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SFC-DSOL1.0

The indicator of the event type as defined by the enumeration specifications.

The creation time of the event. In-Scope Brokers should record the most accurate time they can get closest to the actual time.

This field is used in conjunction with the eventDateTime, if the timestamp in eventDateTime is not granular enough to accurately reconstruct the sequence of events.

The date and time that the acknowledgement or response was sent to the upstream system or to the client.

Indicates the type of logical response of the recorded Order or Split event. If the Order or Split event has no actual response, use the 'null' filler (i.e. null).

Text associated with an event response to record any additional details (e.g. the reject reason in the case of a rejection).

An identifier assigned to the top parent order which should be unique throughout its life cycle.

The ID of the order generated by a system, this should be unique during a trading day but can be reused over time. In Split events, it is the order ID of the child order split itself. In Execution events, it is the order ID of the corresponding order or child order.

Indicates the order ID received from a client. For orders not created electronically or if the client side does not provide the order ID, this field is not required.

Indicates the security to be traded by the order, e.g. '0001.HK'.

Specifies the type of the ID used in the securityID field, e.g. RIC, SEDOL, ISIN, etc. as defined by the Data Standards enumeration specifications.

Indicates the type of security, e.g. equity, future, option, warrants/CBBCs, or others.

The account ID assigned to an order. This must map to the In-Scope Broker’s Reference Data Dictionary. Not required if the account is not known, or it is an aggregated order.

Key string used to identify the client defined by the In-Scope Broker. This must map to the In-Scope Broker’s Reference Data Dictionary provided by the broker which may include other client-related identification such as LEI, entity name, or other detailed information about the client or internal desk. Not required if it is an aggregated order.

Indicates the grouping of clients amongst 'Institutional (internal or external)', 'Proprietary/Principal' or 'Retail'.

In Order and Split events, it indicates the intended trading capacity of an order, i.e 'A - agency' or 'P - principal'. In Order Summary event, it also allows additional value 'AP - agency/principal' to indicate cases when an order is intended to trade partially in an agency capacity and partially in a principal capacity.

A free text field which indicates how an order is received, e.g. voice, electronic, internet, mobile, etc.

The price value for limit based order types, for market order types, a 'zero' value should be used.

For day orders, it is the quantity of the order. For multi-day orders, this can be the rolled over quantity from the previous trading day or the original order quantity. In Modify events, this indicates the intended or target order quantity of the modification, regardless of whether the order was partially filled or not.

Indicates the type of order as defined by the enumeration specifications.

Indicates the lifetime of the order, e.g. today only, valid until specified date, valid until it is cancelled or completed, as defined by the Data Standards enumeration specifications.

Indicates whether the order is a Buy, Sell, Short Sell or Short Sell Exempt, etc. as defined by the Data Standards enumeration specifications.

For short sell orders only, this indicates whether the client has already covered the short amount, or needs the In-Scope Broker to locate the stock for borrowing.

The currency of the order, if it has been provided by the client.

If multiple orders are aggregated into a new single order for trading, then this field contains the list of those orders' logicalOrderIDs and respective quantities which make up the aggregated order.

A free text field as a unique identifier for a 'collection of orders'. (Please refer to Section 3.1.7.4 for details.)

The key value of the referenced Algo strategy, e.g. 'VWAP', 'percentage of volume', etc. as defined by the In-Scope Broker.

Algo parameters as part of order requests as specified by the client. The In-Scope Broker can concatenate all specified parameters into a single string with proper delimiters.

Indicates whether a client order would participate in ALPs. In case not indicated in the client order or not defined in the client setup, this should default to the opt-in/opt- out value according to the client agreement with the In-Scope Broker.

This free text field indicates the type of business or services required to be provided for effecting an order, e.g. High Touch, Low Touch, Portfolio, etc. This can be freely defined by the In-Scope Broker which best describes its business activities.

'true' indicates that a client has requested that the order must be executed at an exchange.

Indicates whether the client has specified an Execution Venue for execution, e.g. for Low Touch orders, this would normally be 'true', but for High Touch this would normally be 'false'.

Used in conjunction with GTD orders to indicate the order expiry date.

Indicates any In-Scope Broker defined order instruction that is not already captured in the orderType and/or algoAttributes fields. This must map to the In-Scope Broker’s Reference Data Dictionary.

Captures any free text fields on an order new or modify message. This usually contains information from client order instructions, or inter-desk instructions other than the data supplied in the orderInst field. For a child order split that does not have its own instructions, copy the value from its parent order if available.

A free text string name or identifier of the primary system recording the event, e.g. OMS, Algo, etc. as defined by the In-Scope Broker.

Indicates the name or identifier of the sales trader processing or monitoring the order. This must map to the In-Scope Broker’s Reference Data Dictionary.

Indicates the name or identifier of the trader processing or monitoring the order. An In- Scope Broker can use a system user name (or a valid filler value) for automated trade processes such as low touch order. This must map to the In-Scope Broker’s Reference Data Dictionary.

If In-Scope Brokers keep the same original orderQty for multi-day orders, this should be used to indicate the actual quantity for the rolled-over order at a given day.

Indicates if an order, either agency or principal, is a result of IOI generated by the In-Scope Broker. If it is generated from a genuine client order, use 'AIOI', if it is generated by the In-Scope Broker's proprietary desk, use 'PIOI'.

Options only: indicates the expiration date of an option.

Options only: indicates if this is a put or call option.

Options only: indicates the strike price of an option.

Specifies the type of the identifier used in the underlyingSecurityID field, e.g. RIC, SEDOL, ISIN, etc., for derivative security such as futures contracts and options only.