NEC[NEC] | |||||
Part No. | UPD UPDP | ||||
OCR Text | |||||
Description | OUTPUT TFT-LCD SOURCE DRIVER WITH RAM | ||||
File Size | K / 83 Page | View it Online | Download Datasheet |
NEC[NEC] | |||||
Part No. | UPCT UPA UPAT-T1 UPAT | ||||
OCR Text | G S11 ANG MAG | ||||
Description | MICROWAVE LOW NOISE AMPLIFIER NPN SILICON EPITAXIAL TRANSISTOR WITH BUILT-IN 2 ELEMENTS MINI MOLD | ||||
File Size | K / 6 Page | View it Online | Download Datasheet |
NEC | |||||
Part No. | UPD UPDP UPDW | ||||
OCR Text | 32 tout2 b cvph b dummy b 33 tout1 b vs b dummy b 34 tout0 b vs b | ||||
Description | Source driver for outputs TFT-LCD with on-chip RAM supporting K colors | ||||
File Size | K / 84 Page | View it Online | Download Datasheet |
Sitronix Technology | |||||
Part No. | ST | ||||
OCR Text | testi 20 reset 60 testi 21 testi 61 dummy 22 testi 62 dummy 23 testi 63 testo 24 testi | ||||
Description | K Color Single-Chip TFT Controller/Driver | ||||
File Size | 1,K / 88 Page | View it Online | Download Datasheet |
Fairchild Semiconductor | |||||
Part No. | FDP | ||||
OCR Text | ts --V V/C A A nA nA V m S pF pF pF ns ns ns ns nC nC nC On Characteristics Dynamic Characteristics VDS = 25V, VGS = 0V, f = MHz VDD = V, ID = 50A VGS = 10V, RGEN | ||||
Description | V N-Channel PowerTrench MOSFET | ||||
File Size | K / 8 Page | View it Online | Download Datasheet |
NEC | |||||
Part No. | UPDP | ||||
OCR Text | |||||
Description | OUTPUT TFT-LCD SOURCE DRIVER WITH RAM | ||||
File Size | K / 84 Page | View it Online | Download Datasheet |
Micro Crystal AG | |||||
Part No. | MCSOHVT-CMHZE/DJ/L MCSOHVT-BMHZE/DJ/L MCSOHVT-B65MHZE/DJ/L MCSOHVT-C65MHZE/DJ/L MCSOHVT-X65MHZE/DJ/L MCSOHVT-XMHZE/DJ/L MCSOHVT-AMHZE/DJ/L MCSOHVT-A65MHZE/DJ/L MCSOHVT-AMHZE/DJ/L MCSOHVT-CMHZE/DJ/L | ||||
OCR Text | 00 | ||||
Description | CRYSTAL OSCILLATOR, CLOCK, MHz, ACMOS OUTPUT J-LEADED, CERAMIC, SMD, 4 PIN CRYSTAL OSCILLATOR, CLOCK, 65 MHz, ACMOS OUTPUT J-LEADED, CERAMIC, SMD, 4 PIN CRYSTAL OSCILLATOR, CLOCK, MHz, ACMOS OUTPUT CRYSTAL OSCILLATOR, CLOCK, MHz, ACMOS OUTPUT | ||||
File Size | K / 2 Page | View it Online | Download Datasheet |
For Found Datasheets File :: Search Timems User Defined FieldsOrdStatusReqType | Discriminates between a standard Order Status Request (=0), and a non-standard Trade History query (=1) | Terril Bisnauthsing | OM Group ExchangeQuoteID | Quote ID returned from exchange | Terril Bisnauthsing | OM Group BidVolMultiplier | Bid Volume Multiplier for an Improvement Quote | Integer Terril Bisnauthsing | OM Group OfferVolMultiplier | Offer Volume Multiplier for an Improvement Quote | Integer Terril Bisnauthsing | OM Group BidVolLimit | ` | Terril Bisnauthsing | OM Group OfferVolLimit | Offer Volume Limit for an Improvement Quote | Integer Terril Bisnauthsing | OM Group QuoteStatusReqType | Discriminates between a Price Quote Status Request (=0), and an Improvement Quote Status Request (=1). | Char Terril Bisnauthsing | OM Group LockStatus | Indicates whether an order is locked (temporarily) on the orderbook. | Boolean Terril Bisnauthsing | OM Group DepositoryID | Clearing house security ID | Terril Bisnauthsing | OM Group DepositoryIDSource | Type of Clearing house security ID: =1 (CUSIP) | =2 (SEDOL) =4 (ISIN)String Terril Bisnauthsing | OM Group SecuritySuspended | Indicates whether the security is suspended from trading | Boolean Terril Bisnauthsing | OM Group OrderMaxValue | Maximum order value | Price Terril Bisnauthsing | OM Group OrderMinValue | Minimum order value | Price Terril Bisnauthsing | OM Group TradeSequence | When the deal is created during the day:=2 (trade entered by operations/administration staff) | = (normal trading) = (traded out of sequence; used for trades that have been hedged)Integer Terril Bisnauthsing | OM Group TradeMode | Trade type. =1 (Standard. The trade is a normally registered trade). | Other values () reserved for future eunic-brussels.eu Terril Bisnauthsing | OM Group TickBandLow | Tick band low price | Price Terril Bisnauthsing | OM Group TickBandHigh | Tick band high price | Price Terril Bisnauthsing | OM Group TickBandType | Tick band type: =1 (DAY orders) | =2 (quotes and IOC orders)Char Terril Bisnauthsing | OM Group OrderBookID | The identity of a market place partition. | String Terril Bisnauthsing | OM Group TradingSessionID2 | The identity of a group of instruments which share trading session characteristics, e.g. when their state changes from Waiting to Trading | String Terril Bisnauthsing | OM Group SettlDate | The settlement date for a trade. | UTCDateOnly Terril Bisnauthsing | OM Group ReportToOCS | 8,Q | Specifies if a block order average price trade is to be reported to OCS (Overnight Comparison System) | Kevin Bilello | Beta Systems NoTickBands | Number of tick bands in the following repeating group. | Integer Terril Bisnauthsing | OM Group TickSize | Tick size | Price Terril Bisnauthsing | OM Group InternalSeqNo | message header | This tag is to support internal sequence checking between front-end FIX session modules and back-office FIX application engines | Kevin Bilello | Beta Systems InternalAcknowledgementSw | message header | Used to allow front-end session modules communicate to back-end | application modules that the required acknowledgement for a given message has already been generated in order to improve asyncronous processing. Kevin Bilello | Beta Systems DaylightSavingSw | message header | Used to allow front-end session modules communicate to back-end application modules whether we are observing daylight saving time. | Kevin Bilello | Beta Systems ExchangeSymbolName | Security Definition | Symbol name used to identify instrument on a local exchange. | Terril Bisnauthsing | OM Group BlkOrderDesk | 8,Q | Specifies the desk for a block order average price trade | Kevin Bilello | Beta Systems BlkOrderDeskNo | 8,Q | Specifies the desk number for a block order average price trade | Kevin Bilello | Beta Systems BlockOrderID | D,8,Q,9,G,F | This identifies a block order ID for grouping orders (i.e. orders for a queue and release system) | Kevin Bilello | Beta Systems ExpireTime | New Order | This field should contain the number of days from today, for which the order should be valid. The value must be less than six as GTD orders can only be valid for five days according to CSE (Colombo Stock Exchange)trading rules. Further this field is required only if TimeInForce is GTD. | Priya Sampath | Changepond Technologies SecurityType | New Order Single | Possible values are: | 1 = Normal Board 2 = Odd lot Board 3 = Crossings board 4 = All or None board Default value is Normal Board Priya Sampath | Changepond Technologies IsForeignBroker | Ner Order Single | Possible values are | 0 = NO 1 = YES Default value is No Priya Sampath | Changepond Technologies IsTaxable | New Order Single | Possible values are | 0 = No 1 = Yes Default value is No. Priya Sampath | Changepond Technologies Custodian Code | New Order Single | Three character Custodian Code | Priya Sampath | Changepond Technologies OldQty | New Order Single | Must be equal to the currently remaining quantity and not the original order quantity | Priya Sampath | Changepond Technologies OldPrice | New Order Single | Must be equal to the original Price | Priya Sampath | Changepond Technologies CMSText | all order related messages | The CMS message text equivalent with or without unprintable characters replaced by spaces | Kevin Bilello | Beta Systems ClientOrderIDFormat | D,Q,8,F,G | Allows the 2 sides to communicate what format the Client Order ID and Orig Client Order ID will be used to construct the tag(s). NOTE: Valid values must be agreed upon by both sender and target comps. | Kevin Bilello | Beta Systems JIWAYTradingStatus | Indicates the current trading status of stocks listed on the Jiway Exchange. | Michael Thompson | OM ExchangeTradingStatus | The trading status of stocks listed on other exchanges. | Michael Thompson | OM MatchMultipleQty | Executed quantity must be a multiple of this quantity. | Lawrence Kastel | GL Trade AltHandlInst | Handling Instructions. Contains the same information as Tag, but possible values are 0, 1, and 2. No FIX message should contain both tags 21 and | 0=Automated execution order, private, no Broker intervention 1=Automated execution order, public, Broker intervention OK 2=Manual order, best execution Lawrence Kastel | GL Trade Long Name | This field is a string, consisting of a branch number and an account id. | Lawrence Kastel | GL Trade Password | The password of a dealer or account. | Lawrence Kastel | GL Trade SLEUID | D, F, G, AB, AC, 8, 9 | GL-Trade User ID. | Integer, Lawrence Kastel | GL Trade AllocBrokerAccountID | Allocation | Allocation level. Used to match allocation account in the brokers settlement system to the clients account, where the client and broker account naming systems differ. | Yemi Oluwi | UBS Warburg OrdSubStatus | 8, 9 | Substatus of an order | Lawrence Kastel | GL Trade Deal Link Reference | DealLinkRef | This is a trade reference that is common to all Executions / Transaction Reporting Only and Settlement Only Transactions for a particular Order | John Carroll | Merrill Lynch TransStampStat | Char | Indicates if Stamp Liability / No Stampo Liability | John Carroll | Merrill Lynch International InstructNoInstruct | Y/N | Indicates whether or not a trade needs to be instructed for Settlement | John Carroll | Merrill Lynch International Maturity | D, 8 | Complete maturity date for Fixed Income trades. YYYYMMDD | Brian Gay | Bloomberg TradeType2 | ? | Describes Trade Types in more details | Values: 1. Stock & Cash DVP(Delivery versus Payment 2. Book to Book Transfer 3 Stock & Cash FOP (Free of Payment) 4. Foreign Exchange Trade 5 Reporting Only Transaction 6 Settlement Only Transaction John Carroll | Merrill Lynch International ClientMarketInd | C or M | Transaction reporting tag to establish the Side of the transaction that we are reporting: | C for Client Side M for Market Side John Carroll | Merrill Lynch International TransReport | Yes (Y) or No (N) | Indicates that a trade needs to be transaction reported to the relevant regulatory body like the FSA, SFA, SEC etc etc. | John Carroll | Merrill Lynch International ClientCharID | digits in length. Numeric only | Client Charity ID indicates the Client is exempt from paying stamp duty because of their Charity status this needs to be reported to the Inland Revenue. | John Carroll | Merrill Lynch International AvgPxInd | C = Average Price on SETS, A = Average Price off SETS, Blank Indicates not an average Price | The indicator denotes if / where the average price has been generated. This is an SFA Transaction Reporting Rule. | John Carroll | Merrill Lynch International StampConsid | GBP Cash Amount / Value | This is the Stampable Consideration on a trade. It must always be displayed in GBP and will consist of Price multiplied by Quantity for Agency Trades. For Principal Trades, the Stampable Consideration will be equal to Price multiplied by Quantity plus Commissions & fees (but not including the Stamp Amount) | John Carroll | Merrill Lynch International Coupon | Float | For Fixed Income; Coupon rate of the bond. Will be zero for step-up bonds. | Daniel Doscas | Merrill Lynch PSBidPrice | The current price source bid price | Paul Radbone | Boot computers PSOfferPrice | The current price source offer price | Paul Radbone | Boot computers PriceSource | Indicates where the price has originated; H for House, M for Market | Paul Radbone | Boot computers FundingCharge | Execution Report | The funding charge applied to the price on extended settlement. | Datatype Float Ashley Coates | Boot Computers Limited FundingConsideration | Execution Report | The funding consideration on extended settlement | Ashley Coates | Boot Computers Limited BidFundingCharge | Quote | The funding charge applied to the bid price on extended settlement | Ashley Coates | Boot Computers Limited BidFundingConsideration | Quote | The bid funding consideration on extended settlement | Ashley Coates | Boot Computers Limited DropID | 8,Q | Provides front-end flexibility to control message level drop copy processing. | Kevin Bilello | Thomson Beta Systems OfferFundingCharge | Quote | The funding charge applied to the offer price on extended settlement | Ashley Coates | Boot Computers Limited OfferFundingConsideration | Quote | The offer funding consideration on extended settlement | Ashley Coates | Boot Computers Limited UseSettlement | Indicates whether or not settlement is requested. | Boolean Y or N Jose Tomas | . TickBandNoDecPlaces | Number of decimal places in premium price. Integer. | Jose Tomas | . ExchangeName | Security Definition | The name of the exchange that | lists this security. String. Jose Tomas | . SpreadMonicker | Describes