Indexes

Message Layouts
PreTrade

Fields

ID (Tag)
Name
Datatype
Description
Pedigree
152WeekTradeHighPrice
252WeekTradeLowPrice
3AgencyCrossIndicatorAgencyCrossIndicatorCodeSet
4AgencyCrossTradeFlagAgencyCrossTradeFlagCodeSet
5AlgorithmicIndicatorAlgorithmicIndicatorCodeSet
6AlgoTransactionFlagAlgoTransactionFlagCodeSet
7AmendmentFlagAmendmentFlagCodeSet
8AnnouncementTypeAnnouncementTypeCodeSet
9AskIndicativePricePrice
10AuctionInfoAuctionInfoCodeSet
11AuctionTypeAuctionTypeCodeSet
12AverageDailyTurnoverPrice4
13BenchmarkTransactionFlagBenchmarkTransactionFlagCodeSet
14BestClosingAskPricePrice
15BestClosingAskSizeSize
16BestClosingBidPricePrice
17BestClosingBidSizeSize
18BidAskSpreadPrice
19BidIndicativePricePrice
20BidLimitPricePrice
21BidLimitSizeSize
22BidMarketSizePrice
23BidYieldSize
24BuyLimitOrderCancellationsUInt32
25BuyMarketOrderCancellationsUInt32
26BuyOrderCancellationsUInt32
27BuyOrderCountUInt32
28BuyOrderSizeSize4
29CancellationFlagCancellationFlagCodeSet
30ClearingTypeClearingTypeCodeSet
31ClosingPriceByte
32ConsecutiveAggregationFlagConsecutiveAggregationFlagCodeSet
33CountryOfRegisterAlpha
34CrossIDAlpha
35CrossTypeCrossTypeCodeSet
36CurrencyAlpha
37DAFullDetailsFlagDAFullDetailsFlagCodeSet
38DailyAggregatedTransactionFlagDailyAggregatedTransactionFlagCodeSet
39DeferralEnrichmentTypeDeferralEnrichmentTypeCodeSet
40DeletedOrderQuantitySize
41DepthUInt8
42DescriptionAlpha
43DuplicateFlagDuplicateFlagCodeSet
44DuplicativeIndicatorDuplicativeIndicatorCodeSet
45DynamicCircuitBreakerTolerancesPercentPrice
46DynamicReferencePricePrice
47EmissionAllowanceTypeEmissionAllowanceTypeCodeSet
48EndTimeUDT
49EventCodeEventCodeCodeSet
50ExchangeForPhysicalsFlagExchangeForPhysicalsFlagCodeSet
51ExchangeMarketSizeUInt64
52ExecutedSizeSize
53ExMarkerCodeAlpha
54ExpirationDateDate
55FAFullDetailsFlagFAFullDetailsFlagCodeSet
56FarPricePrice
57FourWeeksAggregationFlagFourWeeksAggregationFlagCodeSet
58GroupIDAlpha
59HeadlineAlpha
60HiddenExecutionIndicatorHiddenExecutionIndicatorCodeSet
61IAUPairedSizeSize
62IAUPricePrice
63ImbalanceDirectionImbalanceDirectionCodeSet
64ImbalanceQuantitySize
65IndefiniteAggregationFlagIndefiniteAggregationFlagCodeSet
66IndexCodeAlpha
67IndexStatusIndexStatusCodeSet
68IndexTimeTime
69IndexValuePrice
70InstrumentUInt64
71InstrumentIDAlpha
72InstrumentIdentificationCodeAlpha
73InstrumentIdentificationCodeTypeInstrumentIdentificationCodeTypeCodeSet
74InstrumentsAlpha
75ISINAlpha
76LastPriceInPrecedingSessionPrice
77LastPriceInPrecedingSessionDateDate
78LastTradePricePrice
79LastTradeQuantitySize
80LastTradeTimeUDT
81LastValidityDateDate
82LDFullDetailsFlagLDFullDetailsFlagCodeSet
83LengthUInt16
84LeverageCertificatesBarrierSize
85LimitedDetailsFlagLimitedDetailsFlagCodeSet
86ListingEndDateDate
87ListingStartDateDate
88MarketMechanismMarketMechanismCodeSet
89MeasurementUnitAlpha
90MessageTypeMessageTypeCodeSet
91MiFIDPriceMiFIDDecimal
92MiFIDQuantityMiFIDDecimal
93MiFIDTradingDateTimeDateTime
94MinimumLotMinimumExecutionSizeSize
95MinimumPeakSizeMultiplierSize
96ModificationIndicatorModificationIndicatorCodeSet
97NegotiationIndicatorNegotiationIndicatorCodeSet
98NetChangePreviousDayPrice
99NewEndTimeTime
100NewPricePrice

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