SpiderRock Tags Appendix
In addition to standard FIX fields, SpiderRock uses custom FIX tags with tag numbers in the range 5,000-5,999 for SpiderRock specific parameters. This document describes these tags, their type, and their possible values.
SpiderRock Tags Appendix
In addition to standard FIX fields, SpiderRock uses custom FIX tags with tag numbers in the range 5,000-5,999 for SpiderRock specific parameters.
| Tag | Field Name | Type | Enums |
|---|---|---|---|
| 5000 | SRParentNumber | hexlong | |
| 5002 | SRPrevParentNumber | hexlong | |
| 5004 | SRBaseParentNumber | hexlong | |
| 5005 | SRParent390Number | long | |
| 5006 | SRAltOrderId | string | |
| 5007 | SRAltPrevOrderId | string | |
| 5008 | SRGroupingCode | hexlong | |
| 5009 | SRSpdrSource | string | |
| 5010 | SRAltAutoHedgeId | string | |
| 5011 | SRPackageId | long | |
| 5012 | SRAltAccnt | string | |
| 5014 | SRAltUserName | string | |
| 5015 | SRSecKey | string | |
| 5016 | SRSecType | string | Valid values: 1 = Stock 2 = Future 3 = Option 4 = MLeg |
| 5017 | SRAssetType | string | |
| 5018 | SRTickerSrc | string | |
| 5019 | SRSecurityDesc | string | |
| 5020 | SRAccnt | string | |
| 5022 | SRClientFirm | string | |
| 5023 | SRClientAccnt | string | |
| 5024 | SRClearingFirm | string | |
| 5026 | SRClearingAccnt | string | |
| 5027 | SRStrategyAccnt | string | |
| 5028 | SRAccountRouteCode | string | |
| 5030 | SRExternExDest | string | |
| 5032 | SRExternParams | string | |
| 5034 | SRStrategy | string | |
| 5036 | SRUsername | string | |
| 5037 | SROrderCreateTimestamp | datetime | |
| 5038 | SROrderDttm | datetime | |
| 5039 | SRUSecDesc | string | |
| 5040 | SROrderSide | string | Valid values: B = Buy S = Sell |
| 5041 | SROrderStatus | string | Valid values: 0 = New 1 = PartialFill 2 = Filled 3 = DoneForDay 4 = Canceled 5 = Replaced 6 = PendingCxl 7 = Stopped 8 = Rejected 9 = Suspended A = PendingNew B = Calculated C = Expired D = Accepted E = PendingRpl G = CmeTradeCorrect H = CmeTradeCxl Y = PendingCls Z = Closed T = PendingTrg |
| 5042 | SROrderSize | int | |
| 5044 | SROrderActiveSize | int | |
| 5046 | SRMaxExposureSize | int | |
| 5048 | SRNumMakeExchanges | int | |
| 5050 | SRPublicSize | string | Valid values: 0 = None 1 = Randomize 2 = MktSize 3 = FullSize 4 = MktSizeA 5 = MktSizeB 6 = MktSizeC 7 = FullSizeR 8 = Max25Pct 9 = Max50Pct 10 = Max75Pct 11 = NoSize |
| 5052 | SRCanCxlOverlap | string | Valid values: Y = Yes N = No |
| 5054 | SRProgressRule | string | Valid values: 0 = None 1 = Twap 2 = Vwap 3 = TwapReset 4 = VwapReset 5 = FastReset 6 = SlowReset 7 = TwapAlpha 8 = VwapAlpha 9 = TwapAlphaC 10 = VwapAlphaC 11 = AutoComplete 12 = AllowImmediate 13 = Manual 14 = SpdrPulse I = IOC 16 = FlashMakeTake |
| 5055 | SRProgressExposeTime | int | |
| 5056 | SRProgressSliceCnt | int | |
| 5057 | SRCloseReason | int | |
| 5058 | SRVwapParticipation | float | |
