Root element that contains at least one point in time element
SPAN version number
Creation date and time in CCYYMMDDhhmm format
point in time
Date in CCYYMMDD format
Settlement or intraday flag
Business time
Run number. Required for intraday files.
Portfolio being margined at a point in time
Clearing member firm or other firm identifier for a portfolio
Account identifier ("number") for a portfolio
Account type
Flag to indicate if a portfolio margin calculation is being done at the clearing-level or the customer-level
Currency
Exchange acronym
Product family code
Underlying product family type
CUSIP instrument ID
ISIN instrument ID
Period code
Period code of underlying
Option right code
Option strike price
Optional qualifier if type is settle
Period code. It must begin with a four-digit year and continue with a two-digit month. Optionally, it may continue with: - two zeros - W1 through W5 (week one, week two, etc.) - a specific day of the month, or ( - some other two-byte code, for example SD for short-dated. A ninth byte may be added to make the period code more specific than the day. A period code of 000000 may also be used to identify the period for physicals and/or options on physicals
3-byte ISO code for the currency. Unique identifier (e.g. USD).