadjustedLocalMktDate—
                2. 42918 UnderlyingPaymentStreamCompoundingEndDateRelativeToint—
                3. 42919 UnderlyingPaymentStreamCompoundingEndDateOffsetPeriodint—

                  Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetUnit(42920) is specified.

                4. 42920 UnderlyingPaymentStreamCompoundingEndDateOffsetUnitString—

                  Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod(42919) is specified.

                5. 42921 UnderlyingPaymentStreamCompoundingEndDateOffsetDayTypeint—
                6. 42922 UnderlyingPaymentStreamCompoundingEndDateAdjustedLocalMktDate—
              11. 42910 UnderlyingPaymentStreamCompoundingFrequencyPeriodint—

                Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified.

              12. 42911 UnderlyingPaymentStreamCompoundingFrequencyUnitString—

                Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified.

              13. 42912 UnderlyingPaymentStreamCompoundingRollConventionString—

                When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates.

              14. 42913 UnderlyingPaymentStreamBoundsFirstDateUnadjustedLocalMktDate—
              15. 42914 UnderlyingPaymentStreamBoundsLastDateUnadjustedLocalMktDate—
            34. UnderlyingPaymentStreamNonDeliverableSettlTermsComponent—

              UnderlyingPaymentStreamNonDeliverableSettlTerms definition & usage →

              1. 40648 UnderlyingPaymentStreamNonDeliverableRefCurrencyCurrency—
              2. 40649 UnderlyingPaymentStreamNonDeliverableFixingDatesBizDayConventionint—

                When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's non-deliverable settlement terms.

              3. UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrpRepeating groupCount tag 40968—

                When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's non-deliverable settlement terms.

                UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp definition & usage →

                1. 40968 NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCentersGroup count—
                2. 40650 UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterString—

                  Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCenters(40968) > 0.

              4. 40651 UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeToint—
              5. 40652 UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriodint—

                Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified.

              6. 40653 UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnitString—

                Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified.

              7. 40654 UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayTypeint—
              8. UnderlyingPaymentStreamNonDeliverableSettlRateSourceComponent—

                UnderlyingPaymentStreamNonDeliverableSettlRateSource definition & usage →

                1. 40661 UnderlyingPaymentStreamNonDeliverableSettlRateSourceint—
                2. 40824 UnderlyingPaymentStreamNonDeliverableSettlReferencePageString—

                  Conditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other).

              9. UnderlyingPaymentStreamNonDeliverableFixingDateGrpRepeating groupCount tag 40656—

                UnderlyingPaymentStreamNonDeliverableFixingDateGrp definition & usage →

                1. 40656 NoUnderlyingNonDeliverableFixingDatesGroup count—
                2. 40657 UnderlyingNonDeliverableFixingDateLocalMktDate—

                  Required if NoUnderlyingNonDeliverableFixingDates(40656) > 0.

                3. 40658 UnderlyingNonDeliverableFixingDateTypeint—

                  When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

              10. UnderlyingSettlRateDisruptionFallbackGrpRepeating groupCount tag 40659—

                UnderlyingSettlRateDisruptionFallbackGrp definition & usage →

                1. 40659 NoUnderlyingSettlRateFallbacksGroup count—
                2. 40660 UnderlyingSettlRatePostponementMaximumDaysint—

                  Required if NoUnderlyingSettlRateFallbacks(40659) > 0.

                3. UnderlyingSettlRateFallbackRateSourceComponent—

                  UnderlyingSettlRateFallbackRateSource definition & usage →

                  1. 40904 UnderlyingSettlRateFallbackRateSourceint—
                  2. 40915 UnderlyingSettlRateFallbackReferencePageString—

                    Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other).

                4. 40662 UnderlyingSettlRatePostponementSurveyBoolean—
                5. 40663 UnderlyingSettlRatePostponementCalculationAgentint—
          25. UnderlyingPaymentScheduleGrpRepeating groupCount tag 40664—

            UnderlyingPaymentScheduleGrp definition & usage →

            1. 40664 NoUnderlyingPaymentSchedulesGroup count—
            2. 40665 UnderlyingPaymentScheduleTypeint—

              Required if NoUnderlyingPaymentScheules(40664) > 0.

            3. 41881 UnderlyingPaymentScheduleXIDXID—
            4. 41882 UnderlyingPaymentScheduleXIDRefXIDREF—
            5. 40666 UnderlyingPaymentScheduleStubTypeint—
            6. 40667 UnderlyingPaymentScheduleStartDateUnadjustedLocalMktDate—
            7. 40668 UnderlyingPaymentScheduleEndDateUnadjustedLocalMktDate—
            8. 40669 UnderlyingPaymentSchedulePaySideint—
            9. 40670 UnderlyingPaymentScheduleReceiveSideint—
            10. 40671 UnderlyingPaymentScheduleNotionalAmt—
            11. 40672 UnderlyingPaymentScheduleCurrencyCurrency—
            12. 40673 UnderlyingPaymentScheduleRatePercentage—
            13. 40674 UnderlyingPaymentScheduleRateMultiplierfloat—
            14. 40675 UnderlyingPaymentScheduleRateSpreadPriceOffset—
            15. 41883 UnderlyingPaymentScheduleRateCurrencyCurrency—
            16. 41884 UnderlyingPaymentScheduleRateUnitOfMeasureString—
            17. 41885 UnderlyingPaymentScheduleRateConversionFactorfloat—
            18. 41886 UnderlyingPaymentScheduleRateSpreadTypeint—
            19. 40676 UnderlyingPaymentScheduleRateSpreadPositionTypeint—
            20. 40677 UnderlyingPaymentScheduleRateTreatmentint—
            21. 40678 UnderlyingPaymentScheduleFixedAmountAmt—
            22. 40679 UnderlyingPaymentScheduleFixedCurrencyCurrency—
            23. 41887 UnderlyingPaymentScheduleSettlPeriodPricePrice—
            24. 41888 UnderlyingPaymentScheduleSettlPeriodPriceCurrencyCurrency—
            25. 41889 UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasureString—
            26. 41890 UnderlyingPaymentScheduleStepUnitOfMeasureString—
            27. 40680 UnderlyingPaymentScheduleStepFrequencyPeriodint—

              Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified.

            28. 40681 UnderlyingPaymentScheduleStepFrequencyUnitString—

              Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified.

            29. 40682 UnderlyingPaymentScheduleStepOffsetValueAmt—
            30. 40683 UnderlyingPaymentScheduleStepRatePercentage—
            31. 40684 UnderlyingPaymentScheduleStepOffsetRatePercentage—
            32. 40685 UnderlyingPaymentScheduleStepRelativeToint—
            33. UnderlyingPaymentScheduleRateSourceGrpRepeating groupCount tag 40704—

              UnderlyingPaymentScheduleRateSourceGrp definition & usage →

              1. 40704 NoUnderlyingPaymentScheduleRateSourcesGroup count—
              2. 40705 UnderlyingPaymentScheduleRateSourceint—

                Required if NoUnderlyingPaymentScheduleRates(40704) > 0.

              3. 40706 UnderlyingPaymentScheduleRateSourceTypeint—

                Required if NoUnderlyingPaymentScheduleRates(40704) > 0.

              4. 40707 UnderlyingPaymentScheduleReferencePageString—

                Conditionally required when UnderlyingPaymentScheduleRateSource(40705) = 99 (Other).

            34. 40686 UnderlyingPaymentScheduleFixingDateUnadjustedLocalMktDate—
            35. 40687 UnderlyingPaymentScheduleWeightfloat—
            36. 40688 UnderlyingPaymentScheduleFixingDateRelativeToint—
            37. 40689 UnderlyingPaymentScheduleFixingDateBusinessDayCnvtnint—

              When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule.

            38. UnderlyingPaymentScheduleFixingDateBusinessCenterGrpRepeating groupCount tag 40966—

              When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule.

              UnderlyingPaymentScheduleFixingDateBusinessCenterGrp definition & usage →

              1. 40966 NoUnderlyingPaymentScheduleFixingDateBusinessCentersGroup count—
              2. 40690 UnderlyingPaymentScheduleFixingDateBusinessCenterString—

                Required if NoUnderlyingPaymentScheduleFixingDateBusinessCenters(40966) > 0.

            39. 40691 UnderlyingPaymentScheduleFixingDateOffsetPeriodint—

              Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified.

            40. 40692 UnderlyingPaymentScheduleFixingDateOffsetUnitString—

              Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified.

            41. 40693 UnderlyingPaymentScheduleFixingDateOffsetDayTypeint—
            42. 41891 UnderlyingPaymentScheduleFixingDayDistributionint—
            43. 41892 UnderlyingPaymentScheduleFixingDayCountint—
            44. 40694 UnderlyingPaymentScheduleFixingDateAdjustedLocalMktDate—
            45. UnderlyingPaymentScheduleFixingDayGrpRepeating groupCount tag 41878—

              UnderlyingPaymentScheduleFixingDayGrp definition & usage →

              1. 41878 NoUnderlyingPaymentScheduleFixingDaysGroup count—
              2. 41879 UnderlyingPaymentScheduleFixingDayOfWeekint—

                Required if NoUnderlyingPaymentScheduleFixingDays(41878) > 0.

              3. 41880 UnderlyingPaymentScheduleFixingDayNumberint—
            46. 41893 UnderlyingPaymentScheduleFixingLagPeriodint—

              Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified.

            47. 41894 UnderlyingPaymentScheduleFixingLagUnitString—

              Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified.

            48. 41895 UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriodint—

              Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified.

            49. 41896 UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnitString—

              Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified.

            50. 40695 UnderlyingPaymentScheduleFixingTimeLocalMktTime—
            51. 40696 UnderlyingPaymentScheduleFixingTimeBusinessCenterString—
            52. 40697 UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeToint—
            53. 40698 UnderlyingPaymentScheduleInterimExchangeDatesBizDayConventionint—

              When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule.

            54. UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrpRepeating groupCount tag 40967—

              When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule.

              UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp definition & usage →

              1. 40967 NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCentersGroup count—
              2. 40699 UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenterString—

                Required if NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters(40967) > 0.

            55. 40700 UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriodint—

              Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified.

            56. 40701 UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnitString—

              Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified.

            57. 40702 UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayTypeint—
            58. 40703 UnderlyingPaymentScheduleInterimExchangeDateAdjustedLocalMktDate—
          26. UnderlyingPaymentStubGrpRepeating groupCount tag 40708—

            UnderlyingPaymentStubGrp definition & usage →

            1. 40708 NoUnderlyingPaymentStubsGroup count—
            2. 40709 UnderlyingPaymentStubTypeint—

              Required if NoUnderlyingPaymentStubs(40708) > 0.

            3. 40710 UnderlyingPaymentStubLengthint—
            4. UnderlyingPaymentStubStartDateComponent—

              UnderlyingPaymentStubStartDate definition & usage →

              1. 42993 UnderlyingPaymentStubStartDateUnadjustedLocalMktDate—
              2. 42994 UnderlyingPaymentStubStartDateBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance.

              3. UnderlyingPaymentStubStartDateBusinessCenterGrpRepeating groupCount tag 43000—

                When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance.

                UnderlyingPaymentStubStartDateBusinessCenterGrp definition & usage →

                1. 43000 NoUnderlyingPaymentStubStartDateBusinessCentersGroup count—
                2. 43001 UnderlyingPaymentStubStartDateBusinessCenterString—

                  Required if NoUnderlyingPaymentStubStartDateBusinessCenters(43000) > 0.

              4. 42995 UnderlyingPaymentStubStartDateRelativeToint—
              5. 42996 UnderlyingPaymentStubStartDateOffsetPeriodint—

                Conditionally required when UnderlyingPaymentStubStartDateOffsetUnit(42997) is specified.

              6. 42997 UnderlyingPaymentStubStartDateOffsetUnitString—

                Conditionally required when UnderlyingPaymentStubStartDateOffsetPeriod(42996) is specified.

              7. 42998 UnderlyingPaymentStubStartDateOffsetDayTypeint—
              8. 42999 UnderlyingPaymentStubStartDateAdjustedLocalMktDate—
            5. UnderlyingPaymentStubEndDateComponent—

              UnderlyingPaymentStubEndDate definition & usage →

              1. 42984 UnderlyingPaymentStubEndDateUnadjustedLocalMktDate—
              2. 42985 UnderlyingPaymentStubEndDateBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance.

              3. UnderlyingPaymentStubEndDateBusinessCenterGrpRepeating groupCount tag 42991—

                When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance.

                UnderlyingPaymentStubEndDateBusinessCenterGrp definition & usage →

                1. 42991 NoUnderlyingPaymentStubEndDateBusinessCentersGroup count—
                2. 42992 UnderlyingPaymentStubEndDateBusinessCenterString—

                  Required if NoUnderlyingPaymentStubEndDateBusinessCenters(42991) > 0.

              4. 42986 UnderlyingPaymentStubEndDateRelativeToint—
              5. 42987 UnderlyingPaymentStubEndDateOffsetPeriodint—

                Conditionally required when UnderlyingPaymentStubEndDateOffsetUnit(42988) is specified.

              6. 42988 UnderlyingPaymentStubEndDateOffsetUnitString—

                Conditionally required when UnderlyingPaymentStubEndDateOffsetPeriod(42987) is specified.

              7. 42989 UnderlyingPaymentStubEndDateOffsetDayTypeint—
              8. 42990 UnderlyingPaymentStubEndDateAdjustedLocalMktDate—
            6. 40711 UnderlyingPaymentStubRatePercentage—
            7. 40712 UnderlyingPaymentStubFixedAmountAmt—
            8. 40713 UnderlyingPaymentStubFixedCurrencyCurrency—
            9. 40714 UnderlyingPaymentStubIndexString—
            10. 40715 UnderlyingPaymentStubIndexSourceint—
            11. 40716 UnderlyingPaymentStubIndexCurvePeriodint—

              Conditionally required when UnderlyingPaymentStubIndexCurveUnit(40717) is specified.

            12. 40717 UnderlyingPaymentStubIndexCurveUnitString—

              Conditionally required when UnderlyingPaymentStubIndexCurvePeriod(40716) is specified.

            13. 40718 UnderlyingPaymentStubIndexRateMultiplierfloat—
            14. 40719 UnderlyingPaymentStubIndexRateSpreadPriceOffset—
            15. 40720 UnderlyingPaymentStubIndexRateSpreadPositionTypeint—
            16. 40721 UnderlyingPaymentStubIndexRateTreatmentint—
            17. 40722 UnderlyingPaymentStubIndexCapRatePercentage—
            18. 40723 UnderlyingPaymentStubIndexCapRateBuySideint—
            19. 40724 UnderlyingPaymentStubIndexCapRateSellSideint—
            20. 40725 UnderlyingPaymentStubIndexFloorRatePercentage—
            21. 40726 UnderlyingPaymentStubIndexFloorRateBuySideint—
            22. 40727 UnderlyingPaymentStubIndexFloorRateSellSideint—
            23. 40728 UnderlyingPaymentStubIndex2String—
            24. 40729 UnderlyingPaymentStubIndex2Sourceint—
            25. 40730 UnderlyingPaymentStubIndex2CurvePeriodint—

              Conditionally required when UnderlyingPaymentStubIndex2CurveUnit(40731) is specified.

            26. 40731 UnderlyingPaymentStubIndex2CurveUnitString—

              Conditionally required when UnderlyingPaymentStubIndex2CurvePeriod(40730) is specified.

            27. 40732 UnderlyingPaymentStubIndex2RateMultiplierfloat—
            28. 40733 UnderlyingPaymentStubIndex2RateSpreadPriceOffset—
            29. 40734 UnderlyingPaymentStubIndex2RateSpreadPositionTypeint—
            30. 40735 UnderlyingPaymentStubIndex2RateTreatmentint—
            31. 40736 UnderlyingPaymentStubIndex2CapRatePercentage—
            32. 40737 UnderlyingPaymentStubIndex2FloorRatePercentage—
          27. UnderlyingDeliveryStreamComponent—

            UnderlyingDeliveryStream definition & usage →

            1. 41777 UnderlyingDeliveryStreamTypeint—
            2. UnderlyingDeliveryStreamCommoditySourceGrpRepeating groupCount tag 41808—

              UnderlyingDeliveryStreamCommoditySourceGrp definition & usage →

              1. 41808 NoUnderlyingDeliveryStreamCommoditySourcesGroup count—
              2. 41809 UnderlyingDeliveryStreamCommoditySourceString—

                Required if NoUnderlyingDeliveryStreamCommoditySources(41808) > 0.

            3. 41778 UnderlyingDeliveryStreamPipelineString—
            4. 41779 UnderlyingDeliveryStreamEntryPointString—
            5. 41780 UnderlyingDeliveryStreamWithdrawalPointString—
            6. 41781 UnderlyingDeliveryStreamDeliveryPointString—
            7. 42196 UnderlyingDeliveryStreamDeliveryPointSourceint—
            8. 42197 UnderlyingDeliveryStreamDeliveryPointDescString—
            9. 41782 UnderlyingDeliveryStreamDeliveryRestrictionint—
            10. 41783 UnderlyingDeliveryStreamDeliveryContingencyString—
            11. 41784 UnderlyingDeliveryStreamDeliveryContingentPartySideint—
            12. 41785 UnderlyingDeliveryStreamDeliverAtSourceIndicatorBoolean—
            13. 41786 UnderlyingDeliveryStreamRiskApportionmentString—
            14. 41587 UnderlyingDeliveryStreamRiskApportionmentSourceString—
            15. UnderlyingDeliveryStreamCycleGrpRepeating groupCount tag 41804—

              UnderlyingDeliveryStreamCycleGrp definition & usage →

              1. 41804 NoUnderlyingDeliveryStreamCyclesGroup count—
              2. 41805 UnderlyingDeliveryStreamCycleDescString—

                Required if NoUnderlyingDeliveryStreamCycles(41804) > 0.

              3. 41806 EncodedUnderlyingDeliveryStreamCycleDescLenLength—

                Must be set if EncodedUnderlyingDeliveryStreamCycleDesc(41807) field is specified and must immediately precede it.

              4. 41807 EncodedUnderlyingDeliveryStreamCycleDescdata—

                Encoded (non-ASCII characters) representation of the UnderlyingDeliverySreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding(347) field.

            16. 41787 UnderlyingDeliveryStreamTitleTransferLocationString—
            17. 41788 UnderlyingDeliveryStreamTitleTransferConditionint—
            18. 41789 UnderlyingDeliveryStreamImporterOfRecordString—
            19. 41790 UnderlyingDeliveryStreamNegativeTolerancefloat—
            20. 41791 UnderlyingDeliveryStreamPositiveTolerancefloat—
            21. 41792 UnderlyingDeliveryStreamToleranceUnitOfMeasureString—
            22. 41793 UnderlyingDeliveryStreamToleranceTypeint—
            23. 41794 UnderlyingDeliveryStreamToleranceOptionSideint—
            24. 41795 UnderlyingDeliveryStreamTotalPositiveTolerancePercentage—
            25. 41796 UnderlyingDeliveryStreamTotalNegativeTolerancePercentage—
            26. 41797 UnderlyingDeliveryStreamNotionalConversionFactorfloat—
            27. 41798 UnderlyingDeliveryStreamTransportEquipmentString—
            28. 41799 UnderlyingDeliveryStreamElectingPartySideint—
            29. 43096 UnderlyingDeliveryStreamRouteOrCharterString—
          28. UnderlyingDeliveryScheduleGrpRepeating groupCount tag 41756—

            UnderlyingDeliveryScheduleGrp definition & usage →

            1. 41756 NoUnderlyingDeliverySchedulesGroup count—
            2. 41757 UnderlyingDeliveryScheduleTypeint—

              Required if NoUnderlyingDeliverySchedules(41756) > 0.

            3. 41758 UnderlyingDeliveryScheduleXIDXID—
            4. 41759 UnderlyingDeliveryScheduleNotionalQty—
            5. 41760 UnderlyingDeliveryScheduleNotionalUnitOfMeasureString—
            6. 41761 UnderlyingDeliveryScheduleNotionalCommodityFrequencyint—
            7. 41762 UnderlyingDeliveryScheduleNegativeTolerancefloat—
            8. 41763 UnderlyingDeliverySchedulePositiveTolerancefloat—
            9. 41764 UnderlyingDeliveryScheduleToleranceUnitOfMeasureString—
            10. 41765 UnderlyingDeliveryScheduleToleranceTypeint—

              Conditionally required when UnderlyingDeliveryScheduleNegativeTolerance(41762) or UnderlyingDeliverySchedulePositiveTolerance(41763) is specified.

            11. 41766 UnderlyingDeliveryScheduleSettlCountryCountry—
            12. 41767 UnderlyingDeliveryScheduleSettlTimeZoneString—
            13. 41768 UnderlyingDeliveryScheduleSettlFlowTypeint—
            14. 41769 UnderlyingDeliveryScheduleSettlHolidaysProcessingInstructionint—
            15. UnderlyingDeliveryScheduleSettlDayGrpRepeating groupCount tag 41770—

              UnderlyingDeliveryScheduleSettlDayGrp definition & usage →

              1. 41770 NoUnderlyingDeliveryScheduleSettlDaysGroup count—
              2. 41771 UnderlyingDeliveryScheduleSettlDayint—

                Required if NoUnderlyingDeliveryScheduleSettlDays(41770) > 0.

              3. 41772 UnderlyingDeliveryScheduleSettlTotalHoursint—
              4. UnderlyingDeliveryScheduleSettlTimeGrpRepeating groupCount tag 41773—

                UnderlyingDeliveryScheduleSettlTimeGrp definition & usage →

                1. 41773 NoUnderlyingDeliveryScheduleSettlTimesGroup count—
                2. 41774 UnderlyingDeliveryScheduleSettlStartString—

                  Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0.

                3. 41775 UnderlyingDeliveryScheduleSettlEndString—

                  Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0.

                4. 41776 UnderlyingDeliveryScheduleSettlTimeTypeint—

                  May be defaulted to market convention or bilaterally agreed if not specified.

          29. 40547 UnderlyingStreamTextString—
          30. 40988 EncodedUnderlyingStreamTextLenLength—

            Must be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it.

          31. 40989 EncodedUnderlyingStreamTextdata—

            Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field.

        195. UnderlyingProvisionGrpRepeating groupCount tag 42149—

          UnderlyingProvisionGrp definition & usage →

          1. 42149 NoUnderlyingProvisionsGroup count—
          2. 42150 UnderlyingProvisionTypeint—

            Required if NoUnderlyingProvisions(42149) > 0.

          3. 42151 UnderlyingProvisionDateUnadjustedLocalMktDate—
          4. 42152 UnderlyingProvisionDateBusinessDayConventionint—

            When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the instrument provisions.

          5. UnderlyingProvisionDateBusinessCenterGrpRepeating groupCount tag 42190—

            When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the instrument provisions.

            UnderlyingProvisionDateBusinessCenterGrp definition & usage →

            1. 42190 NoUnderlyingProvisionDateBusinessCentersGroup count—
            2. 42191 UnderlyingProvisionDateBusinessCenterString—

              Required if NoUnderlyingProvisionDateBusinessCenters(42190) > 0.

          6. 42153 UnderlyingProvisionDateAdjustedLocalMktDate—
          7. 42154 UnderlyingProvisionDateTenorPeriodint—

            Conditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified.

          8. 42155 UnderlyingProvisionDateTenorUnitString—

            Conditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified.

          9. 43002 UnderlyingProvisionBreakFeeElectionint—
          10. 43003 UnderlyingProvisionBreakFeeRatePercentage—
          11. 42156 UnderlyingProvisionCalculationAgentint—
          12. 42157 UnderlyingProvisionOptionSinglePartyBuyerSideint—
          13. 42158 UnderlyingProvisionOptionSinglePartySellerSideint—
          14. UnderlyingProvisionCashSettlValueDatesComponent—

            UnderlyingProvisionCashSettlValueDates definition & usage →

            1. 42104 UnderlyingProvisionCashSettlValueTimeLocalMktTime—
            2. 42105 UnderlyingProvisionCashSettlValueTimeBusinessCenterString—
            3. 42106 UnderlyingProvisionCashSettlValueDateBusinessDayConventionint—

              When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement value date.

            4. UnderlyingProvisionCashSettlValueDateBusinessCenterGrpRepeating groupCount tag 42182—

              When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement value date.

              UnderlyingProvisionCashSettlValueDateBusinessCenterGrp definition & usage →

              1. 42182 NoUnderlyingProvisionCashSettlValueDateBusinessCentersGroup count—
              2. 42183 UnderlyingProvisionCashSettlValueDateBusinessCenterString—

                Required if NoUnderlyingProvisionCashSettlValueDateBusinessCenters(42182) > 0.

            5. 42107 UnderlyingProvisionCashSettlValueDateRelativeToint—
            6. 42108 UnderlyingProvisionCashSettlValueDateOffsetPeriodint—

              Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit(42109) is specified.

