Indexes

Message Layouts
PreTrade

Code Sets

Name
ID
Datatype
Description
Pedigree
AgencyCrossIndicatorCodeSet3Byte
AgencyCrossTradeFlagCodeSet4Alpha
AlgorithmicIndicatorCodeSet5Byte
AlgoTransactionFlagCodeSet6Alpha
AmendmentFlagCodeSet7Alpha
AnnouncementTypeCodeSet8Byte
AuctionInfoCodeSet10Byte
AuctionTypeCodeSet11Byte
BenchmarkTransactionFlagCodeSet13Alpha
CancellationFlagCodeSet29Alpha
ClearingTypeCodeSet30UInt8

Indicates the settlement mode of the security:

ConsecutiveAggregationFlagCodeSet32Alpha
CrossTypeCodeSet35UInt8

The type of the Cross/BTF Order.

DAFullDetailsFlagCodeSet37Alpha
DailyAggregatedTransactionFlagCodeSet38Alpha
DeferralEnrichmentTypeCodeSet39Byte
DuplicateFlagCodeSet43Alpha
DuplicativeIndicatorCodeSet44Byte
EmissionAllowanceTypeCodeSet47Alpha
EventCodeCodeSet49Byte
ExchangeForPhysicalsFlagCodeSet50Alpha
FAFullDetailsFlagCodeSet55Alpha
FourWeeksAggregationFlagCodeSet57Alpha
HiddenExecutionIndicatorCodeSet60UInt8
ImbalanceDirectionCodeSet63Byte
IndefiniteAggregationFlagCodeSet65Alpha
IndexStatusCodeSet67Alpha

As provided by FTSE. This field is only populated when the status is changed (as per FTSE practice). Blank when status is not changed.

InstrumentIdentificationCodeTypeCodeSet73Alpha

Instrument Identification Code Type. Only valid value will be ‘ISIN’.

LDFullDetailsFlagCodeSet82Alpha
LimitedDetailsFlagCodeSet85Alpha
MarketMechanismCodeSet88Byte
MessageTypeCodeSet90Byte
ModificationIndicatorCodeSet96Byte
NegotiationIndicatorCodeSet97Byte
NonPriceContributiontoDiscoveryCodeSet103Alpha
NonPriceFormingTransactionsFlagCodeSet104Alpha
NTLiquidityFlagCodeSet107Alpha
NTPriceConditionsFlagCodeSet108Alpha
OffBookAutomatedIndicatorCodeSet112Byte
OpeningClosingPriceIndicatorCodeSet119Alpha
OptionStyleCodeSet122Byte

Instrument’s option style:

OrderBookTypeCodeSet123Alpha
OrderSideCodeSet125Byte
OrderTypeCodeSet126UInt8
PostTradeDeferralReasonCodeSet129Byte
PriceFormationIndicatorCodeSet137Byte
PriceImprovementFlagCodeSet138Alpha
PriceNotationCodeSet139Alpha

Indicates if the price is expressed in monetary value, in percentage or yield.

PTAlgoTradeCodeSet140Alpha
PTAmendmentFlagCodeSet141Alpha
PTCancellationFlagCodeSet142Alpha
PTDeferralReasonFlagCodeSet143Alpha
PTIliquidFlagCodeSet144Alpha
PTRefPriceWaiverFlagCodeSet146Alpha
PTTradeTypeFlagCodeSet147Alpha

Indicates the type of transaction.

PTTransTypeFlagCodeSet148Alpha
ReferencePriceIndicatorCodeSet151Byte
ReferencePriceTransactionFlagCodeSet152Alpha
SecondaryPublicationCodeSet156UInt8
SecurityTypeCodeSet159Alpha
SessionChangeReasonCodeSet166UInt8
SettlementSystemCodeSet168UInt8

Settlement system type:

SideCodeSet169Byte
SourceVenueCodeSet171UInt16
SpecialDividendFlagCodeSet172Alpha
SpecialDividendIndicatorCodeSet173Byte
StatisticTypeCodeSet180UInt16
TradeQualifierCodeSet196Byte
TradeTypeCodeSet197UInt8
TradingModeCodeSet199Byte
TransactionCategoryCodeSet201Byte
TransactionToBeClearedCodeSet204Byte

Identifies if the firm intends to clear the transaction. ESMA field for derivatives.

UnderlyingTypeCodeSet210UInt8

Underlying Type:

VenueBookDefinitionIDCodeSet211UInt8

Book Definition ID sent by the venue.

VenueOfExecutionCodeSet214Alpha

Identification of the venue where the transaction was executed.

VenueOfPublicationCodeSet215Alpha

Identification of the regulatory regime under which the transaction was published. The value sent by the source venue is passed on.

VenueTypeCodeSet216UInt8

Type sent by the venue.

VOFullDetailsFlagCodeSet218Alpha
VolumeOmissionFlagCodeSet222Alpha
AllCodeSet1001Boolean
FirmQuoteBookCodeSet1002Boolean
OffBookCodeSet1003Boolean
ElectronicOrderBookCodeSet1004Boolean
PrivateRFQCodeSet1005Boolean
InverseOrderBookCodeSet2001Boolean
PriorityFlagCodeSet2002Boolean
BidDepthCodeSet2003Boolean
OfferDepthCodeSet2004Boolean
TradeCancellationCodeSet2005Boolean
TradeCorrectionCodeSet2006Boolean
PendingPriceCodeSet2007Boolean
CrossTradeCancellationCodeSet2008Boolean
CrossTradeCorrectionCodeSet2009Boolean
ContinueMarkerCodeSet2010Boolean

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