Indexes

Message Layouts
PostTrade
PreTrade
Trade

Datatypes

Name
Base Type
Description
Pedigree
Boolean

none

Either ‘true’ or ‘false’ value, lower cases without quotation marks

DictionaryKey

none

A dictionary maps the value as key to the corresponding metadata which describe the meaning of the value

KeyValuePairs

none

A list of zero or more tuples where each tuple is comprised of a string key, a separator (’=’, ASCII decimal 61, hex 3D), and a string value.

Lists of more than one key/value pairs use the pipe character (’|’, ASCII decimal 124, hex 7C) to separate tuples.

Number

none

A numeric value

Integer

none

A numeric value with no decimal or fractional component

StringShort

none

Free text field with a maximum length of 64 chars.

For a list of string values use the pipe character (’|’, ASCII decimal 124, hex 7C) to separate individual strings.

StringLong

none

Free text field with a maximum length of 256 chars.

For a list of string values use the pipe character (’|’, ASCII decimal 124, hex 7C) to separate individual strings.

StringExtra

none

Free text field with a maximum length of 2048 chars.

For a list of string values use the pipe character (’|’, ASCII decimal 124, hex 7C) to separate individual strings.

Timestamp

none

Timestamps are represented in UTC YYYYMMDD-HH:mm:ss.nnnnnnn Valid values: * YYYY (Year) = 0000-9999

  • MM (Month) = 01-12

  • DD (Day) = 01-31

  • HH (Hour) = 00-23 (24-hour notation)

  • mm (Minute) = 00-59

  • ss (Second) = 00-59/60 (60 only if UTC leap second)

Granular timestamp accuracy supported:

  • nnn (millisecond accuracy)

  • nnnnnn (microsecond accuracy)

  • nnnnnnn (100 nanosecond accuracy)

Date

none

A calendar date format as defined by ISO- 8601. i.e. YYYYMMDD

Currency

none

3 letter currency code as defined by ISO- 4217. Including non-ISO currency code ’CNH’ and ’RMB’

Price

none

String

none

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