Indexes

Message Layouts
PreTrade

Code Set

MessageTypeCodeSet

ID90
TypeByte
NameValueSynopsisElaborationPedigree
Heartbeat-

Used by the server, on the real-time service, to exercise the communication line during periods of inactivity.

LoginRequest(soh)

Used by the client to log in to the replay or recovery channel.

LoginResponse(stx)

Used by the server to accept or reject a login request to the replay or recovery channel.

ReplayRequest(etx)

Used by the client to request a retransmission of messages on the replay channel.

ReplayResponse(eot)

Used by the server to respond to a retransmission request on the replay channel.

RecoveryRequest

Used by the client to request data on the recovery channel.

RecoveryResponse

Used by the server to respond to a snapshot request on the Snapshot channel.

ReplayAndRecoveryCompleteƒ

Used by the server to indicate the successful completion of servicing a message replay or a recovery request.

SystemEventS

Sent to indicate the start and end of the day. For TRADEcho, recoverable to provide the trading session.

InstrumentDirectoryp

Used to disseminate a common and limited set of data for all configured instrument types (except strategy instruments) on the real-time channels.

InstrumentDirectoryEquitiesR

Used to disseminate reference data information of equity instruments.

InstrumentDirectoryDerivativesv

Used to disseminate reference data information of derivative instruments.

InstrumentDirectoryFixedIncomen

Used to disseminate reference data information of Fixed Income instruments.

InstrumentDirectoryStrategieso

Used to disseminate reference data information of strategy (combination) instruments.

InstrumentStatusH

Used to communicate scheduled and unscheduled session changes. When sent in the recovery channel, used to indicate the current trading status of an instrument.

AddOrderA

Indicates the first order of a given side of an MBO snapshot.

AddOrderShorte

Used to indicate individual orders of an MBO snapshot.

AddOrderMBPf

Indicates the first price point of a given side of an MBP snapshot.

AddOrderShortMBPg

Used to indicate individual price points of an MBP snapshot.

AddOrderIncrementalF

Sent to instruct recipients to add a new displayable order to the retrospective order book.

DeleteOrderD

Sent to instruct recipients to delete an order from the retrospective order book.

ModifyOrderU

Sent to instruct recipients to update an order’s price and/or size on the retrospective order book.

TopOfBooki

Used to update the level 1 service following any change to the consolidated Best Bid and Offer.

OrderBookCleary

Sent to instruct recipients to remove all orders from the order book for the specified instrument.

TradeP

Sent to indicate trades executed on supported markets.

TradeCrossq

Sent to indicate a cross trade execution.

Statisticsw

Contains a set of statistics that are updated frequently, usually as a result of executions.

StatisticsUpdatej

Contains a set of statistics that are not updated frequently.

StatisticsSnapshotk

A snapshot of an instrument’s statistics that is used for recovery.

FTSERussellIndicesUpdatel

Used to redistribute index values for a set of FTSE Russell indices.

Announcementsu

Used to disseminate announcements.

IndicativeQuoteInformationÇ

Indicates the simple average of the bid and ask of a Request for Quote (RFQ) session.

MiFIDTradeQ

Sent to represent different types of MiFID compliant trades published by markets.

MiFIDTradeReportT

Sent to report the MiFID compliant details of a privately negotiated trade.

MiFIDTradeCrossV

Sent to indicate a MiFID compliant cross trade.

SIQuotingG

Publishing Systematic Internaliser (SI) Quotes

TradeSummaryW

Publishing Trade Summaries for both Multi- and Single-Fill Trades

Analyticsa

Analytics Message is used to disseminate additional statistics including order book activity statistics.

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