Tag | FieldName | AbbrName | Type | Desc | Pattern |
---|
1191 | PriceUnitOfMeasure | PxUOM | String | Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract | |
1192 | PriceUnitOfMeasureQty | PxUOMQty | Qty | Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100. | |
1193 | SettlMethod | SettlMeth | char | Settlement method for a contract. Can be used as an alternative to CFI Code value | |
1194 | ExerciseStyle | ExerStyle | int | Type of exercise of a derivatives security | |
1419 | UnderlyingExerciseStyle | ExerStyle | int | Type of exercise of a derivatives security | |
1420 | LegExerciseStyle | ExerStyle | int | Type of exercise of a derivatives security | |
1195 | OptPayAmount | OptPayAmt | Amt | Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount | |
1196 | PriceQuoteMethod | PxQteMeth | String | Method for price quotation | |
1197 | FuturesValuationMethod | FutValMeth | String | For futures, indicates type of valuation method applied | |
1198 | ListMethod | ListMeth | int | Indicates whether instruments are pre-listed only or can also be defined via user request | |
1199 | CapPrice | CapPx | Price | Used to express the ceiling price of a capped call | |
1200 | FloorPrice | FlrPx | Price | Used to express the floor price of a capped put | |
1201 | NoStrikeRules | | NumInGroup | Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument | |
1202 | StartStrikePxRange | StartStrkPxRng | Price | Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying | |
1203 | EndStrikePxRange | EndStrkPxRng | Price | Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying | |
1204 | StrikeIncrement | StrkIncr | float | Value by which strike price should be incremented within the specified price range. | |
1205 | NoTickRules | | NumInGroup | Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security | |
1206 | StartTickPriceRange | StartTickPxRng | Price | Starting price range for specified tick increment | |
1207 | EndTickPriceRange | EndStrkPxRng | Price | Ending price range for the specified tick increment | |
1208 | TickIncrement | TickIncr | Price | Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded | |
1209 | TickRuleType | TickRuleTyp | int | Specifies the type of tick rule which is being described
| |
1210 | NestedInstrAttribType | Typ | int | Code to represent the type of instrument attribute | |
1211 | NestedInstrAttribValue | Val | String | Attribute value appropriate to the NestedInstrAttribType field | |
1214 | DerivativeSymbol | Sym | String | Refer to definition for Symbol(55) | |
1215 | DerivativeSymbolSfx | Sfx | String | Refer to definition for SymbolSfx(65) | |
1216 | DerivativeSecurityID | ID | String | Refer to definition for SecurityID(48) | |
1217 | DerivativeSecurityIDSource | Src | String | Refer to definition for SecurityIDSoruce(22) | |
1218 | NoDerivativeSecurityAltID | NoDerivativeSecurityAltID | NumInGroup | Refer to definition for NoSecurityAltID(454) | |
1219 | DerivativeSecurityAltID | ID | String | Refer to definition for SecurityAltID(455) | |
1220 | DerivativeSecurityAltIDSource | Src | String | Refer to definition for SecurityAltIDSource(456) | |
1221 | SecondaryLowLimitPrice | LowLmtPx | Price | Refer to definition of LowLimitPrice(1148) | |
1230 | SecondaryHighLimitPrice | HiLmtPx | Price | Refer to definition of HighLimitPrice(1149) | |
1222 | MaturityRuleID | MatRuleID | String | Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | |
1223 | StrikeRuleID | StrkRule | String | Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | |
1225 | DerivativeOptPayAmount | OptPayAmt | Amt | Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount | |
1226 | EndMaturityMonthYear | EndMMY | MonthYear | Ending maturity month year for an option class | |
1227 | ProductComplex | ProdCmplx | String | Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc. | |
1228 | DerivativeProductComplex | ProdCmplx | String | Refer to ProductComplex(1227) | |
1229 | MaturityMonthYearIncrement | MMYIncr | int | Increment between successive maturities for an option class | |
1231 | MinLotSize | MinLotSz | Qty | Minimum lot size allowed based on lot type specified in LotType(1093) | |
