The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument 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 |
|---|---|---|---|---|---|
| 41859 | UnderlyingMarketDisruptionProvision | FIX.5.0SP2 (169) | |||
| BlockRepeating | UnderlyingMarketDisruptionEventGrp | FIX.5.0SP2 (169) | |||
| 41860 | UnderlyingMarketDisruptionFallbackProvision | FIX.5.0SP2 (169) | |||
| BlockRepeating | UnderlyingMarketDisruptionFallbackGrp | FIX.5.0SP2 (169) | |||
| BlockRepeating | UnderlyingMarketDisruptionFallbackReferencePriceGrp | FIX.5.0SP2 (169) | |||
| 41861 | UnderlyingMarketDisruptionMaximumDays | FIX.5.0SP2 (169) | |||
| 41862 | UnderlyingMarketDisruptionMaterialityPercentage | If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp. | FIX.5.0SP2 (169) | ||
| 41863 | UnderlyingMarketDisruptionMinimumFuturesContracts | Applicable only when UnderlyingMarketDisruptionEvent (41865)=’DeMinimisTrading’. | FIX.5.0SP2 (169) |