the Spread Type. STD=Straddle, STG=Strangle, BUL= Call Vertical, BLT=Call Calendar, BER=Put Vertical, BRT=Put Calendar | Jon Dahl | Liquidity Direct FundCommissionOption | Allows the broker to specify the commission option to be used for a fund deal request. | Richard Lockett | Boot FundCommissionWaiver | Any commission that the broker wishes to sacrifice. This figure is expressed as a amount to be deducted from the default commission. | Richard Lockett | Boot FundReInvestIncome | Allows client to specify that any income gained from a holding should be re-invested into that holding. | Richard Lockett | Boot FundNomineeAccount | A facility to allow clients to group their fund holdings in a logical and meaningful way. | Richard Lockett | Boot FundSpecialDealDiscount | Future functionality; option to invoke pre-agreed discount per client. | Richard Lockett | Boot FundSellAll | Specifies that the client wishes to sell all holdings relating to the combination of fund, broker, nominee account and customer designation. | Richard Lockett | Boot AsOfIndicator | Specifies whether a trade is an As/Of Trade. Data type is Boolean. | Lalin Dias | Millennium Information Technologies AsOfTime | Specifies the date and time an As/Of Trade took place. Data type is UTCTimestamp. | Lalin Dias | Millennium Information Technologies QuoteType | Indicates whether a price is indicative or executable. | Valid Values: 1 = Indicative pricing 2 = Executable pricing Diana Ding | Bloomberg DripInterval | The time interval for releasing drip qty. DataType is Integer. Specifies drip interval in seconds | Mithila Somasiri | Millennium Information Technologies Limited DripQty | Quantity released per drip interval. Data type is integer. | Mithila Somasiri | Millennium Information Technologies Limited FundValuationDate | The date on which a fund deal transaction will be valued. | Richard Lockett | Boot FundValuationSSM | The time at which a fund deal transaction will be valued. | Richard Lockett | Boot FundExternalRef | If a fund deal response has been provided by an external RSP then their reference will be provided within this field | Richard Lockett | Boot BidDelta | The bid delta price for FX SPOT | Diana Ding | Bloomberg AskDelta | The ask delta price for FX SPOT | Diana Ding | Bloomberg FundInitialCharge | The total of all commission and other charges applied against an executed fund deal transaction. | Richard Lockett | Boot AllocationIndicator | Determines whether an order should be Public allocated or Crowd Allocated during a parity allocation process. data Type is integer. | Valid Values Crowd, 2 Public Mithila Somasiri | Millennium Information Technologies Limited CrossVariant | Identifies specific variant of defined cross type. | Data Type is Integer. Valid Values 1=Cross, 2=Cross Only, 3=Mid point Cross, 4=IOC Cross, 5=PNP Cross) Mithila Somasiri | Millennium Information Technologies Limited CrossQualifier | Identifies the cross qualifier. Data type in integer. | Valid values:1=CNP, 2=None Mithila Somasiri | Millennium Information Technologies Limited AmntBought | Indicates the number of shares bought. | Indika Ranamuggedara | Millennuim IT AmntSold | Indicates the number of shares sold. | Indika Ranamuggedara | Millennuim IT DeltaAmnt | The change in position for a given instrument. Expressed as the number of shares, number of option series contracts etc. | Indika Ranamuggedara | Millennuim IT NoParam | The number of parameters in the repeating group | Indika Ranamuggedara | Millennuim IT ParamType | Parameter identifier/description. | Indika Ranamuggedara | Millennuim IT ParamValue | The value of the parameter. | Indika Ranamuggedara | Millennuim IT FundSecurityType | Specifies the type of security that this is. | Richard Lockett | Boot FundManagerName | The name of the fund manager for this fund instrument. | Richard Lockett | Boot FundUnitType | accumulated or income indicates whether income from the fund should be re-invested | Richard Lockett | Boot FundBuyableFromDate | Date from which fund may be bought. | Richard Lockett | Boot FundBuyableToDate | Date to which fund may be bought. | Richard Lockett | Boot FundValuationPoint | Free-format text indicates when a given fund is valued. | Richard Lockett | Boot FundDesignation | Designation against which a | fund deal transaction is to be executed. Richard Lockett | Boot FundGroup1Units | D,8,F | Group 1 Cofunds traded quantity | Paul Radbone | Boot computers FundGroup2Units | D,8,F | Group 2 Cofunds traded quantity | Paul Radbone | Boot computers WaitPrimaryExchange | D, G | Wait for the Primary Exchange to open before trading this order. | Tad Knowles | NASDAQ QuoteDepthOfMarket | Quote | Informs the client how many quote contributers there were is determining the quote | Matthew McNeil | Barclays Capital Contributor | Quote | A field identifying the quote provider | Matthew McNeil | Barclays Capital IssueDenomination | Quote | The denomination of the issue | Matthew McNeil | Barclays Capital CreditRatingAgency | Instrument | CreditRatingAgency | Instrument Format: int Research Agency provided Credit Rating evaluation. Used in conjunction with CreditRating field ( tag ) Beacon values: 0 S&P 1 Moodys 2 Fitch Daniel Silvers | Beacon Capital Strategies NoCreditRating | Instrument | Format: NumInGroup | Number of repeating CreditRating ( ) and CreditRatingAgency ( ) entries. use NoCreditRating == 0 when CreditRatingAgency and CreditRating is not provided. Daniel Silvers | Beacon Capital Strategies, LLC UnderlyingCreditRatingAgency | Underlying Instrument | Format: int | Research Agency provided Credit Rating evaluation. Used in conjunction with UnderlyingCreditRating field ( tag ) Beacon values: 0 S&P 1 Moodys 2 Fitch Daniel Silvers | Beacon Capital Strategies NoUnderlyingCreditRating | Underlying Instrument | Format: NumInGroup Number of repeating UnderlyingCreditRating ( ) and UnderlyingCreditRatingAgency ( ) entries. use NoUnderlyingCreditRating == 0 when UnderlyingCreditRatingAgency and UnderlyingCreditRating is not provided. | Daniel Silvers | Beacon Capital Strategies LegCreditRatingAgency | Leg Instrument | Format: int Research Agency provided Leg Credit Rating evaluation. Used in conjunction with LegCreditRating field ( tag ) Beacon values: 0 S&P 1 Moodys 2 Fitch | Daniel Silvers | Beacon Capital Strategies NoLegCreditRating | Leg Instrument | Format: NumInGroup Number of repeating LegCreditRating ( ) and LegCreditRatingAgency ( ) entries. use NoLegCreditRating == 0 when LegCreditRatingAgency and LegCreditRating is not provided. | Daniel Silvers | Beacon Capital Strategies NoRFQs | int | Specifies the number of RFQRequests. | Market data field Daniel Silvers | Beacon Capital Strategies FilterSource | Request | Format: String | FilterSource specifies which language type supported to create a Filter ( ). valid values SQL, REGEX, JAVASCRIPT, XPATH, used in conjunction with Filter(), FilterReqID(). Daniel Silvers | Beacon Capital Strategies Filter | Request | Format: String | specifies algorithm source using language type specified in FilterSource ( ). Daniel Silvers | Beacon Capital Strategies FilterReqID | Request | Format: int | filter requester ID see FilterID generated by filter provider to used to cancel/update filters. Daniel Silvers | Beacon Capital Strategies FilterID | Response | Format: int ID provider echo FilterReqID(), new generated ID by provider for | Requested Filter. Used to cancel/update filters. Daniel Silvers | Beacon Capital Strategies ConversionTick | Used for CAP DI orders. Valid Values: | 1 Destabilising (Convert only on Destabilising tick) 2 Stabilising (Convert only on Stabilising tick) Mithila Somasiri | Millennium Information Technologies Limited TradeNotificationID | Unique Identifier Assigned to the trade notification open for allocation. | Mithila Somasiri | Millennium Information Technologies Limited CMSInternalData | Internal data specific to CMS. | Mithila Somasiri | Millennium Information Technologies Limited Post | Trading Post ID for the security. | Mithila Somasiri | Millennium Information Technologies Limited TurnAroundNumber | Turn Around Number assigned for the order. | Mithila Somasiri | Millennium Information Technologies Limited NoIOIs | int | Used in IOIList. | Market data field Daniel Silvers | Beacon Capital Strategies TotNoIOIs | int | Used in IOIList, SecurityList, SecurityStatus | Number of Indications currently alive ( not expired based on validUntilTime ) Market data field Daniel Silvers | Beacon Capital Strategies PendingAllocation | Execution Report | Indicates whether the entering trader is responsible to allocate the execution and report allocations to the exchange in order to complete the transaction. | Valid Values : Y YES, N- NO Mithila Somasiri | Millennium Information Technologies Limited ContraOrderOrigin | Execution Report, Trade capture | Indicates the type of the contra order. Possible values. | 1 Firm Order Mithila Somasiri | Millennium Information Technologies Limited Omnibus | ExecutionReport | Indicates whether the contra party is an omnibus name or not. | Mithila Somasiri | Millennium Information Technologies Limited MaxBestBidSize | Security Status | Specifies the maximum number of shares to buy for which the sender can quote at their best price. | Shirin Baluch | Dresdner Kleinwort Wasserstein MaxBestOfferSize | Security Status | Specifies the maximum number of shares to sell for which the sender can quote at their best price. | Shirin Baluch | Dresdner Kleinwort Wasserstein MaxQuotableBidSize | Security Status | Specifies the maximum number of shares to buy for which the sender will quote | Shirin Baluch | Dresdner Kleinwort Wasserstein MaxQuotableOfferSize | Security Status | Specifies the maximum number of shares to sell for which the sender will quote | Shirin Baluch | Dresdner Kleinwort Wasserstein SingleConversionQty | New Order, Execution report | Single conversion quantity of a CAP-DI order | Mithila Somasiri | Millennium Information Technologies Limited AggregateConversionQty | New order, Execution Report. | Aggregate conversion quantity of a CAP-DI order. | Mithila Somasiri | Millennium Information Technologies Limited ExecBy | Execution report, Trade Capture | Executing system/Person ID for order executions. Information generally used by back-office billing. | Mithila Somasiri | Millennium Information Technologies Limited PriceImprovementSide | New Order | Specifies the side to be price improved in a cross order. | Valid Values: 1 Buy only Mithila Somasiri | Millennium Information Technologies Limited AltRule80A | D, G, AB, AC | Rule80A with user-defined values and meanings. | Lawrence Kastel | GL Trade CCPTradeSuffixNumber | 8 | Extra Trade Identification Number on XETRA. | Lawrence Kastel | GL Trade CCPOrderCompletionFlag | 8 | Used for XETRA market. P if the order has been partially filled, F if completely filled. | Lawrence Kastel | GL Trade NettingLevel | D, 8 | Describes the level of netting assigned to an order. | Guillaume Jamin | GL Trade DealInstBroker | D | Describes the instruction assigned from a dealer to a broker | Guillaume Jamin | GL Trade NumExec | 8 | Indicates the number of market executions. | Guillaume Jamin | GL Trade TradOrdNum | D,G | This field is optional and contains the number assigned by the trader. This information is just conveyed in the Trade Leg Creation message. | Guillaume Jamin | GL Trade Memo | D,G,8 | Free format text field sent to the market. | Guillaume Jamin | GL Trade UserIDCmd | 8 | Indicates the original GL User ID who has submited the order command. | Guillaume Jamin | GL Trade TickSizeDenominator | D,G,8 | Tick denominator used to calculate the price for Liffe market. | Guillaume Jamin | GL Trade BoothID | Booth ID to which the request should be routed. | Mithila Somasiri | Millennium Information Technologies Limited SalesInstBroker | D,F,G,8 | Describes the instruction assigned from a sales to a broker | Guillaume Jamin | GL TRADE CXFlag | D,F,G,8 | Indicates when a broker buys/sells shares because a client did not deliver scrip or pay on time for the original trade. | Guillaume Jamin | GL TRADE InstitutionID | D,F,G,8 | Specifies institution ID as assigned to the exchange. | Guillaume Jamin | GL TRADE UnreleasedDate | D,F,G,8,9 | Indicates the date for an unreleased order (order sent to exchange but inserted into the book at the indicated date). | Guillaume Jamin | GL TRADE UnreleasedTime | D,F,G,8,9 | Indicates the date/time for an unreleased order (order sent to exchange but inserted into the book at the indicated date and time). | Guillaume Jamin | GL TRADE UnreleasedText | D,F,G,8,9 | Indicates instructions for an unreleased order. | Guillaume Jamin | GL TRADE ClearingCode | D,F,G,8,9 | Indicates the code of the clearer. | Guillaume Jamin | GL