1232 | NoExecInstRules | NoExecInstRules | NumInGroup | Number of execution instructions | |
1233 | NoMarketDataFeedTypes | NoMarketDataFeedTypes | NumInGroup | Number of Feed Types | |
1234 | NoLotTypeRules | NoLotTypeRules | NumInGroup | Number of Lot Type Rules | |
1235 | NoMatchRules | NoMatchRules | NumInGroup | Number of Match Rules | |
1236 | NoMaturityRules | NoMaturityRules | NumInGroup | Number of maturity rules in MarurityRules component block | |
1237 | NoOrdTypeRules | NoOrdTypeRules | NumInGroup | Number of order types | |
1238 | NoPriceLimits | NoPriceLimits | NumInGroup | Number of Price Limits | |
1239 | NoTimeInForceRules | NoTimeInForceRules | NumInGroup | Number of time in force techniques | |
1240 | SecondaryTradingReferencePrice | TrdgRefPx | Price | Refer to definition for TradingReferencePrice(1150) | |
1241 | StartMaturityMonthYear | StartMMY | MonthYear | Starting maturity month year for an option class | |
1242 | FlexProductEligibilityIndicator | FlexProdElig | Boolean | Used to indicate if a product or group of product supports the creation of flexible securities | |
1243 | DerivFlexProductEligibilityIndicator | FlexProdElig | Boolean | Refer to FlexProductEligibilityIndicator(1242) | |
1244 | FlexibleIndicator | FlexInd | Boolean | Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute. | |
1245 | TradingCurrency | TrdCcy | Currency | Used when the trading currency can differ from the price currency | |
1246 | DerivativeProduct | Prod | int |
| |
1247 | DerivativeSecurityGroup | SecGrp | String |
| |
1248 | DerivativeCFICode | CFI | String |
| |
1249 | DerivativeSecurityType | SecTyp | String |
| |
1250 | DerivativeSecuritySubType | SecSubTyp | String |
| |
1251 | DerivativeMaturityMonthYear | MMY | MonthYear |
| |
1252 | DerivativeMaturityDate | MatDt | LocalMktDate |
| |
1253 | DerivativeMaturityTime | MatTm | TZTimeOnly |
| |
1254 | DerivativeSettleOnOpenFlag | OpenCloseSettlFlag | String |
| |
1255 | DerivativeInstrmtAssignmentMethod | AsgnMeth | char |
| |
1256 | DerivativeSecurityStatus | Stat | String |
| |
1257 | DerivativeInstrRegistry | Rgstry | String |
| |
1258 | DerivativeCountryOfIssue | Ctry | Country |
| |
1259 | DerivativeStateOrProvinceOfIssue | StPrv | String |
| |
1260 | DerivativeLocaleOfIssue | Lcl | String |
| |
1261 | DerivativeStrikePrice | StrkPx | Price |
| |
1262 | DerivativeStrikeCurrency | StrkCcy | Currency |
| |
1263 | DerivativeStrikeMultiplier | StrkMult | float |
| |
1264 | DerivativeStrikeValue | StrkValu | float |
| |
1265 | DerivativeOptAttribute | OptAt | char |
| |
1266 | DerivativeContractMultiplier | Mult | float |
| |
1267 | DerivativeMinPriceIncrement | MinPxIncr | float |
| |
1268 | DerivativeMinPriceIncrementAmount | MinPxIncrAmt | Amt |
| |
1269 | DerivativeUnitOfMeasure | UOM | String |
| |
1270 | DerivativeUnitOfMeasureQty | UOMQty | Qty |
| |
1271 | DerivativeTimeUnit | TmUnit | String |
| |
1272 | DerivativeSecurityExchange | Exch | Exchange |
| |
1273 | DerivativePositionLimit | PosLmt | int |
| |
1274 | DerivativeNTPositionLimit | NTPosLmt | int |
| |
1275 | DerivativeIssuer | Issr | String |
| |
1276 | DerivativeIssueDate | IssDt | LocalMktDate |
| |
1277 | DerivativeEncodedIssuerLen | EncIssrLen | Length |
| |
1278 | DerivativeEncodedIssuer | EncIssr | data |
| |
1279 | DerivativeSecurityDesc | Desc | String |
| |
1280 | DerivativeEncodedSecurityDescLen | EncSecDescLen | Length |
| |
1281 | DerivativeEncodedSecurityDesc | EncSecDesc | data |
| |
1282 | DerivativeSecurityXMLLen | SecXMLLen | Length | Refer to definition SecurityXMLLen(1184) | |
1283 | DerivativeSecurityXML | SecXML | data | Refer to definition of SecurityXML(1185) | |
1284 | DerivativeSecurityXMLSchema | Schema | String | Refer to definition of SecurityXMLSchema(1186) | |
1285 | DerivativeContractSettlMonth | CSetMo | MonthYear |
| |
1286 | NoDerivativeEvents | NoDerivativeEvents | NumInGroup |
| |
1287 | DerivativeEventType | EventTyp | int |
| |
1288 | DerivativeEventDate | Dt | LocalMktDate |
| |
1289 | DerivativeEventTime | Tm | UTCTimestamp |
