Enums§
- Adjustment
- AdvSide
- AdvTrans
Type - Aggregated
Book - Alloc
Handl Inst - Alloc
Link Type - Alloc
RejCode - Alloc
Status - Alloc
Trans Type - Basis
PxType - Benchmark
- BidRequest
Trans Type - Business
Reject Reason - Comm
Type - Corporate
Action - Covered
OrUncovered - Customer
OrFirm - CxlRej
Reason - CxlRej
Response To - DKReason
- Delete
Reason - Discretion
Inst - DueTo
Related - Email
Type - Encrypt
Method - Exchange
ForPhysical - Exec
Inst - Exec
Restatement Reason - Exec
Trans Type - Exec
Type - Financial
Status - Forex
Req - GTBooking
Inst - GapFill
Flag - Halt
Reason Char - Handl
Inst - IDSource
- IOINatural
Flag - IOIQlty
Ind - IOIQualifier
- IOIShares
- IOITrans
Type - InView
OfCommon - IncTax
Ind - Last
Capacity - Liquidity
IndType - List
Exec Inst Type - Locate
Reqd - MDEntry
Type - MDReq
RejReason - MDUpdate
Action - MDUpdate
Type - Message
Encoding - Misc
FeeType - MsgDirection
- MsgType
- Multi
LegReporting Type - NetGross
Ind - Notify
Broker OfCredit - Open
Close - Open
Close Settle Flag - OrdRej
Reason - OrdStatus
- OrdType
- Poss
DupFlag - Poss
Resend - Price
Type - Process
Code - Prog
RptReqs - PutOr
Call - Quote
AckStatus - Quote
Cancel Type - Quote
Condition - Quote
Entry Reject Reason - Quote
Reject Reason - Quote
Request Type - Quote
Response Level - Report
ToExch - Reset
SeqNum Flag - Routing
Type - Rule80A
- Security
Request Type - Security
Response Type - Security
Trading Status - Security
Type - Session
Reject Reason - Settl
Inst Mode - Settl
Inst Source - Settl
Inst Trans Type - Settl
Location - Settlmnt
Typ - Side
- Solicited
Flag - Stand
Inst DbType - Subscription
Request Type - Tick
Direction - Time
InForce - Trad
SesMethod - Trad
SesMode - Trad
SesStatus - Trade
Condition - Trade
Type - Unsolicited
Indicator - Urgency
Type Aliases§
- Account
- Accrued
Interest Amt - Accrued
Interest Rate - AdvId
- AdvRefID
- Alloc
Account - Alloc
AvgPx - AllocID
- Alloc
LinkID - Alloc
NetMoney - Alloc
Price - Alloc
Shares - Alloc
Text - AvgPrx
Precision - AvgPx
- Begin
SeqNo - Begin
String - BidDescriptor
- BidDescriptor
Type - BidForward
Points - BidID
- BidPx
- BidSize
- BidSpot
Rate - BidType
- Body
Length - Broker
OfCredit - Business
Reject RefID - BuyVolume
- Cash
Order Qty - Cash
Settl Agent Acct Name - Cash
Settl Agent Acct Num - Cash
Settl Agent Code - Cash
Settl Agent Contact Name - Cash
Settl Agent Contact Phone - Cash
Settl Agent Name - Check
Sum - ClOrdID
- Clearing
Account - Clearing
Firm - Client
BidID - ClientID
- Commission
- ComplianceID
- Contra
Broker - Contra
Trade Qty - Contra
Trade Time - Contra
Trader - Contract
Multiplier - Country
- Coupon
Rate - Cross
Percent - CumQty
- Currency
- CxlQty
- CxlType
- DayAvg
Px - DayCum
Qty - DayOrder
Qty - DefBid
Size - DefOffer
Size - Deliver
ToCompID - Deliver
ToLocationID - Deliver
ToSubID - DeskID
- Discretion
Offset - Dlvy
Inst - EFPTracking
Error - Effective
Time - Email
ThreadID - Encoded
Alloc Text - Encoded
Alloc Text Len - Encoded
Headline - Encoded
Headline Len - Encoded
Issuer - Encoded
Issuer Len - Encoded
List Exec Inst - Encoded
List Exec Inst Len - Encoded
List Status Text - Encoded
List Status Text Len - Encoded
Security Desc - Encoded
Security Desc Len - Encoded
Subject - Encoded
Subject Len - Encoded
Text - Encoded
Text Len - Encoded
Underlying Issuer - Encoded
Underlying Issuer Len - Encoded
Underlying Security Desc - Encoded
Underlying Security Desc Len - EndSeq
No - ExDestination
- Exec
Broker - ExecID
- Exec
RefID - Expire