            7. 42109 UnderlyingProvisionCashSettlValueDateOffsetUnitString—

              Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod(42108) is specified.

            8. 42110 UnderlyingProvisionCashSettlValueDateOffsetDayTypeint—
            9. 42111 UnderlyingProvisionCashSettlValueDateAdjustedLocalMktDate—
          15. UnderlyingProvisionOptionExerciseDatesComponent—

            UnderlyingProvisionOptionExerciseDates definition & usage →

            1. 42115 UnderlyingProvisionOptionExerciseBusinessDayConventionint—

              When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option exercise date.

            2. UnderlyingProvisionOptionExerciseBusinessCenterGrpRepeating groupCount tag 42184—

              When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option exercise date.

              UnderlyingProvisionOptionExerciseBusinessCenterGrp definition & usage →

              1. 42184 NoUnderlyingProvisionOptionExerciseBusinessCentersGroup count—
              2. 42185 UnderlyingProvisionOptionExerciseBusinessCenterString—

                Required if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0.

            3. UnderlyingProvisionOptionExerciseFixedDateGrpRepeating groupCount tag 42112—

              UnderlyingProvisionOptionExerciseFixedDateGrp definition & usage →

              1. 42112 NoUnderlyingProvisionOptionExerciseFixedDatesGroup count—
              2. 42113 UnderlyingProvisionOptionExerciseFixedDateLocalMktDate—

                Required if NoUnderlyingProvisionOptionExerciseFixedDates(42112) > 0.

              3. 42114 UnderlyingProvisionOptionExerciseFixedDateTypeint—

                When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

            4. 42116 UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriodint—

              Conditionally required when UnderlyingProvisionOptionExerciseEarliestDateUnit(42117) is specified.

            5. 42117 UnderlyingProvisionOptionExerciseEarliestDateOffsetUnitString—

              Conditionally required when UnderlyingProvisionOptionExerciseEasrliestDatePeriod(42116) is specified.

            6. 42118 UnderlyingProvisionOptionExerciseFrequencyPeriodint—

              Conditionally required when UnderlyingProvisionOptionExerciseFrequencyUnit(42119) is specified.

            7. 42119 UnderlyingProvisionOptionExerciseFrequencyUnitString—

              Conditionally required when UnderlyingProvisionOptionExerciseFrequencyPeriod(42118) is specified.

            8. 42120 UnderlyingProvisionOptionExerciseStartDateUnadjustedLocalMktDate—
            9. 42121 UnderlyingProvisionOptionExerciseStartDateRelativeToint—
            10. 42122 UnderlyingProvisionOptionExerciseStartDateOffsetPeriodint—

              Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetUnit(42123) is specified.

            11. 42123 UnderlyingProvisionOptionExerciseStartDateOffsetUnitString—

              Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetPeriod(42122) is specified.

            12. 42124 UnderlyingProvisionOptionExerciseStartDateOffsetDayTypeint—
            13. 42125 UnderlyingProvisionOptionExerciseStartDateAdjustedLocalMktDate—
            14. 42126 UnderlyingProvisionOptionExercisePeriodSkipint—
            15. 42127 UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjustedLocalMktDate—
            16. 42128 UnderlyingProvisionOptionExerciseBoundsLastDateUnadjustedLocalMktDate—
            17. 42129 UnderlyingProvisionOptionExerciseEarliestTimeLocalMktTime—
            18. 42130 UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenterString—
            19. 42131 UnderlyingProvisionOptionExerciseLatestTimeLocalMktTime—
            20. 42132 UnderlyingProvisionOptionExerciseLatestTimeBusinessCenterString—
          16. UnderlyingProvisionOptionExpirationDateComponent—

            UnderlyingProvisionOptionExpirationDate definition & usage →

            1. 42133 UnderlyingProvisionOptionExpirationDateUnadjustedLocalMktDate—
            2. 42134 UnderlyingProvisionOptionExpirationDateBusinessDayConventionint—

              When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option expiration date.

            3. UnderlyingProvisionOptionExpirationDateBusinessCenterGrpRepeating groupCount tag 42186—

              When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option expiration date.

              UnderlyingProvisionOptionExpirationDateBusinessCenterGrp definition & usage →

              1. 42186 NoUnderlyingProvisionOptionExpirationDateBusinessCentersGroup count—
              2. 42187 UnderlyingProvisionOptionExpirationDateBusinessCenterString—

                Required if NoUnderlyingProvisionOptionExpirationDateBusinessCenters(42186) > 0.

            4. 42135 UnderlyingProvisionOptionExpirationDateRelativeToint—
            5. 42136 UnderlyingProvisionOptionExpirationDateOffsetPeriodint—

              Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetUnit(42137) is specified.

            6. 42137 UnderlyingProvisionOptionExpirationDateOffsetUnitString—

              Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetPeriod(42136) is specified.

            7. 42138 UnderlyingProvisionOptionExpirationDateOffsetDayTypeint—
            8. 42139 UnderlyingProvisionOptionExpirationDateAdjustedLocalMktDate—
            9. 42140 UnderlyingProvisionOptionExpirationTimeLocalMktTime—
            10. 42141 UnderlyingProvisionOptionExpirationTimeBusinessCenterString—
          17. UnderlyingProvisionOptionRelevantUnderlyingDateComponent—

            UnderlyingProvisionOptionRelevantUnderlyingDate definition & usage →

            1. 42142 UnderlyingProvisionOptionRelevantUnderlyingDateUnadjustedLocalMktDate—
            2. 42143 UnderlyingProvisionOptionRelevantUnderlyingDateBizDayConventionint—

              When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option relevant underlying date.

            3. UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrpRepeating groupCount tag 42188—

              When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option relevant underlying date.

              UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp definition & usage →

              1. 42188 NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCentersGroup count—
              2. 42189 UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterString—

                Required if NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters(42188) > 0.

            4. 42144 UnderlyingProvisionOptionRelevantUnderlyingDateRelativeToint—
            5. 42145 UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriodint—

              Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified.

            6. 42146 UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnitString—

              Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified.

            7. 42147 UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayTypeint—
            8. 42148 UnderlyingProvisionOptionRelevantUnderlyingDateAdjustedLocalMktDate—
          18. 42159 UnderlyingProvisionOptionExerciseStyleint—
          19. 42160 UnderlyingProvisionOptionExerciseMultipleNotionalAmt—
          20. 42161 UnderlyingProvisionOptionExerciseMinimumNotionalAmt—
          21. 42162 UnderlyingProvisionOptionExerciseMaximumNotionalAmt—
          22. 42163 UnderlyingProvisionOptionMinimumNumberint—
          23. 42164 UnderlyingProvisionOptionMaximumNumberint—
          24. 42165 UnderlyingProvisionOptionExerciseConfirmationBoolean—
          25. UnderlyingProvisionCashSettlPaymentDatesComponent—

            UnderlyingProvisionCashSettlPaymentDates definition & usage →

            1. 42092 UnderlyingProvisionCashSettlPaymentDateBusinessDayConventionint—

              When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement payment date.

            2. UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrpRepeating groupCount tag 42180—

              When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement payment date.

              UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp definition & usage →

              1. 42180 NoUnderlyingProvisionCashSettlPaymentDateBusinessCentersGroup count—
              2. 42181 UnderlyingProvisionCashSettlPaymentDateBusinessCenterString—

                Required if NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters(42180) > 0.

            3. 42093 UnderlyingProvisionCashSettlPaymentDateRelativeToint—
            4. 42094 UnderlyingProvisionCashSettlPaymentDateOffsetPeriodint—

              Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetUnit(42095) is specified.

            5. 42095 UnderlyingProvisionCashSettlPaymentDateOffsetUnitString—

              Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetPeriod(42094) is specified.

            6. 42096 UnderlyingProvisionCashSettlPaymentDateOffsetDayTypeint—
            7. 42097 UnderlyingProvisionCashSettlPaymentDateRangeFirstLocalMktDate—
            8. 42098 UnderlyingProvisionCashSettlPaymentDateRangeLastLocalMktDate—
            9. UnderlyingProvisionCashSettlPaymentFixedDateGrpRepeating groupCount tag 42099—

              UnderlyingProvisionCashSettlPaymentFixedDateGrp definition & usage →

              1. 42099 NoUnderlyingProvisionCashSettlPaymentDatesGroup count—
              2. 42100 UnderlyingProvisionCashSettlPaymentDateLocalMktDate—

                Required if NoUnderlyingProvisionCashSettlPaymentDates (42099) > 0.

              3. 42101 UnderlyingProvisionCashSettlPaymentDateTypeint—

                When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

          26. 42166 UnderlyingProvisionCashSettlMethodint—
          27. 42167 UnderlyingProvisionCashSettlCurrencyCurrency—
          28. 42168 UnderlyingProvisionCashSettlCurrency2Currency—
          29. 42169 UnderlyingProvisionCashSettlQuoteTypeint—
          30. UnderlyingProvisionCashSettlQuoteSourceComponent—

            UnderlyingProvisionCashSettlQuoteSource definition & usage →

            1. 42102 UnderlyingProvisionCashSettlQuoteSourceint—
            2. 42103 UnderlyingProvisionCashSettlQuoteReferencePageString—
          31. 42170 UnderlyingProvisionTextString—
          32. 42171 EncodedUnderlyingProvisionTextLenLength—

            Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it.

          33. 42172 EncodedUnderlyingProvisionTextdata—

            Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field.

          34. UnderlyingProvisionPartiesRepeating groupCount tag 42173—

            UnderlyingProvisionParties definition & usage →

            1. 42173 NoUnderlyingProvisionPartyIDsGroup count—
            2. 42174 UnderlyingProvisionPartyIDString—

              Required if NoUnderlyingProvisionPartyIDs(42173) > 0.

            3. 42175 UnderlyingProvisionPartyIDSourcechar—

              Required if NoUnderlyingProvisionPartyIDs(42173) > 0.

            4. 42176 UnderlyingProvisionPartyRoleint—

              Required if NoUnderlyingProvisionPartyIDs(42173) > 0.

            5. 40918 UnderlyingProvisionPartyRoleQualifierint—
            6. UnderlyingProvisionPtysSubGrpRepeating groupCount tag 42177—

              UnderlyingProvisionPtysSubGrp definition & usage →

              1. 42177 NoUnderlyingProvisionPartySubIDsGroup count—
              2. 42178 UnderlyingProvisionPartySubIDString—

                Required if NoUnderlyingProvisionPartySubIDs(42177) > 0.

              3. 42179 UnderlyingProvisionPartySubIDTypeint—

                Required if NoUnderlyingProvisionPartySubIDs(42177) > 0.

        196. UnderlyingAdditionalTermGrpRepeating groupCount tag 42036—

          UnderlyingAdditionalTermGrp definition & usage →

          1. 42036 NoUnderlyingAdditionalTermsGroup count—
          2. 42037 UnderlyingAdditionalTermConditionPrecedentBondIndicatorBoolean—

            Required if NoUnderlyingAdditionalTerms(42036) > 0.

          3. 42038 UnderlyingAdditionalTermDiscrepancyClauseIndicatorBoolean—
          4. UnderlyingAdditionalTermBondRefGrpRepeating groupCount tag 41340—

            UnderlyingAdditionalTermBondRefGrp definition & usage →

            1. 41340 NoUnderlyingAdditionalTermBondRefsGroup count—
            2. 41341 UnderlyingAdditionalTermBondSecurityIDString—

              Required if NoUnderlyingAdditionalTermBondRefs(41340) > 0.

            3. 41701 UnderlyingAdditionalTermBondSecurityIDSourceString—

              Conditionally required when UnderlyingAdditionalTermBondSecurityID(41341) is specified.

            4. 41709 UnderlyingAdditionalTermBondDescString—
            5. 41710 EncodedUnderlyingAdditionalTermBondDescLenLength—

              Must be set if EncodedUnderlyingAdditionalTermBondDesc(41711) field is specified and must immediately precede it.

            6. 41711 EncodedUnderlyingAdditionalTermBondDescdata—

              Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding(347) field.

            7. 41712 UnderlyingAdditionalTermBondCurrencyCurrency—
            8. 42017 UnderlyingAdditionalTermBondIssuerString—
            9. 42025 EncodedUnderlyingAdditionalTermBondIssuerLenLength—

              Must be set if EncodedUnderlyingAdditionalTermBondIssuer(42026) field is specified and must immediately precede it.

            10. 42026 EncodedUnderlyingAdditionalTermBondIssuerdata—

              Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding(347) field.

            11. 42027 UnderlyingAdditionalTermBondSeniorityString—
            12. 42028 UnderlyingAdditionalTermBondCouponTypeint—
            13. 42029 UnderlyingAdditionalTermBondCouponRatePercentage—
            14. 42030 UnderlyingAdditionalTermBondMaturityDateLocalMktDate—
            15. 42031 UnderlyingAdditionalTermBondParValueAmt—
            16. 42032 UnderlyingAdditionalTermBondCurrentTotalIssuedAmountAmt—
            17. 42033 UnderlyingAdditionalTermBondCouponFrequencyPeriodint—

              Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyUnit(42034) is specified.

            18. 42034 UnderlyingAdditionalTermBondCouponFrequencyUnitString—

              Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyPeriod(42033) is specified.

            19. 42035 UnderlyingAdditionalTermBondDayCountint—
        197. UnderlyingProtectionTermGrpRepeating groupCount tag 42068—

          UnderlyingProtectionTermGrp definition & usage →

          1. 42068 NoUnderlyingProtectionTermsGroup count—
          2. 42069 UnderlyingProtectionTermNotionalAmt—

            Required if NoUnderlyingProtectionTerms(42068) > 0.

          3. 42070 UnderlyingProtectionTermCurrencyCurrency—
          4. 42071 UnderlyingProtectionTermSellerNotifiesBoolean—
          5. 42072 UnderlyingProtectionTermBuyerNotifiesBoolean—
          6. 42073 UnderlyingProtectionTermEventBusinessCenterString—
          7. 42074 UnderlyingProtectionTermStandardSourcesBoolean—
          8. 42075 UnderlyingProtectionTermEventMinimumSourcesint—
          9. UnderlyingProtectionTermEventNewsSourceGrpRepeating groupCount tag 42090—

            UnderlyingProtectionTermEventNewsSourceGrp definition & usage →

            1. 42090 NoUnderlyingProtectionTermEventNewsSourcesGroup count—
            2. 42091 UnderlyingProtectionTermEventNewsSourceString—

              Required if NoUnderlyingProtectionTermEventNewsSources(42090) > 0.

          10. UnderlyingProtectionTermEventGrpRepeating groupCount tag 42077—

            UnderlyingProtectionTermEventGrp definition & usage →

            1. 42077 NoUnderlyingProtectionTermEventsGroup count—
            2. 42078 UnderlyingProtectionTermEventTypeString—

              Required if NoUnderlyingProtectionTermEvents (42077) > 0.

            3. 42079 UnderlyingProtectionTermEventValueString—
            4. 42080 UnderlyingProtectionTermEventCurrencyCurrency—
            5. 42081 UnderlyingProtectionTermEventPeriodint—

              Conditionally required when UnderlyingProtectionTermEventUnit(42082) is specified.

            6. 42082 UnderlyingProtectionTermEventUnitString—

              Conditionally required when UnderlyingProtectionTermEventPeriod(42081) is specified.

            7. 42083 UnderlyingProtectionTermEventDayTypeint—
            8. 42084 UnderlyingProtectionTermEventRateSourceString—
            9. UnderlyingProtectionTermEventQualifierGrpRepeating groupCount tag 42085—

              UnderlyingProtectionTermEventQualifierGrp definition & usage →

              1. 42085 NoUnderlyingProtectionTermEventQualifiersGroup count—
              2. 42086 UnderlyingProtectionTermEventQualifierchar—

                Required if NoUnderlyingProtectionTermEventQualifiers(42085) > 0.

          11. UnderlyingProtectionTermObligationGrpRepeating groupCount tag 42087—

            UnderlyingProtectionTermObligationGrp definition & usage →

            1. 42087 NoUnderlyingProtectionTermObligationsGroup count—
            2. 42088 UnderlyingProtectionTermObligationTypeString—

              Required if NoUnderlyingProtectionTermObligations(42087) > 0.

            3. 42089 UnderlyingProtectionTermObligationValueString—
          12. 42076 UnderlyingProtectionTermXIDXID—
        198. UnderlyingCashSettlTermGrpRepeating groupCount tag 42041—

          UnderlyingCashSettlTermGrp definition & usage →

          1. 42041 NoUnderlyingCashSettlTermsGroup count—
          2. 42042 UnderlyingCashSettlCurrencyCurrency—

            Required if NoUnderlyingCashSettlTerms(42041) > 0.

          3. 42043 UnderlyingCashSettlValuationFirstBusinessDayOffsetint—
          4. 42044 UnderlyingCashSettlValuationSubsequentBusinessDaysOffsetint—
          5. 42045 UnderlyingCashSettlNumOfValuationDatesint—
          6. 42046 UnderlyingCashSettlValuationTimeLocalMktTime—
          7. 42047 UnderlyingCashSettlBusinessCenterString—
          8. 42048 UnderlyingCashSettlQuoteMethodint—
          9. 42049 UnderlyingCashSettlQuoteAmountAmt—
          10. 42050 UnderlyingCashSettlQuoteCurrencyCurrency—
          11. 42051 UnderlyingCashSettlMinimumQuoteAmountAmt—
          12. 42052 UnderlyingCashSettlMinimumQuoteCurrencyCurrency—
          13. UnderlyingCashSettlDealerGrpRepeating groupCount tag 42039—

            UnderlyingCashSettlDealerGrp definition & usage →

            1. 42039 NoUnderlyingCashSettlDealersGroup count—
            2. 42040 UnderlyingCashSettlDealerString—

              Required if NoUnderlyingCashSettlDealers(42039) > 0.

          14. 42797 UnderlyingCashSettlPriceSourceString—
          15. 42798 UnderlyingCashSettlPriceDefaultint—
          16. 42053 UnderlyingCashSettlBusinessDaysint—
          17. 42054 UnderlyingCashSettlAmountAmt—
          18. UnderlyingCashSettlDateComponent—

            UnderlyingCashSettlDate definition & usage →

            1. 42790 UnderlyingCashSettlDateUnadjustedLocalMktDate—
            2. 42791 UnderlyingCashSettlDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision.

            3. UnderlyingCashSettlDateBusinessCenterGrpRepeating groupCount tag 42788—

              When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision.

              UnderlyingCashSettlDateBusinessCenterGrp definition & usage →

              1. 42788 NoUnderlyingCashSettlDateBusinessCentersGroup count—
              2. 42789 UnderlyingCashSettlDateBusinessCenterString—

                Required if NoUnderlyingCashSettlDateBusinessCenters(42788) > 0.

            4. 42792 UnderlyingCashSettlDateRelativeToint—
            5. 42793 UnderlyingCashSettlDateOffsetPeriodint—

              Conditionally required when UnderlyingCashSettlDateOffsetUnit(42794) is specified.

            6. 42794 UnderlyingCashSettlDateOffsetUnitString—

              Conditionally required when UnderlyingCashSettlDateOffsetPeriod(42793) is specified.

            7. 42795 UnderlyingCashSettlDateOffsetDayTypeint—
            8. 42796 UnderlyingCashSettlDateAdjustedLocalMktDate—
          19. 42055 UnderlyingCashSettlRecoveryFactorfloat—
          20. 42056 UnderlyingCashSettlFixedTermIndicatorBoolean—
          21. 42057 UnderlyingCashSettlAccruedInterestIndicatorBoolean—
          22. 42058 UnderlyingCashSettlValuationMethodint—
          23. 42059 UnderlyingCashSettlTermXIDXID—
        199. UnderlyingPhysicalSettlTermGrpRepeating groupCount tag 42060—

          UnderlyingPhysicalSettlTermGrp definition & usage →

          1. 42060 NoUnderlyingPhysicalSettlTermsGroup count—
          2. UnderlyingPhysicalSettlDeliverableObligationGrpRepeating groupCount tag 42065—

            Required if NoUnderlyingPhysicalSettlTerms(42060) > 0.

            UnderlyingPhysicalSettlDeliverableObligationGrp definition & usage →

            1. 42065 NoUnderlyingPhysicalSettlDeliverableObligationsGroup count—
            2. 42066 UnderlyingPhysicalSettlDeliverableObligationTypeString—

              Required if NoUnderlyingPhysicalSettlDeliverableObligations(42065) > 0.

            3. 42067 UnderlyingPhysicalSettlDeliverableObligationValueString—
          3. 42061 UnderlyingPhysicalSettlCurrencyCurrency—
          4. 42062 UnderlyingPhysicalSettlBusinessDaysint—
          5. 42063 UnderlyingPhysicalSettlMaximumBusinessDaysint—
          6. 42064 UnderlyingPhysicalSettlTermXIDXID—
        200. UnderlyingRateSpreadScheduleComponent—

          UnderlyingRateSpreadSchedule definition & usage →

          1. 43004 UnderlyingRateSpreadInitialValuefloat—
          2. UnderlyingRateSpreadStepGrpRepeating groupCount tag 43005—

            UnderlyingRateSpreadStepGrp definition & usage →

            1. 43005 NoUnderlyingRateSpreadStepsGroup count—
            2. 43006 UnderlyingRateSpreadStepDateLocalMktDate—

              Required if NoUnderlyingRateSpreadSteps(43005) > 0.

            3. 43007 UnderlyingRateSpreadStepValuefloat—

              Required if NoUnderlyingRateSpreadSteps(43005) > 0.

        201. UnderlyingDividendPayoutComponent—

          UnderlyingDividendPayout definition & usage →

          1. 42860 UnderlyingDividendPayoutRatiofloat—
          2. 42861 UnderlyingDividendPayoutConditionsString—
          3. UnderlyingDividendPaymentGrpRepeating groupCount tag 42855—

            UnderlyingDividendPaymentGrp definition & usage →

            1. 42855 NoUnderlyingDividendPaymentsGroup count—
            2. 42856 UnderlyingDividendPaymentDateLocalMktDate—

              Required if NoUnderlyingDividendPayments (42855) > 0.

            3. 42857 UnderlyingDividendPaymentAmountAmt—

              Required if NoUnderlyingDividendPayments (42855) > 0.

            4. 42858 UnderlyingDividendPaymentCurrencyCurrency—
            5. 42859 UnderlyingDividendAccruedInterestAmt—
        202. UnderlyingExtraordinaryEventGrpRepeating groupCount tag 42884—

          UnderlyingExtraordinaryEventGrp definition & usage →

          1. 42884 NoUnderlyingExtraordinaryEventsGroup count—
          2. 42885 UnderlyingExtraordinaryEventTypeString—

            Required if NoUnderlyingExtraordinaryEvents(42884) > 0.

          3. 42886 UnderlyingExtraordinaryEventValueString—

            Required if NoUnderlyingExtraordinaryEvents(42884) > 0.

        203. 2624 UnderlyingExtraordinaryEventAdjustmentMethodint—
        204. 2625 UnderlyingExchangeLookAlikeBoolean—
        205. 2626 UnderlyingAverageVolumeLimitationPercentageAmt—
        206. 2627 UnderlyingAverageVolumeLimitationPeriodDaysint—
        207. 2628 UnderlyingDepositoryReceiptIndicatorBoolean—
        208. 2629 UnderlyingOpenUnitsQty—
        209. 2630 UnderlyingBasketDivisorfloat—
        210. 2631 UnderlyingInstrumentXIDXID—
    14. InstrmtLegGrpRepeating groupCount tag 555—

      InstrmtLegGrp definition & usage →

      1. 555 NoLegsGroup count—

        Number of legs

      2. InstrumentLegComponent—

        Required if NoLegs(555) > 0.

        InstrumentLeg definition & usage →

        1. 600 LegSymbolString—

          Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)

          Use "[N/A]" for products which do not have a symbol.

          Required if the InstrumentLeg component is marked as required where the component is used.

        2. 601 LegSymbolSfxString—
        3. 602 LegSecurityIDString—
        4. 603 LegSecurityIDSourceString—
        5. LegSecAltIDGrpRepeating groupCount tag 604—

          LegSecAltIDGrp definition & usage →

          1. 604 NoLegSecurityAltIDGroup count—
          2. 605 LegSecurityAltIDString—
          3. 606 LegSecurityAltIDSourceString—
          4. 2958 LegSymbolPositionNumberint—
        6. 1788 LegIDString—

          Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID(654) whenever only a simple leg reference is allowed or needed.

        7. 607 LegProductint—
        8. 1594 LegSecurityGroupString—
        9. 608 LegCFICodeString—
        10. 2893 LegUPICodeString—
        11. 609 LegSecurityTypeString—
        12. 764 LegSecuritySubTypeString—
        13. 610 LegMaturityMonthYearMonthYear—
        14. 611 LegMaturityDateLocalMktDate—
        15. 1212 LegMaturityTimeTZTimeOnly—
        16. 2986 LegMaturityFrequencyUnitString—

          Conditionally required when LegMaturityFrequencyPeriod(2987) is specified.