| |
1290 | DerivativeEventPx | Px | Price |
| |
1291 | DerivativeEventText | Txt | String |
| |
1292 | NoDerivativeInstrumentParties | | NumInGroup | Refer to definition of NoParties(453) | |
1293 | DerivativeInstrumentPartyID | ID | String | Refer to definition of PartyID(448) | |
1294 | DerivativeInstrumentPartyIDSource | Src | String | Refer to definition of PartyIDSource(447) | |
1295 | DerivativeInstrumentPartyRole | R | int | REfer to definition of PartyRole(452) | |
1296 | NoDerivativeInstrumentPartySubIDs | | NumInGroup | Refer to definition for NoPartySubIDs(802) | |
1297 | DerivativeInstrumentPartySubID | ID | String | Refer to definition for PartySubID(523) | |
1298 | DerivativeInstrumentPartySubIDType | Typ | int | Refer to definition for PartySubIDType(803) | |
1299 | DerivativeExerciseStyle | ExerStyle | char | Type of exercise of a derivatives security | |
1300 | MarketSegmentID | MktSegID | String | Identifies the market segment | |
1301 | MarketID | MktID | Exchange | Identifies the Market | |
1302 | MaturityMonthYearIncrementUnits | MMYIncrUnits | int | Unit of measure for the Maturity Month Year Increment | |
1303 | MaturityMonthYearFormat | MMYFmt | int | Format used to generate the MaturityMonthYear for each option | |
1304 | StrikeExerciseStyle | StrkExrStyle | int | Expiration Style for an option class: | |
1305 | SecondaryPriceLimitType | PxLmtTyp | int | Describes the how the price limits are expressed | |
1306 | PriceLimitType | PxLmtTyp | int | Describes the how the price limits are expressed | |
1307 | DerivativeSecurityListRequestType | ListReqTyp | int | Identifies the type of Security List Request | |
1308 | ExecInstValue | ExecInstValu | char | Indicates execution instructions that are valid for the specified market segment | |
1309 | NoTradingSessionRules | | NumInGroup | Allows trading rules to be expressed by trading session | |
1310 | NoMarketSegments | | NumInGroup | Number of Market Segments on which a security may trade. | |
1311 | NoDerivativeInstrAttrib | | NumInGroup |
| |
1312 | NoNestedInstrAttrib | | NumInGroup |
| |
1313 | DerivativeInstrAttribType | Typ | int | Refer to definition of InstrAttribType(871) | |
1314 | DerivativeInstrAttribValue | Val | String | Refer to definition of InstrAttribValue(872) | |
1315 | DerivativePriceUnitOfMeasure | PxUOM | String | Refer to definition for PriceUnitOfMeasure(1191) | |
1316 | DerivativePriceUnitOfMeasureQty | PxUOMQty | Qty | Refer to definition of PriceUnitOfMeasureQty(1192) | |
1317 | DerivativeSettlMethod | SettlMeth | char | Refer to definition of SettlMethod(1193) | |
1318 | DerivativePriceQuoteMethod | PxQteMeth | String | Refer to definition of PriceQuoteMethod(1196) | |
1319 | DerivativeFuturesValuationMethod | FutValMeth | String | Refer to definition of FuturesValuationMethod(1197) | |
1320 | DerivativeListMethod | ListMeth | int | Indicates whether instruments are pre-listed only or can also be defined via user request | |
1321 | DerivativeCapPrice | CapPx | Price | Refer to definition of CapPrice(1199) | |
1322 | DerivativeFloorPrice | FlrPx | Price | Refer to definition of FloorPrice(1200) | |
1323 | DerivativePutOrCall | PutCall | int | Indicates whether an Option is for a put or call | |
1324 | ListUpdateAction | ListUpdActn | char | If provided, then Instrument occurrence has explicitly changed | |
1358 | LegPutOrCall | PutCall | int | Refer to definition of PutOrCall(201) | |
1224 | LegUnitOfMeasureQty | UOMQty | Qty | Refer to definition of UnitOfMeasureQty(1147) | |
1421 | LegPriceUnitOfMeasure | PxUOM | String | Refer to definition for PriceUnitOfMeasure(1191) | |
1422 | LegPriceUnitOfMeasureQty | PxUOMQty | Qty | Refer to definition of PriceUnitOfMeasureQty(1192) | |
1423 | UnderlyingUnitOfMeasureQty | UOMQty | Qty | Refer to definition of UnitOfMeasureQty(1147) | |
1424 | UnderlyingPriceUnitOfMeasure | PxUOM | String | Refer to definition for PriceUnitOfMeasure(1191) | |
1425 | UnderlyingPriceUnitOfMeasureQty | PxUOMQty | Qty | Refer to definition of PriceUnitOfMeasureQty(1192) | |
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.