| 5060 | SRAuctionResponder | string | Valid values: ANY = Any |
| 5062 | SRMaxTakeExchFee | float | |
| 5064 | SRMaxMakeExchFee | float | |
| 5066 | SRIncTakeExchFee | string | Valid values: 1 = ExclFee 2 = IncFee |
| 5068 | SRIncMakeExchFee | string | Valid values: 1 = ExclFee 2 = IncFee |
| 5070 | SRMakeExchRule | string | Valid values: 1 = MaxPart 2 = FeeOptimal 3 = ImprvOnly 4 = FeeStrict |
| 5072 | SRCxlUPrcRange | string | Valid values: Y = Yes N = No |
| 5074 | SRMinUBid | float | |
| 5076 | SRMaxUAsk | float | |
| 5078 | SRMinOptionPx | float | |
| 5080 | SRMaxChildOrders | int | |
| 5081 | SRStageReview | string | Valid values: Y = Yes N = No |
| 5083 | SRStageType | string | Valid values: 1 = ModifyAny 2 = ModifyAlgo |
| 5085 | SRStartDttm | datetime | |
| 5086 | SROrderDuration | int | |
| 5088 | SRGoodTillDttm | datetime | |
| 5089 | SRMarketSession | string | Valid values: 1 = RegMkt 2 = PreMkt 3 = PostMkt 4 = PreRegMkt 5 = RegPostMkt 6 = AllDay |
| 5090 | SRStartType | string | Valid values: 1 = WaitTrigger 2 = TriggerAll |
| 5092 | SRProgressTimeout | int | |
| 5094 | SROrderHandling | string | Valid values: 1 = ActiveTaker 2 = PostOnly 3 = DMA 4 = MktOnOpn 5 = MktOnCls 8 = Legger 9 = Seeker 10 = SeekerLegger 11 = CrossResponse 12 = AuctionResponse 13 = AwayAlgo 14 = ExchPing 19 = SweepTake 20 = CobMaker 21 = TestParent 22 = BlockAuction 23 = BlockResponse 24 = Matrix 25 = FlashAuction |
| 5096 | SRBalanceHandling | string | Valid values: 1 = PostWith 2 = PostTurn 3 = PostImprove 4 = PostLimit 6 = MaxIntern 7 = PostWthF 8 = PostImprvR 9 = PostFlash 10 = PostFlashW 11 = PostPeg 12 = PostFlashI |
| 5097 | SRAlgoTemplate | string | |
| 5098 | SROrderLimitType | string | Valid values: 0 = Market 1 = MarketArrival 2 = Prc 3 = PrcDe 4 = PrcDeX 5 = PrcDeT 6 = PrcDeP 7 = PrcDeXT 8 = PrcDeXP 9 = Vol 10 = VolX 11 = PrcV 12 = PrcVX 13 = VolPrc 14 = RelMid 15 = RelJoin 16 = RelCross 17 = SmrtFast 18 = SmrtNorm 19 = RelTurn |
| 5100 | SRTakeLimitClass | string | Valid values: 0 = Simple 1 = Surface 2 = Probability 3 = SurfProb |
| 5102 | SRMakeLimitClass | string | Valid values: 0 = Simple 1 = Surface 2 = Probability 3 = SurfProb |
| 5103 | SRIncludeSRNetwork | string | Valid values: 0 = None 1 = Include 2 = Exclude 3 = Disclose |
| 5104 | SRTakeReachRule | string | Valid values: 0 = None 1 = Delayed 2 = Passive 3 = WeakOnly 4 = RespondOnly 5 = FullSize 6 = ISOSweep 7 = AllOrNone 8 = QtyOrMore 9 = UpToQty 10 = AtMost25 11 = AtMost50 12 = MinTakeFee |
| 5106 | SROrderPrcLimit | price | |
| 5107 | SROrderRefUBid | price | |
| 5108 | SROrderRefUPrc | price | |
| 5109 | SROrderRefUAsk | price | |
| 5110 | SROrderRefDelta | float | |
| 5112 | SROrderRefGamma | float | |
| 5114 | SROrderRefTheta | float | |
| 5116 | SROrderVolLimit | float | |
| 5117 | SROrderParentLmtPrc | price | |
| 5118 | SRRateOverride | float | |
| 5120 | SRSDivOverride | float | |
