Indexes

Message Layouts
PreTrade

Code Set

MessageTypeCodeSet

ID90
TypeByte
NameValueSynopsisElaboration
Pedigree
Heartbeat-Used by the server, on the real-time service, to exercise the communication line during periods of inactivity.
LoginRequest(soh)Used by the client to log in to the replay or recovery channel.
LoginResponse(stx)Used by the server to accept or reject a login request to the replay or recovery channel.
ReplayRequest(etx)Used by the client to request a retransmission of messages on the replay channel.
ReplayResponse(eot)Used by the server to respond to a retransmission request on the replay channel.
RecoveryRequestUsed by the client to request data on the recovery channel.
RecoveryResponseUsed by the server to respond to a snapshot request on the Snapshot channel.
ReplayAndRecoveryCompleteƒUsed by the server to indicate the successful completion of servicing a message replay or a recovery request.
SystemEventSSent to indicate the start and end of the day. For TRADEcho, recoverable to provide the trading session.
InstrumentDirectorypUsed to disseminate a common and limited set of data for all configured instrument types (except strategy instruments) on the real-time channels.
InstrumentDirectoryEquitiesRUsed to disseminate reference data information of equity instruments.
InstrumentDirectoryDerivativesvUsed to disseminate reference data information of derivative instruments.
InstrumentDirectoryFixedIncomenUsed to disseminate reference data information of Fixed Income instruments.
InstrumentDirectoryStrategiesoUsed to disseminate reference data information of strategy (combination) instruments.
InstrumentStatusHUsed to communicate scheduled and unscheduled session changes. When sent in the recovery channel, used to indicate the current trading status of an instrument.
AddOrderAIndicates the first order of a given side of an MBO snapshot.
AddOrderShorteUsed to indicate individual orders of an MBO snapshot.
AddOrderMBPfIndicates the first price point of a given side of an MBP snapshot.
AddOrderShortMBPgUsed to indicate individual price points of an MBP snapshot.
AddOrderIncrementalFSent to instruct recipients to add a new displayable order to the retrospective order book.
DeleteOrderDSent to instruct recipients to delete an order from the retrospective order book.
ModifyOrderUSent to instruct recipients to update an order’s price and/or size on the retrospective order book.
TopOfBookiUsed to update the level 1 service following any change to the consolidated Best Bid and Offer.
OrderBookClearySent to instruct recipients to remove all orders from the order book for the specified instrument.
TradePSent to indicate trades executed on supported markets.
TradeCrossqSent to indicate a cross trade execution.
StatisticswContains a set of statistics that are updated frequently, usually as a result of executions.
StatisticsUpdatejContains a set of statistics that are not updated frequently.
StatisticsSnapshotkA snapshot of an instrument’s statistics that is used for recovery.
FTSERussellIndicesUpdatelUsed to redistribute index values for a set of FTSE Russell indices.
AnnouncementsuUsed to disseminate announcements.
IndicativeQuoteInformationÇIndicates the simple average of the bid and ask of a Request for Quote (RFQ) session.
MiFIDTradeQSent to represent different types of MiFID compliant trades published by markets.
MiFIDTradeReportTSent to report the MiFID compliant details of a privately negotiated trade.
MiFIDTradeCrossVSent to indicate a MiFID compliant cross trade.
SIQuotingGPublishing Systematic Internaliser (SI) Quotes
TradeSummaryWPublishing Trade Summaries for both Multi- and Single-Fill Trades
AnalyticsaAnalytics Message is used to disseminate additional statistics including order book activity statistics.

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