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.
Name | Ind | Tag | Reqd | Description |
---|
SecurityDefinitionRequest | 0 | 1301 | No | Identifies the market for which the security definition request is being made. |
SecurityDefinitionRequest | 0 | 1300 | No | Identifies the segment of the market for which the security definition request is being made. |
SecurityDefinition | 0 | 292 | No | Identifies the type of Corporate Action |
SecurityDefinition | 0 | MarketSegmentGrp | No | Contains all the security details related to listing and trading the security |
SecurityListRequest | 0 | 1301 | No | Identifies the market which lists and trades the instrument. |
SecurityListRequest | 0 | 1300 | No | Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. |
SecurityList | 0 | 1301 | No | Identifies the market which lists and trades the instrument. |
SecurityList | 0 | 1300 | No | Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. |
DerivativeSecurityListRequest | 0 | 1301 | No | |
DerivativeSecurityListRequest | 0 | 1300 | No | |
DerivativeSecurityListRequest | 0 | DerivativeInstrument | No | Group block which contains all information for an option family. |
DerivativeSecurityList | 0 | DerivativeSecurityDefinition | No | Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. |
SecurityDefinitionUpdateReport | 0 | MarketSegmentGrp | No | Contains all the security details related to listing and trading the security |
SecurityListUpdateReport | 0 | 1301 | No | Identifies the market which lists and trades the instrument. |
SecurityListUpdateReport | 0 | 1300 | No | Identifies the segment of the market specified in MarketID(96) |
| 0 | StandardHeader | Yes | MsgType = BR |
| 0 | 320 | No |
|
| 0 | 322 | No | Identifier for the Derivative Security List message |
| 0 | 560 | No | Result of the Security Request identified by SecurityReqID |
| 0 | 980 | No | Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed |
| 0 | UnderlyingInstrument | No | Underlying security for which derivatives are being returned |
| 0 | DerivativeSecurityDefinition | No | Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. DerivativeSecurityDefinition contains the following components: DerivativeInstrument. DerivativeInstrumentExtension, MarketSegmentGrp |
| 0 | 393 | No | Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. |
| 0 | 893 | No | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. |
| 0 | RelSymDerivSecUpdGrp | No |
|
| 0 | StandardTrailer | Yes |
|
Instrument | 0 | 1227 | No | Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc |
Instrument | 0 | 1191 | No | |
Instrument | 0 | 1192 | No | |
Instrument | 0 | 1193 | No | Settlement method for a contract. Can be used as an alternative to CFI Code value |
Instrument | 0 | 1194 | No | Type of exercise of a derivatives security |
Instrument | 0 | 1195 | No | Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount |
Instrument | 0 | 1196 | No | Method for price quotation |
Instrument | 0 | 1197 | No | For futures, indicates type of valuation method applied |
Instrument | 0 | 1198 | No | Indicates whether the instruments are pre-listed only or can also be defined via user request |
Instrument | 0 | 1199 | No | Used to express the ceiling price of a capped call |
Instrument | 0 | 1200 | No | Used to express the floor price of a capped put |
Instrument | 0 | 201 | No | Used to express option right |
Instrument | 0 | 1244 | No | Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator |
Instrument | 0 | 1242 | No | Used to indicate if a product or group of product supports the creation of flexible securities |
InstrumentLeg | 0 | 1224 | No | |
InstrumentLeg | 0 | 1421 | No | |
InstrumentLeg | 0 | 1422 | No | |
InstrumentLeg | 0 | 1420 | No | |
InstrumentLeg | 0 | 1358 | No | Used to express option right |
UnderlyingInstrument | 0 | 1423 | No | |
UnderlyingInstrument | 0 | 1424 | No | |
UnderlyingInstrument | 0 | 1425 | No | |
UnderlyingInstrument | 0 | 1419 | No | |
UnderlyingInstrument | 0 | 315 | No | Used to express option right |
SecurityTradingDefinition | 0 | BaseTradingRules | No | This block contains the base trading rules |
SecurityTradingDefinition | 0 | TradingSessionRulesGrp | No | This block contains the trading rules specific to a trading session |
