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.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.

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
XMLDataBlock UnderlyingSecurityXML Embedded XML document describing the underlying instrument. FIX.5.0SP2 (145)
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
1213 UnderlyingMaturityTime FIX.5.0
1837 UnderlyingContractPriceRefMonth FIX.5.0SP2 (140)
241 UnderlyingCouponPaymentDate FIX.4.3
1453 UnderlyingRestructuringType FIX.5.0SP1 (83)
1454 UnderlyingSeniority FIX.5.0SP1 (83)
2614 UnderlyingNotional FIX.5.0SP2 (208)
2615 UnderlyingNotionalCurrency FIX.5.0SP2 (208)
2616 UnderlyingNotionalDeterminationMethod FIX.5.0SP2 (208)
2617 UnderlyingNotionalAdjustments FIX.5.0SP2 (208)
2619 UnderlyingNotionalXIDRef FIX.5.0SP2 (208)
1455 UnderlyingNotionalPercentageOutstanding FIX.5.0SP1 (83)
1456 UnderlyingOriginalNotionalPercentageOutstanding FIX.5.0SP1 (83)
1459 UnderlyingAttachmentPoint FIX.5.0SP1 (83)
1460 UnderlyingDetachmentPoint FIX.5.0SP1 (83)
242 UnderlyingIssueDate FIX.4.3
243 UnderlyingRepoCollateralSecurityType FIX.4.3 Y
244 UnderlyingRepurchaseTerm FIX.4.3 Y
245 UnderlyingRepurchaseRate FIX.4.3 Y
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 FIX.4.3 Y
316 UnderlyingStrikePrice FIX.4.3
941 UnderlyingStrikeCurrency FIX.4.4
317 UnderlyingOptAttribute FIX.4.3
436 UnderlyingContractMultiplier FIX.4.3
1437 UnderlyingContractMultiplierUnit FIX.5.0SP1 (80)
2363 UnderlyingTradingUnitPeriodMultiplier FIX.5.0SP2 (179)
1441 UnderlyingFlowScheduleType FIX.5.0SP1 (80)
998 UnderlyingUnitOfMeasure FIX.4.4
1423 UnderlyingUnitOfMeasureQty FIX.5.0
1718 UnderlyingUnitOfMeasureCurrency FIX.5.0SP2 (122)
1424 UnderlyingPriceUnitOfMeasure FIX.5.0
1425 UnderlyingPriceUnitOfMeasureQty FIX.5.0
1719 UnderlyingPriceUnitOfMeasureCurrency FIX.5.0SP2 (122)
1000 UnderlyingTimeUnit Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) FIX.4.4
1419 UnderlyingExerciseStyle FIX.5.0
1526 UnderlyingPriceQuoteCurrency FIX.5.0SP2 (107)
435 UnderlyingCouponRate FIX.4.3
308 UnderlyingSecurityExchange FIX.4.3
306 UnderlyingIssuer FIX.4.3
362 EncodedUnderlyingIssuerLen Must be set if UnderlyingEncodedIssuer(363) field is specified and must immediately precede it. FIX.4.3
363 EncodedUnderlyingIssuer Encoded (non-ASCII characters) representation of the UnderlyingIssuer(363) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.3
2742 UnderlyingFinancialInstrumentShortName FIX.5.0SP2 (235)
2720 UnderlyingFinancialInstrumentFullName FIX.5.0SP2 (232)
2721 EncodedUnderlyingFinancialInstrumentFullNameLen Must be set if EncodedUnderlyingFinancialInstrumentFullName (2722) field is specified and must immediately precede it. FIX.5.0SP2 (232)
2722 EncodedUnderlyingFinancialInstrumentFullName Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName (2720) field in the encoded format specified via the MessageEncoding (347) field. FIX.5.0SP2 (232)
2723 UnderlyingIndexCurveUnit Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurvePeriod (2724). FIX.5.0SP2 (232)
2724 UnderlyingIndexCurvePeriod Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurveUnit (2723). FIX.5.0SP2 (232)
307 UnderlyingSecurityDesc FIX.4.3
364 EncodedUnderlyingSecurityDescLen Must be set if UnderlyingEncodedSecurityDesc(307) field is specified and must immediately precede it. FIX.4.3
365 EncodedUnderlyingSecurityDesc Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.3
877 UnderlyingCPProgram FIX.4.4
878 UnderlyingCPRegType FIX.4.4
972 UnderlyingAllocationPercent Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. 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
975 UnderlyingSettlementType Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component. FIX.4.4
