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: |
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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