SecurityTradingDefinition | 0 | NestedInstrumentAttribute | No |
|
| 0 | 1282 | No | Must be set if SecurityXML field is specified andd must immediately precede it. |
| 0 | 1283 | No | XML Data Stream describing the Security. |
| 0 | 1284 | No | XML Schema used to validate the XML used to describe the Security. |
InstrmtLegExecGrp | 1 | NestedParties3 | No |
|
LegPreAllocGrp | 1 | NestedParties2 | No |
|
RelSymDerivSecGrp | 1 | SecondaryPriceLimits | No | Secondary price limit rules |
RelSymDerivSecGrp | 1 | 292 | No | Identifies the type of Corporate Action |
SecListGrp | 1 | SecurityTradingRules | No | Used to provide listing rules |
SecListGrp | 1 | StrikeRules | No | Used to provide listing rules |
SecLstUpdRelSymGrp | 1 | SecurityTradingRules | No |
|
SecLstUpdRelSymGrp | 1 | StrikeRules | No |
|
| 0 | 1296 | No |
|
| 1 | 1297 | No |
|
| 1 | 1298 | No |
|
| 0 | 1218 | No |
|
| 1 | 1219 | No |
|
| 1 | 1220 | No |
|
| 0 | 1286 | No |
|
| 1 | 1287 | No | Indicates type of event describing security |
| 1 | 1288 | No |
|
| 1 | 1289 | No | Specific time of event. To be used in combination with EventDate [1288] |
| 1 | 1290 | No |
|
| 1 | 1291 | No |
|
| 0 | 146 | No |
|
| 1 | 1324 | No | If provided, then Instrument occurrence has explicitly changed |
| 1 | 292 | No |
|
| 1 | Instrument | No |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
of the requested Security
|
| 1 | InstrumentExtension | No | Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" |
| 1 | SecondaryPriceLimits | No | Secondary price limit rules |
| 1 | 15 | No |
|
| 1 | InstrmtLegGrp | No |
|
| 1 | 58 | No | Comment, instructions, or other identifying information. |
| 1 | 354 | No | Must be set if EncodedText field is specified and must immediately precede it. |
| 1 | 355 | No | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
| 0 | 1205 | No | Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security. |
| 1 | 1206 | No | Starting price range for specified tick increment |
| 1 | 1207 | No | Ending price range for the specified tick increment |
| 1 | 1208 | No | Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded |
| 1 | 1209 | No | Specifies the type of tick rule which is being described |
| 0 | 1201 | No | Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument |
| 1 | 1223 | No | Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated |
| 1 | 1202 | No | Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying |
| 1 | 1203 | No | Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying |
| 1 | 1204 | No | Value by which strike price should be incremented within the specified price |
| 1 | 1304 | No | Enumeration that represents the exercise style for a class of options
Same values as ExerciseStyle |
| 1 | MaturityRules | No | Describes the maturity rules for a given set of strikes as defined by StrikeRules |
| 0 | 1236 | No | Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument |
| 1 | 1222 | No | Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated |
| 1 | 1303 | No | Format used to generate the MMY for each option contract: |
| 1 | 1302 | No | enumeration specifying the increment unit: |
| 1 | 1241 | No | Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying |
| 1 | 1226 | No | Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying |
| 1 | 1229 | No | Value by which maturity month year should be incremented within the specified price range. |
| 0 | 1305 | No | |
| 0 | 1221 | No | |
| 0 | 1230 | No | |
| 0 | 1240 | No | |
| 0 | 1306 | No | Describes the how the price limits are expressed |
| 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. |
| 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 |
| 1 | 1021 | No | Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection |
| 0 | 1234 | No | Number of Lot Types |
| 1 | 1093 | No | Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1) |
| 1 | 1231 | No | Minimum lot size allowed based on lot type specified in LotType(1093) |
| 0 | 1235 | No | Number of match rules |
| 1 | 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 |
| 1 | 574 | No | The point in the matching process at which this trade was matched. |
| 0 | 1232 | No | Number of execution instructions |
