Tag | FieldName | AbbrName | Type | Desc | Pattern |
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1140 | MaxTradeVol | MaxTrdVol | Qty | The maximum order quantity that can be submitted for a security. | |
1141 | NoMDFeedTypes | NoMDFeedTypes | NumInGroup | The number of feed types and corresponding book depths associated with a security | |
1142 | MatchAlgorithm | MtchAlgo | String | The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender. | |
1143 | MaxPriceVariation | MxPxVar | float | The maximum price variation of an execution from one event to the next for a given security. | |
1144 | ImpliedMarketIndicator | ImpldMktInd | int | Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. | |
1145 | EventTime | Tm | UTCTimestamp | Specific time of event. To be used in combination with EventDate [866] | |
1146 | MinPriceIncrementAmount | MinPxIncAmt | Amt | Minimum price increment amount associated with the MinPriceIncrement ( tag 969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor(231). | |
1147 | UnitofMeasureQty | UOMQty | Qty | Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitofMeasureQty is required for UnitofMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitofMeasure(996) for more information on the use of UnitofMeasureQty. | |
1148 | LowLimitPrice | LowLmtPx | Price | Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected | |
1149 | HighLimitPrice | HighLmtPx | Price | Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected | |
1150 | TradingReferencePrice | TrdgRefPx | Price | Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. | |
1151 | SecurityGroup | SecGrp | String | An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. | |
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'Tag = xxx'> where xxx is a tag number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.
Tag | FieldName | AbbrName | Type | Desc | Pattern |
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Replace this, test is Tag = 996 |
996 | UnitofMeasure | UOM | String | Physical unit of measure for Derivative products.
NOTE: Additional values may be used by mutual agreement of the counterparties
(http://www.unc.edu/~rowlett/units/index.html is a good source for units) | |
With this |
996 | UnitofMeasure | UOM | String | The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported.
Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs).
The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitofMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures.
Examples:
For lean cattle futures contracts, a UnitofMeasure of 'lbs' with a UnitofMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle.
For Eurodollars futures contracts, a UnitofMeasure of USD with a UnitofMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD.
For gold futures contracts, a UnitofMeasure is oz_tr (Troy ounce) with a UnitofMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold.
| |
Tag | New Enums | Group |
---|
277 | 1 - Implied Trade |
|
279 | 5 - Overlay |
|
292 | W - Succession Event |
|
326 | 24 - Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross |
|
326 | 25 - Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion |
|
827 | 2 - Expires at specified expiration as the eligibility |
|
865 | 7 - Last Eligible Trade Date |
|
871 | 23 - Price tick rules for security. |
|
871 | 24 - Trade type eligibility details for security. |
|
1144 | 0 - Not implied |
|
1144 | 1 - Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument |
|
1144 | 2 - Implied-out - The existence of the underlying legs are implied by the multi-leg instrument |
|
1144 | 3 - Both Implied-in and Implied-out |
|
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'Tag = xxx and Enum = yyy'> where xxx is a tag number and yyy is an enum string may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.
Tag | New Enums | Group |
---|
Replace this, test is Tag = 996 and Enum = 'MMBtu'
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996 | MMBtu - One Million BTU | |
With this |
996 | MMBtu - One Million BTU | Fixed Magnitude UOM |
Replace this, test is Tag = 996 and Enum = 'MWh'
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996 | MWh - Megawatt hours | |
With this |
996 | MWh - Megawatt hours | Fixed Magnitude UOM |
Replace this, test is Tag = 996 and Enum = 'Bbl'
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996 | Bbl - Barrels | |
With this |
996 | Bbl - Barrels | Variable Quantity UOM |
Replace this, test is Tag = 996 and Enum = 'Gal'
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996 | Gal - Gallons | |
With this |
996 | Gal - Gallons | Variable Quantity UOM |
Replace this, test is Tag = 996 and Enum = 't'
|
996 | t - Metric Tons (aka Tonne) | |
With this |
996 | t - Metric Tons (aka Tonne) | Variable Quantity UOM |
Replace this, test is Tag = 996 and Enum = 'tn'
|
996 | tn - Tons (US) | |
With this |
996 | tn - Tons (US) | Variable Quantity UOM |
Replace this, test is Tag = 996 and Enum = 'MMbbl'
|
996 | MMbbl - Million Barrels | |
With this |
996 | MMbbl - Million Barrels | Fixed Magnitude UOM |
Replace this, test is Tag = 996 and Enum = 'lbs'
|
996 | lbs - pounds | |
With this |
996 | lbs - pounds | Variable Quantity UOM |
Replace this, test is Tag = 996 and Enum = 'oz_tr'
|
996 | oz_tr - Troy Ounces | |
With this |
996 | oz_tr - Troy Ounces | Variable Quantity UOM |
Replace this, test is Tag = 996 and Enum = 'USD'
|
996 | USD - US Dollars | |
With this |
996 | USD - US Dollars | Variable Quantity UOM |
Replace this, test is Tag = 996 and Enum = 'Bcf'
