Orchimate 1.2.3 /

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Number of entries following.

Y

Required if NoMDEntries(268) > 0.

Conditionally required when maintaining an order-depth book (AggregatedBook(266) is "N"). Allows subsequent Incremental changes to be applied using MDEntryID(278).

Conditionally required if MDEntryType(269) is not A (Imbalance), B (Trade Volume), or C (Open Interest); Conditionally required when MDEntryType(269) = Q (Auction clearing price).

Used to support market mechanism type; limit order, market order, committed principal order

Can be used to specify the currency of the quoted price.

Required for NDFs to specify the settlement currency (fixing currency).

Conditionally required when MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest).

Can be used to specify the lot type of the quoted size in order depth books.

Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C

Space-delimited list of conditions describing a quote.

Space-delimited list of conditions describing a trade

Used if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price).

For optional use when this Bid or Offer represents an order

For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry.

For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry.

Conditionally required when TimeInForce(59) = A (Good for Time).

For optional use when this Bid or Offer represents an order

Can contain multiple instructions, space delimited.

For optional use when this Bid, Offer, or Trade represents an order

For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id.

For optional use when this Bid, Offer, or Trade represents a quote

For optional use in reporting Trades.

For optional use in reporting Trades.
May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades.

For optional use in reporting Trades.

For optional use in reporting Trades

For optional use in reporting Trades

For optional use in reporting trades.

For optional use in reporting trades.

In an Aggregated Book, used to show how many individual orders make up an MDEntry

May be used when MDEntryType(269)=2 (Trade) to indicate the number of trades aggregated to a single trade with MDEntryPx(270) as weighted average price and MDEntrySize(271) as total aggregated volume.

Specifies trade type when a trade is being reported. For optional use in reporting trades.

For optional use in reporting trades.

For optional use in reporting trades. Conditionally requires presence of TrdType(828).

For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType(855).

For optional use in reporting trades as alternative to the use of individual fields.

Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report.

For optional use in reporting trades.

For optional use in reporting trades.

For optional use in reporting trades.

For optional use when reporting trades. Lists trades related to the current market data entry, e.g. leg trades of a multi-leg trade.

Text to describe the Market Data Entry. Part of repeating group.

Must be set if EncodedText(355) field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.

Used to report high price in association with trade, bid or ask rather than a separate entity

Used to report low price in association with trade, bid or ask rather than a separate entity.

Indicates the first price of a trading session; can be a bid, ask, or trade price.

Indicates the last price of a trading session; can be a bid, ask, or trade price.

Used to report trade volume in association with trade, bid or ask rather than a separate entity

Indicates date on which instrument will settle.
For NDFs required for specifying the "value date".

Used to identify the sequence number within a feed type

For optional use in reporting market data events.

May be specified for an MDEntryType(269)=2 (Trade) entry to indicate that MDEntryPx(270), PriceType(423) and MDEntrySize(271) apply to the instance of the InstrmtLegGrp component with matching LegID(1788).