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Version: 8.4.08.4

Schema Differences: SpdrParentExecution (ID: 4085)

V8 Message Definition

32 added 18 removed 5 modified

BODY

#V7 Field NameType#V8 Field NameType
dataCenter
enum : SRDataCenter
faceSide
enum : FaceSide
faceShape
enum : FaceShape
execBrokerMPID
String(8)
833
execBrkrCode
String(16)
execBrokerAccnt
String(16)
220
execBrkrAccnt
String(16)
execBrokerClFirm
String(16)
223
execBrkrClFirm
String(16)
execUsername
String(16)
226
execBrkrUserName
String(16)
childLocateSource
String(12)
fillPr
float
fillRiskMetric1
float
fillRiskMetric2
float
fillRiskMetric3
float
fillRiskMetric4
float
fillRiskMetric5
float
fillRiskMetric6
float
fillRiskMetric7
float
fillS08Dn
float
fillS06Up
float
fillS15Dn
float
fillS15Up
float
fillS50Dn
float
fillS50Up
float
crossNoticeId
long
832
noticeNumber
long
809
coreClientFirm
String(16)
810
sponsorClientFirm
String(16)
217
execBrkrMPID
String(8)
337
childFairWidth
double
457
fillFairWidth
double
812
riskVega
float
813
riskWtVega
float
814
riskNValue
float
815
riskDelta
float
816
riskDDelta
float
817
riskRm1
float
818
riskRm2
float
819
riskRm3
float
820
riskRm4
float
821
riskRm5
float
822
riskRm6
float
823
riskRm7
float
824
marginUDnVDn
float
825
marginUDnVUp
float
826
marginUUpVDn
float
827
marginUUpVUp
float
828
riskU15Dn
float
829
riskU15Up
float
830
riskU50Dn
float
831
riskU50Up
float
667
parentFairWidth
double
837
responseType
String(4)
838
nbboBid
double
839
nbboAsk
double
840
childUPrc
double
841
exchBidSz
int
842
exchAskSz
int