Schema Differences: SpdrMLegBrkrState (ID: 4030)

V8 Message Definition

39 added 33 removed 3 modified

BODY

#	V7 Field Name	Type	#	V8 Field Name	Type
	engineName	String(20)	1037	engineName	String(32)
	crossNoticeId	long	1052	noticeNumber	long
	visibleInSV	enum : YesNo
	timeInForce	enum : TimeInForce
	limitClass	enum : SpdrLimitClass
	alphaType	enum : AlphaType
	alphaFactor	float
	alphaProbability	float
	surfPrcOffset	double
	surfVolOffset	float
	externExDest	String(12)	1056	externExDest	String(16)
	netAccDayWtVega	float
	netAccDayDDelta	float
	netSymDayWtVega	float
	netSymDayDDelta	float
	netGrpDayVega	float
	netGrpDayDDelta	float
	netGrpDayPremium	float
	netGrpDayContracts	int
	netGrpRMetric1	float
	netGrpRMetric2	float
	netGrpRMetric3	float
	netGrpRMetric4	float
	netGrpRMetric5	float
	netGrpRMetric7	float
	netSymEmaCxlDDelta	float
	netSymEmaCxlWtVega	float
	grpDayDDeltaRatio	float
	maxGrpDayPremiumLn	float
	maxGrpDayPremiumSh	float
	maxGrpDayPremiumAbs	float
	grpDayPremiumRatio	float
	symEmaCxlDDeltaLn	float
	symEmaCxlDDeltaSh	float
	symEmaCxlWtVegaLn	float
	symEmaCxlWtVegaSh	float
			1038	modifyNumber	long
			1039	startType	enum : StartType
			1054	execBrkrCode	String(16)
			1042	spreadClass	enum : ToolSpreadClass
			1043	spreadFlavor	enum : SpreadFlavor
			1044	riskLimitLevel	enum : SpdrRiskLevel
			1053	limitRefUPrc	double
			673	makeLimitPrice	double
			676	takeLimitPrice	double
			1045	marketSession	enum : MarketSession
			1046	activeDuration	int
			1047	expireDttm	DateTime
			778	takeLimitClass	enum : SpdrLimitClass
			781	takeAlphaType	enum : AlphaType
			784	takeAlphaFactor	float
			787	takeAlphaProbability	float
			790	takeSurfPrcOffset	double
			793	takeSurfVolOffset	float
			796	takeSurfWidOffset	float
			799	makeLimitClass	enum : SpdrLimitClass
			802	makeAlphaType	enum : AlphaType
			805	makeAlphaFactor	float
			808	makeAlphaProbability	float
			811	makeSurfPrcOffset	double
			814	makeSurfVolOffset	float
			817	makeSurfWidOffset	float
			865	arriveBid	double
			868	arriveAsk	double
			877	prtActiveCnt	int
			880	prtQtyActive	int
			883	cumExchFee	float
			886	cumM10Pnl	float
			889	cumArrivalPnl	float
			892	uPrcDrift	float
			895	sVolDrift	float
			1048	maxGrpDayRMetric1Ln	float
			1049	maxGrpDayRMetric1Sh	float
			1050	maxGrpDayRMetric1Abs	float
			1051	grpDayRMetric1Ratio	float