        17. 2987 LegMaturityFrequencyPeriodint—

          Conditionally required when LegMaturityFrequencyUnit(2986) is specified and the value is not EOM (End of Month) or F (Flexible).

        18. 2146 LegSettleOnOpenFlagString—
        19. 2147 LegInstrmtAssignmentMethodchar—
        20. 2148 LegSecurityStatusString—
        21. 248 LegCouponPaymentDateLocalMktDate—
        22. 2149 LegRestructuringTypeString—
        23. 2150 LegSeniorityString—
        24. 2151 LegNotionalPercentageOutstandingPercentage—
        25. 2152 LegOriginalNotionalPercentageOutstandingPercentage—
        26. 2153 LegAttachmentPointPercentage—
        27. 2154 LegDetachmentPointPercentage—
        28. 2155 LegObligationTypeString—
        29. 2348 LegAssetGroupint—
        30. 2067 LegAssetClassint—

          Required if LegAssetSubClass(2068) is specified.

        31. 2068 LegAssetSubClassint—

          Required if LegAssetType(2069) is specified.

        32. 2069 LegAssetTypeString—

          Required if LegAssetSubType(2739) is specified.

        33. 2739 LegAssetSubTypeString—
        34. LegSecondaryAssetGrpRepeating groupCount tag 2076—

          LegSecondaryAssetGrp definition & usage →

          1. 2076 NoLegSecondaryAssetClassesGroup count—
          2. 2077 LegSecondaryAssetClassint—

            Required if NoLegSecondaryAssetClasses(2076) > 0.

          3. 2078 LegSecondaryAssetSubClassint—

            Required if LegSecondaryAssetType(2079) is specified.

          4. 2079 LegSecondaryAssetTypeString—

            Required if LegSecondaryAssetSubType(2743) is specified.

          5. 2743 LegSecondaryAssetSubTypeString—
        35. LegAssetAttributeGrpRepeating groupCount tag 2308—

          LegAssetAttributeGrp definition & usage →

          1. 2308 NoLegAssetAttributesGroup count—
          2. 2309 LegAssetAttributeTypeString—

            Required if NoLegAssetAttributes(2308) > 0.

          3. 2310 LegAssetAttributeValueString—
          4. 2311 LegAssetAttributeLimitString—
        36. 2070 LegSwapClassString—
        37. 2156 LegSwapSubClassString—
        38. 2157 LegNthToDefaultint—

          Conditionally required when LegMthToDefault(2158) is specified.

        39. 2158 LegMthToDefaultint—
        40. 2159 LegSettledEntityMatrixSourceString—
        41. 2160 LegSettledEntityMatrixPublicationDateLocalMktDate—
        42. 2161 LegCouponTypeint—
        43. 2162 LegTotalIssuedAmountAmt—
        44. 2163 LegCouponFrequencyPeriodint—

          Conditionally required when LegCouponFreqUnit(2164) is specified.

        45. 2164 LegCouponFrequencyUnitString—

          Conditionally required when LegCouponFreqPeriod(2163) is specified.

        46. 2165 LegCouponDayCountint—
        47. 2880 LegCouponOtherDayCountString—
        48. 2166 LegConvertibleBondEquityIDString—
        49. 2167 LegConvertibleBondEquityIDSourceString—

          Conditionally required when LegConvertibleBondEquityID(2166) is specified.

        50. 2168 LegContractPriceRefMonthMonthYear—
        51. 2169 LegLienSeniorityint—
        52. 2170 LegLoanFacilityint—
        53. 2171 LegReferenceEntityTypeint—
        54. 2172 LegIndexSeriesint—
        55. 2173 LegIndexAnnexVersionint—
        56. 2174 LegIndexAnnexDateLocalMktDate—
        57. 2175 LegIndexAnnexSourceString—
        58. 2176 LegSettlRateIndexString—
        59. 2177 LegSettlRateIndexLocationString—
        60. 2178 LegOptionExpirationDescString—
        61. 2179 EncodedLegOptionExpirationDescLenLength—

          Must be set if EncodedLegOptionExpirationDesc(2180) field is specified and must immediately precede it.

        62. 2180 EncodedLegOptionExpirationDescdata—

          Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field.

        63. 249 LegIssueDateLocalMktDate—
        64. 250 LegRepoCollateralSecurityTypeDeprecated FIX.4.4String—
        65. 251 LegRepurchaseTermDeprecated FIX.4.4int—
        66. 252 LegRepurchaseRateDeprecated FIX.4.4Percentage—
        67. 253 LegFactorfloat—
        68. 257 LegCreditRatingString—
        69. 599 LegInstrRegistryString—
        70. 596 LegCountryOfIssueCountry—
        71. 597 LegStateOrProvinceOfIssueString—
        72. 598 LegLocaleOfIssueString—
        73. 254 LegRedemptionDateDeprecated FIX.4.4LocalMktDate—
        74. 612 LegStrikePricePrice—
        75. 942 LegStrikeCurrencyCurrency—
        76. 2908 LegStrikeCurrencyCodeSourceString—
        77. 2181 LegStrikeMultiplierfloat—
        78. 2182 LegStrikeValuefloat—
        79. 2183 LegStrikeUnitOfMeasureString—
        80. 2184 LegStrikeIndexString—
        81. 2604 LegStrikeIndexCurvePointString—
        82. 2185 LegStrikeIndexSpreadPriceOffset—
        83. 2605 LegStrikeIndexQuoteint—
        84. 2186 LegStrikePriceDeterminationMethodint—
        85. 2187 LegStrikePriceBoundaryMethodint—

          When specified, LegPutOrCall(1358), LegStrikePrice(612), and LegStrikePriceBoundaryPrecision(2188) must also be specified.

        86. 2188 LegStrikePriceBoundaryPrecisionPercentage—
        87. 2189 LegUnderlyingPriceDeterminationMethodint—
        88. 613 LegOptAttributechar—
        89. 614 LegContractMultiplierfloat—
        90. 1436 LegContractMultiplierUnitint—
        91. 2354 LegTradingUnitPeriodMultiplierint—
        92. 1440 LegFlowScheduleTypeint—
        93. 2190 LegMinPriceIncrementfloat—
        94. 2191 LegMinPriceIncrementAmountAmt—
        95. 999 LegUnitOfMeasureString—
        96. 1224 LegUnitOfMeasureQtyQty—
        97. 1720 LegUnitOfMeasureCurrencyCurrency—
        98. 2909 LegUnitOfMeasureCurrencyCodeSourceString—
        99. 1421 LegPriceUnitOfMeasureString—
        100. 1422 LegPriceUnitOfMeasureQtyQty—
        101. 1721 LegPriceUnitOfMeasureCurrencyCurrency—
        102. 2910 LegPriceUnitOfMeasureCurrencyCodeSourceString—
        103. 2192 LegSettlMethodString—
        104. 1001 LegTimeUnitString—

          Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

        105. 1420 LegExerciseStyleint—
        106. 2193 LegOptPayoutTypeint—
        107. 2194 LegOptPayoutAmountAmt—

          Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary).

        108. 2755 LegReturnTriggerint—
        109. 2195 LegPriceQuoteMethodString—
        110. 2196 LegValuationMethodString—
        111. 2197 LegValuationSourceString—
        112. 2198 LegValuationReferenceModelString—
        113. 1528 LegPriceQuoteCurrencyCurrency—
        114. 2911 LegPriceQuoteCurrencyCodeSourceString—
        115. 2199 LegListMethodint—
        116. 2200 LegCapPricePrice—
        117. 2201 LegFloorPricePrice—
        118. 2202 LegFlexibleIndicatorBoolean—
        119. 2203 LegFlexProductEligibilityIndicatorBoolean—
        120. 615 LegCouponRatePercentage—
        121. 616 LegSecurityExchangeExchange—
        122. 2205 LegPositionLimitint—
        123. 2206 LegNTPositionLimitint—
        124. 617 LegIssuerString—
        125. 618 EncodedLegIssuerLenLength—

          Must be set if EncodedLegIssuer(619) field is specified and must immediately precede it.

        126. 619 EncodedLegIssuerdata—

          Encoded (non-ASCII characters) representation of the LegIssuer(617) field in the encoded format specified via the MessageEncoding(347) field.

        127. 2740 LegFinancialInstrumentShortNameString—
        128. 2717 LegFinancialInstrumentFullNameString—
        129. 2718 EncodedLegFinancialInstrumentFullNameLenLength—

          Must be set if EncodedLegFinancialInstrumentFullName(2719) field is specified and must immediately precede it.

        130. 2719 EncodedLegFinancialInstrumentFullNamedata—

          Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field.

        131. 620 LegSecurityDescString—
        132. 621 EncodedLegSecurityDescLenLength—

          Must be set if LegEncodedSecurityDesc(622) field is specified and must immediately precede it.

        133. 622 EncodedLegSecurityDescdata—

          Encoded (non-ASCII characters) representation of the LegSecurityDesc(620) field in the encoded format specified via the MessageEncoding(347) field.

        134. LegSecurityXMLComponent—

          Embedded XML document describing the leg instrument.

          LegSecurityXML definition & usage →

          1. 1871 LegSecurityXMLLenLength—

            Must be provided if LegSecurityXML(1872) field is specified and must immediately precede it.

          2. 1872 LegSecurityXMLXMLData—
          3. 1873 LegSecurityXMLSchemaString—
        135. 2207 LegCPProgramint—
        136. 2208 LegCPRegTypeString—
        137. 623 LegRatioQtyfloat—

          Specific to the <InstrumentLeg> (not in <Instrument>)

        138. 624 LegSidechar—

          Specific to the <InstrumentLeg> (not in <Instrument>)

        139. 556 LegCurrencyCurrency—

          Specific to the <InstrumentLeg> (not in <Instrument>)

        140. 2898 LegCurrencyCodeSourceString—
        141. 740 LegPoolString—

          Identifies MBS / ABS pool

        142. 739 LegDatedDateLocalMktDate—
        143. 955 LegContractSettlMonthMonthYear—
        144. 956 LegInterestAccrualDateLocalMktDate—
        145. 1358 LegPutOrCallint—

          Used to express option right

        146. 2682 LegInTheMoneyConditionint—

          Used to express in-the-moneyness behavior in general terms for the option without the use of LegStrikePrice(612) and LegPutOrCall(1358).

        147. 2686 LegContraryInstructionEligibilityIndicatorBoolean—
        148. 1017 LegOptionRatiofloat—

          LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

        149. 566 LegPricePrice—

          Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

        150. LegEvntGrpRepeating groupCount tag 2059—

          LegEvntGrp definition & usage →

          1. 2059 NoLegEventsGroup count—
          2. 2060 LegEventTypeint—

            Required if NoLegEvents(2059) > 0.

          3. 2061 LegEventDateLocalMktDate—

            Conditionally required when LegEventTime(2062) is specified.

          4. 2062 LegEventTimeUTCTimestamp—
          5. 2063 LegEventTimeUnitString—

            Conditionally required when LegEventTimePeriod(2064) is specified.

          6. 2064 LegEventTimePeriodint—

            Conditionally required when LegEventTimeUnit(2063) is specified.

          7. 2341 LegEventMonthYearMonthYear—
          8. 2065 LegEventPxPrice—
          9. 2066 LegEventTextString—
          10. 2074 EncodedLegEventTextLenLength—

            Must be set if EncodedLegEventText(2075) field is specified and must immediately precede it.

          11. 2075 EncodedLegEventTextdata—

            Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding(347) field.

        151. LegInstrumentPartiesRepeating groupCount tag 2254—

          LegInstrumentParties definition & usage →

          1. 2254 NoLegInstrumentPartiesGroup count—

            Repeating group below should contain unique combinations of LegInstrumentPartyID(2255), LegInstrumentPartyIDSource(2256) and LegInstrumentPartyRole(2257).

          2. 2255 LegInstrumentPartyIDString—

            Used to identify the source of PartyID. Required if LegInstrumentPartyIDSource(2256) is specified. Required if NoLegInstrumentParties(2254) > 0.

          3. 2256 LegInstrumentPartyIDSourcechar—

            Used to identify class source of LegInstrumentPartyID(2255) value (e.g. BIC). Required if LegInstrumentPartyID(2255) is specified. Required if NoLegInstrumentParties(2254) > 0.

          4. 2257 LegInstrumentPartyRoleint—

            Identifies the type of LegInstrumentPartyID(2255) (e.g. Executing Broker). Required if NoLegInstrumentParties(2254) > 0.

          5. 2379 LegInstrumentPartyRoleQualifierint—
          6. LegInstrumentPtysSubGrpRepeating groupCount tag 2258—

            Repeating group of party sub-identifiers.

            LegInstrumentPtysSubGrp definition & usage →

            1. 2258 NoLegInstrumentPartySubIDsGroup count—
            2. 2259 LegInstrumentPartySubIDString—

              Required if NoLegInstrumentPartySubIDs(2258) > 0.

            3. 2260 LegInstrumentPartySubIDTypeint—
        152. 2209 LegShortSaleRestrictionint—
        153. LegComplexEventsRepeating groupCount tag 2218—

          LegComplexEvents definition & usage →

          1. 2218 NoLegComplexEventsGroup count—
          2. 2219 LegComplexEventTypeint—

            Required if NoLegComplexEvents(2218)) > 0.

          3. 2220 LegComplexOptPayoutPaySideint—
          4. 2221 LegComplexOptPayoutReceiveSideint—
          5. 2222 LegComplexOptPayoutUnderlierString—
          6. 2223 LegComplexOptPayoutAmountAmt—
          7. 2224 LegComplexOptPayoutPercentagePercentage—
          8. 2225 LegComplexOptPayoutTimeint—
          9. 2226 LegComplexOptPayoutCurrencyCurrency—
          10. 2944 LegComplexOptPayoutCurrencyCodeSourceString—
          11. 2227 LegComplexEventPricePrice—
          12. 2228 LegComplexEventPricePercentagePercentage—
          13. 2229 LegComplexEventPriceBoundaryMethodint—
          14. 2230 LegComplexEventPriceBoundaryPrecisionPercentage—
          15. 2231 LegComplexEventPriceTimeTypeint—
          16. 2232 LegComplexEventConditionint—

            Conditionally required when there are more than one LegComplexEvents occurrences. A chain of LegComplexEvents must be linked together through use of the LegComplexEventCondition(2232) in which the relationship between any two events is described. For any two LegComplexEvents the first occurrence will specify the LegComplexEventCondition(2232) which links it with the second event.

          17. LegComplexEventDatesRepeating groupCount tag 2250—

            LegComplexEventDates definition & usage →

            1. 2250 NoLegComplexEventDatesGroup count—
            2. 2251 LegComplexEventStartDateUTCDateOnly—

              Required if NoLegComplexEventDates(2250) > 0.

            3. 2252 LegComplexEventEndDateUTCDateOnly—

              Required if NoLegComplexEventDates(2250) > 0.

            4. LegComplexEventTimesRepeating groupCount tag 2253—

              LegComplexEventTimes definition & usage →

              1. 2253 NoLegComplexEventTimesGroup count—
              2. 2204 LegComplexEventStartTimeUTCTimeOnly—

                Required if NoLegComplexEventTimes(2253) > 0.

              3. 2247 LegComplexEventEndTimeUTCTimeOnly—

                Required if NoLegComplexEventTimes(2253) > 0.

          18. 2233 LegComplexEventCurrencyOneCurrency—
          19. 2945 LegComplexEventCurrencyOneCodeSourceString—
          20. 2234 LegComplexEventCurrencyTwoCurrency—
          21. 2946 LegComplexEventCurrencyTwoCodeSourceString—
          22. 2235 LegComplexEventQuoteBasisint—
          23. 2236 LegComplexEventFixedFXRatefloat—
          24. 2409 LegComplexEventSpotRatePrice—
          25. 2410 LegComplexEventForwardPointsPriceOffset—
          26. 2237 LegComplexEventDeterminationMethodString—
          27. 2238 LegComplexEventCalculationAgentint—
          28. 2239 LegComplexEventStrikePricePrice—
          29. 2240 LegComplexEventStrikeFactorfloat—
          30. 2241 LegComplexEventStrikeNumberOfOptionsint—
          31. LegComplexEventRateSourceGrpRepeating groupCount tag 41382—

            LegComplexEventRateSourceGrp definition & usage →

            1. 41382 NoLegComplexEventRateSourcesGroup count—
            2. 41383 LegComplexEventRateSourceint—

              Required if NoLegComplexEventRateSources(41382) > 0.

            3. 41384 LegComplexEventRateSourceTypeint—

              Required if NoLegComplexEventRateSources(41382) > 0.

            4. 41385 LegComplexEventReferencePageString—

              Conditionally required when LegComplexEventRateSource(41383) = 99 (Other).

            5. 41386 LegComplexEvenReferencePageHeadingString—
          32. LegComplexEventRelativeDateComponent—

            LegComplexEventRelativeDate definition & usage →

            1. 41389 LegComplexEventDateUnadjustedLocalMktDate—
            2. 41390 LegComplexEventDateRelativeToint—
            3. 41391 LegComplexEventDateOffsetPeriodint—

              Conditionally required when LegComplexEventDateOffsetUnit(41392) is specified.

            4. 41392 LegComplexEventDateOffsetUnitString—

              Conditionally required when LegComplexEventDateOffsetPeriod(41391) is specified.

            5. 41393 LegComplexEventDateOffsetDayTypeint—
            6. 41394 LegComplexEventDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates.

            7. LegComplexEventDateBusinessCenterGrpRepeating groupCount tag 41387—

              When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates.

              LegComplexEventDateBusinessCenterGrp definition & usage →

              1. 41387 NoLegComplexEventDateBusinessCentersGroup count—
              2. 41388 LegComplexEventDateBusinessCenterString—

                Required if NoLegComplexEventDateBusinessCenters(41387) > 0.

            8. 41395 LegComplexEventDateAdjustedLocalMktDate—
            9. 41396 LegComplexEventFixingTimeLocalMktTime—
            10. 41397 LegComplexEventFixingTimeBusinessCenterString—
          33. LegComplexEventPeriodGrpRepeating groupCount tag 41379—

            LegComplexEventPeriodGrp definition & usage →

            1. 41379 NoLegComplexEventPeriodsGroup count—
            2. 41380 LegComplexEventPeriodTypeint—

              Required if NoLegComplexEventPeriods(41379) > 0.

            3. 41381 LegComplexEventBusinessCenterString—
            4. LegComplexEventScheduleGrpRepeating groupCount tag 41400—

              LegComplexEventScheduleGrp definition & usage →

              1. 41400 NoLegComplexEventSchedulesGroup count—
              2. 41401 LegComplexEventScheduleStartDateLocalMktDate—

                Required if NoLegComplexEventScedules(41400) > 0.

              3. 41402 LegComplexEventScheduleEndDateLocalMktDate—
              4. 41403 LegComplexEventScheduleFrequencyPeriodint—

                Conditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified.

              5. 41404 LegComplexEventScheduleFrequencyUnitString—

                Conditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified.

              6. 41405 LegComplexEventScheduleRollConventionString—

                When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration dates and times.

            5. LegComplexEventPeriodDateGrpRepeating groupCount tag 41376—

              LegComplexEventPeriodDateGrp definition & usage →

              1. 41376 NoLegComplexEventPeriodDateTimesGroup count—
              2. 41377 LegComplexEventPeriodDateLocalMktDate—

                Required if NoLegComplexEventPeriodDateTimes(41376) > 0.

              3. 41378 LegComplexEventPeriodTimeLocalMktTime—
            6. LegComplexEventAveragingObservationGrpRepeating groupCount tag 41363—

              LegComplexEventAveragingObservationGrp definition & usage →

              1. 41363 NoLegComplexEventAveragingObservationsGroup count—
              2. 41364 LegComplexEventAveragingObservationNumberint—

                Required if NoLegComplexEventAveragingObservations(41363) > 0.

              3. 41365 LegComplexEventAveragingWeightfloat—
          34. 2242 LegComplexEventCreditEventsXIDRefXIDREF—
          35. 2243 LegComplexEventCreditEventNotifyingPartyint—
          36. 2244 LegComplexEventCreditEventBusinessCenterString—
          37. 2245 LegComplexEventCreditEventStandardSourcesBoolean—
          38. 2246 LegComplexEventCreditEventMinimumSourcesint—
          39. LegComplexEventCreditEventSourceGrpRepeating groupCount tag 41398—

            LegComplexEventCreditEventSourceGrp definition & usage →

            1. 41398 NoLegComplexEventCreditEventSourcesGroup count—
            2. 41399 LegComplexEventCreditEventSourceString—

              Required if NoLegComplexEventCreditEventSources(41398) > 0.

          40. LegComplexEventCreditEventGrpRepeating groupCount tag 41366—

            LegComplexEventCreditEventGrp definition & usage →

            1. 41366 NoLegComplexEventCreditEventsGroup count—
            2. 41367 LegComplexEventCreditEventTypeString—

              Required if NoLegComplexEventCreditEvents(41366) > 0.

            3. 41368 LegComplexEventCreditEventValueString—
            4. 41369 LegComplexEventCreditEventCurrencyCurrency—
            5. 41370 LegComplexEventCreditEventPeriodint—

              Conditionally required when LegComplexEventCreditEventUnit(41371) is specified.

            6. 41371 LegComplexEventCreditEventUnitString—

              Conditionally required when LegComplexEventCreditEventPeriod(41370) is specified.

            7. 41372 LegComplexEventCreditEventDayTypeint—
            8. 41373 LegComplexEventCreditEventRateSourceint—
            9. LegComplexEventCreditEventQualifierGrpRepeating groupCount tag 41374—

              LegComplexEventCreditEventQualifierGrp definition & usage →

              1. 41374 NoLegComplexEventCreditEventQualifiersGroup count—
              2. 41375 LegComplexEventCreditEventQualifierchar—

                Required if NoLegComplexEventCreditEventQualifiers(41374) > 0.

          41. 2608 LegComplexEventFuturesPriceValuationBoolean—
          42. 2609 LegComplexEventOptionsPriceValuationBoolean—
          43. 2610 LegComplexEventPVFinalPriceElectionFallbackint—
          44. 2248 LegComplexEventXIDXID—
          45. 2249 LegComplexEventXIDRefXIDREF—
        154. 2211 LegStrategyTypeString—
        155. 2212 LegCommonPricingIndicatorBoolean—
        156. 2213 LegSettlDisruptionProvisionint—
        157. 2754 LegDeliveryRouteOrCharterString—
        158. 2214 LegInstrumentRoundingDirectionchar—
        159. 2215 LegInstrumentRoundingPrecisionint—
        160. LegDateAdjustmentComponent—

          LegDateAdjustment definition & usage →

          1. 40925 LegBusinessDayConventionint—
          2. LegBusinessCenterGrpRepeating groupCount tag 40923—

            LegBusinessCenterGrp definition & usage →

            1. 40923 NoLegBusinessCentersGroup count—
            2. 40924 LegBusinessCenterString—

              Required if NoLegBusinessCenters(40923) > 0.

          3. 40926 LegDateRollConventionString—
        161. LegPricingDateTimeComponent—

          LegPricingDateTime definition & usage →

          1. 41609 LegPricingDateUnadjustedLocalMktDate—
          2. 41610 LegPricingDateBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates.

          3. LegPricingDateBusinessCenterGrpRepeating groupCount tag 41607—

            When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates.

            LegPricingDateBusinessCenterGrp definition & usage →

            1. 41607 NoLegPricingDateBusinessCentersGroup count—
            2. 41608 LegPricingDateBusinessCenterString—

              Required if NoLegPricingDateBusinessCenters(41607) > 0.

          4. 41611 LegPricingDateAdjustedLocalMktDate—
          5. 41612 LegPricingTimeLocalMktTime—
          6. 41613 LegPricingTimeBusinessCenterString—
        162. LegMarketDisruptionComponent—

          LegMarketDisruption definition & usage →

          1. 41462 LegMarketDisruptionProvisionint—
          2. LegMarketDisruptionEventGrpRepeating groupCount tag 41467—

            LegMarketDisruptionEventGrp definition & usage →

            1. 41467 NoLegMarketDisruptionEventsGroup count—
            2. 41468 LegMarketDisruptionEventString—

              Required if NoLegMarketDisruptionEvents(41467) > 0.

            3. 40223 LegMarketDisruptionValueString—
          3. 41463 LegMarketDisruptionFallbackProvisionint—
          4. LegMarketDisruptionFallbackGrpRepeating groupCount tag 41469—

            LegMarketDisruptionFallbackGrp definition & usage →

            1. 41469 NoLegMarketDisruptionFallbacksGroup count—
            2. 41470 LegMarketDisruptionFallbackTypeString—

              Required if NoLegMarketDisruptionFallbacks(41469) > 0.

