Description

Type: int

Code to represent the type of instrument attribute

Valid values:

  • 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=17:2.0.1.1.3.0.1.8.2&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

Used In