Name | Base Type | Description | Pedigree |
|---|---|---|---|
| Alpha | none | These fields use standard ASCII character bytes. They are left justified and padded on the right with spaces. | |
| Boolean | none | A value with two choices: 0 or 1. | |
| BitField | none | A single byte used to hold up to eight 1-bit flags. Each bit will represent a Boolean flag. The 0 bit is the lowest significant bit and the 7 bit is the highest significant bit. | |
| Byte | none | A single byte used to hold one ASCII character. | |
| Date | none | Date specified in the YYYYMMDD format using ASCII characters. | |
| Time | none | Time specified in HHMMSS format using ASCII characters in a 24-hour clock format. | |
| UDT | none | 64 bit unsigned integer where; time stamp (in UTC) = (date time per second resolution in unix time format) * 1,000,000,000 + (nanoseconds component). | |
| Price | none | Signed Little-Endian encoded 64 bit integer field with eight implied decimal places. | |
| Size | none | Little-Endian encoded 64 bit unsigned integer with eight implied decimal places. | |
| Price4 | none | Signed Little-Endian encoded 64 bit integer field with four implied decimal places. | |
| Size4 | none | Little-Endian encoded 64 bit unsigned integer with four implied decimal places. | |
| UInt8 | none | 8 bit unsigned integer. | |
| UInt16 | none | Little-Endian encoded 16 bit unsigned integer. | |
| UInt32 | none | Little-Endian encoded 32 bit unsigned integer. | |
| UInt64 | none | Little-Endian encoded 64 bit unsigned integer. | |
| DateTime | none | ISO 8601 date and time in the following string format:YYYY-MM- DDThh:mm:ss.ddddddZ.<br> - ‘YYYY’ is the year<br>- ‘MM’ is the month<br>- ‘DD’ is the day<br>- ‘T’ – means that the letter ‘T’ shall be used<br>- ‘hh’ is the hour<br>- ‘mm’ is the minute<br>- ‘ss.dddddd’ is the second and its fraction of a second<br>- Z is UTC time <br> Dates and times shall be reported in UTC. | |
| MiFIDDecimal | none | These fields use standard ASCII character bytes to represent numeric values. They are left justified and padded on the right with spaces.<br> {DECIMAL-n/m} – Decimal number of up to ‘n’ digits in total of which up to ‘m’ digits can be fraction digits. Decimal separator is ‘.’ (Full stop). Negative numbers are prefixed with ‘-’ (minus).<br> Where applicable, values shall be rounded and not truncated.<br> The default value that is populated when there is no valid value can be ‘0’ (zero) or ‘spaces’, dependent on the upstream system. For upstream system, TRADEcho it is always ‘spaces’. | |
| PTLiquidityFlagCodeSet | none | ||
| TradingStatusCodeSet | none | ||
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