| 1 | 1308 | No | Indicates execution instructions that are valid for the specified market segment |
| 0 | 1239 | No | Number of time in force techniques |
| 1 | 59 | No | Indicates time in force techniques that are valid for the specified market segment |
| 0 | 1237 | No | Number of order types |
| 1 | 40 | No | Indicates order types that are valid for the specified market segment. |
| 0 | OrdTypeRules | No | Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. |
| 0 | TimeInForceRules | No | specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session |
| 0 | ExecInstRules | No | specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session |
| 0 | MatchRules | No | specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session |
| 0 | MarketDataFeedTypes | No | specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session |
| 0 | 1309 | No | Allows trading rules to be expressed by trading session |
| 1 | 336 | No | Identifier for the trading session
Must be provided if NoTradingSessions > 0
Set to [N/A] if values are not specific to trading session |
| 1 | 625 | No | Identifier for the trading session
Set to [N/A] if values are not specific to trading session sub id |
| 1 | TradingSessionRules | No | Contains trading rules specified at the trading session level |
| 0 | TickRules | No | This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security |
| 0 | LotTypeRules | No | Specifies the lot types that are valid for trading. The scope of the rule is determined by the context in which the component is used. |
| 0 | PriceLimits | No | Specifies the price limit rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. |
| 0 | 827 | No | |
| 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. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade |
| 0 | 1143 | No | The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. |
| 0 | 1144 | No | |
| 0 | 1245 | No | Used when the trading currency can differ from the price currency |
| 0 | 561 | No | Trading lot size of security |
| 0 | 1310 | No | Number of Market Segments on which a security may trade. |
| 1 | 1301 | No | Identifies the market which lists and trades the instrument. |
| 1 | 1300 | No | Identifies the segment of the market to which the specify trading rules and listing rules apply. |
| 1 | SecurityTradingRules | No |
|
| 1 | StrikeRules | No | This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument. |
| 0 | DerivativeInstrument | No | Optional block which can be used to to summarize common attributes shared across a set of option instruments which belong to the same series. |
| 0 | DerivativeInstrumentAttribute | No | Additional attribution for the instrument series |
| 0 | MarketSegmentGrp | No | Security trading and listing attributes for the series level |
| 0 | 1312 | No |
|
| 1 | 1210 | No | Code to represent the type of instrument attribute |
| 1 | 1211 | No | Attribute value appropriate to the NestedInstrAttribType field |
| 0 | 1311 | No |
|
| 1 | 1313 | No | |
| 1 | 1314 | No | |
| 0 | 1214 | No | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)
Use "[N/A]" for products which do not have a symbol. |
| 0 | 1215 | No | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. |
| 0 | 1216 | No | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. |
| 0 | 1217 | No | Required if SecurityID is specified. |
| 0 | DerivativeSecurityAltIDGrp | No |
|
| 0 | 1246 | No | Indicates the type of product the security is associated with (high-level category) |
| 0 | 1228 | No | Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc |
| 0 | 1243 | No | Used to indicate if a product or group of product supports the creation of flexible securities |
| 0 | 1247 | No | An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. |
| 0 | 1248 | No | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. |
| 0 | 1249 | No | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Required for Fixed Income. Refer to Volume 7 - Fixed Income
Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) |
| 0 | 1250 | No | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required. |
| 0 | 1251 | No | Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified. |
| 0 | 1252 | No | Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field.
