InstrumentDirectoryEquities (R)
| ID | 36526 |
Used to disseminate reference data information of equity instruments.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
83 | Y | Length of message including this field. | |||
90 | Y | 0x52=Instrument Directory – Equities | |||
185 | Y | Time the message was generated. | |||
70 | Y | GTP Instrument identifier. | |||
75 | Y | ISIN code of the instrument. | |||
160 | Y | SEDOL code of the instrument. | |||
AllowedBookTypes | Y | Defines the order-book types that are allowed for the instrument. Each designated bit represents a book type. ‘0’ means not allowed and ‘1’ means allowed: | |||
171 | Y | Please refer to the Additional Field Values section for valid values. | |||
212 | Y | Instrument identifier used by the source venue. For Turquoise, the MTF symbol will contain the suffixes as specified in the table below: | |||
58 | Y | Segment or instrument group ID as identified by the trading market. | |||
36 | Y | Currency code as per ISO 4217. For additional currencies supported refer to the Additional Field Values section of this document. | |||
184 | Y | The tick structure applicable for the instrument. | |||
130 | Y | Closing price reported for the previous trading day. | |||
135 | Y | Price Band Tolerance (%) of the instrument. | |||
45 | Y | Dynamic Circuit Breaker Tolerance (%) of the instrument. | |||
176 | Y | Static Circuit Breaker Tolerance (%) of the instrument. | |||
Flags | Y | Reserved for future use. | |||
158 | Y | Different instrument security subset types. Please refer to the Additional Field Values section for valid values. | |||
54 | Y | Expiration date of the instrument. | |||
87 | Y | Listing start date of the instrument. | |||
86 | Y | Listing end date of the instrument. | |||
94 | Y | Indicates the minimum quantity/nominal value tradable on the market for a security. | |||
76 | Y | Last execution price in a session prior to the current trading day. | |||
77 | Y | Last execution date in a session prior to current trading day. | |||
168 | Y | Settlement system type: | |||
81 | Y | Last validity date in the DDMMYYYY format. | |||
167 | Y | Settlement date in the DDMMYYYY format. | |||
53 | Y | The value of an Ex-Marker pertaining to a tradable instrument. | |||
159 | Y | Type of security. Please refer to the Additional Field Values section for valid values. | |||
33 | Y | Country of Register. | |||
51 | Y | The Exchange Market Size (EMS) is set to show the minimum size a market maker must quote in an individual security for all executable and non executable quotes. | |||
95 | Y | Used to specify the minimum size of an iceberg peak for an instrument in conjunction with EMS. | |||
157 | Y | This field informs Participants of the maximum spread allowable for an instrument when submitting quote messages, calculated as a percentage of mid-price. | |||
30 | Y | Indicates the settlement mode of the security: | |||
181 | Y | Strike Price (exercise price for warrants). | |||
217 | Y | Venue specified instrument ID of the underlying. | |||
209 | Y | Underlying ISIN code. | |||
210 | Y | Underlying Type: | |||
109 | Y | Indicates the number of shares which constitute the share capital. A value is set for shares only. | |||
84 | Y | Leverage Certificates Barrier. | |||
122 | Y | Instrument’s option style: | |||
127 | Y | The parity of the instrument. | |||
154 | Y | Reserved for future use. | |||
154001 | Y | Reserved for future use. | |||
154002 | Y | Reserved for future use. | |||
182 | Y | Symbol of the instrument. | |||
42 | Y | For Turquoise the MTF Common Symbol. |
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