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The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

Added in protocol FIX.4.3

See in: FIX.4.3, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
311 UnderlyingSymbol FIX.4.3
312 UnderlyingSymbolSfx FIX.4.3
309 UnderlyingSecurityID FIX.4.3
305 UnderlyingSecurityIDSource FIX.4.3
ImplicitBlockRepeating UndSecAltIDGrp FIX.4.4
462 UnderlyingProduct FIX.4.3
463 UnderlyingCFICode FIX.4.3
310 UnderlyingSecurityType FIX.4.3
763 UnderlyingSecuritySubType FIX.4.4
313 UnderlyingMaturityMonthYear FIX.4.3
542 UnderlyingMaturityDate FIX.4.3
315 UnderlyingPutOrCall FIX.4.3
241 UnderlyingCouponPaymentDate FIX.4.3
242 UnderlyingIssueDate FIX.4.3
243 UnderlyingRepoCollateralSecurityType (Deprecated, not applicable/used for Repos) FIX.4.3
244 UnderlyingRepurchaseTerm (Deprecated, not applicable/used for Repos) FIX.4.3
245 UnderlyingRepurchaseRate (Deprecated, not applicable/used for Repos) FIX.4.3
246 UnderlyingFactor FIX.4.3
256 UnderlyingCreditRating FIX.4.3
595 UnderlyingInstrRegistry FIX.4.3
592 UnderlyingCountryOfIssue FIX.4.3
593 UnderlyingStateOrProvinceOfIssue FIX.4.3
594 UnderlyingLocaleOfIssue FIX.4.3
247 UnderlyingRedemptionDate (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) FIX.4.3
316 UnderlyingStrikePrice FIX.4.3
941 UnderlyingStrikeCurrency FIX.4.4
317 UnderlyingOptAttribute FIX.4.3
436 UnderlyingContractMultiplier FIX.4.3
435 UnderlyingCouponRate FIX.4.3
308 UnderlyingSecurityExchange FIX.4.3
306 UnderlyingIssuer FIX.4.3
362 EncodedUnderlyingIssuerLen FIX.4.3
363 EncodedUnderlyingIssuer FIX.4.3
307 UnderlyingSecurityDesc FIX.4.3
364 EncodedUnderlyingSecurityDescLen FIX.4.3
365 EncodedUnderlyingSecurityDesc FIX.4.3
877 UnderlyingCPProgram FIX.4.4
878 UnderlyingCPRegType FIX.4.4
318 UnderlyingCurrency Specific to the <UnderlyingInstrument> (not in <Instrument>) FIX.4.4
879 UnderlyingQty Specific to the <UnderlyingInstrument> (not in <Instrument>)
Unit amount of the underlying security (par, shares, currency, etc.)		 FIX.4.4
810 UnderlyingPx 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.		 FIX.4.4
882 UnderlyingDirtyPrice 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		 FIX.4.4
883 UnderlyingEndPrice 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.		 FIX.4.4
884 UnderlyingStartValue Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the start of the agreement		 FIX.4.4
885 UnderlyingCurrentValue Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value currently attributed to this collateral		 FIX.4.4
886 UnderlyingEndValue Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the end of the agreement		 FIX.4.4
BlockRepeating UnderlyingStipulations Specific to the <UnderlyingInstrument> (not in <Instrument>)
Insert here the contents of the <UnderlyingStipulations> Component Block		 FIX.4.4

Used in messages

Used in components