              The sequence of entries specifies the order in which the fallback provisions should be applied.

            3. 40990 LegMarketDisruptionFallbackValueString—
          5. LegMarketDisruptionFallbackReferencePriceGrpRepeating groupCount tag 41471—

            LegMarketDisruptionFallbackReferencePriceGrp definition & usage →

            1. 41471 NoLegMarketDisruptionFallbackReferencePricesGroup count—
            2. 41472 LegMarketDisruptionFallbackUnderlierTypeint—

              Required if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0.

            3. 41473 LegMarketDisruptionFallbackUnderlierSecurityIDString—

              Conditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified.

            4. 41474 LegMarketDisruptionFallbackUnderlierSecurityIDSourceString—

              Conditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified.

            5. 41475 LegMarketDisruptionFallbackUnderlierSecurityDescString—
            6. 41476 EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLenLength—

              Must be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it.

            7. 41477 EncodedLegMarketDisruptionFallbackUnderlierSecurityDescdata—

              Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field.

            8. 41478 LegMarketDisruptionFallbackOpenUnitsQty—
            9. 41479 LegMarketDisruptionFallbackBasketCurrencyCurrency—
            10. 41480 LegMarketDisruptionFallbackBasketDivisorfloat—
          6. 41464 LegMarketDisruptionMaximumDaysint—
          7. 41465 LegMarketDisruptionMaterialityPercentagePercentage—

            If specified, the disruption event should be specified in LegMarketDisruptionEventGrp.

          8. 41466 LegMarketDisruptionMinimumFuturesContractsint—

            Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading'.

        163. LegOptionExerciseComponent—

          LegOptionExercise definition & usage →

          1. 41481 LegExerciseDescString—
          2. 41482 EncodedLegExerciseDescLenLength—

            Must be set if EncodedLegExerciseDesc (41483) field is specified and must immediately precede it.

          3. 41483 EncodedLegExerciseDescdata—

            Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding(347) field.

          4. 41484 LegAutomaticExerciseIndicatorBoolean—
          5. 41485 LegAutomaticExerciseThresholdRatefloat—
          6. 41486 LegExerciseConfirmationMethodint—
          7. 41487 LegManualNoticeBusinessCenterString—
          8. 41488 LegFallbackExerciseIndicatorBoolean—
          9. 41489 LegLimitRightToConfirmIndicatorBoolean—
          10. 41490 LegExerciseSplitTicketIndicatorBoolean—
          11. 42391 LegSettlMethodElectingPartySideint—
          12. LegSettlMethodElectionDateComponent—

            LegSettlMethodElectionDate definition & usage →

            1. 42574 LegSettlMethodElectionDateUnadjustedLocalMktDate—
            2. 42575 LegSettlMethodElectionDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to LegOptionExercise.

            3. LegSettlMethodElectionDateBusinessCenterGrpRepeating groupCount tag 42581—

              When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to LegOptionExercise.

              LegSettlMethodElectionDateBusinessCenterGrp definition & usage →

              1. 42581 NoLegSettlMethodElectionDateBusinessCentersGroup count—
              2. 42582 LegSettlMethodElectionDateBusinessCenterString—

                Required if NoLegSettlMethodElectionDateBusinessCenters(42581) > 0.

            4. 42576 LegSettlMethodElectionDateRelativeToint—
            5. 42577 LegSettlMethodElectionDateOffsetPeriodint—

              Conditionally required when LegSettlMethodElectionDateOffsetUnit(42578) is specified.

            6. 42578 LegSettlMethodElectionDateOffsetUnitString—

              Conditionally required when LegSettlMethodElectionDateOffsetPeriod(42577) is specified.

            7. 42579 LegSettlMethodElectionDateOffsetDayTypeint—
            8. 42580 LegSettlMethodElectionDateAdjustedLocalMktDate—
          13. LegOptionExerciseDatesComponent—

            LegOptionExerciseDates definition & usage →

            1. 41493 LegOptionExerciseBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of option exercise dates.

            2. LegOptionExerciseBusinessCenterGrpRepeating groupCount tag 41491—

              LegOptionExerciseBusinessCenterGrp definition & usage →

              1. 41491 NoLegOptionExerciseBusinessCentersGroup count—
              2. 41492 LegOptionExerciseBusinessCenterString—

                Required if NoLegOptionExerciseBusinessCenters(41491) > 0.

            3. LegOptionExerciseDateGrpRepeating groupCount tag 41512—

              LegOptionExerciseDateGrp definition & usage →

              1. 41512 NoLegOptionExerciseDatesGroup count—
              2. 41513 LegOptionExerciseDateLocalMktDate—

                Required if NoLegOptionExerciseDates(41512) > 0.

              3. 41514 LegOptionExerciseDateTypeint—

                When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

            4. 41494 LegOptionExerciseEarliestDateOffsetDayTypeint—
            5. 41495 LegOptionExerciseEarliestDateOffsetPeriodint—

              Conditionally required when LegOptionExerciseEarliestDateUnit(41496) is specified.

            6. 41496 LegOptionExerciseEarliestDateOffsetUnitString—

              Conditionally required when LegOptionExerciseEarliestDatePeriod(41495) is specified.

            7. 41497 LegOptionExerciseFrequencyPeriodint—

              Conditionally required when LegOptionExerciseFrequencyUnit(41498) is specified.

            8. 41498 LegOptionExerciseFrequencyUnitString—

              Conditionally required when LegOptionExerciseFequencyPeriod(41497) is specified.

            9. 41499 LegOptionExerciseStartDateUnadjustedLocalMktDate—
            10. 41500 LegOptionExerciseStartDateRelativeToint—
            11. 41501 LegOptionExerciseStartDateOffsetPeriodint—

              Conditionally required when LegOptionExerciseStartDateOffsetUnit(41502) is specified.

            12. 41502 LegOptionExerciseStartDateOffsetUnitString—

              Conditionally required when LegOptionExerciseStartDateOffsetPeriod(41501) is specified.

            13. 41503 LegOptionExerciseStartDateOffsetDayTypeint—
            14. 41504 LegOptionExerciseStartDateAdjustedLocalMktDate—
            15. 41505 LegOptionExerciseSkipint—
            16. 41506 LegOptionExerciseNominationDeadlineLocalMktDate—
            17. 41507 LegOptionExerciseFirstDateUnadjustedLocalMktDate—
            18. 41508 LegOptionExerciseLastDateUnadjustedLocalMktDate—
            19. 41509 LegOptionExerciseEarliestTimeLocalMktTime—
            20. 41510 LegOptionExerciseLatestTimeLocalMktTime—
            21. 41511 LegOptionExerciseTimeBusinessCenterString—
          14. LegOptionExerciseExpirationComponent—

            LegOptionExerciseExpiration definition & usage →

            1. 41517 LegOptionExerciseExpirationDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date.

            2. LegOptionExerciseExpirationDateBusinessCenterGrpRepeating groupCount tag 41515—

              When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date.

              LegOptionExerciseExpirationDateBusinessCenterGrp definition & usage →

              1. 41515 NoLegOptionExerciseExpirationDateBusinessCentersGroup count—
              2. 41516 LegOptionExerciseExpirationDateBusinessCenterString—

                Required if NoLegOptionExerciseExpirationDateBusinessCenters(41515) > 0.

            3. LegOptionExerciseExpirationDateGrpRepeating groupCount tag 41527—

              LegOptionExerciseExpirationDateGrp definition & usage →

              1. 41527 NoLegOptionExerciseExpirationDatesGroup count—
              2. 41528 LegOptionExerciseExpirationDateLocalMktDate—

                Required if NoLegOptionExerciseExpirationDates(41527) > 0.

              3. 41529 LegOptionExerciseExpirationDateTypeint—

                When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

            4. 41518 LegOptionExerciseExpirationDateRelativeToint—
            5. 41519 LegOptionExerciseExpirationDateOffsetPeriodint—

              Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified.

            6. 41520 LegOptionExerciseExpirationDateOffsetUnitString—

              Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified.

            7. 41521 LegOptionExerciseExpirationFrequencyPeriodint—

              Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified.

            8. 41522 LegOptionExerciseExpirationFrequencyUnitString—

              Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified.

            9. 41523 LegOptionExerciseExpirationRollConventionString—

              When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date.

            10. 41524 LegOptionExerciseExpirationDateOffsetDayTypeint—
            11. 41525 LegOptionExerciseExpirationTimeLocalMktTime—
            12. 41526 LegOptionExerciseExpirationTimeBusinessCenterString—
          15. LegOptionExerciseMakeWholeProvisionComponent—

            LegOptionExerciseMakeWholeProvision definition & usage →

            1. 42392 LegMakeWholeDateLocalMktDate—
            2. 42393 LegMakeWholeAmountAmt—
            3. 42394 LegMakeWholeBenchmarkCurveNameString—
            4. 42395 LegMakeWholeBenchmarkCurvePointString—
            5. 42396 LegMakeWholeRecallSpreadPriceOffset—
            6. 42397 LegMakeWholeBenchmarkQuoteint—
            7. 42398 LegMakeWholeInterpolationMethodint—
        164. LegStreamGrpRepeating groupCount tag 40241—

          LegStreamGrp definition & usage →

          1. 40241 NoLegStreamsGroup count—
          2. 40242 LegStreamTypeint—

            Required if NoLegStreams(40241) > 0.

          3. 41700 LegStreamXIDXID—
          4. 40243 LegStreamDescString—
          5. 42583 LegStreamVersionString—
          6. 42584 LegStreamVersionEffectiveDateLocalMktDate—
          7. 40244 LegStreamPaySideint—
          8. 40245 LegStreamReceiveSideint—
          9. 41702 LegStreamNotionalXIDRefXIDREF—
          10. 40246 LegStreamNotionalAmt—
          11. 40247 LegStreamCurrencyCurrency—
          12. 42585 LegStreamNotionalDeterminationMethodString—
          13. 42586 LegStreamNotionalAdjustmentsint—
          14. 41703 LegStreamNotionalFrequencyPeriodint—

            Conditionally required when LegStreamNotionalFrequencyUnit(41704) is specified.

          15. 41704 LegStreamNotionalFrequencyUnitString—

            Conditionally required when LegStreamNotionalFrequencyPeriod(41703) is specified.

          16. 41705 LegStreamNotionalCommodityFrequencyint—
          17. 41706 LegStreamNotionalUnitOfMeasureString—
          18. 41707 LegStreamTotalNotionalQty—
          19. 41708 LegStreamTotalNotionalUnitOfMeasureString—
          20. LegStreamCommodityComponent—

            LegStreamCommodity definition & usage →

            1. 41648 LegStreamCommodityBaseString—
            2. 41649 LegStreamCommodityTypeString—
            3. 41650 LegStreamCommoditySecurityIDString—

              Conditionally required when LegStreamCommoditySecurityIDSource(41651) is specified.

            4. 41651 LegStreamCommoditySecurityIDSourceString—

              Conditionally required when LegStreamCommoditySecurityID(41650) is specified.

            5. LegStreamCommodityAltIDGrpRepeating groupCount tag 41674—

              LegStreamCommodityAltIDGrp definition & usage →

              1. 41674 NoLegStreamCommodityAltIDsGroup count—
              2. 41675 LegStreamCommodityAltIDString—

                Required if NoLegStreamCommodityAltIDs(41674) > 0.

              3. 41676 LegStreamCommodityAltIDSourceString—

                Required if NoLegStreamCommodityAltIDs(41674) > 0.

            6. 41652 LegStreamCommodityDescString—
            7. 41653 EncodedLegStreamCommodityDescLenLength—

              Must be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it.

            8. 41654 EncodedLegStreamCommodityDescdata—

              Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field.

            9. 42588 LegStreamCommodityDeliveryPricingRegionString—

              May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N).

            10. LegStreamAssetAttributeGrpRepeating groupCount tag 41452—

              LegStreamAssetAttributeGrp definition & usage →

              1. 41452 NoLegStreamAssetAttributesGroup count—
              2. 41453 LegStreamAssetAttributeTypeString—

                Required if NoLegStreamAssetAttributes(41452) > 0.

              3. 41454 LegStreamAssetAttributeValueString—
              4. 41455 LegStreamAssetAttributeLimitString—
            11. 41655 LegStreamCommodityUnitOfMeasureString—
            12. 41656 LegStreamCommodityCurrencyCurrency—
            13. 41657 LegStreamCommodityExchangeExchange—
            14. 41658 LegStreamCommodityRateSourceint—
            15. 41659 LegStreamCommodityRateReferencePageString—
            16. 41660 LegStreamCommodityRateReferencePageHeadingString—
            17. 41661 LegStreamDataProviderString—
            18. LegStreamCommodityDataSourceGrpRepeating groupCount tag 41677—

              LegStreamCommodityDataSourceGrp definition & usage →

              1. 41677 NoLegStreamCommodityDataSourcesGroup count—
              2. 41678 LegStreamCommodityDataSourceIDString—

                Required if NoLegStreamCommodityDataSources(41677) > 0.

              3. 41679 LegStreamCommodityDataSourceIDTypeint—

                Required if NoLegStreamCommodityDataSources(41677) > 0.

            19. 41662 LegStreamCommodityPricingTypeString—
            20. 41663 LegStreamCommodityNearbySettlDayPeriodint—

              Conditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified.

            21. 41664 LegStreamCommodityNearbySettlDayUnitString—

              Conditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified.

            22. 41665 LegStreamCommoditySettlDateUnadjustedLocalMktDate—
            23. 41666 LegStreamCommoditySettlDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date.

            24. LegStreamCommoditySettlBusinessCenterGrpRepeating groupCount tag 41646—

              When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date.

              LegStreamCommoditySettlBusinessCenterGrp definition & usage →

              1. 41646 NoLegStreamCommoditySettlBusinessCentersGroup count—
              2. 41647 LegStreamCommoditySettlBusinessCenterString—

                Required if NoLegStreamCommoditySettlementBusinessCenters(41646) > 0.

            25. 41667 LegStreamCommoditySettlDateAdjustedLocalMktDate—
            26. 41668 LegStreamCommoditySettlMonthint—
            27. 41669 LegStreamCommoditySettlDateRollPeriodint—

              Conditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified.

            28. 41670 LegStreamCommoditySettlDateRollUnitString—

              Conditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified.

            29. 41671 LegStreamCommoditySettlDayTypeint—
            30. LegStreamCommoditySettlPeriodGrpRepeating groupCount tag 41686—

              LegStreamCommoditySettlPeriodGrp definition & usage →

              1. 41686 NoLegStreamCommoditySettlPeriodsGroup count—
              2. 41687 LegStreamCommoditySettlCountryCountry—

                Required if NoLegStreamCommoditySettlPeriods(41686) > 0.

              3. 41688 LegStreamCommoditySettlTimeZoneString—
              4. 41689 LegStreamCommoditySettlFlowTypeint—
              5. 41690 LegStreamCommoditySettlPeriodNotionalQty—
              6. 41691 LegStreamCommoditySettlPeriodNotionalUnitOfMeasureString—
              7. 41692 LegStreamCommoditySettlPeriodFrequencyPeriodint—

                Conditionally required when LegStreamCommoditySettlPeriodFrequencyUnit(41693) is specified.

              8. 41693 LegStreamCommoditySettlPeriodFrequencyUnitString—

                Conditionally required when LegStreamCommoditySettlPeriodFrequencyPeriod(41692) is specified.

              9. 41694 LegStreamCommoditySettlPeriodPricePrice—
              10. 41695 LegStreamCommoditySettlPeriodPriceUnitOfMeasureString—
              11. 41696 LegStreamCommoditySettlPeriodPriceCurrencyCurrency—
              12. 41697 LegStreamCommoditySettlHolidaysProcessingInstructionint—
              13. LegStreamCommoditySettlDayGrpRepeating groupCount tag 41680—

                LegStreamCommoditySettlDayGrp definition & usage →

                1. 41680 NoLegStreamCommoditySettlDaysGroup count—
                2. 41681 LegStreamCommoditySettlDayint—

                  Required if NoLegStreamCommoditySettlementDays(41680) > 0.

                3. 41682 LegStreamCommoditySettlTotalHoursint—
                4. LegStreamCommoditySettlTimeGrpRepeating groupCount tag 41683—

                  LegStreamCommoditySettlTimeGrp definition & usage →

                  1. 41683 NoLegStreamCommoditySettlTimesGroup count—
                  2. 41684 LegStreamCommoditySettlStartString—

                    Required if NoLegStreamCommoditySettlTimes(41683) > 0.

                  3. 41685 LegStreamCommoditySettlEndString—

                    Required if NoLegStreamCommoditySettlTimes(41683) > 0.

                  4. 41935 LegStreamCommoditySettlTimeTypeint—

                    May be defaulted to market convention or bilaterally agreed if not specified.

              14. 41698 LegStreamCommoditySettlPeriodXIDXID—
              15. 41699 LegStreamCommoditySettlPeriodXIDRefXIDREF—
            31. 41672 LegStreamCommodityXIDXID—
            32. 41673 LegStreamCommodityXIDRefXIDREF—
          21. LegStreamEffectiveDateComponent—

            LegStreamEffectiveDate definition & usage →

            1. 40249 LegStreamEffectiveDateUnadjustedLocalMktDate—
            2. 40250 LegStreamEffectiveDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream effective date.

            3. LegStreamEffectiveDateBusinessCenterGrpRepeating groupCount tag 40942—

              When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream stream effective date.

              LegStreamEffectiveDateBusinessCenterGrp definition & usage →

              1. 40942 NoLegStreamEffectiveDateBusinessCentersGroup count—
              2. 40251 LegStreamEffectiveDateBusinessCenterString—

                Required if NoLegStreamEffectiveDateBusinessCenters(40942) > 0.

            4. 40252 LegStreamEffectiveDateRelativeToint—
            5. 40253 LegStreamEffectiveDateOffsetPeriodint—

              Conditionally required when LegPaymentStreamEffectiveDateOffsetUnit(40254) is specified.

            6. 40254 LegStreamEffectiveDateOffsetUnitString—

              Conditionally required when LegPaymentStreamEffectiveDateOffsetPeriod(40253) is specified.

            7. 40255 LegStreamEffectiveDateOffsetDayTypeint—
            8. 40256 LegStreamEffectiveDateAdjustedLocalMktDate—
          22. LegStreamTerminationDateComponent—

            LegStreamTerminationDate definition & usage →

            1. 40257 LegStreamTerminationDateUnadjustedLocalMktDate—
            2. 40258 LegStreamTerminationDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date.

            3. LegStreamTerminationDateBusinessCenterGrpRepeating groupCount tag 40943—

              When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date.

              LegStreamTerminationDateBusinessCenterGrp definition & usage →

              1. 40943 NoLegStreamTerminationDateBusinessCentersGroup count—
              2. 40259 LegStreamTerminationDateBusinessCenterString—

                Required if NoLegStreamTerminationDateBusinessCenters(40943) > 0.

            4. 40260 LegStreamTerminationDateRelativeToint—
            5. 40261 LegStreamTerminationDateOffsetPeriodint—

              Conditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified.

            6. 40262 LegStreamTerminationDateOffsetUnitString—

              Conditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified.

            7. 40263 LegStreamTerminationDateOffsetDayTypeint—
            8. 40264 LegStreamTerminationDateAdjustedLocalMktDate—
          23. LegStreamCalculationPeriodDatesComponent—

            LegStreamCalculationPeriodDates definition & usage →

            1. 41641 LegStreamCalculationPeriodDatesXIDXID—
            2. 41642 LegStreamCalculationPeriodDatesXIDRefXIDREF—
            3. 40265 LegStreamCalculationPeriodBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates.

            4. LegStreamCalculationPeriodBusinessCenterGrpRepeating groupCount tag 40940—

              When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates.

              LegStreamCalculationPeriodBusinessCenterGrp definition & usage →

              1. 40940 NoLegStreamCalculationPeriodBusinessCentersGroup count—
              2. 40266 LegStreamCalculationPeriodBusinessCenterString—

                Required if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0.

            5. LegStreamCalculationPeriodDateGrpRepeating groupCount tag 41638—

              LegStreamCalculationPeriodDateGrp definition & usage →

              1. 41638 NoLegStreamCalculationPeriodDatesGroup count—
              2. 41639 LegStreamCalculationPeriodDateLocalMktDate—

                Required if NoLegStreamCalculationPeriodDates(41638) > 0.

              3. 41640 LegStreamCalculationPeriodDateTypeint—
            6. 40267 LegStreamFirstPeriodStartDateUnadjustedLocalMktDate—
            7. 40268 LegStreamFirstPeriodStartDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates.

            8. LegStreamFirstPeriodStartDateBusinessCenterGrpRepeating groupCount tag 40941—

              When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates.

              LegStreamFirstPeriodStartDateBusinessCenterGrp definition & usage →

              1. 40941 NoLegStreamFirstPeriodStartDateBusinessCentersGroup count—
              2. 40269 LegStreamFirstPeriodStartDateBusinessCenterString—

                Required if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0.

            9. 40270 LegStreamFirstPeriodStartDateAdjustedLocalMktDate—
            10. 40271 LegStreamFirstRegularPeriodStartDateUnadjustedLocalMktDate—
            11. 40272 LegStreamFirstCompoundingPeriodEndDateUnadjustedLocalMktDate—
            12. 40273 LegStreamLastRegularPeriodEndDateUnadjustedLocalMktDate—
            13. 40274 LegStreamCalculationFrequencyPeriodint—

              Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified.

            14. 40275 LegStreamCalculationFrequencyUnitString—

              Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified.

            15. 40276 LegStreamCalculationRollConventionString—

              When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates.

            16. 41643 LegStreamCalculationBalanceOfFirstPeriodBoolean—
            17. 41644 LegStreamCalculationCorrectionPeriodint—

              Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified.

            18. 41645 LegStreamCalculationCorrectionUnitString—

              Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified.

          24. LegPaymentStreamComponent—

            LegPaymentStream definition & usage →

            1. 40279 LegPaymentStreamTypeint—
            2. 40280 LegPaymentStreamMarketRateint—
            3. 40281 LegPaymentStreamDelayIndicatorBoolean—
            4. 42399 LegPaymentStreamCashSettlIndicatorBoolean—
            5. 40282 LegPaymentStreamSettlCurrencyCurrency—
            6. 40283 LegPaymentStreamDayCountint—
            7. 43108 LegPaymentStreamOtherDayCountString—

              May be used to specify a count method not listed in LegPaymentStreamDayCount(40283).

            8. 40284 LegPaymentStreamAccrualDaysint—
            9. 40285 LegPaymentStreamDiscountTypeint—
            10. 40286 LegPaymentStreamDiscountRatePercentage—
            11. 40287 LegPaymentStreamDiscountRateDayCountint—
            12. 40288 LegPaymentStreamCompoundingMethodint—
            13. 42400 LegPaymentStreamCompoundingXIDRefXIDREF—

              Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingFloatingRate component.

            14. 42401 LegPaymentStreamCompoundingSpreadPriceOffset—
            15. 42402 LegPaymentStreamInterpolationMethodint—
            16. 42403 LegPaymentStreamInterpolationPeriodint—
            17. 40289 LegPaymentStreamInitialPrincipalExchangeIndicatorBoolean—
            18. 40290 LegPaymentStreamInterimPrincipalExchangeIndicatorBoolean—
            19. 40291 LegPaymentStreamFinalPrincipalExchangeIndicatorBoolean—
            20. 41549 LegPaymentStreamFlatRateIndicatorBoolean—
            21. 41550 LegPaymentStreamFlatRateAmountAmt—
            22. 41551 LegPaymentStreamFlatRateCurrencyCurrency—
            23. 41552 LegStreamMaximumPaymentAmountAmt—
            24. 41553 LegStreamMaximumPaymentCurrencyCurrency—
            25. 41554 LegStreamMaximumTransactionAmountAmt—
            26. 41555 LegStreamMaximumTransactionCurrencyCurrency—
            27. LegPaymentStreamPaymentDatesComponent—

              LegPaymentStreamPaymentDates definition & usage →

              1. 40292 LegPaymentStreamPaymentDateBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream.

              2. LegPaymentStreamPaymentDateBusinessCenterGrpRepeating groupCount tag 40930—

                When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream.

                LegPaymentStreamPaymentDateBusinessCenterGrp definition & usage →

                1. 40930 NoLegPaymentStreamPaymentDateBusinessCentersGroup count—
                2. 40293 LegPaymentStreamPaymentDateBusinessCenterString—

                  Requirend if NoLegPaymentStreamPaymentDateBusinessCenters(40930) > 0.

              3. LegPaymentStreamPaymentDateGrpRepeating groupCount tag 41589—

                LegPaymentStreamPaymentDateGrp definition & usage →

                1. 41589 NoLegPaymentStreamPaymentDatesGroup count—
                2. 41590 LegPaymentStreamPaymentDateLocalMktDate—

                  Required if NoLegPaymentStreamPaymentDates(41589) > 0.