TRADE ClearingAccountNDS | D,F,G,8,9 | Indicates the National Depositery of Securities clearer account. | Guillaume Jamin | GL TRADE AccountNDS | D,F,G,8,9 | Indicates the National Depositery of Securities client account. | Guillaume Jamin | GL TRADE TriggerType | D,F,G,8,9 | Indicates specific trigger conditions applied to the order. | Guillaume Jamin | GL TRADE StabilisationPx | D,F,G,8 | When an underwriter who tries to prevent a recent offering from dropping below the offering price by placing buy orders slightly above that price. Valid values: S=Stablisation, T=Takeover | Guillaume Jamin | GL TRADE SecondaryTransactTime | 8 | Time of execution at the exchange level when TransactTime is already used by the broker order management system. | Guillaume Jamin | GL TRADE SettlInstBroker | J,P | Describes the settlement instruction assigned from a sales to a broker. | Guillaume Jamin | GL TRADE NoTriggers | D,G,AB,AC | Number of triggers applied on an order. | Guillaume Jamin | GL TRADE TriggerPrice | D,G,AB,AC | Price applied for the trigger type | Guillaume Jamin | GL TRADE TriggerMaxFloor | D,G,AB | Minimum quantity to be displayed | Guillaume Jamin | GL TRADE TriggerDate | D,G,AB | Date of order activation. | Guillaume Jamin | GL TRADE TriggerDelay | D,G,AB | Count down to activate the order. | Guillaume Jamin | GL TRADE TriggerTradSesStat | D,G,AB | Trading session value used to trigger the order. | Guillaume Jamin | GL TRADE TriggerSymbol | D,G,AB | Contains the symbol used to trigger the order | Guillaume Jamin | GL TRADE TriggerIDSource | D,G,AB | Security source used to trigger the order. | Guillaume Jamin | GL TRADE TriggerSecurityIDSource | D,G,AB | Security ID used to trigger the order | Guillaume Jamin | GL TRADE Recycle | D,G,AB | Used to recycle a rejected order | Guillaume Jamin | GL TRADE ExTransactionType | 8 | Identifies transaction type | Valid Values: 20=4 Distinguishes balances that will be reported to the FXBB system by a version of an ExecReport(35=8) message. , 20=5 Balance report ack message used to respond to balance report. 20=6 Will be sent back if a balance is covered by the FX system. Zara Munir | Bloomberg Source | 8 | Identifies the system source. This tag will be a string i.e. Tradebook | Zara Munir | Bloomberg Dealer | 8 STRING | Bank or the dealer that a trade was done with (This will be an optional field). | Zara Munir | Bloomberg TradeTime | New Order, Execution Report | Time at which the trade was negotiated between the parties. | Mithila Somasiri | Millennium Information Technologies Limited CATStrategy | INT | CAPIS Algorithmic Trading Strategy (1=VWAP, 2=TWAP, etc) | Rocky Sexton | Capital Institutional Services CATExecStyle | CHAR | CAPIS Algorithmic Trading Execution Style (N = Normal, P = Patient, A = Aggressive) | Rocky Sexton | Capital Institutional Services MaxPercentVol | INT | Used with CAT Strategies. Valid Values: | Rocky Sexton | Capital Institutional Services MinPercentVol | INT | Used with CAT Strategies. Valid Values: | Rocky Sexton | Capital Institutional Services PingAllECN | D, G | Ping All ECN before sending the order to NYSE/ADOT. | Tad Knowles | NASDAQ AutoReplace | D, G | When order is direct to NYSE/ADOT, perform an Cancel/Replace before 5 minutes is reached. | Tad Knowles | NASDAQ CheapECN | D, G | For none directed orders, try accessing the CheapECN first. | Tad Knowles | NASDAQ Reserved | Igor Nagirner | ICAP BidForwardPointsDelta | Don Scheurer | Bloomberg OfferForwardPointsDelta | Don Scheurer | Bloomberg LegLastSpotRate | LegLastSpotRate Similar to tag LastSpotRate but | for the Far leg of a FX Swap deal. Don Scheurer | Bloomberg LegLastForwardPoints | Leg Last Forward Points Same as Tag LastForwardPoints but for the Far leg of a FX Swap Deal. | Don Scheurer | Bloomberg LegSplitTradeFlag | Leg Split Trade Flag Similar to tag SplitTradeFlag | but for the far leg of a FX Swap deal. Don Scheurer | Bloomberg LegMarketType | Leg Market Type Similar to tag MarketType but for | the far leg of a FX Swap leg. Don Scheurer | Bloomberg NYSE Direct + | D, G | DirectPlus eligible order. Route to DirectPlus if enabled and Requirements for DirectPlus are satisfied. | Tad Knowles | NASDAQ FMCNOE | all | It is the Notice of Execution Refernce Number | Zul Kagalwalla -> | Financial Models Company. PrevFMCNOE | all | Used as reference for cancellation and correction of messages sent to FMC | Zul Kagalwalla -> | Financial Models Company. GUID | all | Global UID | Zul Kagalwalla -> | Financial Models Company. FMC Trade Block number | all | Account name for Trade Block | Zul Kagalwalla -> | Financial Models Company. FMC Settlement Block | all | FMC Settlement block number | Zul Kagalwalla -> | Financial Models Company. IOIAvailQty | 6 | Amount of an IOI offering (IOIQty) that is currently available to the sales force. | David Case | Thomson BETA Systems AutoExSize | 8,D | Maximum order size eligible for automated execution | Donald Mendelson | Capital Markets Consulting TradeThruTime | D | The time of a trade-through event | Donald Mendelson | Capital Markets Consulting TradeThruSize | D | Size of the trade causing a trade through | Donald Mendelson | Capital Markets Consulting TradeThruPrice | D | Price of the trade causing a trade through | Donald Mendelson | Capital Markets Consulting AdjustedPriceInd | 8 | Indicates an adjusted price on a satisfaction order due to a block trade | Donald Mendelson | Capital Markets Consulting SatisfactionOrdDisp | 8 | Indicates the disposition of a satisfaction order. Valid values are: | 0 = Satisfied as specified in the order (default) 1 = Pro rata satisfaction distribution (partial cancellation of Satisfaction order) 2 = Satisfaction order requested size is greater than trade-through size Donald Mendelson | Capital Markets Consulting ExecReceiptTime | Q | Receipt time of the Execution Report being rejected by DK Trade | Donald Mendelson | Capital Markets Consulting OriginalOrderTime | Q | Specified in DK Trade if reason is Stale Execution | Donald Mendelson | Capital Markets Consulting OLAOrdRejReason | 8 | Reason for order rejection specific to Options Linkage Authority | Donald Mendelson | Capital Markets Consulting NonDirectedBrokerFINS1 | D | FINS number of 1st broker not allowed to execute order (up to 6 characters) | Thomas Galvin | Bank of America NonDirectedBrokerFINS2 | D | FINS number of 2nd broker not allowed to execute order (up to 6 characters) | Thomas Galvin | Bank of America ExecBrokerFINS | 8 | FINS number of broker executing the order (up to 6 characters) | Thomas Galvin | Bank of America OrderOrigin | Execution Report, Trade Capture | Indicates the origina of the order. Possible values. 1 Firm Order 2 BARS Order 3 Specialist Quote 4 Market Maker Quote 5 Away Market Inbound 6 Away Market Outbound | Mithila Somasiri | Millennium Information Technologies Limited MKTXTargetLevel | NewOrder | Optional indication of sought target-level. | Anthony Merhi | MarketAxess MKTXAllowPartialFill | NewOrder | Optional flag indicating clients desire to allow a partial-fill (not the same as MinQty). | Anthony Merhi | MarketAxess MKTXSpottingProcess | NewOrder | Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades. | Anthony Merhi | MarketAxess StateSecurityID | Instrument block | State Securities Identification Number. | Oksana Zheliabina | B2BITS MKTXInquiryTimerDuration | Integer representing the number of minutes through which the specified MKTXInquiryTimerType will down-count to expiry. | Anthony Merhi | MarketAxess MKTXRevealNumberOfDealers | NewOrder, Boolean | Optional flag indicating clients desire to reveal to each dealer to which this inquiry is addressed the number of dealers to which the inquiry is addressed. | Anthony Merhi | MarketAxess ValidateOrd | D, 8 | Indicates that a new order message should only be validated versus business edits and not accepted as a new order by the receiving party. (Y = Validate) | David Case | Thomson BETA Systems MKTXDesiredDueAtTime | NewOrder, UTCTimestamp | Time of day indicating the time at which the client desires to see dealer responses | Anthony Merhi | MarketAxess MKTXActualDueAtTime | NewOrder, UTCTimestamp | Time of day indicating the time at which the client will see dealer responses | Anthony Merhi | MarketAxess ApplyIOIEdits | D, 8 | Instructs order receiving firm when to apply standard IOI offering edits to determine whether the order should be accepted or rejected. (Y = Apply all edits, N = Do not apply edits, B = Apply only Broker/Dealer edits) | David Case | Thomson BETA Systems CircleInd | D, F, G, 8 | Indicates that the order message type received should be treated as a circle request instead of a live order. (Y = circle request) | David Case | Thomson BETA Systems SACrossType | D, 8 | Text field for Cross Type option used with Agent order types. | Christopher Acton | Sungard Brass FutSettDate | X, V | Settlement date for near leg. | Lincoln Corcoran | Velocity Systems International FutSettDate2 | X, V, AE | Same as FutSettDate (tag ) but for the far leg of a FX Swap. | Lincoln Corcoran | Velocity Systems International BidForwardPoints | X | Near leg forward points | Lincoln Corcoran | Velocity Systems International OfferForwardPoints | X | Near leg forward points. | Lincoln Corcoran | Velocity Systems International BidForwardPoints2 | X | Far leg forward points. | Lincoln Corcoran | Velocity Systems International OfferForwardPoints2 | X | Far leg forward points. | Lincoln Corcoran | Velocity Systems International Currency | V | Specifies the denomination of the quantity fields. | Lincoln Corcoran | Velocity Systems International OrderQty | V | A notional dealt amount for an Outright (single legged), or the near dealt amount of a Swap. | Lincoln Corcoran | Velocity Systems International OrderQty2 | V | Applicable when subscribing for Swap prices. Represents the far dealt amount of the Swap. | Lincoln Corcoran | Velocity Systems International SpotRate | X | Spot rate represented in repeating group. | Lincoln Corcoran | Velocity Systems International MKTXLegBenchmarkSecurityID | QuoteRequest, Quote, etc. | Identifies a leg-specific benchmark security in multi-legged fixed-income trading | Anthony Merhi | MarketAxess MKTXLegBenchmarkSecurityIDSource | QuoteRequest, Quote, etc. | Designates the source of the identifier of a leg-specific benchmark security in multi-legged fixed-income trading | Anthony Merhi | MarketAxess MKTXLegTargetLevel | QuoteRequest, etc. | Optionally specifies the desired target level sought by the client in multi-leg fixed-income trading. | Anthony Merhi | MarketAxess Reserved | Igor Nagirner | ICAP OrderSequence | Counter of order changes | Gregor Malensek | Novita Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP SpotOptions | String | Use to store Stot Options | Jenny Yeung | Lehman Brothers CustomerType | D,E,G,S,i | Indicates the type of the subject who | commissioned the order/quote. Format=int. Valid values: 21=Member;22=Institutional customer (interconnected);23=Private customer (interconnected);24=Organizational unit (interconnected). Antonio Caroselli | GATE Tecnologie Informatiche TimeInForce | D,E,G,S,i | Specifies how long the order remains in effect. Absence of this field is interpreted as Good Till Cancel. Format=char. | Valid values: 0=Day; 1=Good Till Cancel (GTC); 2=At the Opening (OPG); 3=Immediate or Cancel (IOC); 4=Fill or Kill (FOK); 6=Good Till Date(GTD); 7=At the Close; 8=Deferred Display (DD); 9=Display On Book (DOB); A=Good in Closing Auction (GCA); B=Good Till Maturity (GTM); C=Good for Intra-Day Auction (GFX); D=Good for Auction (GFA). E=Good Till Session (GTS) Antonio Caroselli | GATE Tecnologie Informatiche QtyParam | D,E,G,S,i | Expresses the quantity condition on which the security is to be traded. Format=char. Valid values: 4=Fill Minimum Quantity(FMQ);A=Odd Lot(ODL). | Antonio Caroselli | GATE Tecnologie Informatiche OrdTypeExt | D,E,G,S,i | Order type with added values. Format=char. Valid values: | 1=Market; 2=Limit; 3=Stop; 4=Stop Limit; J=Market If Touched (MIT); K=Market with Leftover as Limit; Q=Market at Any Price with Leftover as Limit; R=Interbank; S=Market Limit If Touched (MIT); T=Committed Principal Order. Antonio Caroselli | GATE Tecnologie Informatiche OrigOrderID | 8 | OrderID of the previous order (NOT the initial order of the day) as assigned by the market. Format=String. | Antonio Caroselli | GATE Tecnologie Informatiche StopPxCondition | D,G | Stop condition. Format=char. 0=Last Trade price.1=Best Bid Price;2=Best Ask Price; | Antonio Caroselli | GATE Tecnologie Informatiche AccountOriginType | D, G, 8 | Segregated or non-segregated origin types for Futures order. | 1 = Segregated- An account established by the clearing member solely for the purpose of clearing transactions on behalf of its customers. 