Date - Expire
Time - Fair
Value - FutSett
Date - FutSett
Date2 - Gross
Trade Amt - Headline
- Heart
BtInt - HighPx
- IOIOth
Svc - IOIRefID
- IOIid
- Issuer
- Last
Forward Points - LastMkt
- Last
MsgSeq NumProcessed - LastPx
- Last
Shares - Last
Spot Rate - Leaves
Qty - Lines
OfText - Liquidity
NumSecurities - Liquidity
PctHigh - Liquidity
PctLow - Liquidity
Value - List
Exec Inst - ListID
- List
Name - List
Order Status - List
SeqNo - List
Status Text - List
Status Type - LocationID
- LowPx
- MDEntry
Buyer - MDEntry
Date - MDEntryID
- MDEntry
Originator - MDEntry
Position No - MDEntry
Px - MDEntry
RefID - MDEntry
Seller - MDEntry
Size - MDEntry
Time - MDMkt
- MDReqID
- Market
Depth - Maturity
Day - Maturity
Month Year - MaxFloor
- MaxMessage
Size - MaxShow
- MinQty
- Misc
FeeAmt - Misc
FeeCurr - MsgSeq
Num - NetMoney
- NewSeq
No - NoAllocs
- NoBid
Components - NoBid
Descriptors - NoContra
Brokers - NoDlvy
Inst - NoExecs
- NoIOI
Qualifiers - NoMD
Entries - NoMD
Entry Types - NoMisc
Fees - NoMsg
Types - NoOrders
- NoQuote
Entries - NoQuote
Sets - NoRelated
Sym - NoRoutingI
Ds - NoRpts
- NoStrikes
- NoTrading
Sessions - NumBidders
- NumDays
Interest - NumTickets
- Number
OfOrders - Offer
Forward Points - OfferPx
- Offer
Size - Offer
Spot Rate - OnBehalf
OfCompID - OnBehalf
OfLocationID - OnBehalf
OfSending Time - OnBehalf
OfSubID - OptAttribute
- OrderID
- Order
Qty - Order
Qty2 - Orig
ClOrdID - Orig
Sending Time - Orig
Time - OutMain
CntryU Index - Outside
Index Pct - PegDifference
- Prev
Close Px - Price
- Prog
Period Interval - Quote
EntryID - QuoteID
- Quote
ReqID - Quote
SetID - Quote
SetValid Until Time - Ratio
Qty - RawData
- RawData
Length - RefAllocID
- RefMsg
Type - RefSeq
Num - RefTagID
- Relatd
Sym - RoutingID
- RptSeq
- Secondary
OrderID - Secure
Data - Secure
Data Len - Security
Desc - Security
Exchange - SecurityID
- Security
ReqID - Security
ResponseID - Security
Settl Agent Acct Name - Security
Settl Agent Acct Num - Security
Settl Agent Code - Security
Settl Agent Contact Name - Security
Settl Agent Contact Phone - Security
Settl Agent Name - Security
Status ReqID - Sell
Volume - Seller
Days - Sender
CompID - Sender
LocationID - Sender
SubID - Sending
Date - Sending
Time - Settl
Brkr Code - Settl
Curr Amt - Settl
Curr FxRate - Settl
Curr FxRate Calc - Settl
Currency - Settl
Delivery Type - Settl
Depository Code - Settl
Inst Code - Settl
InstID - Settl
Inst RefID - Shares
- Side
Value1 - Side
Value2 - Side
Value Ind - Signature
- Signature
Length - Spread
ToBenchmark - Stand
Inst DbID - Stand
Inst DbName - StopPx
- Strike
Price - Strike
Time - Subject
- Symbol
- Symbol
Sfx - Target
CompID - Target
LocationID - Target
SubID - Test
ReqID - Text
- TotNo
Orders - TotNo
Strikes - TotQuote
Entries - Total
NumSecurities - Total
Volume Traded - Trad
SesClose Time - Trad
SesEnd Time - Trad
SesOpen Time - Trad
SesPre Close Time - Trad
SesReqID - Trad
SesStart Time - Trade
Date - Trading
SessionID - Transact
Time - URLLink
- Underlying
Contract Multiplier - Underlying
Coupon Rate - Underlying
Currency - UnderlyingID
Source - Underlying
Issuer - Underlying
Maturity Day - Underlying
Maturity Month Year - Underlying
OptAttribute - Underlying
PutOr Call - Underlying
Security Desc - Underlying
Security Exchange - Underlying
SecurityID - Underlying
Security Type - Underlying
Strike Price - Underlying
Symbol - Underlying
Symbol Sfx - Valid
Until Time - Value
OfFutures - WaveNo
- WtAverage
Liquidity - XmlData
- XmlData
Len