Code to represent the type of instrument attribute
- 1 = Flat (securities pay interest on a current basis but are traded without interest)
- 2 = Zero coupon
- 3 = Interest bearing (for Euro commercial paper when not issued at discount)
- 4 = No periodic payments
- 5 = Variable rate
- 6 = Less fee for put
- 7 = Stepped coupon
- 8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue <872> field.
- 9 = When [and if] issued
- 10 = Original issue discount
- 11 = Callable, puttable
- 12 = Escrowed to Maturity
- 13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue <872> field
- 14 = Pre-refunded
- 15 = In default
- 16 = Unrated
- 17 = Taxable
- 18 = Indexed
- 19 = Subject To Alternative Minimum Tax
- 20 = Original issue discount price. Supply price in the InstrAttribValue <872> field
- 21 = Callable below maturity value
- 22 = Callable without notice by mail to holder unless registered
- 23 = Price tick rules for security.
- 24 = Trade type eligibility details for security.
- 25 = Instrument Denominator
- 26 = Instrument Numerator
- 27 = Instrument Price Precision
- 28 = Instrument Strike Price
- 29 = Tradeable Indicator
- 30 = Instrument is eligible to accept anonymous orders
- 31 = Minimum guaranteed fill volume
- 32 = Minimum guaranteed fill status
- 33 = Trade at settlement (TAS) eligibility
34 = Test instrument
Instrument that is tradable but has no effect on the positions, exchange turnover etc.
35 = Dummy instrument
Instrument that is normally halted and is only activated for trading under very special conditions (e.g. temporarily assigned for newly listed instrument). Use of a dummy instrument generally applies to systems that are unable to add reference data for new instruments intraday.
- 36 = Negative settlement price eligibility
- 37 = Negative strike price eligibility
38 = US standard contract indicator
Indicates through InstrAttribValue <872> - values Y or N - whether the underlying asset in the trade references or is economically related to a contract listed in Appendix B of CFTC Part 43 regulation. See http://www.ecfr.gov/cgi-bin/text-idx?SID=4b2d1078ad68f6564a89d7ff6c52ec43&node=17:22.214.171.124.126.96.36.199.2&rgn=div or refer to Appendix B to Part 43 in the final rule at http://www.cftc.gov/ucm/groups/public/@lrfederalregister/documents/file/2013-12133a.pdf
- 39 = Admitted to trading on a trading venue
- 40 = Average daily notional amount
- 41 = Average daily number of trades
- 99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue <872> field.
- or any value conforming to the data type Reserved100Plus