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LSEG Group Ticker Plant20.8

Y

Length of message including this field.

Y

0x50=Trade

Y

Time the message was generated.

Y

Execution timestamp as reported by the supported market.

If a trade is cancelled or amended, this field will contain the transaction time of the original trade.

Y

Venue from which market data is received for the instrument.

Please refer to the Additional Field Values section for valid values.

Y

Total executed quantity.

Y

GTP Instrument identifier.

Y

Executed price. Will be set to 1 if the price is pending. Implied price if instrument is traded in yield.

Y

Yield at which the trade was done, if the instrument trades in yield. Blank if not.

Y

Unique identifier of the trade.

Y

Y

The value in this field is only relevant when Trade Type is 1:

Y

Y

For London Stock Exchange, during continuous trading and CPX session, Turquoise Lit™ Order Book 1[2] will be sent for execution of visible[hidden] quantities.

For Turquoise Plato™ Order Book, it will be always set to 2 (Hidden).

For London Stock Exchange Auction Trades, Turquoise Lit Auctions™ Order Book, Turquoise NYLON™ Cash Order Book, 0 will be sent indicating ‘Not Applicable’ (N/A).