OnixS
Dictionary icon

<RelatedInstrumentGrp> component block

FIX 5.0 SP2 EP289

Description

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.

For simple relationships such as identifying a "hedges for" security the entry simply defines the symbol or identifier of an externally known security. For relationships within strategies and swaps the entry refers up through one of the "related to" fields to the Instrument, InstrumentLeg, UnderlyingInstrument, stream or dividend period with which the related security has correlation. It then points down through RelatedSecurityID <1650> or RelatedSymbol <1649> to an UnderlyingInstrument instance in the current message defining the related security. The nature of the relationship is given in RelatedInstrumentType <1648>.

Structure

Tag Field Name Req'd Comments
1647 NoRelatedInstruments N
→ 1648 RelatedInstrumentType N

Conditionally required when NoRelatedInstruments > 0

→ 1649 RelatedSymbol N

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.

→ 1650 RelatedSecurityID N

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.

→ 1651 RelatedSecurityIDSource N

Conditionally required when RelatedSecurityID <1650> is specified.

→ 1652 RelatedSecurityType N

May be omitted if RelatedSecurityID <1650> or RelatedSymbol <1649> refers to an underlying instrument in the current message.

→ 1653 RelatedMaturityMonthYear N

May be omitted if RelatedSecurityID <1650> or RelatedSymbol <1649> refers to an underlying instrument in the current message.

→ 2413 RelatedToSecurityID N

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.

→ 2414 RelatedToSecurityIDSource N

Conditionally required when RelatedToSecurityID <2413> is specified.

→ 2415 RelatedToStreamXIDRef N

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.

→ 2417 RelatedToDividendPeriodXIDRef N

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.

Used In

OnixS
OnixS

Search the site