2= Non-Segregated An account established by the clearing member solely for the purpose of clearing transactions through proprietary accounts. Rajat Singhal | Philadelphia Stock Exchange NoPrompts | d (Security Definition) | Number of Valid Prompt Dates (Futures) or expiry dates (options) | Devaka Corea | Millennium Information Technolog SLCptyNetCredit | Gurvinder Singh | Indus Valley Partners SLCptyGrossCredit | Gurvinder Singh | Indus Valley Partners SLCptyID | Gurvinder Singh | Indus Valley Partners SLSecClassification | Gurvinder Singh | Indus Valley Partners SLRate | Gurvinder Singh | Indus Valley Partners SLTerm | Gurvinder Singh | Indus Valley Partners SLMargin | Gurvinder Singh | Indus Valley Partners SLRnd | Gurvinder Singh | Indus Valley Partners SLLocateID | Gurvinder Singh | Indus Valley Partners SLPositionID | Gurvinder Singh | Indus Valley Partners Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP IsSLMessage | Gurvinder Singh | Indus Valley Partners SLMsgType | Gurvinder Singh | Indus Valley Partners SLBasis | Gurvinder Singh | Indus Valley Partners SLFee | Gurvinder Singh | Indus Valley Partners SLOfferID | Gurvinder Singh | Indus Valley Partners SLMsgID | Gurvinder Singh | Indus Valley Partners SLQuoteType | Gurvinder Singh | Indus Valley Partners Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP FXall MDFilterInd1 | V | Filter market data according to specified criteria | Zissis Perdikis | FXall FXall MDFilterInd2 | V | Users may request filtering of Market Data as per predefined parameters | Zissis Perdikis | FXall FXall CrossExclusionInd | d, G | Exclude submitted order from crossing with certain orders | Zissis Perdikis | FXall FXall ContingentInd | 8 | Indicates if ER represents a contingent order. | Zissis Perdikis | FXall FXall Indicator_4 | Zissis Perdikis | FXall FXall Indicator_5 | Zissis Perdikis | FXall FXall Indicator_6 | Zissis Perdikis | FXall FXall Indicator_7 | Zissis Perdikis | FXall FXall Indicator_8 | Zissis Perdikis | FXall FXall Indicator_9 | Zissis Perdikis | FXall ShortCode | d (Security Definition) | A defined set of codes used to represent specific Prompt Dates (Futures) or Expiry Dates (options) | Devaka Corea | Millennium Information Technolog FXall Indicator_11 | Zissis Perdikis | FXall BidMarketSize | W, X | Aggregated quantity of Bid market orders. | Magnus Kling | OMX AskMarketSize | W, X | Aggregated quantity of Ask market orders. | Magnus Kling | OMX NoOfMarketMakers | W, X | The number of Market Makers that are quoting in the series on the side with the largest number of quotes. | Magnus Kling | OMX UnderlyingNumber | W, X | bit Integer identifying the Underlying | Magnus Kling | OMX SeriesNumber | W, X | bit Integer identifying the Series. Used together with the UnderlyingNumber () to uniquely identify a Series. | Magnus Kling | OMX SendingTimeJavaEpoch | W, X, f | Time when the message is sent. bit integer expressing the number of milliseconds since midnight January 1, | Magnus Kling | OMX 4WayAgreement | D, G, 8 | Indicates the presence of a four way agreement between clients | Devaka Corea | Millennium Information Technolog MustRefresh | Market Data Snapshot | Indicates whether the market data recipient is required to process the message and refresh the order book. The data type is Boolean. | Lalin Dias | Millennium Information Technologies ContraID | Execution Report | This Alphanumeric field will contain the Order ID of the contra order that matched against with the order in focus. | heshan jayawardena | Millennium Information Technolog PSMM Flag | U | Indicates the pssive market making status of market participant on an Issue/security. | Pavan Kumar R B | SSIT MM Quote Open Time | U | Time at which market maker quote will be opened for neotiation. | Pavan Kumar R B | SSIT MM Quote Close Time | U | Time at which the quote of a market maker is closed for negotiation. | Should always be in hh:mm format Pavan Kumar R B | SSIT MM First Effective Date | U | The date from which market maker will be effective. | Should be in UTCDate format. Pavan Kumar R B | SSIT MM Last Effective Date | U | The date after which market maker will no longer be effective. | Should always be in UTCDate format Pavan Kumar R B | SSIT MM Aut o Quote Refresh Parameter. | U | Indicates the action to be taken on a replinshed Quote. | Pavan Kumar R B | SSIT Lock /Cross Indicator | U | Used to indicate whether the Quote has resulted in a lock or cross or none(Neither lock/cross) condition. | Pavan Kumar R B | SSIT Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP MMBidSize | Size of Bid side of the Quote for the Market Maker (Type Qty) | Lakshminarasimhan Rajabather | SSI Technologies MMOfferSize | Size of Offer side of the Quote for Market Maker (Type Qty) | Lakshminarasimhan Rajabather | SSI Technologies MMBidSizeType | Type of Market Maker Bids size. | Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value Lakshminarasimhan Rajabather | SSI Technologies MMOfferSizeType | Type of Market Makers Offer size. | Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value Lakshminarasimhan Rajabather | SSI Technologies BDBidSize | Broker-Dealer Bid Size. | Data Type: Qty Lakshminarasimhan Rajabather | SSI Technologies BDBidSizeType | Type of Broker-Dealer Bid Size. | Data Type: Boolean Valide Values: Y = Size is percentage N = Size is value Lakshminarasimhan Rajabather | SSI Technologies BDOfferSize | Broker-Dealer Offer Size. | Data Type: Qty Lakshminarasimhan Rajabather | SSI Technologies BDOfferSizeType | Type of Broker-Dealer Offer Size. | Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value Lakshminarasimhan Rajabather | SSI Technologies Branch | Source of the Order. | Data Type: String[4] Lakshminarasimhan Rajabather | SSI Technologies CrossMktProtection | Indicated whether Cross-Market-Protection is on or off. | Data Type: Boolean Valid Values: Y = Protection type is Crossed N = Protection type is not Crossed Lakshminarasimhan Rajabather | SSI Technologies CustBidSizeType | Type of Customer Bid Size. | Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value Lakshminarasimhan Rajabather | SSI Technologies CustOfferSizeType | Type of the customer offer size. | Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value Lakshminarasimhan Rajabather | SSI Technologies FirmID | Firms ID. | Data Type: String[40] Lakshminarasimhan Rajabather | SSI Technologies IssueID | Issue ID. | Data Type: int Lakshminarasimhan Rajabather | SSI Technologies IsVolOnePct | Setting for first level of volume for NBBO Step-up configuration | Lakshminarasimhan Rajabather | SSI Technologies IsVolTwoPct | Setting for second level of voulme in NBBO Step-up configuration. | Data Type: Boolean Valid Values: Y = Percent N = Not Percent Lakshminarasimhan Rajabather | SSI Technologies LockMktProtection | Setting for locked market protection. | Data Type: Boolean Valid Values:Y = Protection type is Locked N = Protection type is not Locked Lakshminarasimhan Rajabather | SSI Technologies AORThreshold | Automatic Opening Rotation Threshold (Type int) | Lakshminarasimhan Rajabather | SSI Technologies AutoReplace | Used for Automotic re-initiation of NBBO step-ups. | Data Type: Boolean Y = Yes Lakshminarasimhan Rajabather | SSI Technologies MinPxVar | Minimum price variation. | Data Type: long Lakshminarasimhan Rajabather | SSI Technologies OrigQuoteID | QuoteID of the current quote. | Data Type: long Lakshminarasimhan Rajabather | SSI Technologies OwnerID | User ID of the owner. | Data Type: String[40] Lakshminarasimhan Rajabather | SSI Technologies ScriptLevel | Number of levels | Data Type: int Lakshminarasimhan Rajabather | SSI Technologies SeriesID | Series ID. | Data Type: long Lakshminarasimhan Rajabather | SSI Technologies IssueStatus | Status indicator for the issue. | Data Type: int Valid Values: 1 = Pre-Open 2 = Ready to Trade 3 = Not available for Trading 4 = Trading Halt 5 = Testing 6 = Electronic Book Execution 7 = Maintenance 8 = Closed but GTC orders allowed 9 = Expired Lakshminarasimhan Rajabather | SSI Technologies Tick | Pricing Increment. | Data Type: int Lakshminarasimhan Rajabather | SSI Technologies UnderlyingID | ID of the underlying to which the issue belongs. | Data Type: int Lakshminarasimhan Rajabather | SSI Technologies UpperLimit | Upper limit in the range. | Data Type: long Lakshminarasimhan Rajabather | SSI Technologies OPRAClassCode | OPRA Class Code. | Data Tye: char Lakshminarasimhan Rajabather | SSI Technologies OriginalSize | Current Order/Quote Size. | Data Tye: int Lakshminarasimhan Rajabather | SSI Technologies NBBOStepUpMode | NBBO Step Up Mode. | Data Type: Char Valid Values: 1 = New 2 = Cancel 4 = Get By Owner & Series 5 = NBBO Reinitiate Response Lakshminarasimhan Rajabather | SSI Technologies MPRequestID | Unique ID of the request. | Data Type: String[40] Lakshminarasimhan Rajabather | SSI Technologies NoSteps | Number of steps (NBBO Configuration). | Data Type: int Lakshminarasimhan Rajabather | SSI Technologies DisseminatedStatus | Set Dissemination of NBBO for all series. | Data Type: Boolean Valid Values: Y = Disseminate N = Do not disseminate Lakshminarasimhan Rajabather | SSI Technologies StepPosition | Step Position (NBBO Step Up configuration). | Data Type: int Lakshminarasimhan Rajabather | SSI Technologies SecDefnReqType | Type of the Security Definition Request. | Data Type: Char Valid Values: 1 = Issue ID 2 = Series by Series ID 3 = Series by Issue ID 4 = Series ID Lakshminarasimhan Rajabather | SSI Technologies NonCustSize | Non-customer size (aggregated) at a particular price break | Data Type: Qty Lakshminarasimhan Rajabather | SSI Technologies NoExchanges | Number of exchanges in the repeating group. | Data Type: int Lakshminarasimhan Rajabather | SSI Technologies QuoteScriptDataType | Quote Script Data Type. | Data Type: Char Valid Values: 1 = Send Quote Size Table 2 = Cancel Quote Size Table Lakshminarasimhan Rajabather | SSI Technologies QuoteStatusRequestType | Type of the Quote Status Request. | Data Type: Char Valid Values: 1 = Get Simple Quotes by User 2 = Get Quote Size Table by Owner and Series Lakshminarasimhan Rajabather | SSI Technologies ReinitiateConfig | Setting for re-initiation of NBBO Step-Up Configuration. | Data Type: Boolean Valid Values: Y = Reinitiate NBBO Steu-Up Configuration N = Do not Reinitiate NBBO Step-Up Configuration Lakshminarasimhan Rajabather | SSI Technologies OPRAStrikeCode | Code used by OPRA (Options Price Reporting Authority) to identify series. Concatenation of option symbol, strike code. | Data Type: String[7] Lakshminarasimhan Rajabather | SSI Technologies PCXQuoteID | PCX generated ID for the Quote. | Data Type: int Lakshminarasimhan Rajabather | SSI Technologies IsFastFirm | Indicates whether BBO is coming from an exchange declared as Fast Firm | Data Type: Boolean Valid Values: Y = Fast Firm N = Not Fast Firm Lakshminarasimhan Rajabather | SSI Technologies OptPxDenominator | Denominator used to get actual option price. | Lakshminarasimhan Rajabather | SSI Technologies NoTick | No of elements in the repeating group(Ticks) | Data Type: int Lakshminarasimhan Rajabather | SSI Technologies OrderReqType | Type of the Order Request. | Data Type: Char Valid Values: 0 = Modify Orders 1 = Cancel Orders Lakshminarasimhan Rajabather | SSI Technologies NoQuoteSizes | Number of elements in the repeating group (Quote Sizes) | Data Type: int Lakshminarasimhan Rajabather | SSI Technologies ResponseID | ID sent by PCX in some acknowledgements/notifications | Lakshminarasimhan Rajabather | SSI Technologies MktSize | Volume in other exchange. | Data Type: Qty Lakshminarasimhan Rajabather | SSI Technologies OrigOwnerID | Used to indicate the ID of the original owner. | Data Type: String Lakshminarasimhan Rajabather | SSI Technologies NoScriptLevel | Indicates the number of nested levels for step-up configuration data. | Data Type: Int Lakshminarasimhan Rajabather | SSI Technologies FMCNETTradeNumber | all | Unique Trade Number | Zul Kagalwalla -> | Financial Models Company. PrevFMCNETTradeNumber | all | Previous FMCNET trade Number | Zul Kagalwalla -> | Financial Models Company. MemberName | Descriptive name of the member firm | Mithila Somasiri | Millennium Information Technologies Limited MemberAddress | Mailing address of the member | Mithila Somasiri | Millennium Information Technologies Limited ContactFax | Contact FAX number | Mithila Somasiri | Millennium Information Technologies Limited AltPhone1 | First Alternative Phone number | Mithila Somasiri | Millennium Information Technologies Limited AltPhone2 | Second Alternative phone number | Mithila Somasiri | Millennium Information Technologies Limited NoBranch | Number of Branches | Mithila Somasiri | Millennium Information Technologies Limited BranchID | Unique Branch office ID | Mithila Somasiri | Millennium Information Technologies Limited Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP ShortSecurityDesc | Instrument block | Short security description. | Oksana Zheliabina | B2BITS EncodedShortSecurityDescLen | Instrument block | Byte length of encoded (non-ASCII characters) EncodedShortSecurityDesc () field. | Oksana Zheliabina | B2BITS EncodedShortSecurityDesc | Instrument block | Encoded (non-ASCII characters) representation of the ShortSecurityDesc () field in the encoded format specified via the MessageEncoding () field. | Oksana Zheliabina | B2BITS AccruedInterestAmt | W, X | Amount of accrued interest. | Oksana Zheliabina | B2BITS MarketCode | Security Definition | Code of market where instrument is traded. | Oksana Zheliabina | B2BITS MinPriceIncrement | Security Definition | Used in pre versions to provide same functionality as s MinPriceIncrement(). | Oksana Zheliabina | B2BITS MktShareLimit | Security Definition | Market share limit. | Oksana Zheliabina | B2BITS MktShareThreshold | Security Definition | Market share limit threshold. | Oksana Zheliabina | B2BITS MaxOrdersVolume | Security Definition | Maximum summary volume of active buy and sell orders. | Oksana Zheliabina | B2BITS SettlVenue | A three character code representing a valid Settlement Venue | Piero Cima | GATE T.I. SettlAccType | Settlement account type. | Valid values: 1 = Standing 2 = House 3 = Client. Piero Cima | GATE T.I. SenderGroupID | Assigned value used to identify specific message originator group. | Piero Cima | GATE T.I. Reserved | Piero Cima | GATE T.I. Reserved | Piero Cima | GATE T.I. Reserved | Piero Cima | GATE T.I. Reserved | Piero Cima | GATE T.I. Reserved | Piero Cima | GATE T.I. Reserved | Piero Cima | GATE T.I. Reserved | Piero Cima | GATE T.I. CashOrCredit | New Order Single | Custom field for users that want to electronically submit a NewOrder-Single for the Korea Stock Exchange Market. | Cash Margin Buying by Brokers Credit Liquidation of Margin Buying by Brokers Credit Short Sale by Brokers Credit Liquidation of Short Sale by Brokers Credit Margin Buying by The Korea Securities Finance Corporation(KSFC)s Credit Liquidation of Margin Buying by KSFCs Credit Short Sale by KSFCs Credit Liquidation of Short Sale by KSFCs Credit Kimyung Song | Korea Stock Exchange TradeType | New order-single | Identify the type of trade on the Korea Stock Exchange | 3: Reported Block Trading 9: Trading of Treasury Stocks After-hour Block Trading After-hour Block Trading of Treasury Stocks After-hour Basket Trading Kyuha Yang | Korea Stock Exchange LocalOrForeign | New order-single | Identify whether client is local or foreign investor | 0: Local Investor 1: Foreign Investor Kyuha Yang | Korea Stock Exchange ForeignerID | Kyuha Yang | Korea Stock Exchange ClassiOfForInv | New order-single | Indicates the type of foreign investors | 1: Non-resident Individuals 2: Non-resident Bank 3: Non-resident Insurance Company 4: Non-resident Securities Company 5: Non-resident Investment Company 6: Non-resident Investment Trust Company 7: Non-resident Other Company 8: Non-resident Korean with Permanent Foreign Residence 9: Non-resident Pension Fund Resident Resident Individuals Resident Bank Resident Insurance Company Resident Securities Company Resident Other Entity Foreign Direct Invesment FDI Individuals FDI Bank FDI Insurance Company FDI Securities Company FDI Other Company Other Acquirer of Korean Papers Kyuha Yang | Korea Stock Exchange ExecPrice | New order-single | Indicates the price at which client buys or sells and uses for reported block trading | 1: Opening Price, 3: Closing Price Kyuha Yang | Korea Stock Exchange InvestorCode | New order-single | Indicate the type of investors to place order | Securities Company Insurance Company Investment & Management Company Bank Merchant Bank Pension Fund Other Company Individuals Foreigner Kyuha Yang | Korea Stock Exchange Non-memberID | New order-single | Assigned value to identify specific non-member that passes client order to member company. | Kyuha Yang | Korea Stock Exchange ProgramTrade | New order-single | Indicates the type of program trade | 0: Regular, 1: Arbitrage, 2: Non-arbitrage Kyuha Yang | Korea Stock Exchange ShortSaleType | New order-single | Indicates the type of short sale | 0: Regular, 1: ShortSale with Price Restriction, 2: ShortSale without Price Restriction Kyuha Yang | Korea Stock Exchange OrderRoutingMethod | New order-single | Indicates the means through which a customer routes orders to broker | 1: Sale Office Terminal, 2: Wire Communication, 3: Wireless Communication, 4: HTS, 5: Others Kyuha Yang | Korea Stock Exchange PriceIndi | New order-single | Uses for futures spread trade and indicates as 0, + or - | Kyuha Yang | Korea Stock Exchange TradePurpose | New order-single | Indicates the purpose of futures and option trade | 1: arbitrage, 2: Hedge, 3: Others Kyuha Yang | Korea Stock Exchange ReceiptTime | Execution Report | Indicates time of order receipt in local time | Kyuha Yang | Korea Stock Exchange NearestSeries Price | Execution Report | Uses for futures spread trade and indicates contract price of the nearest month series | Kyuha Yang | Korea Stock Exchange FurthestSeriesPrice | Execution Report | Uses for futures spread trade and indicates furthest series price | Kyuha Yang | Korea Stock Exchange OrderDate | NewOrder-single | Indicate the order placing date in local time (YYYYMMDD) | Kimyung Song | Korea Stock Exchange AccountType | NewOrder-Single | 0=Accounts for participants in securities saving plans | 1= Accounts for non-participants in securities saving plans Kimyung Song | Korea Stock Exchange ContractTime | NewOrder-Single | Indicate the local time in HHMMSSss that futures and options contract have been completed | Kimyung Song | Korea Stock Exchange BasketID | NewOrder-Single | Unique identifier for basket orders | Kimyung Song | Korea Stock Exchange CouponFrequency | IOI Message | This field indicates coupon frequency of Fixed Income securities. | Jenny Yeung | Lehman Brothers CallDate | IOI Message | This field indicates the call date of Agency Callables in Fixed Income. | Jenny Yeung | Lehman Brothers ReliabilityIndicator | IOI Message | This field indicates the reliability of a security. | Jenny Yeung | Lehman Brothers ModelType | Quote Message | Jenny Yeung | Lehman Brothers PortfolioID | Quote Message | This field indicates the portfolio ID | Jenny Yeung | Lehman Brothers SerialNo | String | 2nd Part of unique Bloomberg serial number. (The 1st part of unique Bloomberg serial number is WorkStation) | Jenny Yeung | Lehman Brothers BrokerSeqNo | String | Broker Sequence Number | Jenny Yeung | Lehman Brothers InstrAttribType | String | I Interest | D Discount Jenny Yeung | Lehman Brothers AdjTargetLevel | float | adjusted target level | Jenny Yeung | Lehman Brothers NumberItems | number | Number of items/quote on the list | Jenny Yeung | Lehman Brothers SpotPrice | float | Treasury Price | Jenny Yeung | Lehman Brothers SpotYield | float | Treasury Yield | Jenny Yeung | Lehman Brothers CurveName | String | Curve Name | e.g. LIBOR Jenny Yeung | Lehman Brothers CurvePoint | float | Curve Point is the point on the benchmark curve | Jenny Yeung | Lehman Brothers AdjSpread | float | Broker Fee-Adjusted Spread | Jenny Yeung | Lehman Brothers FeeAdjToSpread | float | Fee adjustment to spread | Jenny Yeung | Lehman Brothers AdjYield | float | Fee-adjusted Yield | Jenny Yeung | Lehman Brothers OldPrice | New Order Single | Must be equal to the original Price | Priya Sampath | Changepond Technologies ReferenceID | Trade Capture Report | Tape print regional reference ID associated with a Trade report | Mithila Somasiri | Millennium Information Technologies Limited OldReferenceID | Trade Capture Reports | Original Reference ID of a correction/Cancellation Print sent to tape associated with a cancel/correct trade report | Mithila Somasiri | Millennium Information Technologies Limited ClearingStatus | Execution Report | Indicate the clearing status of the trade as communicated by the clearing house. | Mithila Somasiri | Millennium Information Technologies Limited ClearingMatchID | Execution Report | Unique Match ID assigned by the clearing system | Mithila Somasiri | Millennium Information Technologies Limited MatchingSlipID | Execution Report | Unique Slip ID assigned by the matching system | Mithila Somasiri | Millennium Information Technologies Limited ClearingSlipID | Execution Report | Unique Slip ID assigned by the Clearing System | Mithila Somasiri | Millennium Information Technologies Limited LegReport | Execution Report | Indicate whether the execution report is generated for a multi-leg order or an individual leg of a multi-leg order | Mithila Somasiri | Millennium Information Technologies Limited DownloadRequestID | Unique ID assigned to a data download request. | Mithila Somasiri | Millennium Information Technologies Limited RequestType | Download Request Type | Mithila Somasiri | Millennium Information Technologies Limited RequestID | Download Request ID | Mithila Somasiri | Millennium Information Technologies Limited NumMsg | Number of messages resulting from a download request. | Mithila Somasiri | Millennium Information Technologies Limited ReqResponseTo | Indicate the Type of request being responded to | Mithila Somasiri | Millennium Information Technologies Limited MDElementName (string data type) | The field is defined as a set of enumerated values providing one to one mapping of market data elements to entries in FIX messages. | Igor Nagirner | EBS MDStatScope (int data type) | MDSnapshot, MDIncremental | Describes a time dimension when distributing market data statistics. Values include: 1= current day, 2 = previous day, 3 = 1 minute, 4 = 10 seconds | Lisa Taikitsadaporn | Brook Path Partners, Inc. MDCountType | MDSnapshot, MDIncremental | Describes the count type in MDCount in relation to MDStatScope. Values include: | 1 = Peak, 2 = Record, 3 = Time interval, 4 = Running count Lisa Taikitsadaporn | Brook Path Partners, Inc. TraderCount | MDSnapshot, MDIncremental | Number of unique traders quoting at a particular price level. | Lisa Taikitsadaporn | Brook Path Partners, Inc. MarketZone | MDSnapshot, MDIncremental | Code identifying the market center/zone where market data entry originated from. | Lisa Taikitsadaporn | Brook Path Partners, Inc. SmoothRateSrc | MDSnapshot, MDIncremental | The source that published the smooth rate. | Lisa Taikitsadaporn | Brook Path Partners, Inc. MDStdDeviation | MDSnapshot, MDIncremental | The margin of error, confidence factor or standard deviation of a rate/price. | Lisa Taikitsadaporn | Brook Path Partners, Inc. PriceTimestamp | MDSnapshot, MDIncremental | The timestamp (UTC) of when the statistic is calculated. This may be different from the time the statistic is published (as indicated in MDEntryTime and MDEntryDate). | Lisa Taikitsadaporn | Brook Path Partners, Inc. MDDelayed | MDIncremental, MDSnapshot | Indicates whether the market data entry is being published on a delayed basis. Default is N. (Boolean field) | Lisa Taikitsadaporn | Brook Path Partners, Inc. SettlType | All where needed | This custom field is used in pre versions of FIX to support the FX tenor expressions as defined in Maps directly to s SettlType (63) inclusive of definition, all enums and patterns. | Lisa Taikitsadaporn | Brook Path Partners, Inc. AggressorIndicator | TCR & where needed | Custom field to support identifying aggressor (taker) in a trade in pre versions of FIX. This field maps directly to s tag inclusive of definition and datatype. | Lisa Taikitsadaporn | Brook Path Partners, Inc. TicketStatus | Lisa Taikitsadaporn | Brook Path Partners, Inc. PrimeDealIndicator | Lisa Taikitsadaporn | Brook Path Partners, Inc. TradeID | TCR | For use in pre versions to provide same information as TradeID () in | Lisa Taikitsadaporn | Brook Path Partners, Inc. SecondaryTradeID | TCR | Used in pre versions to provide same functionality as s SecondaryTradeID () | Lisa Taikitsadaporn | Brook Path Partners, Inc. CstmApplVerID | Lisa Taikitsadaporn | Brook Path Partners, Inc. MDBookType | MD messages | This is used in pre to allow the identification of book type. Same definition and usage as FIX s MDBookType (). | Lisa Taikitsadaporn | Brook Path Partners, Inc. MDPriceLevel | MD messages | This is used in pre Same definition and usage as FIX s MDPriceLevel (). | Lisa Taikitsadaporn | Brook Path Partners, Inc. MDCount | MD messages | Lisa Taikitsadaporn | Brook Path Partners, Inc. ReqResponseStatus | Processing Status of a download request | Mithila Somasiri | Millennium Information Technologies Limited PriceMvmLimit | Security Definition | Maximum deviation of prices from