| ID | 34952 |
The Supplementary Event is not one of the order life cycle events. The supplementary Event record is only used to hold additional data for specific fields which can contain multiple delimited values where the total length of the data to be recorded exceeds the specified field length limit.
To construct a supplementary record, please note the following:
- the event type field is denoted by appending supplemented event type with ’S’. E.g., ONEWS for an ONEW supplement
- the supplementary event record should have the same logicalOrderID as the supplemented event
- the supplementary event record should have the same timestamp as the supplemented event in eventDateTime field and use eventSequence field to denote the sequence
- individual value or key/value pairs must be kept as whole records in an event field (i.e., break the data only by removing a delimiter) Assuming a field can only hold up to 2 key/value pairs in the following example, the string ’key1=value1|key2=value2|key3=value3’, should be broken up into ’key1=value1|key2=value2’ and ’key3=value3’
- the supplementary event must be recorded on a line that immediately follows the line that records the supplemented event in the same data file provided to the SFC
- there can be as many supplementary events as needed to hold all the data
32 | Y | The creation time of the event. In-Scope Brokers should record the most accurate time they can get closest to the actual time. | |||
36 | Y | 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. | |||
53 | Y | An identifier assigned to the top parent order which should be unique throughout its life cycle. | |||
62 | Y | 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. | |||
aggregatedOrders | 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. | ||||
6 | 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. | ||||
47 | 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. |
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