                3. 41591 LegPaymentStreamPaymentDateTypeint—

                  When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

              4. 40294 LegPaymentStreamPaymentFrequencyPeriodint—

                Conditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified.

              5. 40295 LegPaymentStreamPaymentFrequencyUnitString—

                Conditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified.

              6. 40296 LegPaymentStreamPaymentRollConventionString—

                When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates.

              7. 40297 LegPaymentStreamFirstPaymentDateUnadjustedLocalMktDate—
              8. 40298 LegPaymentStreamLastRegularPaymentDateUnadjustedLocalMktDate—
              9. 40299 LegPaymentStreamPaymentDateRelativeToint—
              10. 40300 LegPaymentStreamPaymentDateOffsetPeriodint—

                Conditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified.

              11. 40301 LegPaymentStreamPaymentDateOffsetUnitString—

                Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified.

              12. 40302 LegPaymentStreamPaymentDateOffsetDayTypeint—
              13. 41592 LegPaymentStreamMasterAgreementPaymentDatesIndicatorBoolean—
              14. LegPaymentStreamFinalPricePaymentDateComponent—

                LegPaymentStreamFinalPricePaymentDate definition & usage →

                1. 42453 LegPaymentStreamFinalPricePaymentDateUnadjustedLocalMktDate—
                2. 42454 LegPaymentStreamFinalPricePaymentDateRelativeToint—
                3. 42455 LegPaymentStreamFinalPricePaymentDateOffsetPeriodint—

                  Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetUnit(42456) is specified.

                4. 42456 LegPaymentStreamFinalPricePaymentDateOffsetUnitString—

                  Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetPeriod(42455) is specified.

                5. 42457 LegPaymentStreamFinalPricePaymentDateOffsetDayTypeint—
                6. 42458 LegPaymentStreamFinalPricePaymentDateAdjustedLocalMktDate—
            28. LegPaymentStreamResetDatesComponent—

              LegPaymentStreamResetDates definition & usage →

              1. 40303 LegPaymentStreamResetDateRelativeToint—
              2. 40304 LegPaymentStreamResetDateBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates.

              3. LegPaymentStreamResetDateBusinessCenterGrpRepeating groupCount tag 40931—

                When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates.

                LegPaymentStreamResetDateBusinessCenterGrp definition & usage →

                1. 40931 NoLegPaymentStreamResetDateBusinessCentersGroup count—
                2. 40305 LegPaymentStreamResetDateBusinessCenterString—

                  Required if NoLegPaymentStreamResetDateBusinessCenters(40931) > 0.

              4. 40306 LegPaymentStreamResetFrequencyPeriodint—

                Conditionally required when LegPaymentStreamResetFrequencyUnit(40307) is specified.

              5. 40307 LegPaymentStreamResetFrequencyUnitString—

                Conditionally required when LegPaymentStreamResetFrequencyPeriod(40306) is specified.

              6. 40308 LegPaymentStreamResetWeeklyRollConventionString—

                When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates.

              7. 40309 LegPaymentStreamInitialFixingDateRelativeToint—
              8. 40310 LegPaymentStreamInitialFixingDateBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates.

              9. LegPaymentStreamInitialFixingDateBusinessCenterGrpRepeating groupCount tag 40932—

                When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates.

                LegPaymentStreamInitialFixingDateBusinessCenterGrp definition & usage →

                1. 40932 NoLegPaymentStreamInitialFixingDateBusinessCentersGroup count—
                2. 40311 LegPaymentStreamInitialFixingDateBusinessCenterString—

                  Required if NoLegPaymentStreamInitialFixingDateBusinessCenters(40932) > 0.

              10. 40312 LegPaymentStreamInitialFixingDateOffsetPeriodint—

                Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit(40313) is specified.

              11. 40313 LegPaymentStreamInitialFixingDateOffsetUnitString—

                Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod(40312) is specified.

              12. 40314 LegPaymentStreamInitialFixingDateOffsetDayTypeint—
              13. 40315 LegPaymentStreamInitialFixingDateAdjustedLocalMktDate—
              14. 40316 LegPaymentStreamFixingDateRelativeToint—
              15. 40317 LegPaymentStreamFixingDateBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates.

              16. LegPaymentStreamFixingDateBusinessCenterGrpRepeating groupCount tag 40933—

                When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates.

                LegPaymentStreamFixingDateBusinessCenterGrp definition & usage →

                1. 40933 NoLegPaymentStreamFixingDateBusinessCentersGroup count—
                2. 40318 LegPaymentStreamFixingDateBusinessCenterString—

                  Required if NoLegPaymentStreamFixingDateBusinessCenters(40933) > 0.

              17. 40319 LegPaymentStreamFixingDateOffsetPeriodint—

                Conditionally required when LegPaymentStreamFixingDateOffsetUnit(40320) is specified.

              18. 40320 LegPaymentStreamFixingDateOffsetUnitString—

                Conditionally required when LegPaymentStreamFixingDateOffsetPeriod(40319) is specified.

              19. 40321 LegPaymentStreamFixingDateOffsetDayTypeint—
              20. 40322 LegPaymentStreamFixingDateAdjustedLocalMktDate—
              21. 40323 LegPaymentStreamRateCutoffDateOffsetPeriodint—

                Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit(40324) is specified.

              22. 40324 LegPaymentStreamRateCutoffDateOffsetUnitString—

                Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod(40323) is specified.

              23. 40325 LegPaymentStreamRateCutoffDateOffsetDayTypeint—
              24. LegPaymentStreamFixingDateGrpRepeating groupCount tag 42459—

                LegPaymentStreamFixingDateGrp definition & usage →

                1. 42459 NoLegPaymentStreamFixingDatesGroup count—
                2. 42460 LegPaymentStreamFixingDateLocalMktDate—

                  Required if NoLegPaymentStreamFixingDates(42459) > 0.

                3. 42461 LegPaymentStreamFixingDateTypeint—

                  When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

            29. LegPaymentStreamFixedRateComponent—

              LegPaymentStreamFixedRate definition & usage →

              1. 40326 LegPaymentStreamRatePercentage—

                Mutually exclusive with LegPaymentStreamFixedAmount(40327).

              2. 40327 LegPaymentStreamFixedAmountAmt—

                Mutually exclusive with LegPaymentStreamRate(40326).

              3. 40328 LegPaymentStreamRateOrAmountCurrencyCurrency—
              4. 41556 LegPaymentStreamFixedAmountUnitOfMeasureString—
              5. 41557 LegPaymentStreamTotalFixedAmountAmt—
              6. 40329 LegPaymentStreamFutureValueNotionalAmt—
              7. 40330 LegPaymentStreamFutureValueDateAdjustedLocalMktDate—
              8. 41558 LegPaymentStreamWorldScaleRatefloat—
              9. 41559 LegPaymentStreamContractPricePrice—
              10. 41560 LegPaymentStreamContractPriceCurrencyCurrency—
            30. LegPaymentStreamFloatingRateComponent—

              LegPaymentStreamFloatingRate definition & usage →

              1. 40331 LegPaymentStreamRateIndexString—
              2. 40332 LegPaymentStreamRateIndexSourceint—
              3. 43088 LegPaymentStreamRateIndexIDString—

                Conditionally required when LegPaymentStreamRateIndexIDSource(43089) is specified.

              4. 43089 LegPaymentStreamRateIndexIDSourceString—

                Conditionally required when LegPaymentStreamRateIndexID(43088) is specified.

              5. 40333 LegPaymentStreamRateIndexCurveUnitString—

                Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified.

              6. 40334 LegPaymentStreamRateIndexCurvePeriodint—

                Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified.

              7. 43116 LegPaymentStreamRateIndex2String—
              8. 43117 LegPaymentStreamRateIndex2Sourceint—
              9. 43118 LegPaymentStreamRateIndex2IDString—

                Conditionally required when LegPaymentStreamRateIndex2IDSource(43119) is specified.

              10. 43119 LegPaymentStreamRateIndex2IDSourceString—

                Conditionally required when LegPaymentStreamRateIndex2ID(43118) is specified.

              11. 41563 LegPaymentStreamRateIndex2CurveUnitString—

                Conditionally required when LegPaymentStreamRateIndex2CurvePeriod(41564) is specified.

              12. 41564 LegPaymentStreamRateIndex2CurvePeriodint—

                Conditionally required when LegPaymentStreamRateIndex2CurveUnit(41563) is specified.

              13. 41565 LegPaymentStreamRateIndexLocationString—
              14. 41566 LegPaymentStreamRateIndexLevelQty—
              15. 41567 LegPaymentStreamRateIndexUnitOfMeasureString—
              16. 41568 LegPaymentStreamSettlLevelint—
              17. 41569 LegPaymentStreamReferenceLevelQty—
              18. 41570 LegPaymentStreamReferenceLevelUnitOfMeasureString—
              19. 41571 LegPaymentStreamReferenceLevelEqualsZeroIndicatorBoolean—
              20. 40335 LegPaymentStreamRateMultiplierfloat—
              21. 40336 LegPaymentStreamRateSpreadPriceOffset—
              22. 41572 LegPaymentStreamRateSpreadCurrencyCurrency—
              23. 41573 LegPaymentStreamRateSpreadUnitOfMeasureString—
              24. 41574 LegPaymentStreamRateConversionFactorfloat—
              25. 41575 LegPaymentStreamRateSpreadTypeint—
              26. 40337 LegPaymentStreamRateSpreadPositionTypeint—
              27. 40338 LegPaymentStreamRateTreatmentint—
              28. 40339 LegPaymentStreamCapRatePercentage—
              29. 40340 LegPaymentStreamCapRateBuySideint—
              30. 40341 LegPaymentStreamCapRateSellSideint—
              31. 40342 LegPaymentStreamFloorRatePercentage—
              32. 40343 LegPaymentStreamFloorRateBuySideint—
              33. 40344 LegPaymentStreamFloorRateSellSideint—
              34. 40345 LegPaymentStreamInitialRatePercentage—
              35. 41576 LegPaymentStreamLastResetRatePercentage—
              36. 41577 LegPaymentStreamFinalRatePercentage—
              37. 40346 LegPaymentStreamFinalRateRoundingDirectionchar—
              38. 40347 LegPaymentStreamFinalRatePrecisionint—
              39. 40348 LegPaymentStreamAveragingMethodint—
              40. 40349 LegPaymentStreamNegativeRateTreatmentint—
              41. 41578 LegPaymentStreamCalculationLagPeriodint—

                Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified.

              42. 41579 LegPaymentStreamCalculationLagUnitString—

                Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified.

              43. 42462 LegPaymentStreamFirstObservationDateUnadjustedLocalMktDate—
              44. 42463 LegPaymentStreamFirstObservationDateRelativeToint—
              45. 42464 LegPaymentStreamFirstObservationDateOffsetDayTypeint—
              46. 41580 LegPaymentStreamFirstObservationDateOffsetPeriodint—

                Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified.

              47. 41581 LegPaymentStreamFirstObservationDateOffsetUnitString—

                Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified.

              48. 42465 LegPaymentStreamFirstObservationDateAdjustedLocalMktDate—
              49. 41582 LegPaymentStreamPricingDayTypeint—
              50. 41583 LegPaymentStreamPricingDayDistributionint—
              51. 41584 LegPaymentStreamPricingDayCountint—
              52. 41585 LegPaymentStreamPricingBusinessCalendarString—
              53. 41586 LegPaymentStreamPricingBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date.

              54. LegPaymentStreamPricingBusinessCenterGrpRepeating groupCount tag 41561—

                When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date.

                LegPaymentStreamPricingBusinessCenterGrp definition & usage →

                1. 41561 NoLegPaymentStreamPricingBusinessCentersGroup count—
                2. 41562 LegPaymentStreamPricingBusinessCenterString—

                  Required if NoLegPaymentStreamPricingBusinessCentrers(41561) > 0.

              55. LegPaymentStreamPricingDayGrpRepeating groupCount tag 41596—

                LegPaymentStreamPricingDayGrp definition & usage →

                1. 41596 NoLegPaymentStreamPricingDaysGroup count—
                2. 41597 LegPaymentStreamPricingDayOfWeekint—

                  Required if NoLegPaymentStreamPricingDays(41596) > 0.

                3. 41598 LegPaymentStreamPricingDayNumberint—
              56. LegPaymentStreamPricingDateGrpRepeating groupCount tag 41593—

                LegPaymentStreamPricingDateGrp definition & usage →

                1. 41593 NoLegPaymentStreamPricingDatesGroup count—
                2. 41594 LegPaymentStreamPricingDateLocalMktDate—

                  Required if NoLegPaymentStreamPricingDates(41593) > 0.

                3. 41595 LegPaymentStreamPricingDateTypeint—

                  When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

              57. 40350 LegPaymentStreamInflationLagPeriodint—

                Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified.

              58. 40351 LegPaymentStreamInflationLagUnitString—

                Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified.

              59. 40352 LegPaymentStreamInflationLagDayTypeint—
              60. 40353 LegPaymentStreamInflationInterpolationMethodint—
              61. 40354 LegPaymentStreamInflationIndexSourceint—
              62. 40355 LegPaymentStreamInflationPublicationSourceString—
              63. 40356 LegPaymentStreamInflationInitialIndexLevelfloat—
              64. 40357 LegPaymentStreamInflationFallbackBondApplicableBoolean—
              65. 40358 LegPaymentStreamFRADiscountingint—
              66. 42466 LegPaymentStreamUnderlierRefIDString—
              67. LegPaymentStreamFormulaComponent—

                LegPaymentStreamFormula definition & usage →

                1. 42482 LegPaymentStreamFormulaCurrencyCurrency—
                2. 42483 LegPaymentStreamFormulaCurrencyDeterminationMethodString—
                3. 42484 LegPaymentStreamFormulaReferenceAmountint—
                4. LegPaymentStreamFormulaMathGrpRepeating groupCount tag 42485—

                  LegPaymentStreamFormulaMathGrp definition & usage →

                  1. 42485 NoLegPaymentStreamFormulasGroup count—
                  2. 43110 LegPaymentStreamFormulaLengthLength—

                    Required if NoLegPaymentStreamFormulas(42485) > 0.

                  3. 42486 LegPaymentStreamFormulaXMLData—

                    Required if NoLegPaymentStreamFormulas(42485) > 0.

                  4. 42487 LegPaymentStreamFormulaDescString—
                5. LegPaymentStreamFormulaImageComponent—

                  LegPaymentStreamFormulaImage definition & usage →

                  1. 42451 LegPaymentStreamFormulaImageLengthLength—

                    Conditionally required when LegPaymentStreamFormulaImage(42452) is specified.

                  2. 42452 LegPaymentStreamFormulaImagedata—

                    Conditionally required when LegPaymentStreamFormulaImageLength(42451) is specified.

              68. LegDividendConditionsComponent—

                LegDividendConditions definition & usage →

                1. 42337 LegDividendReinvestmentIndicatorBoolean—
                2. 42338 LegDividendEntitlementEventint—
                3. 42339 LegDividendAmountTypeint—
                4. 42340 LegDividendUnderlierRefIDString—
                5. LegDividendPeriodGrpRepeating groupCount tag 42366—

                  LegDividendPeriodGrp definition & usage →

                  1. 42366 NoLegDividendPeriodsGroup count—
                  2. 42367 LegDividendPeriodSequenceint—

                    Required if NoLegDividendPeriods(42366) > 0.

                  3. 42368 LegDividendPeriodStartDateUnadjustedLocalMktDate—
                  4. 42369 LegDividendPeriodEndDateUnadjustedLocalMktDate—
                  5. 42370 LegDividendPeriodUnderlierRefIDString—

                    When specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance.

                  6. 42371 LegDividendPeriodStrikePricePrice—
                  7. 42372 LegDividendPeriodBusinessDayConventionint—

                    When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance.

                  8. LegDividendPeriodBusinessCenterGrpRepeating groupCount tag 42386—

                    When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance.

                    LegDividendPeriodBusinessCenterGrp definition & usage →

                    1. 42386 NoLegDividendPeriodBusinessCentersGroup count—
                    2. 42387 LegDividendPeriodBusinessCenterString—

                      Required if NoLegDividendPeriodBusinessCenters(42386) > 0.

                  9. 42373 LegDividendPeriodValuationDateUnadjustedLocalMktDate—
                  10. 42374 LegDividendPeriodValuationDateRelativeToint—
                  11. 42375 LegDividendPeriodValuationDateOffsetPeriodint—

                    Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified.

                  12. 42376 LegDividendPeriodValuationDateOffsetUnitString—

                    Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified.

                  13. 42377 LegDividendPeriodValuationDateOffsetDayTypeint—
                  14. 42378 LegDividendPeriodValuationDateAdjustedLocalMktDate—
                  15. 42379 LegDividendPeriodPaymentDateUnadjustedLocalMktDate—
                  16. 42380 LegDividendPeriodPaymentDateRelativeToint—
                  17. 42381 LegDividendPeriodPaymentDateOffsetPeriodint—

                    Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified.

                  18. 42382 LegDividendPeriodPaymentDateOffsetUnitString—

                    Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified.

                  19. 42383 LegDividendPeriodPaymentDateOffsetDayTypeint—
                  20. 42384 LegDividendPeriodPaymentDateAdjustedLocalMktDate—
                  21. 42385 LegDividendPeriodXIDXID—
                6. 42341 LegExtraordinaryDividendPartySideint—
                7. 42342 LegExtraordinaryDividendAmountTypeint—
                8. 42343 LegExtraordinaryDividendCurrencyCurrency—
                9. 42344 LegExtraordinaryDividendDeterminationMethodString—
                10. LegDividendFXTriggerDateComponent—

                  LegDividendFXTriggerDate definition & usage →

                  1. 42357 LegDividendFXTriggerDateRelativeToint—
                  2. 42358 LegDividendFXTriggerDateOffsetPeriodint—

                    Conditionally required when LegDividendFXTriggerDateOffsetUnit(42359) is specified.

                  3. 42359 LegDividendFXTriggerDateOffsetUnitString—

                    Conditionally required when LegDividendFXTriggerDateOffsetPeriod(42358) is specified.

                  4. 42360 LegDividendFXTriggerDateOffsetDayTypeint—
                  5. 42361 LegDividendFXTriggerDateUnadjustedLocalMktDate—
                  6. 42362 LegDividendFXTriggerDateBusinessDayConventionint—

                    When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendFXTriggerDate.

                  7. LegDividendFXTriggerDateBusinessCenterGrpRepeating groupCount tag 42364—

                    When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendFXTriggerDate.

                    LegDividendFXTriggerDateBusinessCenterGrp definition & usage →

                    1. 42364 NoLegDividendFXTriggerDateBusinessCentersGroup count—
                    2. 42365 LegDividendFXTriggerDateBusinessCenterString—

                      Required if NoLegDividendFXTriggerDateBusinessCenters(42364) > 0.

                  8. 42363 LegDividendFXTriggerDateAdjustedLocalMktDate—
                11. LegDividendAccrualFloatingRateComponent—

                  LegDividendAccrualFloatingRate definition & usage →

                  1. 42312 LegDividendFloatingRateIndexString—
                  2. 42313 LegDividendFloatingRateIndexCurvePeriodint—

                    Conditionally required when LegDividendFloatingRateIndexCurveUnit(42314) is specified.

                  3. 42314 LegDividendFloatingRateIndexCurveUnitString—

                    Conditionally required when LegDividendFloatingRateIndexCurvePeriod(42313) is specified.

                  4. 42315 LegDividendFloatingRateMultiplierfloat—
                  5. 42316 LegDividendFloatingRateSpreadPriceOffset—
                  6. 42317 LegDividendFloatingRateSpreadPositionTypeint—
                  7. 42318 LegDividendFloatingRateTreatmentint—
                  8. 42319 LegDividendCapRatePercentage—
                  9. 42320 LegDividendCapRateBuySideint—
                  10. 42321 LegDividendCapRateSellSideint—
                  11. 42322 LegDividendFloorRatePercentage—
                  12. 42323 LegDividendFloorRateBuySideint—
                  13. 42324 LegDividendFloorRateSellSideint—
                  14. 42325 LegDividendInitialRatePercentage—
                  15. 42326 LegDividendFinalRateRoundingDirectionchar—
                  16. 42327 LegDividendFinalRatePrecisionint—
                  17. 42328 LegDividendAveragingMethodint—
                  18. 42329 LegDividendNegativeRateTreatmentint—
                12. 42345 LegDividendAccrualFixedRatePercentage—
                13. LegDividendAccrualPaymentDateComponent—

                  LegDividendAccrualPaymentDate definition & usage →

                  1. 42330 LegDividendAccrualPaymentDateRelativeToint—
                  2. 42331 LegDividendAccrualPaymentDateOffsetPeriodint—

                    Conditionally required when LegDividendAccrualPaymentDateOffsetUnit(42332) is specified.

                  3. 42332 LegDividendAccrualPaymentDateOffsetUnitString—

                    Conditionally required when LegDividendAccrualPaymentDateOffsetPeriod(42331) is specified.

                  4. 42333 LegDividendAccrualPaymentDateOffsetDayTypeint—
                  5. 42334 LegDividendAccrualPaymentDateUnadjustedLocalMktDate—
                  6. 42335 LegDividendAccrualPaymentDateBusinessDayConventionint—

                    When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendAccrualPaymentDate.

                  7. LegDividendAccrualPaymentDateBusinessCenterGrpRepeating groupCount tag 42310—

                    When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendAccrualPaymentDate.

                    LegDividendAccrualPaymentDateBusinessCenterGrp definition & usage →

                    1. 42310 NoLegDividendAccrualPaymentDateBusinessCentersGroup count—
                    2. 42311 LegDividendAccrualPaymentDateBusinessCenterString—

                      Required if NoLegDividendAccrualPaymentDateBusinessCenters(42310) > 0.

                  8. 42336 LegDividendAccrualPaymentDateAdjustedLocalMktDate—
                14. 42346 LegDividendCompoundingMethodint—
                15. 42347 LegDividendNumOfIndexUnitsint—
                16. 42348 LegDividendCashPercentagePercentage—
                17. 42349 LegDividendCashEquivalentPercentagePercentage—
                18. 42350 LegNonCashDividendTreatmentint—
                19. 42351 LegDividendCompositionint—
                20. 42352 LegSpecialDividendsIndicatorBoolean—
                21. 42353 LegMaterialDividendsIndicatorBoolean—
                22. 42354 LegOptionsExchangeDividendsIndicatorBoolean—
                23. 42355 LegAdditionalDividendsIndicatorBoolean—
                24. 42356 LegAllDividendsIndicatorBoolean—
              69. 42467 LegReturnRateNotionalResetBoolean—
              70. LegReturnRateGrpRepeating groupCount tag 42534—

                LegReturnRateGrp definition & usage →

                1. 42534 NoLegReturnRatesGroup count—
                2. 42535 LegReturnRatePriceSequenceint—

                  Required if NoLegReturnRates(42534) > 0.

                3. 42536 LegReturnRateCommissionBasischar—
                4. 42537 LegReturnRateCommissionAmountAmt—
                5. 42538 LegReturnRateCommissionCurrencyCurrency—

                  If not specified, this is defaulted to the reporting currency.

                6. 42539 LegReturnRateTotalCommissionPerTradeAmt—
                7. 42540 LegReturnRateDeterminationMethodString—
                8. LegReturnRatePriceGrpRepeating groupCount tag 42564—

                  LegReturnRatePriceGrp definition & usage →

                  1. 42564 NoLegReturnRatePricesGroup count—
                  2. 42565 LegReturnRatePriceBasisint—

                    Required if NoLegReturnRatePrices(42564) > 0.

                  3. 42566 LegReturnRatePricePrice—
                  4. 42567 LegReturnRatePriceCurrencyCurrency—
                  5. 42568 LegReturnRatePriceTypeint—
                9. LegReturnRateFXConversionGrpRepeating groupCount tag 42530—

                  LegReturnRateFXConversionGrp definition & usage →

                  1. 42530 NoLegReturnRateFXConversionsGroup count—
                  2. 42531 LegReturnRateFXCurrencySymbolString—

                    Required if NoLegReturnRateFXConversions(42530) > 0.

                  3. 42532 LegReturnRateFXRatefloat—

                    Required if NoLegReturnRateFXConversions(42530) > 0.

                  4. 42533 LegReturnRateFXRateCalcchar—
                10. 42541 LegReturnRateAmountRelativeToint—
                11. 42542 LegReturnRateQuoteMeasureTypeString—
                12. 42543 LegReturnRateQuoteUnitsString—
                13. 42544 LegReturnRateQuoteMethodint—
                14. 42545 LegReturnRateQuoteCurrencyCurrency—
                15. 42546 LegReturnRateQuoteCurrencyTypeString—
                16. 42547 LegReturnRateQuoteTimeTypeint—

                  Mutually exclusive with LegReturnRateQuoteTime(42548).