settlement price. | Oksana Zheliabina | B2BITS CalculatedCcyLastQty | AE | FX Deal Feed Field | Igor Nagirner | ICAP PriceMvmLimitT1 | Security Definition | Maximum deviation of prices from settlement price at T+1. | Oksana Zheliabina | B2BITS MguIndicator | Custom | Indicates whether a trade notification is generated as a result of a MGU order execution. | Valid values: 1 MGU Execution Mithila Somasiri | Millennium Information Technologies Limited AbbreviatedPrice | New Order, Execution Report | Contract Price | Price of the leg can be expressed as (a) Explicit Price (e.g. ) Explicit Price is a positive number without any prefix. (b) A price code expression (e.g. S + 10 which means settlement price plus ten) Valid price codes are S, YS, C, V ,M & B (basis) (c) A differential (e.g. which means ten units lower than the price of the first leg) A valid differential is a number prefixed with either (+) or( ) Mithila Somasiri | Millennium Information Technologies Limited PromptDate | New Order, Execution Report | Expiry(options) / Delivery(Futures) date of the contract | For Futures this is either entered as an explicit date in DDMMYY or as an abbreviated date code (e.g. T – Tomorrow, c – Two days, 3 – 3 months, MMMYY Monthly). For Options contracts, this field will be populated by the expiry month code in MMMYY Mithila Somasiri | Millennium Information Technologies Limited PrivateReference | New Order, Execution Report | Free form text up to 80 characters. | Mithila Somasiri | Millennium Information Technologies Limited PublicReferece | New Order, Execution Report | Free form text up to 80 characters | Mithila Somasiri | Millennium Information Technologies Limited CrossIndicator | New Order, Execution Report | Indicates a single trade half or a cross. | Value Meaning 0 Single Trade Half 1 Cross Mithila Somasiri | Millennium Information Technologies Limited CarryIndicator | New Order, Execution Report | Indicates whether this message contains a single trade half/cross or a carry trade half/cross. | Value Meaning Mithila Somasiri | Millennium Information Technologies Limited YieldTo | String | Yield to value = M.C. P&A | Jenny Yeung | Lehman Brothers CleanPx | float | Clean Price is Fee adjusted price | Jenny Yeung | Lehman Brothers GrossPx | float | Gross Price is Trade price without brokerage fee | Jenny Yeung | Lehman Brothers ProceedsCalBy | String | Dealer that calculates the trade proceeds | Jenny Yeung | Lehman Brothers Principal | float | fee-adjusted principal | Jenny Yeung | Lehman Brothers DealerPrincipal | float | trade principal without brokerage fee | Jenny Yeung | Lehman Brothers dealerNetMoney | float | trade net money without brokerage fee | Jenny Yeung | Lehman Brothers NoDealers | integer | number of dealers | Jenny Yeung | Lehman Brothers ListID | String | the unique identifier of the multi-quote or Inquiry list | Jenny Yeung | Lehman Brothers Direction | String | F Forward | R Reverse Inquiry Jenny Yeung | Lehman Brothers LongName | String | Client Long Name | Jenny Yeung | Lehman Brothers YieldAdjustment | float | Yield Adjustment | Jenny Yeung | Lehman Brothers QuoteYieldTo | String | Quote Yield To | Jenny Yeung | Lehman Brothers GrossCover | float | Gross Cover | Jenny Yeung | Lehman Brothers LastTrader | String | Last Trader | Jenny Yeung | Lehman Brothers STATE | String | state of the trading flow | Jenny Yeung | Lehman Brothers LastYield | float | Last Yield | Jenny Yeung | Lehman Brothers DaysToSettlement | int | number of business days to settlement date | Jenny Yeung | Lehman Brothers BindIndicator | String | This is the holding bind indicator for Corporate Bonds. The value options are Y Yes, and N No. | Jenny Yeung | Lehman Brothers OrdStatus | number | 1 = Accept | 2 = Reject 3 = Expire 4 = Cancel 6 = Counter 9 = Pass Jenny Yeung | Lehman Brothers DivReinvest | Y or N | To specify whether to reinvest the dividend or not. | Y(Yes) or N(No) value. Murali Takkalapati | Performance Technologies, Inc. TransFeeIncluded | Y or N | To specify whether the transaction fee is included in the amount (Y), or not (N) | Murali Takkalapati | Performance Technologies, Inc. DIVINST | Dividend Instructions -RR, CC , CR, CI | The following types of instructions are possible | 1. Reinvest Dividends and Capital Gains (RR) default Murali Takkalapati | Performance Technologies, Inc. NumLinks | Number of Links Linked Trades | Specifies the number of links in the particular trade. | Murali Takkalapati | Performance Technologies, Inc. LinkSymbol | Linked Trades | The NumLinks should be specified before using the LinkSymbol. | LinkSymbol and LinkPercent are children of NumLinks Murali Takkalapati | Performance Technologies, Inc. LinkPercent | Linked/Exchange/Swap Trades | The NumLinks should be specified before using the LinkPercent. | LinkPercent and LinkSymbol are children of NumLinks Murali Takkalapati | Performance Technologies, Inc. LinkPercent | Linked/Exchange/Swap Trades | The NumLinks should be specified before using the LinkPercent. | LinkPercent and LinkSymbol are children of NumLinks Murali Takkalapati | Performance Technologies, Inc. TrdMatchTime | Execution Report | date, time at which the trade was matched. format DDMMYYYY-HHMMSS | Mithila Somasiri | Millennium Information Technologies Limited FaceValue | Security Definition | Face value of security. | Oksana Zheliabina | B2BITS AuctionIndicator | Security Status | Indicates whether or not the auction is being held for the security. | Oksana Zheliabina | B2BITS ChgFromWAPrice | W, X | Indicates change from previous days weighted average price vs. last traded price. | Oksana Zheliabina | B2BITS ChgOpenInterest | W, X | Indicates change from previous days open interest. | Oksana Zheliabina | B2BITS FirstEligibleTradeDate | Security Definition | First eligible trade date. | Oksana Zheliabina | B2BITS LastEligibleTradeDate | Security Definition | Last eligible trade date. Similar to EventDate() with EventType() = 7. | Oksana Zheliabina | B2BITS InstrumentPricePrecision | Security Definition | Number of decimals in prices. Similar to InstrAttribValue() with InstrAttribType() = 27. | Oksana Zheliabina | B2BITS Counterparty Account | D, 8 | Account identifier of a counterparty for Fixed Income orders & executions. | Brian Gay | Bloomberg MemberVolume | Custom | Volume traded by a particular member | Mithila Somasiri | Millennium Information Technologies Limited MasterAccount | AE | Master account identifier | Gleb Skayansky | Bloomberg LLP. AssumedCoupon | AE | Mortgage/assest backed security assumed coupon | Gleb Skayansky | Bloomberg LLP. PrepaymentSpeed | AE | Mortgage prepayment speed | Gleb Skayansky | Bloomberg LLP. BenchmarkOfferPx | S | Benchmark offer price for quote messages that inclue the SpreadOrBenchmarkCurveData component block. | Joseph Fruchter | Bloomberg LP BenchmarkBidYield | S | Benchmark bid yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block. | Joseph Fruchter | Bloomberg LP BenchmarkOfferYield | S | Benchmark offer yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block. | Joseph Fruchter | Bloomberg LP BenchmarkOfferSpread | S | Benchmark offer spread for quote messages that inclue the SpreadOrBenchmarkCurveData component block. | Joseph Fruchter | Bloomberg LP OriginalDestination | 8, J | To specify the original destination of a Drop copy message. Can be a platform, exchange or anything Mutually agreed upon. | Sheetal Chainraj | Bloomberg L.P Haircut | Execution Reports | This term describes the way brokers and clients protect themselves from market risk in doing repos. | Sheetal Chainraj | AllInPrice | Execution Reports | Sheetal Chainraj | AllocationIndicator | Execution Reports | Indicates if allocations are to follow (Most likely a Allocation Instruction FIX Message) for the trade indicated by this Execution Report. | Possible Values: 1 No Allocations. 2 or More Allocations Will follow. (They could indicate the possible number of accounts the allocations will occur to.) Sheetal Chainraj | SalesBook | 8 = Execution Report | Identify the book for the salesperson doing the trade. | Sheetal Chainraj | NoInvPositions | 6 | Repeating group count. No of Inventory positions advertised. Part of group () | Sheetal Chainraj | Bloomberg L.P InvPositionDate | 6 | Date of the inventory position. LocalMmktDate. Part of group () | Sheetal Chainraj | Bloomberg L.P InvPositionQty | 6 | The available amount associated with the InvPositionDate, expressed as par value. A short position will be specified as a negative par value. Part of group () | Sheetal Chainraj | Bloomberg L.P RateEffectiveDate | 6 | The date (last reset date) from which the coupon rate is effective for Variable Rate Demand Note and tender option bonds. Type= LocalMmktDate | Sheetal Chainraj | Bloomberg L.P TradeCorrectType | AE, 8 | Indicates the type of correct sent in the Trade Capture or Execution Report. (Ex: Material change or not) | Sheetal Chainraj | Bloomberg L.P AllocAccountSubID1 | J | Sub identifier for the Allocation Accounts. Will be part of the NoAllocs group. | Sheetal Chainraj | Bloomberg L.P AllocAccountSubID2 | J | Sub identifiers #2 for Allocation Accounts. Will be part of the NoAllocs group. | Sheetal Chainraj | Bloomberg L.P AllocAccountSubID3 | J | Sub identifier #3 for Allocation accounts. Will be part of the NoAllocs group. | Sheetal Chainraj | Bloomberg L.P CurrentFace | 8, J | Current face for Mortgages, ABS, CMO, CMBS etc. (Original face * Factor). | Sheetal Chainraj | Bloomberg L.P AllocCurrentFace | J, AS | Current Face allocated to this Allocation account. For MTGEs only. Part of NoAllocs repeating group. | Sheetal Chainraj | Bloomberg L.P AllocGrossTradeAmt | J, AS | Gross trade amount allocated to the Allocation account. Part of the NoAllocs repeating group. | Sheetal Chainraj | Bloomberg L.P CurveDateRate1 | Sheetal Chainraj | Bloomberg L.P CurveDateRate2 | Sheetal Chainraj | Bloomberg L.P AllocGrossTradeAmt | Sheetal Chainraj | Bloomberg L.P FirmAmount | IOI | Firm offering quantity for Municipal Commercial Paper. | Sheetal Chainraj | Bloomberg L.P SecondaryCurrency | Execution Report (8) | The denomination of the SecondaryQty () field. | Dmitry Gundorov | Deutsche Bank BWitemID | New Order, Execution Report | Bids Wanted Item ID. | Sheetal Chainraj | Bloomberg L.P AllocGrossTradeAmt-New | Sheetal Chainraj | Bloomberg L.P AllocCurrentFace-New | Sheetal Chainraj | Bloomberg L.P AdjustedSwapPoints | Execution Report (8) | (Deprecated) Swap points of a trade, adjusted to the Spot price denomination (multiplied by the forward tick size) | Dmitry Gundorov | Deutsche Bank ClientFullName | Execution Report (8) | Full name of a client that has executed the trade | Dmitry Gundorov | Deutsche Bank BalanceGroupID | New Order Single | Specifies the Unique Identifier of the BalanceGroup to which this Order should be assigned to. | Kiran K Pingali | JapanCross Securities BuyLimit | New Order Single, New Order List | Describes the BuyLimit for that Balance Group | Kiran K Pingali | JapanCross Securities SellLimit | New Order Single, New Order List | Specifies the SellLimit of the BalanceGroup, of which this order is part of. The Identifier of the BalanceGroup is specified in the BalanceGroupID Tag. | Kiran K Pingali | JapanCross Securities MinimumValueType | New Order Single, New Order List | (To be used if MinQty– Tag is used) | Valid values ‘S’ – Shares ‘V’ – Value Kiran K Pingali | JapanCross Securities RolloverFlag | New Order-List | Speicies how long the Order would be valid in the books of the Crossing System. Vaild values: | blank No rollovers S same cross until good-through date has expired U Unlimited n () rollover to the next cross, decrement n until 0 Kiran K Pingali | JapanCross Securities ReturnCode | all message types | This field will be used to indicate a specific error message or informational message that may or may not exist in the Text tag (58) of an acknowledgement response. NOTE: This field may contain repeating values delimited by a hexidecimal 40 character. | Kevin Bilello | Beta Systems BaseSwapPx | Instrument block | Base SWAP price. | Oksana Zheliabina | B2BITS AggregatedOrderExecRefIDs | Execution Report (8) | Comma separated list of aggregated trades ids | Dmitry Gundorov | Deutsche Bank BuyBackPx | Instrument block | Buy back price. | Oksana Zheliabina | B2BITS BuyBackDate | Instrument block | Buy back date. | Oksana Zheliabina | B2BITS Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Reserved | Igor Nagirner | ICAP Thomson UDF | Matthew Godin | Thomson Thomson UDF | Matthew Godin | Thomson Thomson UDF | Matthew Godin | Thomson Thomson UDF | Matthew Godin | Thomson Thomson UDF | Matthew Godin | Thomson Thomson UDF | Matthew Godin | Thomson Thomson UDF | Matthew Godin | Thomson Thomson UDF | Matthew Godin | Thomson