TradeSummary (W)
| ID | 29452 |
Publishing Trade Summaries for both Multi- and Single-Fill Trades
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
83 | Y | Length of message including this field. | |||
90 | Y | 0x57=Trade Summary | |||
185 | Y | Time the message was generated. | |||
70 | Y | GTP Instrument identifier. | |||
171 | Y | Please refer to the Additional Field Values section for valid values. Applicable to Source Venue London Stock Exchange and Turquoise Lit™ Order Books only. | |||
203 | Y | Execution timestamp reported by the supported Source Venue. | |||
56 | Y | Far price is the highest price at which volume is depleted as part of the Matching Engine event in case of an aggressing buy order, or the lowest price at which volume is depleted in case of an aggressing sell order. Determined by considering all trades in one Matching Engine event. | |||
186 | Y | Total quantity executed (visible & hidden quantity). | |||
187 | Y | Total hidden order quantity executed (hidden quantity). | |||
40 | Y | Order Quantity deleted due to Self Execution Prevention (SEP) during an execution. | |||
169 | Y | The side of the visible passive order(s) that triggered the trade summary. |
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