The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
768 | NumInGroup | Number of TrdRegTimestamp (769) entries | ||
769 | UTCTimestamp | Required if NoTrdRegTimestamps(768) > 0 | ||
770 | Int Enum | Required if NoTrdRegTimestamps(768) > 0 | ||
771 | String | |||
2839 | Boolean Enum | |||
1033 | String Enum | |||
1034 | Int Enum | |||
1035 | MultipleStringValue Enum | |||
1727 | String | |||
2831 | Int Enum | May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO) | ||
2832 | Price | May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO) | ||
2833 | Quantity | May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO) | ||
2834 | Int Enum | May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO) |