| 5122 | SRDDivOverride | string | |
| 5124 | SROverrideCode | string | Valid values: 0 = None S = SDivOnly D = DDivOnly B = Both |
| 5126 | SROrderPrcOffset | price | |
| 5128 | SRTakeAlphaType | string | Valid values: 0 = None 1 = Static 2 = Hawk 3 = Eagle 4 = Falcon 5 = Relative |
| 5130 | SRMakeAlphaType | string | Valid values: 0 = None 1 = Static 2 = Hawk 3 = Eagle 4 = Falcon 5 = Relative |
| 5132 | SRTakeAlphaFactor | float | |
| 5134 | SRMakeAlphaFactor | float | |
| 5136 | SRTakeProbability | float | |
| 5138 | SRMakeProbability | float | |
| 5140 | SRTakeSurfPrcOffset | float | |
| 5142 | SRTakeSurfVolOffset | float | |
| 5144 | SRMakeSurfPrcOffset | float | |
| 5146 | SRMakeSurfVolOffset | float | |
| 5148 | SROrderRefEventMult | float | |
| 5150 | SROrderRefEventDttm | datetime | |
| 5152 | SRAutoHedge | string | Valid values: N = NoHedge X = FastCrx Y = FastDark Z = SlowDark F = AutoCrx S = AutoTrn M = AutoMid A = SpdrAuto 1 = Spdr10S 3 = Spdr30S 9 = Spdr90S 5 = Spdr5M H = Spdr30M D = SpdrDay 12 = SmartFast 13 = SmartNorm V1 = AlphaVwap1pct V2 = AlphaVwap2pct V5 = AlphaVwap5pct V25 = AlphaVwap25pct T = Static 21 = Custom 22 = AwayAlgo |
| 5154 | SRHedgeInstrument | string | Valid values: 0 = Default 1 = FrontMonth 2 = FutUnderlier 3 = Stock 4 = Future 5 = DirectStock 6 = DirectFuture 7 = GroupStock 8 = GroupFuture 9 = StkUnderlier |
| 5156 | SRHedgeFKey | string | |
| 5158 | SRHedgeRatio | float | |
| 5160 | SRHedgeSession | string | Valid values: 1 = RegMkt 2 = PreMkt 3 = PostMkt 4 = PreRegMkt 5 = RegPostMkt 6 = AllDay |
| 5162 | SRExternHedgeExDest | string | |
| 5164 | SRExternHedgeParams | string | |
| 5166 | SRFirmType | string | Valid values: C = Customer F = Firm MM = MarketMaker PC = ProCustomer BD = BrokerDealer AwayMM = AwayMM JBO = FirmJBO BDC = BrkrDlrCust |
| 5167 | SRFutCustType | string | Valid values: I = Individual PR = Proprietary OM = OtherMember NM = NonMember |
| 5168 | SROrderCapacity | string | Valid values: A = Agency P = Principal I = Individual PR = Proprietary AOM = AgentOtherMember |
| 5169 | SRFutClearingRange | string | Valid values: 0 = Customer 1 = Firm |
| 5170 | SRPositionType | string | Valid values: 1 = NA 2 = Short 3 = Long 4 = Exempt 5 = Open 6 = Close 7 = Auto |
| 5172 | SRShortSaleFlag | string | Valid values: 1 = Long 2 = Short 3 = Exempt 4 = Auto 5 = Open 6 = Close 8 = Cover 7 = NA |
| 5173 | SRArrivalSSaleFlag | string | Valid values: 1 = Long 2 = Short 3 = Exempt 4 = Auto 5 = Open 6 = Close 8 = Cover 7 = NA |
| 5174 | SRNoCrossGroup | string | |
| 5175 | SRArrivalFirmPos | int | |
| 5176 | SRExchTraderId | string | |
| 5177 | SRExchBadgeId | string | |
| 5178 | SRLargeTraderId | string | |
| 5180 | SRTradingLocation | string | |
| 5182 | SRRefRMetric1Src | string | Valid values: 1 = User 2 = Vega 3 = WVega 4 = WTVega 5 = TVega 6 = Theta 7 = DTheta 8 = Gamma 9 = DGamma 10 = DDeltaIvS |
