The RelatedInstrumentGrp is a repeating component at the same hierarchical level as the Instrument component, describing relationships and linkages between the Instrument, UnderlyingInstrument and InstrumentLeg entries. If all instances of the UnderlyingInstrument in the message are true underliers of the Instrument then the RelatedInstrumentGrp component is not needed. If any instance of the UnderlyingInstrument has a different relationship, e.g. underlier of an InstrumentLeg, stream, equity equivalent or nearest exchange-traded contract or there are multiple instances of InstrumentLeg, then an entry for every relationship should be included in this component. When the RelatedInstrumentGrp appears within a repeating group, each entry only apply to the Instrument component at the same hierarchical level.
In messages, such as Email (C) and News (B), where Instrument and the InstrumentLeg are within their repeating groups, the RelatedInstrumentGrp component may be used to link legs and underliers to their appropriate base Instrument.
Added in protocol FIX.5.0SP2 (EP 103)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
1647 | NoRelatedInstruments | FIX.5.0SP2 (EP 103) | |||
1648 | RelatedInstrumentType | Conditionally required when NoRelatedInstruments > 0 | FIX.5.0SP2 (EP 103) | ||
1649 | RelatedSymbol | 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. |
FIX.5.0SP2 (EP 103) | ||
1650 | RelatedSecurityID | 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. |
FIX.5.0SP2 (EP 103) | ||
1651 | RelatedSecurityIDSource | Conditionally required when RelatedSecurityID (1650) is specified. | FIX.5.0SP2 (EP 103) | ||
1652 | RelatedSecurityType | May be omitted if RelatedSecurityID (1650) or RelatedSymbol (1649) refers to an underlying instrument in the current message. | FIX.5.0SP2 (EP 103) | ||
1653 | RelatedMaturityMonthYear | May be omitted if RelatedSecurityID (1650) or RelatedSymbol (1649) refers to an underlying instrument in the current message. | FIX.5.0SP2 (EP 103) | ||
2413 | RelatedToSecurityID | 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. | FIX.5.0SP2 (EP 187) | ||
2414 | RelatedToSecurityIDSource | Conditionally required when RelatedToSecurityID (2413) is specified. | FIX.5.0SP2 (EP 187) | ||
2415 | RelatedToStreamXIDRef | 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. | FIX.5.0SP2 (EP 187) | ||
2417 | RelatedToDividendPeriodXIDRef | 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. | FIX.5.0SP2 (EP 208) |
Used in messages
- Advertisement (7)
- IOI (6)
- MarketDataSnapshotFullRefresh (W)
- MarketDataStatisticsReport (DP)
- MarketDataStatisticsRequest (DO)
- PositionMaintenanceReport (AM)
- PositionMaintenanceRequest (AL)
- PositionReport (AP)
- SecurityDefinition (d)
- SecurityDefinitionRequest (c)
- SecurityDefinitionUpdateReport (BP)
- SecurityListRequest (x)
- SecurityStatus (f)
- SecurityStatusRequest (e)
- TradeCaptureReport (AE)