Skip to content
FIXtags

GROUP · SOURCE ID 4006

StreamGrp

Definition

The StreamGrp is a repeating subcomponent of the Instrument component used to detail the swap streams associated with the instrument.

Additional detail from the official source

A swap will ordinarily have one or two streams. Each one may contain a StreamDesc(40051) with a descriptive string such as "Float" or "Fixed". However the choice of description should have no effect on the stream's purpose.

StreamPaySide(40052) and StreamReceiveSide(40053) link the appropriate swap parties to their role in the stream. In pre-trade messages the side value (e.g. Side(54) field) of the request or order should be set to the same side value indicating the aggressor's desired role. On fills and post-trade messages the executing firm takes the opposite side and indicates its role by setting

StreamPaySide(40052) and StreamReceiveSide(40053) to the opposite side of the aggressor's role.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 40049 NoStreamsGroup countFrom usage
  2. 40050 StreamTypefield—

    Required if NoStreams(40049) > 0.

  3. 41303 StreamXIDfield—
  4. 40051 StreamDescfield—
  5. 42784 StreamVersionfield—
  6. 42785 StreamVersionEffectiveDatefield—
  7. 40052 StreamPaySidefield—
  8. 40053 StreamReceiveSidefield—
  9. 41305 StreamNotionalXIDReffield—
  10. 40054 StreamNotionalfield—
  11. 40055 StreamCurrencyfield—
  12. 42786 StreamNotionalDeterminationMethodfield—
  13. 42787 StreamNotionalAdjustmentsfield—
  14. 41306 StreamNotionalFrequencyPeriodfield—

    Conditionally required when StreamNotionalFrequencyUnit(41307) is specified.

  15. 41307 StreamNotionalFrequencyUnitfield—

    Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified.

  16. 41308 StreamNotionalCommodityFrequencyfield—
  17. 41309 StreamNotionalUnitOfMeasurefield—
  18. 41310 StreamTotalNotionalfield—
  19. 41311 StreamTotalNotionalUnitOfMeasurefield—
  20. StreamCommoditycomponent—
  21. StreamEffectiveDatecomponent—
  22. StreamTerminationDatecomponent—
  23. StreamCalculationPeriodDatescomponent—
  24. PaymentStreamcomponent—
  25. PaymentScheduleGrpgroup—
  26. PaymentStubGrpgroup—
  27. DeliveryStreamcomponent—
  28. DeliveryScheduleGrpgroup—
  29. 40056 StreamTextfield—
  30. 40982 EncodedStreamTextLenfield—

    Must be set if EncodedStreamText(40983) field is specified and must immediately precede it.

  31. 40983 EncodedStreamTextfield—

    Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field.

Used in messages

Direct parent structures