                17. 42548 LegReturnRateQuoteTimeLocalMktTime—

                  Mutually exclusive with LegReturnRateQuoteTimeType(42547).

                18. 42549 LegReturnRateQuoteDateLocalMktDate—
                19. 42550 LegReturnRateQuoteExpirationTimeLocalMktTime—
                20. 42551 LegReturnRateQuoteBusinessCenterString—
                21. 42552 LegReturnRateQuoteExchangeExchange—
                22. LegReturnRateInformationSourceGrpRepeating groupCount tag 42560—

                  LegReturnRateInformationSourceGrp definition & usage →

                  1. 42560 NoLegReturnRateInformationSourcesGroup count—
                  2. 42561 LegReturnRateInformationSourceint—

                    Required if NoLegReturnRateInformationSources(42560) > 0.

                  3. 42562 LegReturnRateReferencePageString—
                  4. 42563 LegReturnRateReferencePageHeadingString—
                23. 42553 LegReturnRateQuotePricingModelString—
                24. 42554 LegReturnRateCashFlowTypeString—
                25. LegReturnRateDateGrpRepeating groupCount tag 42508—

                  LegReturnRateDateGrp definition & usage →

                  1. 42508 NoLegReturnRateDatesGroup count—
                  2. 42509 LegReturnRateDateModeint—

                    Required if NoLegReturnRateDates(42508) > 0.

                  3. LegReturnRateValuationDateGrpRepeating groupCount tag 42571—

                    LegReturnRateValuationDateGrp definition & usage →

                    1. 42571 NoLegReturnRateValuationDatesGroup count—
                    2. 42572 LegReturnRateValuationDateLocalMktDate—

                      Required if NoLegReturnRateValuationDates(42571) > 0.

                    3. 42573 LegReturnRateValuationDateTypeint—

                      When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

                  4. 42510 LegReturnRateValuationDateRelativeToint—
                  5. 42511 LegReturnRateValuationDateOffsetPeriodint—

                    Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified.

                  6. 42512 LegReturnRateValuationDateOffsetUnitString—

                    Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified.

                  7. 42513 LegReturnRateValuationDateOffsetDayTypeint—
                  8. 42514 LegReturnRateValuationStartDateUnadjustedLocalMktDate—
                  9. 42515 LegReturnRateValuationStartDateRelativeToint—
                  10. 42516 LegReturnRateValuationStartDateOffsetPeriodint—

                    Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified.

                  11. 42517 LegReturnRateValuationStartDateOffsetUnitString—

                    Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified.

                  12. 42518 LegReturnRateValuationStartDateOffsetDayTypeint—
                  13. 42519 LegReturnRateValuationStartDateAdjustedLocalMktDate—
                  14. 42520 LegReturnRateValuationEndDateUnadjustedLocalMktDate—
                  15. 42521 LegReturnRateValuationEndDateRelativeToint—
                  16. 42522 LegReturnRateValuationEndDateOffsetPeriodint—

                    Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified.

                  17. 42523 LegReturnRateValuationEndDateOffsetUnitString—

                    Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified.

                  18. 42524 LegReturnRateValuationEndDateOffsetDayTypeint—
                  19. 42525 LegReturnRateValuationEndDateAdjustedLocalMktDate—
                  20. 42526 LegReturnRateValuationFrequencyPeriodint—

                    Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified.

                  21. 42527 LegReturnRateValuationFrequencyUnitString—

                    Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified.

                  22. 42528 LegReturnRateValuationFrequencyRollConventionString—

                    When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates.

                  23. 42529 LegReturnRateValuationDateBusinessDayConventionint—

                    When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates.

                  24. LegReturnRateValuationDateBusinessCenterGrpRepeating groupCount tag 42569—

                    When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates.

                    LegReturnRateValuationDateBusinessCenterGrp definition & usage →

                    1. 42569 NoLegReturnRateValuationDateBusinessCentersGroup count—
                    2. 42570 LegReturnRateValuationDateBusinessCenterString—

                      Required if NoLegReturnRateValuationDateBusinessCenters(42569) > 0.

                26. 42555 LegReturnRateValuationTimeTypeint—

                  Mutually exclusive with LegReturnRateValuationTime(42556).

                27. 42556 LegReturnRateValuationTimeLocalMktTime—

                  Mutually exclusive with LegReturnRateValuationTimeType(42555).

                28. 42557 LegReturnRateValuationTimeBusinessCenterString—
                29. 42558 LegReturnRateValuationPriceOptionint—
                30. 42559 LegReturnRateFinalPriceFallbackint—
              71. 42468 LegPaymentStreamLinkInitialLevelPrice—
              72. 42469 LegPaymentStreamLinkClosingLevelIndicatorBoolean—
              73. 42470 LegPaymentStreamLinkExpiringLevelIndicatorBoolean—
              74. 42471 LegPaymentStreamLinkEstimatedTradingDaysint—
              75. 42472 LegPaymentStreamLinkStrikePricePrice—
              76. 42473 LegPaymentStreamLinkStrikePriceTypeint—
              77. 42474 LegPaymentStreamLinkMaximumBoundaryfloat—
              78. 42475 LegPaymentStreamLinkMinimumBoundaryfloat—
              79. 42476 LegPaymentStreamLinkNumberOfDataSeriesint—
              80. 42477 LegPaymentStreamVarianceUnadjustedCapfloat—
              81. 42478 LegPaymentStreamRealizedVarianceMethodint—
              82. 42479 LegPaymentStreamDaysAdjustmentIndicatorBoolean—
              83. 42480 LegPaymentStreamNearestExchangeContractRefIDString—
              84. 42481 LegPaymentStreamVegaNotionalAmountfloat—
            31. 42404 LegPaymentStreamCompoundingFixedRatefloat—

              Mutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component.

            32. LegPaymentStreamCompoundingFloatingRateComponent—

              Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400).

              LegPaymentStreamCompoundingFloatingRate definition & usage →

              1. 42427 LegPaymentStreamCompoundingRateIndexString—
              2. 42428 LegPaymentStreamCompoundingRateIndexCurvePeriodint—

                Conditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit(42429) is specified.

              3. 42429 LegPaymentStreamCompoundingRateIndexCurveUnitString—

                Conditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod(42428) is specified.

              4. 42430 LegPaymentStreamCompoundingRateMultiplierfloat—
              5. 42431 LegPaymentStreamCompoundingRateSpreadPriceOffset—
              6. 42432 LegPaymentStreamCompoundingRateSpreadPositionTypeint—
              7. 42433 LegPaymentStreamCompoundingRateTreatmentint—
              8. 42434 LegPaymentStreamCompoundingCapRatePercentage—
              9. 42435 LegPaymentStreamCompoundingCapRateBuySideint—
              10. 42436 LegPaymentStreamCompoundingCapRateSellSideint—
              11. 42437 LegPaymentStreamCompoundingFloorRatePercentage—
              12. 42438 LegPaymentStreamCompoundingFloorRateBuySideint—
              13. 42439 LegPaymentStreamCompoundingFloorRateSellSideint—
              14. 42440 LegPaymentStreamCompoundingInitialRatePercentage—
              15. 42441 LegPaymentStreamCompoundingFinalRateRoundingDirectionchar—
              16. 42442 LegPaymentStreamCompoundingFinalRatePrecisionint—
              17. 42443 LegPaymentStreamCompoundingAveragingMethodint—
              18. 42444 LegPaymentStreamCompoundingNegativeRateTreatmentint—
            33. LegPaymentStreamCompoundingDatesComponent—

              LegPaymentStreamCompoundingDates definition & usage →

              1. 42408 LegPaymentStreamCompoundingDatesBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates.

              2. LegPaymentStreamCompoundingDatesBusinessCenterGrpRepeating groupCount tag 42419—

                When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates.

                LegPaymentStreamCompoundingDatesBusinessCenterGrp definition & usage →

                1. 42419 NoLegPaymentStreamCompoundingDatesBusinessCentersGroup count—
                2. 42420 LegPaymentStreamCompoundingDatesBusinessCenterString—

                  Required if NoLegPaymentStreamCompoundingDatesBusinessCenters(42419) > 0.

              3. LegPaymentStreamCompoundingDateGrpRepeating groupCount tag 42405—

                LegPaymentStreamCompoundingDateGrp definition & usage →

                1. 42405 NoLegPaymentStreamCompoundingDatesGroup count—
                2. 42406 LegPaymentStreamCompoundingDateLocalMktDate—

                  Required if NoLegPaymentStreamCompoundingDates(42405) > 0.

                3. 42407 LegPaymentStreamCompoundingDateTypeint—

                  When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

              4. 42409 LegPaymentStreamCompoundingDatesRelativeToint—
              5. 42410 LegPaymentStreamCompoundingDatesOffsetPeriodint—

                Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified.

              6. 42411 LegPaymentStreamCompoundingDatesOffsetUnitString—

                Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified.

              7. 42412 LegPaymentStreamCompoundingDatesOffsetDayTypeint—
              8. 42413 LegPaymentStreamCompoundingPeriodSkipint—
              9. LegPaymentStreamCompoundingStartDateComponent—

                LegPaymentStreamCompoundingStartDate definition & usage →

                1. 42445 LegPaymentStreamCompoundingStartDateUnadjustedLocalMktDate—
                2. 42446 LegPaymentStreamCompoundingStartDateRelativeToint—
                3. 42447 LegPaymentStreamCompoundingStartDateOffsetPeriodint—

                  Conditionally required when LegPaymentStreamCompoundingStartDateOffsetUnit(42448) is specified.

                4. 42448 LegPaymentStreamCompoundingStartDateOffsetUnitString—

                  Conditionally required when LegPaymentStreamCompoundingStartDateOffsetPeriod(42447) is specified.

                5. 42449 LegPaymentStreamCompoundingStartDateOffsetDayTypeint—
                6. 42450 LegPaymentStreamCompoundingStartDateAdjustedLocalMktDate—
              10. LegPaymentStreamCompoundingEndDateComponent—

                LegPaymentStreamCompoundingEndDate definition & usage →

                1. 42421 LegPaymentStreamCompoundingEndDateUnadjustedLocalMktDate—
                2. 42422 LegPaymentStreamCompoundingEndDateRelativeToint—
                3. 42423 LegPaymentStreamCompoundingEndDateOffsetPeriodint—

                  Conditionally required when LegPaymentStreamCompoundingEndDateOffsetUnit(42424) is specified.

                4. 42424 LegPaymentStreamCompoundingEndDateOffsetUnitString—

                  Conditionally required when LegPaymentStreamCompoundingEndDateOffsetPeriod(42423) is specified.

                5. 42425 LegPaymentStreamCompoundingEndDateOffsetDayTypeint—
                6. 42426 LegPaymentStreamCompoundingEndDateAdjustedLocalMktDate—
              11. 42414 LegPaymentStreamCompoundingFrequencyPeriodint—

                Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified.

              12. 42415 LegPaymentStreamCompoundingFrequencyUnitString—

                Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified.

              13. 42416 LegPaymentStreamCompoundingRollConventionString—

                When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates.

              14. 42417 LegPaymentStreamBoundsFirstDateUnadjustedLocalMktDate—
              15. 42418 LegPaymentStreamBoundsLastDateUnadjustedLocalMktDate—
            34. LegPaymentStreamNonDeliverableSettlTermsComponent—

              LegPaymentStreamNonDeliverableSettlTerms definition & usage →

              1. 40359 LegPaymentStreamNonDeliverableRefCurrencyCurrency—
              2. 40360 LegPaymentStreamNonDeliverableFixingDatesBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the non-deliverable currency's fixing date.

              3. LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrpRepeating groupCount tag 40929—

                When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the non-deliverable currency's fixing date.

                LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp definition & usage →

                1. 40929 NoLegPaymentStreamNonDeliverableFixingDateBusinessCentersGroup count—
                2. 40361 LegPaymentStreamNonDeliverableFixingDatesBusinessCenterString—

                  Required if NoLegPaymentStreamNonDeliverableFixingDatesBusinessCenters(40929) > 0.

              4. 40362 LegPaymentStreamNonDeliverableFixingDatesRelativeToint—
              5. 40363 LegPaymentStreamNonDeliverableFixingDatesOffsetPeriodint—

                Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetUnit(40364) is specified.

              6. 40364 LegPaymentStreamNonDeliverableFixingDatesOffsetUnitString—

                Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetPeriod(40363) is specified.

              7. 40365 LegPaymentStreamNonDeliverableFixingDatesOffsetDayTypeint—
              8. LegPaymentStreamNonDeliverableSettlRateSourceComponent—

                LegPaymentStreamNonDeliverableSettlRateSource definition & usage →

                1. 40087 LegPaymentStreamNonDeliverableSettlRateSourceint—
                2. 40228 LegPaymentStreamNonDeliverableSettlReferencePageString—

                  Conditionally required when LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) or 99 (Other).

              9. LegPaymentStreamNonDeliverableFixingDateGrpRepeating groupCount tag 40367—

                LegPaymentStreamNonDeliverableFixingDateGrp definition & usage →

                1. 40367 NoLegNonDeliverableFixingDatesGroup count—
                2. 40368 LegNonDeliverableFixingDateLocalMktDate—

                  Required if NoLegNonDeliverableFixingDates(40367) > 0.

                3. 40369 LegNonDeliverableFixingDateTypeint—

                  When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

              10. LegSettlRateDisruptionFallbackGrpRepeating groupCount tag 40902—

                LegSettlRateDisruptionFallbackGrp definition & usage →

                1. 40902 NoLegSettlRateFallbacksGroup count—
                2. 40903 LegSettlRatePostponementMaximumDaysint—

                  Required if NoLegSettlRateFallbacks(40902) > 0.

                3. LegSettlRateFallbackRateSourceComponent—

                  LegSettlRateFallbackRateSource definition & usage →

                  1. 40366 LegSettlRateFallbackRateSourceint—
                  2. 40370 LegSettlRateFallbackReferencePageString—

                    Conditionally required when LegSettlRateFallbackRateSource(40366) = 3 (ISDA Settlement Rate Option) or 99 (Other).

                4. 40905 LegSettlRatePostponementSurveyBoolean—
                5. 40906 LegSettlRatePostponementCalculationAgentint—
          25. LegPaymentScheduleGrpRepeating groupCount tag 40374—

            LegPaymentScheduleGrp definition & usage →

            1. 40374 NoLegPaymentSchedulesGroup count—
            2. 40375 LegPaymentScheduleTypeint—

              Required if NoLegPaymentSchedules(40374) > 0.

            3. 41533 LegPaymentScheduleXIDXID—
            4. 41534 LegPaymentScheduleXIDRefXIDREF—
            5. 40376 LegPaymentScheduleStubTypeint—
            6. 40377 LegPaymentScheduleStartDateUnadjustedLocalMktDate—
            7. 40378 LegPaymentScheduleEndDateUnadjustedLocalMktDate—
            8. 40379 LegPaymentSchedulePaySideint—
            9. 40380 LegPaymentScheduleReceiveSideint—
            10. 40381 LegPaymentScheduleNotionalAmt—
            11. 40382 LegPaymentScheduleCurrencyCurrency—
            12. 40383 LegPaymentScheduleRatePercentage—
            13. 40384 LegPaymentScheduleRateMultiplierfloat—
            14. 40385 LegPaymentScheduleRateSpreadPriceOffset—
            15. 41535 LegPaymentScheduleRateCurrencyCurrency—
            16. 41536 LegPaymentScheduleRateUnitOfMeasureString—
            17. 41537 LegPaymentScheduleRateConversionFactorfloat—
            18. 41538 LegPaymentScheduleRateSpreadTypeint—
            19. 40386 LegPaymentScheduleRateSpreadPositionTypeint—
            20. 40387 LegPaymentScheduleRateTreatmentint—
            21. 40388 LegPaymentScheduleFixedAmountAmt—
            22. 40389 LegPaymentScheduleFixedCurrencyCurrency—
            23. 41539 LegPaymentScheduleSettlPeriodPricePrice—
            24. 41540 LegPaymentScheduleSettlPeriodPriceCurrencyCurrency—
            25. 41541 LegPaymentScheduleSettlPeriodPriceUnitOfMeasureString—
            26. 41542 LegPaymentScheduleStepUnitOfMeasureString—
            27. 40390 LegPaymentScheduleStepFrequencyPeriodint—

              Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified.

            28. 40391 LegPaymentScheduleStepFrequencyUnitString—

              Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified.

            29. 40392 LegPaymentScheduleStepOffsetValueAmt—
            30. 40393 LegPaymentScheduleStepRatePercentage—
            31. 40394 LegPaymentScheduleStepOffsetRatePercentage—
            32. 40395 LegPaymentScheduleStepRelativeToint—
            33. LegPaymentScheduleRateSourceGrpRepeating groupCount tag 40414—

              LegPaymentScheduleRateSourceGrp definition & usage →

              1. 40414 NoLegPaymentScheduleRateSourcesGroup count—
              2. 40415 LegPaymentScheduleRateSourceint—

                Required if NoLegPaymentScheduleRateSources(40414) > 0.

              3. 40416 LegPaymentScheduleRateSourceTypeint—

                Required if NoLegPaymentScheduleRateSources(40414) > 0.

              4. 40417 LegPaymentScheduleReferencePageString—

                Conditionally required when LegPaymentScheduleRateSource(40415) = 99 (Other).

            34. 40396 LegPaymentScheduleFixingDateUnadjustedLocalMktDate—
            35. 40397 LegPaymentScheduleWeightfloat—
            36. 40398 LegPaymentScheduleFixingDateRelativeToint—
            37. 40399 LegPaymentScheduleFixingDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule.

            38. LegPaymentScheduleFixingDateBusinessCenterGrpRepeating groupCount tag 40927—

              When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule.

              LegPaymentScheduleFixingDateBusinessCenterGrp definition & usage →

              1. 40927 NoLegPaymentScheduleFixingDateBusinessCentersGroup count—
              2. 40400 LegPaymentScheduleFixingDateBusinessCenterString—

                Required if NoLegPaymentScheduleFixingDateBusinessCenters(40927) > 0.

            39. 40401 LegPaymentScheduleFixingDateOffsetPeriodint—

              Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified.

            40. 40402 LegPaymentScheduleFixingDateOffsetUnitString—

              Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified.

            41. 40403 LegPaymentScheduleFixingDateOffsetDayTypeint—
            42. 41543 LegPaymentScheduleFixingDayDistributionint—
            43. 41544 LegPaymentScheduleFixingDayCountint—
            44. 40404 LegPaymentScheduleFixingDateAdjustedLocalMktDate—
            45. LegPaymentScheduleFixingDayGrpRepeating groupCount tag 41530—

              LegPaymentScheduleFixingDayGrp definition & usage →

              1. 41530 NoLegPaymentScheduleFixingDaysGroup count—
              2. 41531 LegPaymentScheduleFixingDayOfWeekint—

                Required if NoLegPaymentScheduleFixingDays(41530) > 0.

              3. 41532 LegPaymentScheduleFixingDayNumberint—
            46. 41545 LegPaymentScheduleFixingLagPeriodint—

              Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified.

            47. 41546 LegPaymentScheduleFixingLagUnitString—

              Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified.

            48. 41547 LegPaymentScheduleFixingFirstObservationDateOffsetPeriodint—

              Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified.

            49. 41548 LegPaymentScheduleFixingFirstObservationDateOffsetUnitString—

              Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified.

            50. 40405 LegPaymentScheduleFixingTimeLocalMktTime—
            51. 40406 LegPaymentScheduleFixingTimeBusinessCenterString—
            52. 40407 LegPaymentScheduleInterimExchangePaymentDateRelativeToint—
            53. 40408 LegPaymentScheduleInterimExchangeDatesBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule.

            54. LegPaymentScheduleInterimExchangeDateBusinessCenterGrpRepeating groupCount tag 40928—

              When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule.

              LegPaymentScheduleInterimExchangeDateBusinessCenterGrp definition & usage →

              1. 40928 NoLegPaymentScheduleInterimExchangeDateBusinessCentersGroup count—
              2. 40409 LegPaymentScheduleInterimExchangeDatesBusinessCenterString—

                Required if NoLegPaymentScheduleInterimExchangeDateBusinessCenters(40928) > 0.

            55. 40410 LegPaymentScheduleInterimExchangeDatesOffsetPeriodint—

              Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified.

            56. 40411 LegPaymentScheduleInterimExchangeDatesOffsetUnitString—

              Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified.

            57. 40412 LegPaymentScheduleInterimExchangeDatesOffsetDayTypeint—
            58. 40413 LegPaymentScheduleInterimExchangeDateAdjustedLocalMktDate—
          26. LegPaymentStubGrpRepeating groupCount tag 40418—

            LegPaymentStubGrp definition & usage →

            1. 40418 NoLegPaymentStubsGroup count—
            2. 40419 LegPaymentStubTypeint—

              Required if NoLegPaymentStubs(40418) > 0.

            3. 40420 LegPaymentStubLengthint—
            4. LegPaymentStubStartDateComponent—

              LegPaymentStubStartDate definition & usage →

              1. 42497 LegPaymentStubStartDateUnadjustedLocalMktDate—
              2. 42498 LegPaymentStubStartDateBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance.

              3. LegPaymentStubStartDateBusinessCenterGrpRepeating groupCount tag 42504—

                When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance.

                LegPaymentStubStartDateBusinessCenterGrp definition & usage →

                1. 42504 NoLegPaymentStubStartDateBusinessCentersGroup count—
                2. 42505 LegPaymentStubStartDateBusinessCenterString—

                  Required if NoLegPaymentStubStartDateBusinessCenters(42504) > 0.

              4. 42499 LegPaymentStubStartDateRelativeToint—
              5. 42500 LegPaymentStubStartDateOffsetPeriodint—

                Conditionally required when LegPaymentStubStartDateOffsetUnit(42501) is specified.

              6. 42501 LegPaymentStubStartDateOffsetUnitString—

                Conditionally required when LegPaymentStubStartDateOffsetPeriod(42500) is specified.

              7. 42502 LegPaymentStubStartDateOffsetDayTypeint—
              8. 42503 LegPaymentStubStartDateAdjustedLocalMktDate—
            5. LegPaymentStubEndDateComponent—

              LegPaymentStubEndDate definition & usage →

              1. 42488 LegPaymentStubEndDateUnadjustedLocalMktDate—
              2. 42489 LegPaymentStubEndDateBusinessDayConventionint—

                When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance.

              3. LegPaymentStubEndDateBusinessCenterGrpRepeating groupCount tag 42495—

                When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance.

                LegPaymentStubEndDateBusinessCenterGrp definition & usage →

                1. 42495 NoLegPaymentStubEndDateBusinessCentersGroup count—
                2. 42496 LegPaymentStubEndDateBusinessCenterString—

                  Required if NoLegPaymentStubEndDateBusinessCenters(42495) > 0.

              4. 42490 LegPaymentStubEndDateRelativeToint—
              5. 42491 LegPaymentStubEndDateOffsetPeriodint—

                Conditionally required when LegPaymentStubEndDateOffsetUnit(42492) is specified.

              6. 42492 LegPaymentStubEndDateOffsetUnitString—

                Conditionally required when LegPaymentStubEndDateOffsetPeriod(42491) is specified.

              7. 42493 LegPaymentStubEndDateOffsetDayTypeint—
              8. 42494 LegPaymentStubEndDateAdjustedLocalMktDate—
            6. 40421 LegPaymentStubRatePercentage—
            7. 40422 LegPaymentStubFixedAmountAmt—
            8. 40423 LegPaymentStubFixedCurrencyCurrency—
            9. 40424 LegPaymentStubIndexString—
            10. 40425 LegPaymentStubIndexSourceint—
            11. 40426 LegPaymentStubIndexCurvePeriodint—

              Conditionally required when LegPaymentStubIndexCurveUnit(40427) is specified.

            12. 40427 LegPaymentStubIndexCurveUnitString—

              Copnditionally required when LegPaymentStubIndexCurvePeriod(40426) is specified.

            13. 40428 LegPaymentStubIndexRateMultiplierfloat—
            14. 40429 LegPaymentStubIndexRateSpreadPriceOffset—
            15. 40430 LegPaymentStubIndexRateSpreadPositionTypeint—
            16. 40431 LegPaymentStubIndexRateTreatmentint—
            17. 40432 LegPaymentStubIndexCapRatePercentage—
            18. 40433 LegPaymentStubIndexCapRateBuySideint—
            19. 40434 LegPaymentStubIndexCapRateSellSideint—
            20. 40435 LegPaymentStubIndexFloorRatePercentage—
            21. 40436 LegPaymentStubIndexFloorRateBuySideint—
            22. 40437 LegPaymentStubIndexFloorRateSellSideint—
            23. 40438 LegPaymentStubIndex2String—
            24. 40439 LegPaymentStubIndex2Sourceint—
            25. 40440 LegPaymentStubIndex2CurvePeriodint—

              Conditionally required when LegPaymentStubIndex2CurveUnit(40441) is specified.

