Indexes

Message Layouts
PreTrade

Message

TradeCross (q)

ID21875
Sent to indicate a cross trade execution.
83
Y
Length of message including this field.
90
Y
0x71=Trade Cross
185
Y
Time the message was generated.
203
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.
171
Y
Venue from which market data is received for the instrument.

Please refer to the Additional Field Values section for valid values.
52
Y
Size executed.
70
Y
GTP Instrument identifier.
134
Y
Executed price. Implied price if instrument is traded in yield.
227
Y
Yield at which the trade was done, if the instrument trades in yield.
192
Y
Unique identifier of the trade.
34
Y
The unique ID of the Cross/BTF Order.
35
Y
The type of the Cross/BTF Order.
Y

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