973 UnderlyingCashAmount 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. FIX.4.4
974 UnderlyingCashType 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) 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
1044 UnderlyingAdjustedQuantity 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). FIX.4.4
1045 UnderlyingFXRate Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). FIX.4.4
1046 UnderlyingFXRateCalc Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). FIX.4.4
1038 UnderlyingCapValue FIX.4.4
BlockRepeating UndlyInstrumentParties FIX.4.4
1039 UnderlyingSettlMethod FIX.4.4
315 UnderlyingPutOrCall Used to express option right FIX.4.3
2683 UnderlyingInTheMoneyCondition Used to express in-the-moneyness behavior in general terms for the option without the use of UnderlyingStrikePrice (316) and UnderlyingPutOrCall (315). FIX.5.0SP2 (224)
2687 UnderlyingContraryInstructionEligibilityIndicator FIX.5.0SP2 (224)
1988 UnderlyingConstituentWeight FIX.5.0SP2 (161)
1989 UnderlyingCouponType FIX.5.0SP2 (161)
1990 UnderlyingTotalIssuedAmount FIX.5.0SP2 (161)
1991 UnderlyingCouponFrequencyPeriod Conditionally required when UnderlyingCouponFrequencyUnit (1992) is specified. FIX.5.0SP2 (161)
1992 UnderlyingCouponFrequencyUnit Conditionally required when UnderlyingCouponFrequencyPeriod (1991) is specified. FIX.5.0SP2 (161)
1993 UnderlyingCouponDayCount FIX.5.0SP2 (161)
1994 UnderlyingObligationID FIX.5.0SP2 (161)
1995 UnderlyingObligationIDSource Conditionally required when UnderlyingObligationID (1994) is specified. FIX.5.0SP2 (161)
1996 UnderlyingEquityID FIX.5.0SP2 (161)
1997 UnderlyingEquityIDSource Conditionally required when UnderlyingEquityID (1996) is specified. FIX.5.0SP2 (161)
2620 UnderlyingFutureID FIX.5.0SP2 (208)
2621 UnderlyingFutureIDSource Required if UnderlyingFutureID (2620) is specified. FIX.5.0SP2 (208)
BlockRepeating UnderlyingEvntGrp FIX.5.0SP2 (161)
1998 UnderlyingLienSeniority FIX.5.0SP2 (161)
1999 UnderlyingLoanFacility FIX.5.0SP2 (161)
2000 UnderlyingReferenceEntityType FIX.5.0SP2 (161)
2003 UnderlyingIndexSeries FIX.5.0SP2 (161)
2004 UnderlyingIndexAnnexVersion FIX.5.0SP2 (161)
2005 UnderlyingIndexAnnexDate FIX.5.0SP2 (161)
2006 UnderlyingIndexAnnexSource FIX.5.0SP2 (161)
2284 UnderlyingSettlRateIndex FIX.5.0SP2 (169)
2285 UnderlyingSettlRateIndexLocation FIX.5.0SP2 (169)
2286 UnderlyingOptionExpirationDesc FIX.5.0SP2 (169)
2287 EncodedUnderlyingOptionExpirationDescLen Must be set if EncodedUnderlyingOptionExpirationDesc (2288) field is specified and must immediately precede it. FIX.5.0SP2 (169)
2288 EncodedUnderlyingOptionExpirationDesc Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc (2286) field in the encoded format specified via the MessageEncoding (347) field. FIX.5.0SP2 (169)
2007 UnderlyingProductComplex FIX.5.0SP2 (161)
2008 UnderlyingSecurityGroup FIX.5.0SP2 (161)
2009 UnderlyingSettleOnOpenFlag FIX.5.0SP2 (161)
2010 UnderlyingAssignmentMethod FIX.5.0SP2 (161)
2011 UnderlyingSecurityStatus FIX.5.0SP2 (161)
2012 UnderlyingObligationType FIX.5.0SP2 (161)
2491 UnderlyingAssetGroup FIX.5.0SP2 (192)
2013 UnderlyingAssetClass Required if UnderlyingAssetSubClass (2014) is specified. FIX.5.0SP2 (161)
2014 UnderlyingAssetSubClass Required if UnderlyingAssetType (2015) is specified. FIX.5.0SP2 (161)
2015 UnderlyingAssetType Required if UnderlyingAssetSubType (2744) is specified. FIX.5.0SP2 (161)
2744 UnderlyingAssetSubType FIX.5.0SP2 (235)
BlockRepeating UnderlyingSecondaryAssetGrp FIX.5.0SP2 (161)
BlockRepeating UnderlyingAssetAttributeGrp FIX.5.0SP2 (169)
2016 UnderlyingSwapClass FIX.5.0SP2 (161)
2289 UnderlyingSwapSubClass FIX.5.0SP2 (169)