|
996 | Bcf - Billion cubic feet | |
With this |
996 | Bcf - Billion cubic feet | Fixed Magnitude UOM |
Replace this, test is Tag = 996 and Enum = 'Bu'
|
996 | Bu - Bushels | |
With this |
996 | Bu - Bushels | Variable Quantity UOM |
Name | Ind | Tag | Reqd | Description |
---|
SecurityDefinition | 0 | SecurityTradingDefinition | No | New block to contain all the security details related to trading the security in an electronic environment |
SecurityDefinitionUpdateReport | 0 | SecurityTradingDefinition | No | New block to contain all the security details related to trading the security in an electronic environment |
Instrument | 0 | 1151 | No | An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. |
Instrument | 0 | 1146 | No | Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] |
Instrument | 0 | 1147 | No | |
| 0 | 827 | No | Manner in which the security trading eligibility will expire. New value allows previously specified last eligible trade date and time to be indicated |
| 0 | 561 | No | Trading lot size of security |
| 0 | 562 | No | The minimum order quantity that can be submitted for an order |
| 0 | 1140 | No | The maximum order quantity that can be submitted for a security |
| 0 | 1142 | No | The type of algorithm used to match orders in a specific security on an electronic trading platform. Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar |
| 0 | MDFeedTypesGrp | No |
|
| 0 | 1143 | No | The maximum price variation of an execution from one event to the next for a given security |
| 0 | 1144 | No | Commonly used in listed derivatives. Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-out) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument |
| 0 | 1148 | No | Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected |
| 0 | 1149 | No | Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected |
| 0 | 1150 | No | Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. |
SecListGrp | 1 | SecurityTradingDefinition | No | New block to contain all the security details related to trading the security in an electronic environment |
EvntGrp | 1 | 1145 | No | Specific time of event. To be used in combination with EventDate [866] |
SecLstUpdRelSymGrp | 1 | SecurityTradingDefinition | No | New block to contain all the security details related to trading the security in an electronic environment |
| 0 | 1141 | No | The number of feed types and corresponding book depths associated with a security |
| 1 | 1022 | No | Describes a class of service for a given data feed |
| 1 | 264 | No | The depth of book associated with a particular feed type |
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx and Position = yyy'> where xxx is a MsgID number and yyy is an Position number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.
Name | Ind | Tag | Reqd | Description |
---|
Replace this, test is MsgID = 37 and Position = 9
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SecurityDefinition | 0 | 15 | No |
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With this |
SecurityDefinition | 0 | 15 | No | Currency in which the price is denominated |
Replace this, test is MsgID = 37 and Position = 17
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SecurityDefinition | 0 | 827 | No |
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With this |
Message Contents deleted |
Replace this, test is MsgID = 37 and Position = 18
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SecurityDefinition | 0 | 561 | No |
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With this |
Message Contents deleted |
Replace this, test is MsgID = 37 and Position = 19
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SecurityDefinition | 0 | 562 | No |
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With this |
Message Contents deleted |
Replace this, test is MsgID = 95 and Position = 2.6
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SecurityDefinitionUpdateReport | 0 | 827 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 95 and Position = 2.7
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SecurityDefinitionUpdateReport | 0 | 561 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 95 and Position = 2.8
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SecurityDefinitionUpdateReport | 0 | 562 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 2055 and Position = 17
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SecListGrp | 1 | 561 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 2055 and Position = 18
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SecListGrp | 1 | 562 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 2055 and Position = 21
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SecListGrp | 1 | 827 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 2087 and Position = 2.1
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SecLstUpdRelSymGrp | 1 | 561 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 2087 and Position = 2.2
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SecLstUpdRelSymGrp | 1 | 562 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 2087 and Position = 2.5
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SecLstUpdRelSymGrp | 1 | 827 | No | |
With this |
Message Contents deleted |
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx'> where xxx is a MsgID number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx'> where xxx is a MsgID number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.