When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. |
| 0 | 1253 | No |
|
| 0 | 1254 | No | Indicator to determine if Instrument is Settle on Open. |
| 0 | 1255 | No |
|
| 0 | 1256 | No | Gives the current state of the instrument |
| 0 | 1276 | No | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. |
| 0 | 1257 | No | The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. |
| 0 | 1258 | No | ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. |
| 0 | 1259 | No | A two-character state or province abbreviation. |
| 0 | 1260 | No | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). |
| 0 | 1261 | No | Used for derivatives, such as options and covered warrants |
| 0 | 1262 | No | Used for derivatives |
| 0 | 1263 | No | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. |
| 0 | 1264 | No | Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. |
| 0 | 1265 | No | Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. |
| 0 | 1266 | No | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. |
| 0 | 1267 | No | Minimum price increment for the instrument. Could also be used to represent tick value. |
| 0 | 1268 | No | Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] |
| 0 | 1269 | No | |
| 0 | 1270 | No | |
| 0 | 1315 | No | |
| 0 | 1316 | No | |
| 0 | 1317 | No | Settlement method for a contract. Can be used as an alternative to CFI Code value |
| 0 | 1318 | No | Method for price quotation |
| 0 | 1319 | No | For futures, indicates type of valuation method applied |
| 0 | 1320 | No | Indicates whether strikes are pre-listed only or can also be defined via user request |
| 0 | 1321 | No | Used to express the ceiling price of a capped call |
| 0 | 1322 | No | Used to express the floor price of a capped put |
| 0 | 1323 | No |
|
| 0 | 1299 | No | Type of exercise of a derivatives security |
| 0 | 1225 | No | Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount |
| 0 | 1271 | No | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) |
| 0 | 1272 | No | Can be used to identify the security. |
| 0 | 1273 | No | Position Limit for the instrument. |
| 0 | 1274 | No | Near-term Position Limit for the instrument. |
| 0 | 1275 | No |
|
| 0 | 1277 | No | Must be set if EncodedIssuer field is specified and must immediately precede it. |
| 0 | 1278 | No | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. |
| 0 | 1279 | No |
|
| 0 | 1280 | No | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. |
| 0 | 1281 | No | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. |
| 0 | DerivativeSecurityXML | No | Embedded XML document describing security. |
| 0 | 1285 | No | Must be present for MBS or TBA |
| 0 | DerivativeEventsGrp | No |
|
| 0 | DerivativeInstrumentParties | No |
|
| 0 | 1292 | No | Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole |
| 1 | 1293 | No | Used to identify party id related to instrument series |
| 1 | 1294 | No | Used to identify source of instrument series party id |
| 1 | 1295 | No | Used to identify the role of instrument series party id |
| 1 | DerivativeInstrumentPartySubIDsGrp | No |
|
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 = 1003 and Position = 29.2
|
Instrument | 0 | 996 | No | Used to indicate the size of the underlying commodity on which the contract is based (e.g., 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc.) |
With this |
Instrument | 0 | 996 | No | |
Replace this, test is MsgID = 2087 and Position = 2.01
|
SecLstUpdRelSymGrp | 1 | SecurityTradingDefinition | No | New block to contain all the security details related to trading the security in an electronic environment |
With this |
Message Contents deleted |
Replace this, test is MsgID = 2087 and Position = 2.3
|
SecLstUpdRelSymGrp | 1 | 336 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 2087 and Position = 2.4
|
SecLstUpdRelSymGrp | 1 | 625 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 2055 and Position = 16.1
|
SecListGrp | 1 | SecurityTradingDefinition | No | New block to contain all the security details related to trading the security in an electronic environment |
With this |
Message Contents deleted |
Replace this, test is MsgID = 2055 and Position = 19
|
SecListGrp | 1 | 336 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 2055 and Position = 20
|
SecListGrp | 1 | 625 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 37 and Position = 15.3
|
SecurityDefinition | 0 | SecurityTradingDefinition | No | New block to contain all the security details related to trading the security in an electronic environment |
With this |
Message Contents deleted |
Replace this, test is MsgID = 95 and Position = 2.51
|
SecurityDefinitionUpdateReport | 0 | SecurityTradingDefinition | No | New block to contain all the security details related to trading the security in an electronic environment |
With this |
Message Contents deleted |
Replace this, test is MsgID = 37 and Position = 15.3
|
SecurityDefinition | 0 | SecurityTradingDefinition | No | New block to contain all the security details related to trading the security in an electronic environment |