            26. 40441 LegPaymentStubIndex2CurveUnitString—

              Conditionally required when LegPaymentStubIndex2CurvePeriod(40440) is specified.

            27. 40442 LegPaymentStubIndex2RateMultiplierfloat—
            28. 40443 LegPaymentStubIndex2RateSpreadPriceOffset—
            29. 40444 LegPaymentStubIndex2RateSpreadPositionTypeint—
            30. 40445 LegPaymentStubIndex2RateTreatmentint—
            31. 40446 LegPaymentStubIndex2CapRatePercentage—
            32. 40447 LegPaymentStubIndex2FloorRatePercentage—
          27. LegDeliveryStreamComponent—

            LegDeliveryStream definition & usage →

            1. 41429 LegDeliveryStreamTypeint—
            2. LegDeliveryStreamCommoditySourceGrpRepeating groupCount tag 41460—

              LegDeliveryStreamCommoditySourceGrp definition & usage →

              1. 41460 NoLegDeliveryStreamCommoditySourcesGroup count—
              2. 41461 LegDeliveryStreamCommoditySourceString—

                Required if NoLegDeliveryStreamCommoditySources(41460) > 0.

            3. 41430 LegDeliveryStreamPipelineString—
            4. 41431 LegDeliveryStreamEntryPointString—
            5. 41432 LegDeliveryStreamWithdrawalPointString—
            6. 41433 LegDeliveryStreamDeliveryPointString—
            7. 42194 LegDeliveryStreamDeliveryPointSourceint—
            8. 42195 LegDeliveryStreamDeliveryPointDescString—
            9. 41434 LegDeliveryStreamDeliveryRestrictionint—
            10. 41435 LegDeliveryStreamDeliveryContingencyString—
            11. 41436 LegDeliveryStreamDeliveryContingentPartySideint—
            12. 41437 LegDeliveryStreamDeliverAtSourceIndicatorBoolean—
            13. 41438 LegDeliveryStreamRiskApportionmentString—
            14. 41219 LegDeliveryStreamRiskApportionmentSourceString—
            15. LegDeliveryStreamCycleGrpRepeating groupCount tag 41456—

              LegDeliveryStreamCycleGrp definition & usage →

              1. 41456 NoLegDeliveryStreamCyclesGroup count—
              2. 41457 LegDeliveryStreamCycleDescString—

                Required if NoLegDeliveryStreamCycles(41456) > 0.

              3. 41458 EncodedLegDeliveryStreamCycleDescLenLength—

                Must be set if EncodedLegDeliveryStreamCycleDesc(41459) field is specified and must immediately precede it.

              4. 41459 EncodedLegDeliveryStreamCycleDescdata—

                Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding(347) field.

            16. 41439 LegDeliveryStreamTitleTransferLocationString—
            17. 41440 LegDeliveryStreamTitleTransferConditionint—
            18. 41441 LegDeliveryStreamImporterOfRecordString—
            19. 41442 LegDeliveryStreamNegativeTolerancefloat—
            20. 41443 LegDeliveryStreamPositiveTolerancefloat—
            21. 41444 LegDeliveryStreamToleranceUnitOfMeasureString—
            22. 41445 LegDeliveryStreamToleranceTypeint—
            23. 41446 LegDeliveryStreamToleranceOptionSideint—
            24. 41447 LegDeliveryStreamTotalPositiveTolerancePercentage—
            25. 41448 LegDeliveryStreamTotalNegativeTolerancePercentage—
            26. 41449 LegDeliveryStreamNotionalConversionFactorfloat—
            27. 41450 LegDeliveryStreamTransportEquipmentString—
            28. 41451 LegDeliveryStreamElectingPartySideint—
            29. 43095 LegDeliveryStreamRouteOrCharterString—
          28. LegDeliveryScheduleGrpRepeating groupCount tag 41408—

            LegDeliveryScheduleGrp definition & usage →

            1. 41408 NoLegDeliverySchedulesGroup count—
            2. 41409 LegDeliveryScheduleTypeint—

              Required if NoLegDeliverySchedules(41408) > 0.

            3. 41410 LegDeliveryScheduleXIDXID—
            4. 41411 LegDeliveryScheduleNotionalQty—
            5. 41412 LegDeliveryScheduleNotionalUnitOfMeasureString—
            6. 41413 LegDeliveryScheduleNotionalCommodityFrequencyint—
            7. 41414 LegDeliveryScheduleNegativeTolerancefloat—
            8. 41415 LegDeliverySchedulePositiveTolerancefloat—
            9. 41416 LegDeliveryScheduleToleranceUnitOfMeasureString—
            10. 41417 LegDeliveryScheduleToleranceTypeint—

              Conditionally required when LegDeliveryScheduleNegativeTolerance(41414) or LegDeliverySchedulePositiveTolerance(41415) is specified.

            11. 41418 LegDeliveryScheduleSettlCountryCountry—
            12. 41419 LegDeliveryScheduleSettlTimeZoneString—
            13. 41420 LegDeliveryScheduleSettlFlowTypeint—
            14. 41421 LegDeliveryScheduleSettlHolidaysProcessingInstructionint—
            15. LegDeliveryScheduleSettlDayGrpRepeating groupCount tag 41422—

              LegDeliveryScheduleSettlDayGrp definition & usage →

              1. 41422 NoLegDeliveryScheduleSettlDaysGroup count—
              2. 41423 LegDeliveryScheduleSettlDayint—

                Required if NoLegDeliveryScheduleSettlDays(41422) > 0.

              3. 41424 LegDeliveryScheduleSettlTotalHoursint—
              4. LegDeliveryScheduleSettlTimeGrpRepeating groupCount tag 41425—

                LegDeliveryScheduleSettlTimeGrp definition & usage →

                1. 41425 NoLegDeliveryScheduleSettlTimesGroup count—
                2. 41426 LegDeliveryScheduleSettlStartString—

                  Required if NoLegDeliveryScheduleSettlTimes(41425) > 0.

                3. 41427 LegDeliveryScheduleSettlEndString—

                  Required if NoLegDeliveryScheduleSettlTimes(41425) > 0.

                4. 41428 LegDeliveryScheduleSettlTimeTypeint—

                  May be defaulted to market convention or bilaterally agreed if not specified.

          29. 40248 LegStreamTextString—
          30. 40978 EncodedLegStreamTextLenLength—

            Must be set if EncodedLegStreamText(40979) field is specified and must immediately precede it.

          31. 40979 EncodedLegStreamTextdata—

            Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field.

        165. LegProvisionGrpRepeating groupCount tag 40448—

          LegProvisionGrp definition & usage →

          1. 40448 NoLegProvisionsGroup count—
          2. 40449 LegProvisionTypeint—

            Required if NoLegProvisions(40448) > 0.

          3. 40450 LegProvisionDateUnadjustedLocalMktDate—
          4. 40451 LegProvisionDateBusinessDayConventionint—

            When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the instrument's leg provision.

          5. LegProvisionDateBusinessCenterGrpRepeating groupCount tag 40939—

            When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the instrument's leg provision.

            LegProvisionDateBusinessCenterGrp definition & usage →

            1. 40939 NoLegProvisionDateBusinessCentersGroup count—
            2. 40452 LegProvisionDateBusinessCenterString—

              Required if NoLegProvisionDateBusinessCenters(40939) > 0.

          6. 40453 LegProvisionDateAdjustedLocalMktDate—
          7. 40454 LegProvisionDateTenorPeriodint—

            Conditionally required when LegProvisionDateTenorUnit(40455) is specified.

          8. 40455 LegProvisionDateTenorUnitString—

            Conditionally required when LegProvisionDateTenorPeriod(40454) is specified.

          9. 42506 LegProvisionBreakFeeElectionint—
          10. 42507 LegProvisionBreakFeeRatePercentage—
          11. 40456 LegProvisionCalculationAgentint—
          12. 40457 LegProvisionOptionSinglePartyBuyerSideint—
          13. 40458 LegProvisionOptionSinglePartySellerSideint—
          14. LegProvisionCashSettlValueDatesComponent—

            LegProvisionCashSettlValueDates definition & usage →

            1. 40524 LegProvisionCashSettlValueTimeLocalMktTime—
            2. 40525 LegProvisionCashSettlValueTimeBusinessCenterString—
            3. 40526 LegProvisionCashSettlValueDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement value date.

            4. LegProvisionCashSettlValueDateBusinessCenterGrpRepeating groupCount tag 40935—

              When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement value date.

              LegProvisionCashSettlValueDateBusinessCenterGrp definition & usage →

              1. 40935 NoLegProvisionCashSettlValueDateBusinessCentersGroup count—
              2. 40527 LegProvisionCashSettlValueDateBusinessCenterString—

                Required if NoLegProvisionCashSettlValueDateBusinessCenters(40935) > 0.

            5. 40528 LegProvisionCashSettlValueDateRelativeToint—
            6. 40529 LegProvisionCashSettlValueDateOffsetPeriodint—

              Conditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified.

            7. 40530 LegProvisionCashSettlValueDateOffsetUnitString—

              Conditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified.

            8. 40531 LegProvisionCashSettlValueDateOffsetDayTypeint—
            9. 40532 LegProvisionCashSettlValueDateAdjustedLocalMktDate—
          15. LegProvisionOptionExerciseDatesComponent—

            LegProvisionOptionExerciseDates definition & usage →

            1. 40476 LegProvisionOptionExerciseBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option exercise dates.

            2. LegProvisionOptionExerciseBusinessCenterGrpRepeating groupCount tag 40936—

              When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option exercise dates.

              LegProvisionOptionExerciseBusinessCenterGrp definition & usage →

              1. 40936 NoLegProvisionOptionExerciseBusinessCentersGroup count—
              2. 40477 LegProvisionOptionExerciseBusinessCenterString—

                Required if NoLegProvisionOptionExerciseBusinessCenters(40936) > 0.

            3. LegProvisionOptionExerciseFixedDateGrpRepeating groupCount tag 40495—

              LegProvisionOptionExerciseFixedDateGrp definition & usage →

              1. 40495 NoLegProvisionOptionExerciseFixedDatesGroup count—
              2. 40496 LegProvisionOptionExerciseFixedDateLocalMktDate—

                Required if NoLegProvisionOptionExerciseFixedDates(40495) > 0.

              3. 40497 LegProvisionOptionExerciseFixedDateTypeint—

                When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

            4. 40478 LegProvisionOptionExerciseEarliestDateOffsetPeriodint—

              Conditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified.

            5. 40479 LegProvisionOptionExerciseEarliestDateOffsetUnitString—

              Conditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified.

            6. 40480 LegProvisionOptionExerciseFrequencyPeriodint—

              Conditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified.

            7. 40481 LegProvisionOptionExerciseFrequencyUnitString—

              Conditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified.

            8. 40482 LegProvisionOptionExerciseStartDateUnadjustedLocalMktDate—
            9. 40483 LegProvisionOptionExerciseStartDateRelativeToint—
            10. 40484 LegProvisionOptionExerciseStartDateOffsetPeriodint—

              Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified.

            11. 40485 LegProvisionOptionExerciseStartDateOffsetUnitString—

              Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified.

            12. 40486 LegProvisionOptionExerciseStartDateOffsetDayTypeint—
            13. 40487 LegProvisionOptionExerciseStartDateAdjustedLocalMktDate—
            14. 40488 LegProvisionOptionExercisePeriodSkipint—
            15. 40489 LegProvisionOptionExerciseBoundsFirstDateUnadjustedLocalMktDate—
            16. 40490 LegProvisionOptionExerciseBoundsLastDateUnadjustedLocalMktDate—
            17. 40491 LegProvisionOptionExerciseEarliestTimeLocalMktTime—
            18. 40492 LegProvisionOptionExerciseEarliestTimeBusinessCenterString—
            19. 40493 LegProvisionOptionExerciseLatestTimeLocalMktTime—
            20. 40494 LegProvisionOptionExerciseLatestTimeBusinessCenterString—
          16. LegProvisionOptionExpirationDateComponent—

            LegProvisionOptionExpirationDate definition & usage →

            1. 40498 LegProvisionOptionExpirationDateUnadjustedLocalMktDate—
            2. 40499 LegProvisionOptionExpirationDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option expiration date.

            3. LegProvisionOptionExpirationDateBusinessCenterGrpRepeating groupCount tag 40937—

              When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option expiration date.

              LegProvisionOptionExpirationDateBusinessCenterGrp definition & usage →

              1. 40937 NoLegProvisionOptionExpirationDateBusinessCentersGroup count—
              2. 40500 LegProvisionOptionExpirationDateBusinessCenterString—

                Required if NoLegProvisionOptionExpirationDateBusinessCenters(40937) > 0.

            4. 40501 LegProvisionOptionExpirationDateRelativeToint—
            5. 40502 LegProvisionOptionExpirationDateOffsetPeriodint—

              Conditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified.

            6. 40503 LegProvisionOptionExpirationDateOffsetUnitString—

              Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified.

            7. 40504 LegProvisionOptionExpirationDateOffsetDayTypeint—
            8. 40505 LegProvisionOptionExpirationDateAdjustedLocalMktDate—
            9. 40506 LegProvisionOptionExpirationTimeLocalMktTime—
            10. 40507 LegProvisionOptionExpirationTimeBusinessCenterString—
          17. LegProvisionOptionRelevantUnderlyingDateComponent—

            LegProvisionOptionRelevantUnderlyingDate definition & usage →

            1. 40508 LegProvisionOptionRelevantUnderlyingDateUnadjustedLocalMktDate—
            2. 40509 LegProvisionOptionRelevantUnderlyingDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option relevant underlying date.

            3. LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrpRepeating groupCount tag 40938—

              When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option relevant underlying date.

              LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp definition & usage →

              1. 40938 NoLegProvisionOptionRelevantUnderlyingDateBusinessCentersGroup count—
              2. 40510 LegProvisionOptionRelevantUnderlyingDateBusinessCenterString—

                Required if NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters(40938) > 0.

            4. 40511 LegProvisionOptionRelevantUnderlyingDateRelativeToint—
            5. 40512 LegProvisionOptionRelevantUnderlyingDateOffsetPeriodint—

              Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified.

            6. 40513 LegProvisionOptionRelevantUnderlyingDateOffsetUnitString—

              Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified.

            7. 40514 LegProvisionOptionRelevantUnderlyingDateOffsetDayTypeint—
            8. 40515 LegProvisionOptionRelevantUnderlyingDateAdjustedLocalMktDate—
          18. 40459 LegProvisionOptionExerciseStyleint—
          19. 40460 LegProvisionOptionExerciseMultipleNotionalAmt—
          20. 40461 LegProvisionOptionExerciseMinimumNotionalAmt—
          21. 40462 LegProvisionOptionExerciseMaximumNotionalAmt—
          22. 40463 LegProvisionOptionMinimumNumberint—
          23. 40464 LegProvisionOptionMaximumNumberint—
          24. 40465 LegProvisionOptionExerciseConfirmationBoolean—
          25. LegProvisionCashSettlPaymentDatesComponent—

            LegProvisionCashSettlPaymentDates definition & usage →

            1. 40516 LegProvisionCashSettlPaymentDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement payment dates.

            2. LegProvisionCashSettlPaymentDateBusinessCenterGrpRepeating groupCount tag 40934—

              When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement payment dates.

              LegProvisionCashSettlPaymentDateBusinessCenterGrp definition & usage →

              1. 40934 NoLegProvisionCashSettlPaymentDateBusinessCentersGroup count—
              2. 40517 LegProvisionCashSettlPaymentDateBusinessCenterString—

                Required if NoLegProvisionCashSettlPaymentDateBusinessCenters(40934) > 0.

            3. 40518 LegProvisionCashSettlPaymentDateRelativeToint—
            4. 40519 LegProvisionCashSettlPaymentDateOffsetPeriodint—

              Conditionally required when LegProvisionCashSettlPaymentDateOffsetUnit(40520) is specified.

            5. 40520 LegProvisionCashSettlPaymentDateOffsetUnitString—

              Conditionally required when LegProvisionCashSettlPaymentDateOffsetPeriod(40519) is specified.

            6. 40521 LegProvisionCashSettlPaymentDateOffsetDayTypeint—
            7. 40522 LegProvisionCashSettlPaymentDateRangeFirstLocalMktDate—
            8. 40523 LegProvisionCashSettlPaymentDateRangeLastLocalMktDate—
            9. LegProvisionCashSettlPaymentFixedDateGrpRepeating groupCount tag 40473—

              LegProvisionCashSettlPaymentFixedDateGrp definition & usage →

              1. 40473 NoLegProvisionCashSettlPaymentDatesGroup count—
              2. 40474 LegProvisionCashSettlPaymentDateLocalMktDate—

                Required if NoLegProvisionCashSettlPaymentDates (40473) > 0.

              3. 40475 LegProvisionCashSettlPaymentDateTypeint—

                When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

          26. 40466 LegProvisionCashSettlMethodint—
          27. 40467 LegProvisionCashSettlCurrencyCurrency—
          28. 40468 LegProvisionCashSettlCurrency2Currency—
          29. 40469 LegProvisionCashSettlQuoteTypeint—
          30. LegProvisionCashSettlQuoteSourceComponent—

            LegProvisionCashSettlQuoteSource definition & usage →

            1. 40470 LegProvisionCashSettlQuoteSourceint—
            2. 41407 LegProvisionCashSettlQuoteReferencePageString—
          31. 40472 LegProvisionTextString—
          32. 40980 EncodedLegProvisionTextLenLength—

            Must be set if EncodedLegProvisionText(40981) field is specified and must immediately precede it.

          33. 40981 EncodedLegProvisionTextdata—

            Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field.

          34. LegProvisionPartiesRepeating groupCount tag 40533—

            LegProvisionParties definition & usage →

            1. 40533 NoLegProvisionPartyIDsGroup count—
            2. 40534 LegProvisionPartyIDString—

              Required if NoLegProvisionPartyIDs(40533) > 0.

            3. 40535 LegProvisionPartyIDSourcechar—

              Required if NoLegProvisionPartyIDs(40533) > 0.

            4. 40536 LegProvisionPartyRoleint—

              Required if NoLegProvisionPartyIDs(40533) > 0.

            5. 2380 LegProvisionPartyRoleQualifierint—
            6. LegProvisionPtysSubGrpRepeating groupCount tag 40537—

              LegProvisionPtysSubGrp definition & usage →

              1. 40537 NoLegProvisionPartySubIDsGroup count—
              2. 40538 LegProvisionPartySubIDString—

                Required if NoLegProvisionPartySubIDs(40537) > 0.

              3. 40539 LegProvisionPartySubIDTypeint—

                Required if NoLegProvisionPartySubIDs(40537) > 0.

        166. LegAdditionalTermGrpRepeating groupCount tag 41335—

          LegAdditionalTermGrp definition & usage →

          1. 41335 NoLegAdditionalTermsGroup count—
          2. 41336 LegAdditionalTermConditionPrecedentBondIndicatorBoolean—

            Required if NoLegAdditionalTerms(41335) > 0.

          3. 41337 LegAdditionalTermDiscrepancyClauseIndicatorBoolean—
          4. LegAdditionalTermBondRefGrpRepeating groupCount tag 41316—

            LegAdditionalTermBondRefGrp definition & usage →

            1. 41316 NoLegAdditionalTermBondRefsGroup count—
            2. 41317 LegAdditionalTermBondSecurityIDString—

              Required if NoLegAdditionalTermBondRefs(41316) > 0.

            3. 41318 LegAdditionalTermBondSecurityIDSourceString—

              Conditionally required when LegAdditionalTermBondSecurityID(41317) is specified.

            4. 41319 LegAdditionalTermBondDescString—
            5. 41320 EncodedLegAdditionalTermBondDescLenLength—

              Must be set if EncodedLegAdditionalTermBondDesc(41321) field is specified and must immediately precede it.

            6. 41321 EncodedLegAdditionalTermBondDescdata—

              Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding(347) field.

            7. 41322 LegAdditionalTermBondCurrencyCurrency—
            8. 41323 LegAdditionalTermBondIssuerString—
            9. 41324 EncodedLegAdditionalTermBondIssuerLenLength—

              Must be set if EncodedLegAdditionalTermBondIssuer(41325) field is specified and must immediately precede it.

            10. 41325 EncodedLegAdditionalTermBondIssuerdata—

              Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding(347) field.

            11. 41326 LegAdditionalTermBondSeniorityString—
            12. 41327 LegAdditionalTermBondCouponTypeint—
            13. 41328 LegAdditionalTermBondCouponRatePercentage—
            14. 41329 LegAdditionalTermBondMaturityDateLocalMktDate—
            15. 41330 LegAdditionalTermBondParValueAmt—
            16. 41331 LegAdditionalTermBondCurrentTotalIssuedAmountAmt—
            17. 41332 LegAdditionalTermBondCouponFrequencyPeriodint—

              Conditionally required when LegAdditionalTermBondCouponFrequencyUnit(41333) is specified.

            18. 41333 LegAdditionalTermBondCouponFrequencyUnitString—

              Conditionally required when LegAdditionalTermBondCouponFrequencyPeriod(41332) is specified.

            19. 41334 LegAdditionalTermBondDayCountint—
        167. LegProtectionTermGrpRepeating groupCount tag 41616—

          LegProtectionTermGrp definition & usage →

          1. 41616 NoLegProtectionTermsGroup count—
          2. 41618 LegProtectionTermNotionalAmt—

            Required if NoLegProtectionTerms(41616) > 0.

          3. 41619 LegProtectionTermCurrencyCurrency—
          4. 41620 LegProtectionTermSellerNotifiesBoolean—
          5. 41621 LegProtectionTermBuyerNotifiesBoolean—
          6. 41622 LegProtectionTermEventBusinessCenterString—
          7. 41623 LegProtectionTermStandardSourcesBoolean—
          8. 41624 LegProtectionTermEventMinimumSourcesint—
          9. LegProtectionTermEventNewsSourceGrpRepeating groupCount tag 41614—

            LegProtectionTermEventNewsSourceGrp definition & usage →

            1. 41614 NoLegProtectionTermEventNewsSourcesGroup count—
            2. 41615 LegProtectionTermEventNewsSourceString—

              Required if NoLegProtectionTermEventNewsSources(41614) > 0.

          10. LegProtectionTermEventGrpRepeating groupCount tag 41625—

            LegProtectionTermEventGrp definition & usage →

            1. 41625 NoLegProtectionTermEventsGroup count—
            2. 41626 LegProtectionTermEventTypeString—

              Required if NoLegProtectionTermEvents(41625) > 0.

            3. 41627 LegProtectionTermEventValueString—
            4. 41628 LegProtectionTermEventCurrencyCurrency—
            5. 41629 LegProtectionTermEventPeriodint—

              Conditionally required when LegProtectionTermEventUnit(41630).

            6. 41630 LegProtectionTermEventUnitString—

              Conditionally required when LegProtectionTermEventPeriod(41629).

            7. 41631 LegProtectionTermEventDayTypeint—
            8. 41632 LegProtectionTermEventRateSourceString—
            9. LegProtectionTermEventQualifierGrpRepeating groupCount tag 41633—

              LegProtectionTermEventQualifierGrp definition & usage →

              1. 41633 NoLegProtectionTermEventQualifiersGroup count—
              2. 41634 LegProtectionTermEventQualifierchar—

                Required if NoLegProtectionTermEventQualifiers(41633) > 0.

          11. LegProtectionTermObligationGrpRepeating groupCount tag 41635—

            LegProtectionTermObligationGrp definition & usage →

            1. 41635 NoLegProtectionTermObligationsGroup count—
            2. 41636 LegProtectionTermObligationTypeString—

              Required if NoLegProtectionTermObligations(41635) > 0.

            3. 41637 LegProtectionTermObligationValueString—
          12. 41617 LegProtectionTermXIDXID—
        168. LegCashSettlTermGrpRepeating groupCount tag 41344—

          LegCashSettlTermGrp definition & usage →

          1. 41344 NoLegCashSettlTermsGroup count—
          2. 41345 LegCashSettlCurrencyCurrency—

            Required if NoLegCashSettlTerms(41344) > 0.

          3. 41346 LegCasSettlValuationFirstBusinessDayOffsetint—
          4. 41347 LegCashSettlValuationSubsequentBusinessDaysOffsetint—
          5. 41348 LegCashSettlNumOfValuationDatesint—
          6. 41349 LegCashSettlValuationTimeLocalMktTime—
          7. 41350 LegCashSettlBusinessCenterString—
          8. 41351 LegCashSettlQuoteMethodint—
          9. 41352 LegCashSettlQuoteAmountAmt—
          10. 41353 LegCashSettlQuoteCurrencyCurrency—
          11. 41354 LegCashSettlMinimumQuoteAmountAmt—
          12. 41355 LegCashSettlMinimumQuoteCurrencyCurrency—
          13. LegCashSettlDealerGrpRepeating groupCount tag 41342—

            LegCashSettlDealerGrp definition & usage →

            1. 41342 NoLegCashSettlDealersGroup count—
            2. 41343 LegCashSettlDealerString—

              Required if NoLegCashSettlDealers(41342) > 0.

