Tag | Name | Type | Required | Description |
---|---|---|---|---|
37 | String | |||
198 | String | |||
11 | String | In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i)
| ||
526 | String | In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i)
| ||
66 | String | |||
1080 | String | Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs
| ||
1081 | Char Enum | |||
1431 | Int Enum | The reason for updating the RefOrdID
| ||
Component | ||||
1091 | Boolean | |||
40 | Char Enum | Order type from the order associated with the trade
| ||
44 | Price | Order price at time of trade
| ||
99 | Price | Stop/Limit order price
| ||
18 | MultipleCharValue Enum | Execution Instruction from the order associated with the trade
| ||
39 | Char Enum | Status of order as of this trade report
| ||
Component | Order quantity at time of trade
| |||
151 | Quantity | |||
14 | Quantity | |||
59 | Char Enum | |||
126 | UTCTimestamp | The order expiration date/time in UTC
| ||
Component | ||||
2362 | String | May be used as an alternative to MatchingInstructions when the identifier does not appear in another field
| ||
2964 | Int Enum | |||
1629 | Int | The (minimum or suggested) period of time a quoted price is to be tradable before it becomes indicative. (i.e. quoted price becomes off-the-wire)
| ||
1916 | Int Enum | |||
Component | ||||
528 | Char Enum | |||
529 | MultipleCharValue Enum | |||
775 | Int Enum | |||
1432 | Int Enum | |||
1724 | Int Enum | |||
Component | ||||
2704 | Int Enum | |||
821 | String | |||
1093 | Char Enum | |||
483 | UTCTimestamp | |||
586 | UTCTimestamp | |||
2766 | Percentage |