With this |
Message Contents deleted |
Replace this, test is MsgID = 37 and Position = 10
|
SecurityDefinition | 0 | 336 | No |
|
With this |
Message Contents deleted |
Replace this, test is MsgID = 37 and Position = 11
|
SecurityDefinition | 0 | 625 | No |
|
With this |
Message Contents deleted |
Replace this, test is MsgID = 95 and Position = 2.51
|
SecurityDefinitionUpdateReport | 0 | SecurityTradingDefinition | No | New block to contain all the security details related to trading the security in an electronic environment |
With this |
Message Contents deleted |
Replace this, test is MsgID = 1058 and Position = 1
|
SecurityTradingDefinition | 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 |
With this |
Message Contents deleted |
Replace this, test is MsgID = 1058 and Position = 1.1
|
SecurityTradingDefinition | 0 | 561 | No | Trading lot size of security |
With this |
Message Contents deleted |
Replace this, test is MsgID = 1058 and Position = 1.2
|
SecurityTradingDefinition | 0 | 562 | No | The minimum order quantity that can be submitted for an order |
With this |
Message Contents deleted |
Replace this, test is MsgID = 1058 and Position = 1.3
|
SecurityTradingDefinition | 0 | 1140 | No | The maximum order quantity that can be submitted for a security |
With this |
Message Contents deleted |
Replace this, test is MsgID = 1058 and Position = 1.4
|
SecurityTradingDefinition | 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 |
With this |
Message Contents deleted |
Replace this, test is MsgID = 1058 and Position = 1.41
|
SecurityTradingDefinition | 0 | MDFeedTypesGrp | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 1058 and Position = 1.5
|
SecurityTradingDefinition | 0 | 1143 | No | The maximum price variation of an execution from one event to the next for a given security |
With this |
Message Contents deleted |
Replace this, test is MsgID = 1058 and Position = 1.6
|
SecurityTradingDefinition | 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 |
With this |
Message Contents deleted |
Replace this, test is MsgID = 1058 and Position = 1.7
|
SecurityTradingDefinition | 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 |
With this |
Message Contents deleted |
Replace this, test is MsgID = 1058 and Position = 1.8
|
SecurityTradingDefinition | 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 |
With this |
Message Contents deleted |
Replace this, test is MsgID = 1058 and Position = 1.9
|
SecurityTradingDefinition | 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. |
With this |
Message Contents deleted |
Replace this, test is MsgID = 2050 and Position = 8
|
RelSymDerivSecGrp | 1 | 336 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 2050 and Position = 9
|
RelSymDerivSecGrp | 1 | 625 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 95 and Position = 2
|
SecurityDefinitionUpdateReport | 0 | 336 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 95 and Position = 2.1
|
SecurityDefinitionUpdateReport | 0 | 625 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 2105 and Position = 1.1
|
Message Contents deleted |
With this |
| 1 | 1219 | No | |
Replace this, test is MsgID = 2105 and Position = 1.2
|
Message Contents deleted |
With this |
| 1 | 1220 | No | |
Replace this, test is MsgID = 2050 and Position = 4
|
RelSymDerivSecGrp | 1 | 827 | No | |
With this |
Message Contents deleted |
Replace this, test is MsgID = 2107 and Position = 1.9
|
Message Contents deleted |
With this |
| 1 | 355 | No | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
Replace this, test is MsgID = 1049 and Position = 2.3
|
Message Contents deleted |
With this |
Message Contents deleted |
Replace this, test is MsgID = 2018 and Position = 8
|
InstrmtLegExecGrp | 1 | NestedParties | No | Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"
Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type
|
With this |
Message Contents deleted |
Replace this, test is MsgID = 2026 and Position = 4
|
LegPreAllocGrp | 1 | NestedParties2 | No | Insert here the set of "Nested Parties #2" (firm identification "second instance of nesting" within additional repeating group) fields defined in "Common Components of Application Messages"
|
With this |
Message Contents deleted |
Replace this, test is MsgID = 103 and Position = 7
|
Message Contents deleted |
With this |
Message Contents deleted |
Replace this, test is MsgID = 1005 and Position = 29.1
|
InstrumentLeg | 0 | 999 | No | Used to indicate the size of the underlying commodity on which the contract is based (e.g., 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc.) |
With this |
InstrumentLeg | 0 | 999 | No | |
Replace this, test is MsgID = 1021 and Position = 30.1
|
UnderlyingInstrument | 0 | 998 | No | Used to indicate the size of the underlying commodity on which the contract is based (e.g., 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc.) |
With this |
UnderlyingInstrument | 0 | 998 | No | |
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.