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Version: 8.4.10.4

Schema Differences: SpdrRiskGroupControl (ID: 4570)

V8 Message Definition

51 added 56 removed

PRIMARY KEY

#V7 Field NameType#V8 Field NameType
12
riskFirm
String(16)

BODY

#V7 Field NameType#V8 Field NameType
clientFirm
String(16)
altOrderId
String(24)
altAccnt
String(32)
altUserName
String(24)
srcRoutingCode
String(65)
clearingFirm
String(4)
clearingAccnt
String(12)
altRouteCode
text1
externExDest
String(12)
externParams
text1
strategy
String(36)
userName
String(24)
autoHedge
enum : AutoHedge
hedgeStyle
enum : HedgeStyle
hedgeSecKey
ExpiryKey
hedgeSecType
enum : SpdrKeyType
securityDesc
text1
hedgeTarget
enum : HedgeTarget
minHedgeDDelta
float
maxHedgeDDelta
float
orderSize
int
ssaleFlag
enum : ShortSaleFlag
maxExposureSize
int
numMakeExchanges
byte
publicSize
enum : PublicSizeHandling
canOverlapCxlRepl
enum : YesNo
progressRule
enum : ProgressRule
progressSliceCnt
byte
progressExposeTime
int
vwapParticipation
float
minMktOnClosePct
byte
maxMakeExchFee
float
maxTakeExchFee
float
incTakeExchFee
enum : IncExchFee
incMakeExchFee
enum : IncExchFee
makeExchRule
enum : MakeExchRule
maxChildOrders
int
exchMask
uint
timeInForce
enum : TimeInForce
startDttm
DateTime
orderDuration
int
goodTillDttm
DateTime
parentOrderHandling
enum : ParentOrderHandling
parentBalanceHandling
enum : ParentBalanceHandling
orderLimitType
enum : SpdrLimitType
takeLimitClass
enum : SpdrLimitClass
makeLimitClass
enum : SpdrLimitClass
orderPrcLimit
double
orderPrcOffset
double
stateModel
enum : StateModel
takeAlphaType
enum : AlphaType
makeAlphaType
enum : AlphaType
takeAlphaFactor
float
makeAlphaFactor
float
takeProbability
float
makeProbability
float
100
sysEnvironment
101
runStatus
102
isDisabled
103
expDayWtVegaOffset
float
104
maxExpDayWtVegaLn
float
105
maxExpDayWtVegaSh
float
106
maxExpDayRMetric6Ln
float
107
maxExpDayRMetric6Sh
float
108
symDayDDeltaOffset
float
109
maxSymDayDDeltaLn
float
110
maxSymDayDDeltaSh
float
111
symDayVegaOffset
float
112
maxSymDayVegaLn
float
113
maxSymDayVegaSh
float
114
symDayWtVegaOffset
float
115
maxSymDayWtVegaLn
float
116
maxSymDayWtVegaSh
float
117
maxSymDayRMetric7Ln
float
118
maxSymDayRMetric7Sh
float
119
maxGrpDayContractsLn
int
120
maxGrpDayContractsSh
int
121
maxGrpDayContractsAbs
int
122
maxGrpDayDDeltaLn
float
123
maxGrpDayDDeltaSh
float
124
maxGrpDayVegaLn
float
125
maxGrpDayVegaSh
float
126
maxGrpDayVegaAbs
float
127
grpDayVegaRatio
float
128
maxGrpDayRMetric1Ln
float
129
maxGrpDayRMetric1Sh
float
130
maxGrpDayRMetric1Abs
float
131
grpDayRMetric1Ratio
float
132
maxGrpDayRMetric2Ln
float
133
maxGrpDayRMetric2Sh
float
134
maxGrpDayRMetric3Ln
float
135
maxGrpDayRMetric3Sh
float
136
maxGrpDayRMetric4Ln
float
137
maxGrpDayRMetric4Sh
float
138
maxGrpDayRMetric5Ln
float
139
maxGrpDayRMetric5Sh
float
140
accEmaCxlDDeltaLn
float
141
accEmaCxlDDeltaSh
float
142
accEmaCxlWtVegaLn
float
143
accEmaCxlWtVegaSh
float
144
symEmaCxlDDeltaLn
float
145
symEmaCxlDDeltaSh
float
146
symEmaCxlWtVegaLn
float
147
symEmaCxlWtVegaSh
float
148
modifiedBy
String(24)
149
modifiedIn