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The SMF Forward Contract stream currently supports the FWXXXX processing security type. Forward inserts are supported. Updates are not supported.

The following table describes the required and optional data fields for SMF Forward Contracts.

Tag # – Tag Name

Required/  Optional

Data Type

Value/Description of Field

1076 – Update Indicator

Required

CHAR

Y/N indicator used within message stream process. N = NEW ASSET is the only valid value for forwards.

55 – Event Type

Required – must be ADDSECMASTER

CHAR

Used by message stream processing.

1257 – Transaction Type

Optional

CHAR (30)

Switch used restrict database updates. Options include:
HISTORY_ONLY – restrict updates to only post to History tables

1432 – Primary Asset ID Type

Required

CHAR (30)

Security identifier type (CUSIP, ISIN, SEDOL)

14 – Primary Asset ID

Required

CHAR (100)

Security identifier.

11 – Investment Type

Optional

CHAR (4)

Required – defaults at panel level to FWD

3931 – Processing Security Type

Required – defaults at panel level

VARCHAR2 (15)

Valid values: FWXXXX = Forward Contract

363 – Sell Currency

Required

CHAR

3 character currency code value.

313 – Buy Currency

Required

CHAR

3 character currency code value.

12 – Quantity Type

Required

CHAR (12)

Defaults at panel level to CURRENCY.

18 – Price Multiplier

Required

NUMBER (28,12)

Defaults at panel level to 1. Used by STAR processing.

19 – Quantity Scale

Required

NUMBER (28,12)

Defaults at panel level to 1. Used by STAR processing.

82 – Security Type

Optional

CHAR (15)

Used for reporting – Code Value.

1464 – Sub Security Type

Optional

CHAR (15)

Used for reporting – Code Value.

1186 – Price Currency

Required

CHAR (3)

3 character currency Code Value.

38 – Maturity Date

Required

DATE

Date on which the contract matures.

3913 – Match Broker Indicator

Required

VARCHAR2 (3)

Valid values: Y = Yes, contract is unique by broker, N = No, contract is not unique by broker

676 – Forward Broker Code

Conditionally Required

CHAR (15)

Required if tag 3913 = Y. Broker Code Value.

11043 – Inactive Flag

Optional

VARCHAR2 (255)

Valid values: Y = Yes, N = No

2817 – Cost Basis Rule Type

Optional

VARCHAR2(20)

Used by STAR processing.

3998 – Maturity Delay Days Type

Optional

VARCHAR2 (1)

Maturity Delay Days Type

3999 – Coupon Delay Days Type

Optional

VARCHAR2 (1)

Coupon Delay Days Type

5076 – Last Trade Date

Optional

DATE

Last Trade Date

5089 – Legal Entity Indicator (LEI)

Optional

VARCHAR2 (20)

Alphameric LEI assignment for this security.

8501 – Point Size

Optional

NUMBER (38,12)

Value of the one (1) point movement in a future position published by the exchange; used for Insurance regulatory reporting.

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