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Version: 8.4.12.1

Schema Differences: SpdrRiskExecution (ID: 2325)

V8 Message Definition

18 added 15 removed

BODY

#V7 Field NameType#V8 Field NameType
dataCenter
enum : SRDataCenter
faceSide
enum : FaceSide
faceShape
enum : FaceShape
fillPr
float
fillRiskMetric1
float
fillRiskMetric2
float
fillRiskMetric3
float
fillRiskMetric4
float
fillRiskMetric5
float
fillRiskMetric6
float
fillRiskMetric7
float
fillS08Dn
float
fillS06Up
float
fillS15Dn
float
fillS15Up
float
354
riskVega
float
355
riskWtVega
float
356
riskNValue
float
357
riskDelta
float
358
riskDDelta
float
359
riskRm1
float
360
riskRm2
float
361
riskRm3
float
362
riskRm4
float
363
riskRm5
float
364
riskRm6
float
365
riskRm7
float
366
marginUDnVDn
float
367
marginUDnVUp
float
368
marginUUpVDn
float
369
marginUUpVUp
float
370
riskU50Dn
float
371
riskU50Up
float