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BeaconCapitalStrategies

ID31017

List of user-defined fields for Beacon Capital Strategies.

Field
Name
Type
Req'd
Comments
Pedigree
5113

CreditRatingAgency

Instrument

Format: int Research Agency provided Credit Rating evaluation. Used in conjunction with CreditRating field ( tag 256 ) Beacon values: 0 – S&P 1 – Moody’s 2 – Fitch

5121

Format: String

specifies algorithm source using language type specified in FilterSource ( 5120 ).

5123

Format: int ID provider echo FilterReqID(5122), new generated ID by provider for

Requested Filter.

Used to cancel/update filters.

5122

Format: int

filter requester ID

see FilterID generated by filter provider to used to

cancel/update filters.

5120

Format: String

FilterSource specifies which language type supported to create a Filter ( 5121 ).

valid values

“SQL”,

“REGEX”,

“JAVASCRIPT”,

“XPATH”,…

used in conjunction with

Filter(5121),

FilterReqID(5122).

5117

Format: int Research Agency provided Leg Credit Rating evaluation. Used in conjunction with LegCreditRating field ( tag 257 ) Beacon values: 0 – S&P 1 – Moody’s 2 – Fitch

5114

Format: NumInGroup

Number of repeating CreditRating ( 255 )

and CreditRatingAgency ( 5113 )

entries.

use NoCreditRating == 0

when CreditRatingAgency and CreditRating is not provided.

5129

Used in IOIList.

Market data field

5118

Format: NumInGroup Number of repeating LegCreditRating ( 257 ) and LegCreditRatingAgency ( 5117 ) entries. use NoLegCreditRating == 0 when LegCreditRatingAgency and LegCreditRating is not provided.

5119

Specifies the number of RFQRequests.

Market data field

5116

Format: NumInGroup Number of repeating UnderlyingCreditRating ( 256 ) and UnderlyingCreditRatingAgency ( 5115 ) entries. use NoUnderlyingCreditRating == 0 when UnderlyingCreditRatingAgency and UnderlyingCreditRating is not provided.

5130

Used in IOIList, SecurityList, SecurityStatus

Number of Indications currently alive ( not expired based on validUntilTime )

Market data field

5115

Format: int

Research Agency provided Credit Rating evaluation.

Used in conjunction with

UnderlyingCreditRating field ( tag 256 )

Beacon values:

0 – S&P

1 – Moody’s

2 – Fitch

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