          14. 42308 LegCashSettlPriceSourceString—
          15. 42309 LegCashSettlPriceDefaultint—
          16. 41356 LegCashSettlBusinessDaysint—
          17. 41357 LegCashSettlAmountAmt—
          18. LegCashSettlDateComponent—

            LegCashSettlDate definition & usage →

            1. 42299 LegCashSettlDateUnadjustedLocalMktDate—
            2. 42300 LegCashSettlDateBusinessDayConventionint—

              When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision.

            3. LegCashSettlDateBusinessCenterGrpRepeating groupCount tag 42306—

              When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision.

              LegCashSettlDateBusinessCenterGrp definition & usage →

              1. 42306 NoLegCashSettlDateBusinessCentersGroup count—
              2. 42307 LegCashSettlDateBusinessCenterString—

                Required if NoLegCashSettlDateBusinessCenters(42306) > 0.

            4. 42301 LegCashSettlDateRelativeToint—
            5. 42302 LegCashSettlDateOffsetPeriodint—

              Conditionally required when LegCashSettlDateOffsetUnit(42303) is specified.

            6. 42303 LegCashSettlDateOffsetUnitString—

              Conditionally required when LegCashSettlDateOffsetPeriod(42302) is specified.

            7. 42304 LegCashSettlDateOffsetDayTypeint—
            8. 42305 LegCashSettlDateAdjustedLocalMktDate—
          19. 41358 LegCashSettlRecoveryFactorfloat—
          20. 41359 LegCashSettlFixedTermIndicatorBoolean—
          21. 41360 LegCashSettlAccruedInterestIndicatorBoolean—
          22. 41361 LegCashSettlValuationMethodint—
          23. 41362 LegCashSettlTermXIDXID—
        169. LegPhysicalSettlTermGrpRepeating groupCount tag 41599—

          LegPhysicalSettlTermGrp definition & usage →

          1. 41599 NoLegPhysicalSettlTermsGroup count—
          2. LegPhysicalSettlDeliverableObligationGrpRepeating groupCount tag 41604—

            Required if NoLegPhysicalSettlTerms(41599) > 0.

            LegPhysicalSettlDeliverableObligationGrp definition & usage →

            1. 41604 NoLegPhysicalSettlDeliverableObligationsGroup count—
            2. 41605 LegPhysicalSettlDeliverableObligationTypeString—

              Required if NoLegPhysicalSettlDeliverableObligations(41604) > 0.

            3. 41606 LegPhysicalSettlDeliverableObligationValueString—
          3. 41601 LegPhysicalSettlCurencyCurrency—
          4. 41602 LegPhysicalSettlBusinessDaysint—
          5. 41603 LegPhysicalSettlMaximumBusinessDaysint—
          6. 41600 LegPhysicalSettlTermXIDXID—
        170. LegExtraordinaryEventGrpRepeating groupCount tag 42388—

          LegExtraordinaryEventGrp definition & usage →

          1. 42388 NoLegExtraordinaryEventsGroup count—
          2. 42389 LegExtraordinaryEventTypeString—

            Required if NoLegExtraordinaryEvents(42388) > 0.

          3. 42390 LegExtraordinaryEventValueString—

            Required if NoLegExtraordinaryEvents(42388) > 0.

        171. 2606 LegExtraordinaryEventAdjustmentMethodint—
        172. 2607 LegExchangeLookAlikeBoolean—
      3. LegFinancingDetailsComponent—

        LegFinancingDetails definition & usage →

        1. 2497 LegAgreementDescString—
        2. 2498 LegAgreementIDString—
        3. 2499 LegAgreementVersionString—
        4. 2496 LegAgreementDateLocalMktDate—
        5. 2495 LegAgreementCurrencyCurrency—
        6. 2953 LegAgreementCurrencyCodeSourceString—
        7. 2511 LegMasterConfirmationDescString—
        8. 2510 LegMasterConfirmationDateLocalMktDate—
        9. 2512 LegMasterConfirmationAnnexDescString—
        10. 2509 LegMasterConfirmationAnnexDateLocalMktDate—
        11. 2500 LegBrokerConfirmationDescString—
        12. LegFinancingContractualDefinitionsGrpRepeating groupCount tag 42198—

          LegFinancingContractualDefinitionsGrp definition & usage →

          1. 42198 NoLegContractualDefinitionsGroup count—
          2. 42199 LegContractualDefinitionString—

            Required if NoLegContractualDefinitions(42198) > 0.

        13. LegFinancingTermSupplementGrpRepeating groupCount tag 42200—

          LegFinancingTermSupplementGrp definition & usage →

          1. 42200 NoLegFinancingTermSupplementsGroup count—
          2. 42201 LegFinancingTermSupplementDescString—

            Required if NoLegFinancingTermSupplements(42200) > 0.

          3. 42202 LegFinancingTermSupplementDateLocalMktDate—
        14. LegFinancingContractualMatrixGrpRepeating groupCount tag 42203—

          LegFinancingContractualMatrixGrp definition & usage →

          1. 42203 NoLegContractualMatricesGroup count—
          2. 42204 LegContractualMatrixSourceString—

            Required if NoLegContractualMatrices(42203) > 0.

          3. 42205 LegContractualMatrixDateLocalMktDate—
          4. 42206 LegContractualMatrixTermString—
        15. 2502 LegCreditSupportAgreementDescString—
        16. 2501 LegCreditSupportAgreementDateLocalMktDate—
        17. 2503 LegCreditSupportAgreementIDString—
        18. 2507 LegGoverningLawString—
        19. 2505 LegDocumentationTextString—
        20. 2494 EncodedLegDocumentationTextLenLength—

          Must be set if EncodedLegDocumentationText(2493) field is specified and must immediately precede it.

        21. 2493 EncodedLegDocumentationTextdata—

          Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field.

        22. 2514 LegTerminationTypeint—
        23. 2513 LegStartDateLocalMktDate—
        24. 2506 LegEndDateLocalMktDate—
        25. 2504 LegDeliveryTypeint—
        26. 2508 LegMarginRatioPercentage—
      4. LegRateSourceRepeating groupCount tag 3116—

        LegRateSource definition & usage →

        1. 3116 NoLegRateSourcesGroup count—
        2. 3117 LegRateSourceint—

          Required if NoLegRateSources(3116) > 0.

        3. 3118 LegRateSourceTypeint—

          Required if NoLegRateSources(3116) > 0.

        4. 3119 LegReferencePageString—

          May be used when LegRateSource(3117)=99 (Other).

        5. 3120 LegRateSourceReferencePageHeadingString—
        6. 3121 LegRateSourceSymbolString—
        7. 3122 LegFXBenchmarkint—
        8. 3123 LegFXBenchmarkDateLocalMktDate—

          Conditionally required when LegFXBenchmarkTime(3124) or LegFXBenchmarkBusinessCenter(3125) is specified.

        9. 3124 LegFXBenchmarkTimeLocalMktTime—

          Conditionally required when LegFXBenchmarkDate(3123) or LegFXBenchmarkBusinessCenter(3125) is specified.

        10. 3125 LegFXBenchmarkBusinessCenterString—

          Conditionally required when LegFXBenchmarkDate(3123) or LegFXBenchmarkTime(3124) is specified.

    15. RelatedInstrumentGrpRepeating groupCount tag 1647—

      RelatedInstrumentGrp definition & usage →

      1. 1647 NoRelatedInstrumentsGroup count—
      2. 1648 RelatedInstrumentTypeint—

        Conditionally required when NoRelatedInstruments > 0

      3. 1649 RelatedSymbolString—

        Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified.

        For RelatedInstrumentType(1648)=1 ("hedges for" instrument) this would be the instrument being used to offset the option Instrument.

        If one of the "related to" fields is specified, this is the UnderlyingSymbol(311) of an underlying instrument defining the related security in the current message.

      4. 1650 RelatedSecurityIDString—

        Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified.

        If one of the "related to" fields is specified, this is the UnderlyingSecurityID(309) of an underlying instrument defining the related security in the current message.

      5. 1651 RelatedSecurityIDSourceString—

        Conditionally required when RelatedSecurityID(1650) is specified.

      6. 1652 RelatedSecurityTypeString—

        May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message.

      7. 1653 RelatedMaturityMonthYearMonthYear—

        May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message.

      8. 2413 RelatedToSecurityIDString—

        Mutually exclusive with RelatedToStreamXIDRef(2415) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted.

      9. 2414 RelatedToSecurityIDSourceString—

        Conditionally required when RelatedToSecurityID(2413) is specified.

      10. 2415 RelatedToStreamXIDRefXIDREF—

        Mutually exclusive with RelatedToSecurityID(2413) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted.

      11. 2417 RelatedToDividendPeriodXIDRefXIDREF—

        Mutually exclusive with RelatedToSecurityID(2413) and RelatedToStreamXIDRef(2415). If correlation is with the security in Instrument component then all "related to" fields may be omitted.

    16. 291 FinancialStatusMultipleCharValue—
    17. 292 CorporateActionMultipleCharValue—
    18. 270 MDEntryPxPrice—

      Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) is not A (Imbalance), B (Trade volume), or C (Open interest).

      Conditionally required when MDEntryType(269) = Q (Auction clearing price).

    19. 423 PriceTypeint—
    20. PriceQualifierGrpRepeating groupCount tag 2709—

      PriceQualifierGrp definition & usage →

      1. 2709 NoPriceQualifiersGroup count—
      2. 2710 PriceQualifierint—

        Required if NoPriceQualifiers(2709) > 0.

    21. 819 AvgPxIndicatorint—
    22. YieldDataComponent—

      YieldData definition & usage →

      1. 235 YieldTypeString—
      2. 236 YieldPercentage—
      3. 701 YieldCalcDateLocalMktDate—
      4. 696 YieldRedemptionDateLocalMktDate—
      5. 697 YieldRedemptionPricePrice—
      6. 698 YieldRedemptionPriceTypeint—
    23. SpreadOrBenchmarkCurveDataComponent—

      SpreadOrBenchmarkCurveData definition & usage →

      1. 218 SpreadPriceOffset—

        For Fixed Income

      2. 220 BenchmarkCurveCurrencyCurrency—
      3. 2950 BenchmarkCurveCurrencyCodeSourceString—
      4. 221 BenchmarkCurveNameString—
      5. 222 BenchmarkCurvePointString—
      6. 662 BenchmarkPricePrice—
      7. 663 BenchmarkPriceTypeint—

        Must be present if BenchmarkPrice is used.

      8. 699 BenchmarkSecurityIDString—

        The identifier of the benchmark security, e.g. Treasury against Corporate bond.

      9. 761 BenchmarkSecurityIDSourceString—

        Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

    24. 40 OrdTypechar—

      Used to support market mechanism type; limit order, market order, committed principal order

    25. 15 CurrencyCurrency—

      Can be used to specify the currency of the quoted price.

    26. 2897 CurrencyCodeSourceString—
    27. 120 SettlCurrencyCurrency—

      Required for NDFs to specify the settlement currency (fixing currency).

    28. 2899 SettlCurrencyCodeSourceString—
    29. RateSourceRepeating groupCount tag 1445—

      RateSource definition & usage →

      1. 1445 NoRateSourcesGroup count—
      2. 1446 RateSourceint—

        Required if NoRateSource(1445) > 0

      3. 1447 RateSourceTypeint—

        Required if NoRateSources(1445) > 0

      4. 1448 ReferencePageString—

        May be used when RateSource(1446)=99 (Other)

      5. 2412 RateSourceReferencePageHeadingString—
      6. 2796 FXBenchmarkRateFixDeprecated FIX.LatestString—
      7. 3072 RateSourceSymbolString—
      8. 3073 FXBenchmarkint—
      9. 3074 FXBenchmarkDateLocalMktDate—

        Conditionally required when FXBenchmarkTime(3075) or FXBenchmarkBusinessCenter(3076) is specified.

      10. 3075 FXBenchmarkTimeLocalMktTime—

        Conditionally required when FXBenchmarkDate(3074) or FXBenchmarkBusinessCenter(3076) is specified.

      11. 3076 FXBenchmarkBusinessCenterString—

        Conditionally required when FXBenchmarkDate(3074) or FXBenchmarkTime(3075) is specified.

    30. 271 MDEntrySizeQty—

      Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest).

    31. SecSizesGrpRepeating groupCount tag 1177—

      SecSizesGrp definition & usage →

      1. 1177 NoOfSecSizesGroup count—

        Number of entries following. Conditionally required when MDUpdateAction = New(0) and MDEntryType = Bid(0) or Offer(1).

      2. 1178 MDSecSizeTypeint—

        Defines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group

      3. 1179 MDSecSizeQty—
    32. 1093 LotTypechar—

      Can be used to specify the lot type of the quoted size in order depth books.

    33. 272 MDEntryDateUTCDateOnly—
    34. 273 MDEntryTimeUTCTimeOnly—
    35. 274 TickDirectionchar—
    36. 275 MDMktDeprecated FIX.5.0Exchange—

      Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C

    37. 336 TradingSessionIDString—
    38. 625 TradingSessionSubIDString—
    39. 326 SecurityTradingStatusint—
    40. 327 HaltReasonint—
    41. 2447 FastMarketIndicatorBoolean—
    42. 2705 MarketConditionint—
    43. 276 QuoteConditionMultipleStringValue—

      Space-delimited list of conditions describing a quote.

    44. 277 TradeConditionMultipleStringValue—

      Space-delimited list of conditions describing a trade

    45. TradePriceConditionGrpRepeating groupCount tag 1838—

      TradePriceConditionGrp definition & usage →

      1. 1838 NoTradePriceConditionsGroup count—
      2. 1839 TradePriceConditionint—

        Required if NoTradePriceConditions(1838) > 0.

    46. 2961 AnonymousTradeIndicatorBoolean—
    47. 2667 AlgorithmicTradeIndicatorint—
    48. 1934 RegulatoryReportTypeint—

      Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report.

    49. 2963 MultiJurisdictionReportingIndicatorint—

      For optional use in reporting trades.

    50. 828 TrdTypeint—

      For optional use in reporting trades.

    51. 829 TrdSubTypeint—

      For optional use in reporting trades.

    52. 855 SecondaryTrdTypeint—

      For optional use in reporting trades. Conditionally requires presence of TrdType(828).

    53. 2896 TertiaryTrdTypeint—

      For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType(855).

    54. TradeTypeGrpRepeating groupCount tag 3005—

      For optional use in reporting trades as alternative to the use of individual fields.

      TradeTypeGrp definition & usage →

      1. 3005 NoTradeTypesGroup count—
      2. 3006 TradeTypeint—

        Required if NoTradeTypes(3005) > 0.

      3. 3007 TradeSubTypeint—
    55. 2405 ExecMethodint—
    56. 574 MatchTypeString—

      For optional use in reporting trades.

    57. 1115 OrderCategorychar—
    58. 1390 TradePublishIndicatorint—

      For optional use in reporting trades.

    59. TrdRegPublicationGrpRepeating groupCount tag 2668—

      TrdRegPublicationGrp definition & usage →

      1. 2668 NoTrdRegPublicationsGroup count—
      2. 2669 TrdRegPublicationTypeint—

        Required if NoTrdRegPublications(2668) > 0.

      3. 2670 TrdRegPublicationReasonint—
    60. 2373 IntraFirmTradeIndicatorBoolean—
    61. 570 PreviouslyReportedBoolean—
    62. RelatedTradeGrpRepeating groupCount tag 1855—

      For optional use when reporting trades. List of trades related to the current market data entry, e.g. leg trades of a multi-leg trade.

      RelatedTradeGrp definition & usage →

      1. 1855 NoRelatedTradesGroup count—
      2. 1856 RelatedTradeIDString—

        Required if NoRelatedTrades(1855) > 0.

      3. 1857 RelatedTradeIDSourceint—
      4. 2103 RelatedRegulatoryTradeIDSourceString—

        Optionally used for RelatedTradeIDSource(1857)=6(Regulatory trade ID) when RelatedTradeID(1856) is not unique across multiple reporting entities.

      5. 1858 RelatedTradeDateLocalMktDate—

        Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple days.

      6. 1859 RelatedTradeMarketIDExchange—

        Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple markets.

      7. 1860 RelatedTradeQuantityQty—
    63. 282 MDEntryOriginatorDeprecated FIX.5.0String—
    64. 283 LocationIDDeprecated FIX.5.0String—
    65. 284 DeskIDDeprecated FIX.5.0String—
    66. 286 OpenCloseSettlFlagMultipleCharValue—

      Used if MDEntryType(269) = 4 (Opening Price), 5 (Closing Price), or 6 (Settlement Price).

    67. 59 TimeInForcechar—

      For optional use when this Bid or Offer represents an order

    68. 432 ExpireDateLocalMktDate—

      For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry.

    69. 126 ExpireTimeUTCTimestamp—

      For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry.

    70. 1629 ExposureDurationint—

      Conditionally required when TimeInForce(59)= 10 (Good for Time).

    71. 1916 ExposureDurationUnitint—
    72. 110 MinQtyQty—

      For optional use when this Bid or Offer represents an order

    73. 18 ExecInstMultipleCharValue—

      Can contain multiple instructions, space delimited.

    74. 287 SellerDaysint—
    75. 37 OrderIDString—

      For optional use when this Bid, Offer, or Trade represents an order

    76. 198 SecondaryOrderIDString—

      For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id.

    77. 299 QuoteEntryIDString—

      For optional use when this Bid, Offer, or Trade represents a quote

    78. 1003 TradeIDString—

      For optional use in reporting Trades

    79. 1851 StrategyLinkIDString—

      For optional use in reporting Trades.

      May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades.

    80. RegulatoryTradeIDGrpRepeating groupCount tag 1907—

      For optional use in reporting Trades.

      RegulatoryTradeIDGrp definition & usage →

      1. 1907 NoRegulatoryTradeIDsGroup count—
      2. 1903 RegulatoryTradeIDString—

        Required if NoRegulatoryTradeIDs(1907) > 0.

      3. 1905 RegulatoryTradeIDSourceString—
      4. 1904 RegulatoryTradeIDEventint—
      5. 1906 RegulatoryTradeIDTypeint—
      6. 2411 RegulatoryLegRefIDString—

        This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg.

      7. 2397 RegulatoryTradeIDScopeint—
    81. 288 MDEntryBuyerString—

      For optional use in reporting Trades

    82. 289 MDEntrySellerString—

      For optional use in reporting Trades

    83. 2449 NumberOfBuyOrdersint—

      For optional use when reporting trades

    84. 2450 NumberOfSellOrdersint—

      For optional use when reporting trades

    85. 346 NumberOfOrdersint—

      In an Aggregated Book, used to show how many individual orders make up an MDEntry

    86. 3104 NumberOfTradesint—

      May be used when MDEntryType(269)=2 (Trade) to indicate the number of trades aggregated to a single trade with MDEntryPx(270) as weighted average price and MDEntrySize(271) as total aggregated volume.

    87. 290 MDEntryPositionNoint—
    88. 546 ScopeMultipleCharValue—
    89. 811 PriceDeltafloat—
    90. 451 NetChgPrevDayPriceOffset—
    91. 58 TextString—

      Text to describe the Market Data Entry. Part of repeating group.

    92. 354 EncodedTextLenLength—

      Must be set if EncodedText(355) field is specified and must immediately precede it.

    93. 355 EncodedTextdata—

      Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.

    94. 1023 MDPriceLevelint—
    95. 528 OrderCapacitychar—
    96. 1024 MDOriginTypeint—
    97. 3105 MDQualityIndicatorint—
    98. 332 HighPxPrice—
    99. 333 LowPxPrice—
    100. 1025 FirstPxPrice—

      Indicates the first price of a trading session; can be a bid, ask, or a trade price.

    101. 31 LastPxPrice—

      Indicates the last price of a trading session; can be a bid, ask, or a trade price.

    102. 30 LastMktExchange—

      Indicates the execution venue.

    103. 1592 DiscountFactorfloat—
    104. 1020 TradeVolumeQty—
    105. PriceLimitsComponent—

      PriceLimits definition & usage →

      1. 1306 PriceLimitTypeint—

        Describes the how the price limits are expressed

      2. 1148 LowLimitPricePrice—

        Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected

      3. 1149 HighLimitPricePrice—

        Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected

      4. 1150 TradingReferencePricePrice—

        Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.

    106. 1143 MaxPriceVariationfloat—
    107. 731 SettlPriceTypeint—
    108. 2451 SettlPriceDeterminationMethodint—
    109. 63 SettlTypeString—
    110. 64 SettlDateLocalMktDate—

      Indicates date on which instrument will settle.

      For NDFs required for specifying the "value date".

    111. 483 TransBkdTimeUTCTimestamp—

      For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades.

    112. 60 TransactTimeUTCTimestamp—

      For optional use in reporting Trades. Used to specify the time of matching.

    113. TrdRegTimestampsRepeating groupCount tag 768—

      For optional use in reporting market data events. Preferred for regulatory timestamp reporting.

      TrdRegTimestamps definition & usage →

      1. 768 NoTrdRegTimestampsGroup count—
      2. 769 TrdRegTimestampUTCTimestamp—

        Required if NoTrdRegTimestamps(768) > 0.

      3. 770 TrdRegTimestampTypeint—

        Required if NoTrdRegTimestamps(768) > 0.

      4. 771 TrdRegTimestampOriginString—
      5. 2839 TrdRegTimestampManualIndicatorBoolean—
      6. 1033 DeskTypeString—
      7. 1034 DeskTypeSourceint—
      8. 1035 DeskOrderHandlingInstMultipleStringValue—
      9. 1727 InformationBarrierIDString—
      10. 2831 NBBOEntryTypeint—

        May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO).

      11. 2832 NBBOPricePrice—

        May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO).

      12. 2833 NBBOQtyQty—

        May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO).

      13. 2834 NBBOSourceint—

        May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO).

    114. 2445 AggressorTimeUTCTimestamp—

      Entry time of the incoming order that triggered the trade

    115. 2446 AggressorSidechar—
    116. 1070 MDQuoteTypeint—
    117. 83 RptSeqint—

      Allows sequence number to be specified within a feed type

    118. 1048 DealingCapacitychar—
    119. 1026 MDEntrySpotRatefloat—
    120. 1027 MDEntryForwardPointsPriceOffset—
    121. StatsIndGrpRepeating groupCount tag 1175—

      StatsIndGrp definition & usage →

      1. 1175 NoStatsIndicatorsGroup count—

        Number of statistics indicators

      2. 1176 StatsTypeint—

        Indicates that the MD Entry is eligible for inclusion in the type of statistic specified by the StatsType. Must be provided if NoStatsIndicators greater than 0.

    122. PartiesRepeating groupCount tag 453—

      Parties definition & usage →

      1. 453 NoPartyIDsGroup count—

        Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

      2. 448 PartyIDString—

        Required if NoPartyIDs(453) > 0.

        Identification of the party.

      3. 447 PartyIDSourcechar—

        Required if NoPartyIDs(453) > 0.

        Used to identify classification source.

      4. 452 PartyRoleint—

        Required if NoPartyIDs(453) > 0.

        Identifies the type of PartyID(448).

      5. 2376 PartyRoleQualifierint—
      6. PtysSubGrpRepeating groupCount tag 802—

        Repeating group of Party sub-identifiers.

        PtysSubGrp definition & usage →

        1. 802 NoPartySubIDsGroup count—
        2. 523 PartySubIDString—
        3. 803 PartySubIDTypeint—
    123. 1028 ManualOrderIndicatorBoolean—
  12. 813 ApplQueueDepthint—

    Depth of application messages queued for transmission as of delivery of this message

  13. 814 ApplQueueResolutionint—

    Action taken to resolve application queuing

  14. RoutingGrpRepeating groupCount tag 215—

    RoutingGrp definition & usage →

    1. 215 NoRoutingIDsGroup count—
    2. 216 RoutingTypeint—

      Indicates type of RoutingID. Required if NoRoutingIDs is > 0.

    3. 217 RoutingIDString—

      Identifies routing destination. Required if NoRoutingIDs is > 0.

  15. StandardTrailerComponentRequired

    StandardTrailer definition & usage →

    1. 93 SignatureLengthDeprecated FIX.5.0SP2Length—

      Required when trailer contains signature. Note: Not to be included within SecureData field

    2. 89 SignatureDeprecated FIX.5.0SP2data—

      Note: Not to be included within SecureData field

    3. 10 CheckSumStringRequired here

      (Always unencrypted, always last field in message)