2017 UnderlyingNthToDefault Conditionally required when UnderlyingMthToDefault (2018) is specified. FIX.5.0SP2 (161)
2018 UnderlyingMthToDefault FIX.5.0SP2 (161)
2019 UnderlyingSettledEntityMatrixSource FIX.5.0SP2 (161)
2020 UnderlyingSettledEntityMatrixPublicationDate FIX.5.0SP2 (161)
2021 UnderlyingStrikeMultiplier FIX.5.0SP2 (161)
2022 UnderlyingStrikeValue FIX.5.0SP2 (161)
2290 UnderlyingStrikeUnitOfMeasure FIX.5.0SP2 (169)
2622 UnderlyingStrikeIndexCurvePoint FIX.5.0SP2 (208)
2291 UnderlyingStrikeIndex FIX.5.0SP2 (169)
2623 UnderlyingStrikeIndexQuote FIX.5.0SP2 (208)
2292 UnderlyingStrikeIndexSpread FIX.5.0SP2 (169)
2023 UnderlyingStrikePriceDeterminationMethod FIX.5.0SP2 (161)
2024 UnderlyingStrikePriceBoundaryMethod When specified, UnderlyingPutOrCall (315), UnderlyingStrikePrice (316), and UnderlyingStrikePriceBoundaryPrecision (2025) must also be specified. FIX.5.0SP2 (161)
2025 UnderlyingStrikePriceBoundaryPrecision FIX.5.0SP2 (161)
2026 UnderlyingMinPriceIncrement FIX.5.0SP2 (161)
2027 UnderlyingMinPriceIncrementAmount FIX.5.0SP2 (161)
2028 UnderlyingOptPayoutType FIX.5.0SP2 (161)
2029 UnderlyingOptPayoutAmount Conditionally required if UnderlyingOptPayoutType (2028) = 3 (Binary). FIX.5.0SP2 (161)
2757 UnderlyingReturnTrigger FIX.5.0SP2 (238)
2030 UnderlyingPriceQuoteMethod FIX.5.0SP2 (161)
2031 UnderlyingValuationMethod FIX.5.0SP2 (161)
2293 UnderlyingValuationSource FIX.5.0SP2 (169)
2294 UnderlyingValuationReferenceModel FIX.5.0SP2 (169)
2032 UnderlyingListMethod FIX.5.0SP2 (161)
2033 UnderlyingCapPrice FIX.5.0SP2 (161)
2034 UnderlyingFloorPrice FIX.5.0SP2 (161)
2035 UnderlyingFlexibleIndicator FIX.5.0SP2 (161)
2036 UnderlyingFlexProductEligibilityIndicator FIX.5.0SP2 (161)
2037 UnderlyingPositionLimit FIX.5.0SP2 (161)
2038 UnderlyingNTPositionLimit FIX.5.0SP2 (161)
2039 UnderlyingPool FIX.5.0SP2 (161)
2040 UnderlyingContractSettlMonth FIX.5.0SP2 (161)
2041 UnderlyingDatedDate FIX.5.0SP2 (161)
2042 UnderlyingInterestAccrualDate FIX.5.0SP2 (161)
2043 UnderlyingShortSaleRestriction FIX.5.0SP2 (161)
2044 UnderlyingRefTickTableID FIX.5.0SP2 (161)
41314 UnderlyingProtectionTermXIDRef FIX.5.0SP2 (161)
41315 UnderlyingSettlTermXIDRef FIX.5.0SP2 (161)
BlockRepeating UnderlyingComplexEvents FIX.5.0SP2 (161)
2295 UnderlyingStrategyType FIX.5.0SP2 (169)
2296 UnderlyingCommonPricingIndicator FIX.5.0SP2 (169)
2297 UnderlyingSettlDisruptionProvision FIX.5.0SP2 (169)
2756 UnderlyingDeliveryRouteOrCharter FIX.5.0SP2 (238)
2298 UnderlyingInstrumentRoundingDirection FIX.5.0SP2 (169)
2299 UnderlyingInstrumentRoundingPrecision FIX.5.0SP2 (169)
Block UnderlyingDateAdjustment FIX.5.0SP2 (161)
Block UnderlyingPricingDateTime FIX.5.0SP2 (169)
Block UnderlyingMarketDisruption FIX.5.0SP2 (169)
Block UnderlyingOptionExercise FIX.5.0SP2 (169)
BlockRepeating UnderlyingStreamGrp FIX.5.0SP2 (161)
BlockRepeating UnderlyingProvisionGrp FIX.5.0SP2 (187)
BlockRepeating UnderlyingAdditionalTermGrp FIX.5.0SP2 (187)
BlockRepeating UnderlyingProtectionTermGrp FIX.5.0SP2 (187)
BlockRepeating UnderlyingCashSettlTermGrp FIX.5.0SP2 (187)
BlockRepeating UnderlyingPhysicalSettlTermGrp FIX.5.0SP2 (187)
Block UnderlyingRateSpreadSchedule FIX.5.0SP2 (208)
Block UnderlyingDividendPayout FIX.5.0SP2 (208)
BlockRepeating UnderlyingExtraordinaryEventGrp FIX.5.0SP2 (208)
2624 UnderlyingExtraordinaryEventAdjustmentMethod FIX.5.0SP2 (208)
2625 UnderlyingExchangeLookAlike FIX.5.0SP2 (208)
2626 UnderlyingAverageVolumeLimitationPercentage FIX.5.0SP2 (208)
2627 UnderlyingAverageVolumeLimitationPeriodDays FIX.5.0SP2 (208)
2628 UnderlyingDepositoryReceiptIndicator FIX.5.0SP2 (208)
2629 UnderlyingOpenUnits FIX.5.0SP2 (208)
2630 UnderlyingBasketDivisor FIX.5.0SP2 (208)
2631 UnderlyingInstrumentXID FIX.5.0SP2 (208)