The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap.
Added in protocol FIX.5.0SP2 (169)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
41087 | MarketDisruptionProvision | FIX.5.0SP2 (169) | |||
BlockRepeating | MarketDisruptionEventGrp | FIX.5.0SP2 (169) | |||
41088 | MarketDisruptionFallbackProvision | FIX.5.0SP2 (169) | |||
BlockRepeating | MarketDisruptionFallbackGrp | FIX.5.0SP2 (169) | |||
BlockRepeating | MarketDisruptionFallbackReferencePriceGrp | FIX.5.0SP2 (169) | |||
41089 | MarketDisruptionMaximumDays | FIX.5.0SP2 (169) | |||
41090 | MarketDisruptionMaterialityPercentage | If specified, the disruption event should be specified in MarketDisruptionEventGrp. | FIX.5.0SP2 (169) | ||
41091 | MarketDisruptionMinimumFuturesContracts | Applicable only when MarketDisruptionEvent (41093)=’DeMinimisTrading’. | FIX.5.0SP2 (169) |