Thomson UDF | Matthew Godin | Thomson Thomson UDF | Matthew Godin | Thomson Thomson UDF | Matthew Godin | Thomson Start Time | Start time for an algorithmic order | Chris Chaffee | End Time | End time for an algorithmic order | Chris Chaffee | Urgency | Urgency or aggressiveness for an algorithmic order | Chris Chaffee | NumberOfSlices | Number of slices for an algorithmic order | Chris Chaffee | IncludeMarketOpen | Indicates whether or not an algorithmic order should participate in opening crosses | Chris Chaffee | IncludeMarketClose | Indicates whether or not an algorithmic order should participate in closing crosses | Chris Chaffee | MinPctParticipation | Indicates the minimum participation rate for an algorithmic order | Chris Chaffee | TgtPctParticipation | Indicates the target participation rate for an algorithmic order | Chris Chaffee | MaxPctParticipation | Indicates the maximum participation rate for an algorithmic order | Chris Chaffee | TargetPrice | Indicates the target price for an algorithmic order | Chris Chaffee | DisplaySize | Indicates the quantity to be displayed on an algorithmic order | Chris Chaffee | SweepType | Type of sweep algorithm to be employed prior to routing the order to a broker or exchange. | Chris Chaffee | SweepPriceEnum | Pricing algorithm to be employed when sweeping an order. | Chris Chaffee | SuppTacticsFlag | Supplemental flags to implement specific algorithm features. | Chris Chaffee | MKTXInquiryType | QuoteRequest | Enumeration used to indicate MarkeAxess Quote Release model. | Supported Values: 1-ASAP, 2-Holding Bin Daniel Jacobson | MarketAxess MKTXPricingProcess | QuoteRequest,QuoteStatusReport | Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades. | Supported Values:1 = Manual,2 = Phone, 3 = Auto, 4 = OneStep, 5 = Standard Daniel Jacobson | MarketAxess MKTXInquiryState | Quote, QuoteStatusReport | Enumeration indicating MarketAxess Inquiry States | Daniel Jacobson | MarketAxess MKTXReleaseTime | QuoteRequest | UTCTimestamp | Time of day indicating the time at which the client will see dealer responses Daniel Jacobson | MarketAxess MKTXQuoteReponseRejectReason | QuoteResponseReject | Text indicating rejection reason | e.g. “Action invalid in this state” Daniel Jacobson | MarketAxess MKTXAvailableActions | Quote,QuoteStatusReport | Comma separated list of available actions, e.g. | “CANCEL” “PASS,ACCEPT,COUNTER” “NONE” Daniel Jacobson | MarketAxess MKTXListType | custom | Indicates the type of MarketAxess inquiry-list. | Valid values are: 1 = High Grade 2 = High Yield 3 = Euro (Spread) 4 = Euro (Price) 5 = Emerging Markets Daniel Jacobson | MarketAxess MKTXListComment | ListQuoteRequest | Client-trader’s comment to dealers | Daniel Jacobson | MarketAxess MKTXListRejectMode | ListQuoteRequest | Indicates whether MarketAxess should reject all list-items or only invalid list-items, if list contains invalid items. | Values: 1 = RejectInvalidItemsOnly 2 = RejectAllItems The client OMS can use this field to control the action that MarketAxess will take, if MarketAxess validation finds that the list contains one or more invalid list-items. Daniel Jacobson | MarketAxess MKTXListName | custom | Names an inquirty-list | Daniel Jacobson | MarketAxess MADataID | W | Numeric field identifying each traded security in MarketAxess system. Unique per trade being reported in BTDS feed | Anthony Merhi | MarketAxess DataSource | W | Identifier of system sending the market data. | DataType=String Anthony Merhi | MarketAxess MDEntryTransType | W | Trade Type reported in Market Data, used when MDEntryType = 2(Trade). | DataType=char Values: 0=Done (New Trade), 1=Cancel, 2=Corrected Anthony Merhi | MarketAxess BTDSSaleCondition | W | Sale condition code for trades as reported by FINRA | DataType=char Values: @ = Regular Trade C = Cash Trade N = Next Day R = Sellers Option A = Trades outside market hours W = Weighted Average Price Z = Sold Late S = No special condition applied Anthony Merhi | MarketAxess BTDSCommissionIndicator | W | Boolean field indicating if the price is inclusive of dealer commission. | Anthony Merhi | MarketAxess BTDSQuantityIndicator | W | Indicates in Quantity reported is actual or estimated. | DataType=Char Values: A=Actual, E=Estimated Anthony Merhi | MarketAxess BTDSSecondModifier | W | Indicates whether there is a second sale condition that is | applicable to the trade. DataType=char Values: A = Trades outside the market hours Z =Sold Late (Out of Sequence) S = No Second Modifier Applicable Anthony Merhi | MarketAxess BTDSPriceChangeCode | W | Describes the summary price change(s) the transaction | caused for the issue traded. DataType=char Values: 0 = No Price/Yield Changed 1 = Last Price/Yield Changed 2 = Low Price-Yield Changed 3 = Last Price/Yield and Low Price/Yield Changed 4 = High Price/Yield Changed 5 = Last Price/Yield and High/Price/Yield Changed 6 = High Price/Yield and Low Price/Yield Changed 7 = All Prices/Yields Changed Anthony Merhi | MarketAxess BTDSSpecialPriceIndicator | W | Boolean field indicating whether the transaction is a ‘Special | Price Trade’ or not Anthony Merhi | MarketAxess BTDSReportingPartySide | MarketData Full Snapshot | One character field to describe the side of trade being reported. Values: B=dealer bought securities from the customer, S= dealer sold securities to the customer, D= inter-dealer transaction (always from the sell side) | Pomeli Ghosh | MarketAxess OASSpread | W | MarketAxess estimated option adjusted spread for the traded security. Datatype=float | Anthony Merhi | MarketAxess ParSpread | W | MarketAxess estimated par spread for the traded security. Datatype=float | Anthony Merhi | MarketAxess MktSpread | W | MarketAxess estimated market spread for the traded security. Datatype=float | Anthony Merhi | MarketAxess SuspectTradeIndicator | W | Boolean flag indicating if trade is a suspect trade. | Anthony Merhi | MarketAxess OrigBCastSeqNo | W | Exists for a Cancel (=1) or Corrected (=2) trade report. | This field contains the BCastSeqNo (tag ) of the trade that is being cancelled or corrected. DataType=SeqNum Anthony Merhi | MarketAxess MKTXEstimatedQuantity | W | Reports the MarketAxess estimated quantity for a trade where tag =E, i.e. the quantity falls beyond the range disseminated by FINRA for High Grade and High Yield bonds. | DataType=Qty Anthony Merhi | MarketAxess MKTXDeltaDaySpread | W | Day over day change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day. | DataType=float Anthony Merhi | MarketAxess MKTXDeltaWeekSpread | W | Week over week change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week. | DataType=float Anthony Merhi | MarketAxess MKTXDeltaMtdSpread | W | Month-to-date change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month. | DataType=float Anthony Merhi | MarketAxess MKTXDeltaWeekPrice | W | Week over week change in price with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week. | DataType=float Anthony Merhi | MarketAxess MKTXDeltaDayPrice | W | Day over day change in price with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day. | DataType=float Anthony Merhi | MarketAxess MKTXDeltaMtdPrice | W | Month-to-date change in price with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month. | DataType=float Anthony Merhi | MarketAxess MKTXDeltaDayYield | W | Day over day change in yield with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day. | DataType=float Anthony Merhi | MarketAxess MKTXDeltaWeekYield | W | Week over week change in yield with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week. | DataType=float Anthony Merhi | MarketAxess MKTXDeltaMtdYield | W | Month-to-date change in yield with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month. | DataType=float Anthony Merhi | MarketAxess IncludeSIs | Quote Request, New Order | Valid Values = Y or N. | For quote requests or orders that are submitted to multiple Retail Service Providers (RSPs) for best execution, this field specifies whether RSPs acting as Systematic Internalizers (SIs) should be included (Y) or not included (N). Stephen Irwin | Thomson Financial NoMKTXCostAnalysis | ExecutionReport | Repeating Custom Block for showing MKTX cost analysis calcs to clients. | Exists if at least one type of cost analysis data is available. DataType: NumInGroup Value: N, for number of cost analysis information provided Pomeli Ghosh | MarketAxess MKTXAnalysisTo | ExecutionReport | Req’d field if exists. | Defines the value against which cost analysis is being reported. DataType: String Defined Values are: Cover, Avg, BondTicker Pomeli Ghosh | MarketAxess MKTXBenefit | ExecutionReport | Difference between Traded Principle and calculated principle for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker) | DataType: Amt Value: float field with 2 decimal point precision Pomeli Ghosh | MarketAxess MKTXComparisonPrice | ExecutionReport | Price for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker) | DataType: Price Value: float field with 4 decimal point precision Pomeli Ghosh | MarketAxess MKTXPriceDiff | ExecutionReport | Difference between Traded Price and calculated price for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker) | DataType: Price Value: float field with 4 decimal point precision Pomeli Ghosh | MarketAxess MaturitySize | 6 IOI | Size available corresponding to Maturity range. | Part of NoDateRates () repeating group. Sheetal Chainraj | Bloomberg L.P MatDatStartYield | 6 IOI | Yield corresponding to Maturity start date. | Part of NoDateRates () repeating group. Sheetal Chainraj | Bloomberg L.P MatDatEndYield | 6 IOI | Yield corresponding to Maturity end date. | Part of NoDateRates () repeating group. Sheetal Chainraj | Bloomberg L.P FillOrKillAmount | 6 IOI | Fill or Kill Quantity. | Sheetal Chainraj | Bloomberg L.P PositionAccount | 6 IOI | Account / Fund / Book name of the position. | Sheetal Chainraj | Bloomberg L.P FOKPosition | 6 | FOK Position in an account. | Sheetal Chainraj | Bloomberg L.P SecondaryIndividualAllocID | J | Secondary Alloc ID per allocation account. | Sheetal Chainraj | Bloomberg L.P SettlCurrAccruedInterestAmt | 8, J | Accrued Interest in the Settlement currency. | Sheetal Chainraj | Bloomberg L.P SettlCurrNetMoney | 8, J | Net money in Settlment Currency. | Sheetal Chainraj | Bloomberg L.P TaxRate | AE | Tax rate. | Sheetal Chainraj | Bloomberg L.P Reserved | Sheetal Chainraj | Bloomberg L.P Repo2Px | Instrument block | Price of the second part of REPO. | Oksana Zheliabina | B2BITS ReceivePendings | Logon (MsgType = A) | Used to indicate that the receipt of Execution Reports pending confirmation is required or not, that is those Execution Reports with OrdStatus [39] = A (Pending New), E (Pending Replace) or 6 (Pending Cancel) | Francesc Prats | MEFF FixEngineName | Logon (MsgType = A) | A string value that contains a descriptive chain of software used by the client for the FIX connection. Only used for informative purposes. | Francesc Prats | MEFF ProprietaryFixProtocolVersion | Logon (MsgType = A) | Exact identification of the protocol used and expected by the initiator (String) | Francesc Prats | MEFF ExchangeTradeType | Execution Report (Msg Type = 8) | Exchange defined type of trade(String) | Francesc Prats | MEFF NewSecuritySubscription | Security List Request (MsgType = x) | Specifies whether to subscribe to New Securities (Char) | Francesc Prats | MEFF SecondaryConfirmStatus | Confirmation (MsgType = AK) | Describes the Give-up state (Char) | Francesc Prats | MEFF TotalBustedQty | Execution Report | Total number of shares busted. | Oksana Zheliabina | B2BITS Ordered Quantity Leg 2 | Ordered quantity for leg 2 of a 2-legged strategy. | Amit Chilgunde | Barclays Capital InWorkup | Market Data Snapshot | Indicates that an order is tradable in a workup that is currently in progress. | Michael Merold | ICAP Executed Quantity Leg2 | Executed quantity on fills for leg 2 of a 2-legged strategy. | Amit Chilgunde | Barclays Capital Draft Algo Flag | D,F,G,8 | Indicating draft algo status | Tao Shen | Guosen Securities Co.,Ltd VersionID | D,F,G,8 | Version identifier tag | Tao Shen | Guosen Securities Co.,Ltd TargetStrategy | D,F,G,8 | Base strategy | Tao Shen | Guosen Securities Co.,Ltd ReferencePrice | D,G | Reference price for an algo, not binding as limit price | Tao Shen | Guosen Securities Co.,Ltd ReferenceVolume | D,G | Referred volume of char eunic-brussels.eu value: A)total market volume;B)market volume with given limitpx; | Tao Shen | Guosen Securities Co.,Ltd PegTo | D,E,F,G,8,9 | A = SHCOMP | B = SZCNST C = CSI D = SME E = CHINEXT S = SMART P = PORTFOLIO Tao Shen | Guosen Securities Co.,Ltd CatchUp | D,E,F,G,8,9 | A = NOW | B = Redistribute C = Tilt-Dist Tao Shen | Guosen Securities Co.,Ltd LimitWRT | D,E,F,G,8,9 | A = fill | B = leaves Tao Shen | Guosen Securities Co.,Ltd SoftLimit | D,E,F,G,8,9 | Y = Yes | N = No Tao Shen | Guosen Securities Co.,Ltd IPO Subscription Venue | D,8 | 1 = Online | 2 = Offline Tao Shen | Guosen Securities Co.,Ltd Desk | confirm, confirm request | Kelly Calnan | Fidelity Investments Restricted Brokers | New Order Single, Cancel/Replace | used with aggregator connections to confirm counterparties a security cannot be traded with | Kelly Calnan | Fidelity Investments LocateBroker | NASD Rule (Short Sell Rule) requires that every short sell order specify a Locate (Tag =Y), identifying which broker has loaned the stock to settle the short sale. | Joel Greenwood | RBC Capital Markets LocateIdentifier | The actual locate identifier/reference provided by the LocateBroker (). | Scott Atwell | American Century Investments PreBorrowQty | D | Share quantity in pre-borrow agreement. Used with and to resolve Threshold-list Short Sell locates. | Kevin Maroney | Piper Jaffray OriginalSource | ExecutionReport | The field indicates the trade source | Andrey Tapekha | Deutsche Bank BusinessLine | String | The field indicates the business line owner of orders. | Nikolay Volnov | Deutsche Bank NIMAllowed | Security List and Definition | Indicates whether NIM is allowed for this instrument. | Michael Merold | ICAP FixedRate | floating | fixed rate in Swap | Jenny Yeung | Lehman Brothers PayPeriodMultiplier | integer | period multiplier of payment dates | Jenny Yeung | Lehman Brothers AdjDayRegion | String | business center of the adjusted business Day convention used in Swap. | Jenny Yeung | Lehman Brothers ADJSDT | Date | accrual period start Day adjustment convention | Jenny Yeung | Lehman Brothers PnlLocation | String | the location of PnL: | NY New York LD London TK Tokyo Jenny Yeung | Lehman Brothers AckStatus | two int value options: | 1 : Accept 2 : Reject Jenny Yeung | Lehman Brothers AckType | String representing the Bloomberg Ack Name | Jenny Yeung | Lehman Brothers TicketStatus | QuoteRequest | TicketStatus represents the internal status of the ticket. | Possible Status: Jenny Yeung | Lehman Brothers TicketTraders | QuoteRequest | represents a list of traders (comma delimited) who received the ticket | Jenny Yeung | Lehman Brothers TicketOwner | QuoteRequest | Represents the trader who too ownership of the ticket | Jenny Yeung | Lehman Brothers TimespanToQuote | QuoteRequest | This field would contain the time (in seconds) the trader has to submit his quote. | Jenny Yeung | Lehman Brothers ExpireBy | String Type. Valid values: Client, Dealer | Jenny Yeung | Lehman Brothers BBRespType | this is an integer field. | Jenny Yeung | Lehman Brothers StartPaymentDate | ExecutionReport | date format. This indicates the starting payment date of interest rate. | Jenny Yeung | Lehman Brothers EndPaymentDate | ExecutionReport | Date Type. GMT format. this is the end payment date of interest rate in SWAP | Jenny Yeung | Lehman Brothers FloatingPaymentFreq | Quote | data type: int. | this is the payment frequency of floating interest rates in interest rate swap. Jenny Yeung | Lehman Brothers FixedPaymentFreq | Quote | Data Type: int | this is the payment frequency of Fixed interest rate payment in Interest Rate Swap Jenny Yeung | Lehman Brothers behaviour | String type | D Drain A Abort Jenny Yeung | Lehman Brothers readyToPrice | int | 0-yes Jenny Yeung | Lehman Brothers readyToTrade | integer type: | 0-yes 1-no Jenny Yeung | Lehman Brothers U_QuoteRespType | Quote Response | This tag inherits all properties of QuoteRespType in FIX, and has an additional value option DoingAway | Jenny Yeung | Lehman Brothers PPT Override | execution | Allow user to override a Prevent Principal Trade edit. | Rich Kiehl | Thomson Financial TTS BenchmarkSecurityAltID | Jenny Yeung | Lehman Brothers AuctionDate | TIME | Indicates the auction date of the security when its initially issued. | Jenny Yeung | Lehman Brothers CompQuote | Float | Composite Quote | Jenny Yeung | Lehman Brothers DV01 | float | Dollar Price change per basis point in Yield | Jenny Yeung | Lehman Brothers AdjMidPx | float | adjusted mid price | Jenny Yeung | Lehman Brothers Requotable | String | Valid Values: | Y allow the other party to re-quoteN re-quote is not allowed Jenny Yeung | Lehman Brothers MrkupQuote | Jenny Yeung | Lehman Brothers BAMT | The dollar amount that will be recovered from the dealer as a customer execution fee | Jenny Yeung | Lehman Brothers PBRKR | String | The prime brokers dealer acronym | Jenny Yeung | Lehman Brothers PBSVC | String | The prime broker service. Values: Give-UP, GTS | Jenny Yeung | Lehman Brothers PBRESP | String | The prime brokers advice status. Values: PENDGIVEUP, ACCEPT | Jenny Yeung | Lehman Brothers BoblBid | Jenny Yeung | Lehman Brothers boblask | Jenny Yeung | Lehman Brothers bundsBid | Jenny Yeung | Lehman Brothers bundsask | Jenny Yeung | Lehman Brothers schatzBid | Jenny Yeung | Lehman Brothers schatzask | Jenny Yeung | Lehman Brothers MTKT | number | number of tickets/account trade requires | Jenny Yeung | Lehman Brothers IRSTYPE | String | Valid Values: BMK, IMM or OIM | Jenny Yeung | Lehman Brothers IRSEOM | String | end of month roll. possible value: YES or NO | Jenny Yeung | Lehman Brothers ROLLSON | String | The convention for determining the sequence of calculation period end dates. Valid Values: 1 to 31, EOM, or IMM | Jenny Yeung | Lehman Brothers ADJDT | String | Termination(END) date business day adjustment convention. Possible values: MODFOLLOW | Jenny Yeung | Lehman Brothers MATDTADJ | Datetime | Adjusted maturity (Termination) date | Jenny Yeung | Lehman Brothers VSPDate | Allocation; 35=J | Used on allocation to match to the original date of the order Citigroup Inc. | Martin Jiang | Citigroup Inc VSPPrice | Allocation, 35=J | Used on allocation to match to the original price of the order Citigroup Inc. | Martin Jiang | DECPLCS | String | Maximum number of decimal places to be used for Rate | Jenny Yeung | Lehman Brothers DECRND | String | The quote in the QUOTE message must be divisible by the amount specified by this field. | Jenny Yeung | Lehman Brothers CMPND | String | Indicates whether the floating leg of the trade is compounding or not. Considered NO if not present. | Jenny Yeung | Lehman Brothers CMPB | Floating | Composite quote at the time of QUOTE REQUEST | Jenny Yeung | Lehman Brothers CMPA | Floating | Composite pay rate for an USD Interest Rate Swap switch | Jenny Yeung | Lehman Brothers CMPM | Floating | composite receiving rate for an USD Insterest Rate Swap Switch | Jenny Yeung | Lehman Brothers CMPSP | Floating | composite spread contributed by the dealers for an DSWP (USD Interest Rate Swap) benchmark trade | Jenny Yeung | Lehman Brothers ADJDTCP | String | Calculation (Accrual) Period Business Day Adjustment Convention. Possible values Floating Leg: MODFOLLOW | Jenny Yeung | Lehman Brothers ADJDTPD | String | Payment date business day adjustment convention. | Possible values Floating leg: MODFOLLOW Jenny Yeung | Lehman Brothers ADJDTRES | String | Required for Floating Rate Leg. Reset Date business day adjustment convention. Possible Values Floating leg: MODFOLLOW | Jenny Yeung | Lehman Brothers DYCTBAS | String | Day count basis. leg values: 30/, 30E/, ACT/ Floating Leg values: ACT/ | Jenny Yeung | Lehman Brothers FRREF | String | Required for Floating Rate Leg. Floating rate reference. Values: LIBOR3M | Jenny Yeung | Lehman Brothers FRESDAYS | Number | Required for Floating Rate Leg. Reset Days for floating payments. Values: 2 | Jenny Yeung | Lehman Brothers IRSSWTYPE | String | Jenny Yeung | Lehman Brothers SWSPRD | String | This is the diference in the rates for each side of the switch. For benchmark trades it is the composite spread at the time of trade. Max precision 5 decimal places, rounded to for benchmark spreads, for switches. | Jenny Yeung | Lehman Brothers CNFCO | String | Jenny Yeung | Lehman Brothers fe | String | reserved | Jenny Yeung | Lehman Brothers PriceRatio | d | Used for price calculation in spread and leg pricing. | Fred Malabre | Chicago Mercantile Exchange ECV | String | Electronic confirmation vendor values None, Parallel or Tradeweb | Jenny Yeung | Lehman Brothers ISMN | String | Forward months for OIS forward runs and forward starting swaps | Jenny Yeung | Lehman Brothers ISDY | Integer | Number of months in the tenor (0, 3, 6, 12, 24, etc) | Jenny Yeung | Lehman Brothers reserved | Jenny Yeung | Lehman Brothers FixedLegDayCount | String | Fixed leg day-count basis. 30/, ACT/, ACT/ACTM or ACT/ACTD | Jenny Yeung | Lehman Brothers FloatingLegDayCount | String | Floating leg day-count basis. ACT/ | Jenny Yeung | Lehman Brothers CUSTPRC | string | Yes Indicates whether this is a customer bid/ask trade. Value: NO | Jenny Yeung | Lehman Brothers AORGID | String | The accountNet organization identifier of the customer. present for AccountNet-enabled customers only. | Jenny Yeung | Lehman Brothers AORGID | String | the accountNet organization identifier of the customer. Present for AccountNet enabled customers only | Jenny Yeung | Lehman Brothers ACODE | String | AccountNet ACODE. Present for AccountNet-enabled customers only. | Jenny Yeung | Lehman Brothers ACCTACR | String | Account Acronym assigned by the dealer. | Jenny Yeung | Lehman Brothers BRKNA | String | Breakdown active indicator used in allocation instruction message. | Jenny Yeung | Lehman Brothers Exchange Gateway ID | The gateway id (or name) for the exchange in the broker system. (one exchange can have multiple gateways from a broker system) | Amit Chilgunde | Barclays Capital EndPointExchangeOrderId | Mostly for algo orders. Exchangeorderid of the child order. | Amit Chilgunde | Barclays Capital EndpointExchangeExecutionId | Mostly for algo orders. ExchangeExecutionId of the child order. | Amit Chilgunde | Barclays Capital NIMTimeRemaining | Quote Status Report | Number of seconds remaining in the current phase of the NIM. | Michael Merold | ICAP ClearingQType | Execution Report | Indicates whether allocated qty was executed in the IF-CLEARED or WHEN-CLEARED queue. Valid values are I for IF-CLEARED and W for WHEN-CLEARED. | Michael Merold | ICAP QueryToken | Order Mass Status Rqst & ER | Token used to maintain query context for result paging. | Michael Merold | ICAP ClientInfo | New Order Single, Execution Rp | Free form string containing client-specific information associated with an order. Information is provided in New Order Single, and Order Cancel Replace messages. Trading system will return ClientInfo in Execution Report. | Michael Merold | ICAP FixingBraket | X | Identifies the time braket the fixing price is for. | Fred Malabre | CME Group TotalVolume | x | Total volume for a given security, cross venues. | Fred Malabre | CME Group OpenInterestQty | x | Quantity of the open interest in a given security. | Fred Malabre | CME Group MassQuoteMessagesCount | b | Total number of mass quote messages received in a given time interval. | Fred Malabre | CME Group QuoteEntriesCount | b | Total number of quote entries received in a given time interval. | Fred Malabre | CME Group LegSecurityGroup | InstrumentLeg | Multileg instruments individual securitys group. | See SecurityGroup () field for description Fred Malabre | CME Group TradingReferenceDate | D | Contains the date to which the TradingReferencePrice correspond. | Fred Malabre | CME Group AggressorSide | X | Aggressor side of a trade in a central order book. | 1: Buyer 2: Seller Fred Malabre | CME Group DayCount | f | Day count used to calculate interest rates. | Fred Malabre | CME Group MatchEventStartIndicator | 35=X | Boolean to indicate the beginning of a match event for a central order book system. | Fred Malabre | CME Group CDNAccountType | CDNAccountType | Indicates the type of the trading account. Valid values include:NC non-client (ME, TSX*, TSXV*)CL client (ME, TSX, TSXV)ST equities specialist (TSX)IN inventory (ME, TSX, TSXV)OF options firm account (TSX) OT options market maker (TSX, TSXV)Notes: * Indicates default eunic-brussels.eu is no default for a Trade Modification from the ME. | Tom May | RBC CDNAnonymous | CDNAnonymous | An order flagged as Anonymous is forwarded to the exchange where they are published to the market without the members firm eunic-brussels.eu values include Y 7 1 15 6 N.Default N.TSX and TSXV. | Tom May | RBC CDNLotsOf | CDNLotsOf | A special term for an order specifying that each fill must be divided into equal lots. Total volume of order must be a multiple of LotsOf. LotsOf = eunic-brussels.eu defaultTSX and TSXV. | Tom May | RBC CDNNonResident | CDNNonResident | A terms marker indicating that trade participant is not a Canadian resident. Valid values include Y
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