| 5184 | SRRefRMetric2Src | string | Valid values: 1 = User 2 = Vega 3 = WVega 4 = WTVega 5 = TVega 6 = Theta 7 = DTheta 8 = Gamma 9 = DGamma 10 = DDeltaIvS |
| 5186 | SRRefRMetric3Src | string | Valid values: 1 = User 2 = Vega 3 = WVega 4 = WTVega 5 = TVega 6 = Theta 7 = DTheta 8 = Gamma 9 = DGamma 10 = DDeltaIvS |
| 5188 | SRRefRMetric4Src | string | Valid values: 1 = User 2 = Vega 3 = WVega 4 = WTVega 5 = TVega 6 = Theta 7 = DTheta 8 = Gamma 9 = DGamma 10 = DDeltaIvS |
| 5190 | SRRefRMetric5Src | string | Valid values: 1 = User 2 = Vega 3 = WVega 4 = WTVega 5 = TVega 6 = Theta 7 = DTheta 8 = Gamma 9 = DGamma 10 = DDeltaIvS |
| 5192 | SROrderRefRMetric1 | float | |
| 5194 | SROrderRefRMetric2 | float | |
| 5196 | SROrderRefRMetric3 | float | |
| 5198 | SROrderRefRMetric4 | float | |
| 5200 | SROrderRefRMetric5 | float | |
| 5202 | SRLeadSide | string | Valid values: B = Buy S = Sell |
| 5204 | SRMaxCompletionSlippage | price | |
| 5206 | SROrderRefPremium | float | |
| 5208 | SRCrossNoticeId | hexlong | |
| 5210 | SRTheoVol | float | |
| 5212 | SROrderRefRMetric6 | float | |
| 5213 | SRRefRMetric6Src | string | Valid values: 1 = User 2 = Vega 3 = WVega 4 = WTVega 5 = TVega 6 = Theta 7 = DTheta 8 = Gamma 9 = DGamma 10 = DDeltaIvS |
| 5214 | SRMaxExpDayRMetric6Ln | float | |
| 5215 | SRMaxExpDayRMetric6Sh | float | |
| 5220 | SRLocatePool | string | |
| 5221 | SRLocateFirm | string | |
| 5222 | SRLocateQuan | int | |
| 5223 | SRLocateID | string | |
| 5224 | SRFirmPosition | int | |
| 5228 | SRMakeSurfWidthOffset | float | |
| 5229 | SRTakeSurfWidthOffset | float | |
| 5230 | SRStockLegGiveup | string | |
| 5232 | SRRiskResetType | string | Valid values: 1 = RoutingCode 2 = Accnt 3 = ClientFirm 4 = Symbol |
| 5233 | SRRiskResetValue | string | |
| 5235 | SRRefRMetric7Src | string | Valid values: 1 = User 2 = Vega 3 = WVega 4 = WTVega 5 = TVega 6 = Theta 7 = DTheta 8 = Gamma 9 = DGamma 10 = DDeltaIvS |
| 5236 | SROrderRefRMetric7 | float | |
| 5237 | SRMaxSymDayRMetric7Ln | float | |
| 5238 | SRMaxSymDayRMetric7Sh | float | |
| 5239 | SRSymDayRMetric7Offset | float | |
| 5240 | SRRequestType | string | Valid values: 1 = RFQ 2 = BlockAuction |
| 5241 | SRRequestState | string | Valid values: 1 = Start 2 = Update |
| 5242 | SRQtyConditions | string | Valid values: 0 = None 1 = UpToQty 2 = QtyOrMore |
| 5244 | SRMinResponseQty | int | |
| 5246 | SRIndicatedPrice | price | |
| 5247 | SRPriceType | string | Valid values: 1 = Static 2 = DeltaAdjusted |
| 5248 | SRNbboCapMod | string | Valid values: 0 = None 1 = NoCap 2 = Nbbo 3 = Penny 4 = FivePennies 5 = TenPennies |
| 5250 | SRRiskGroupId | hexlong | |
| 5255 | SRMaxExpDayWtVegaLn | float | |
| 5256 | SRMaxExpDayWtVegaSh | float | |
| 5257 | SRMaxSymDayWtVegaLn | float | |
| 5258 | SRMaxSymDayWtVegaSh | float | |
| 5259 | SRMaxSymDayDDeltaLn | float | |
| 5260 | SRMaxSymDayDDeltaSh | float | |
| 5261 | SRMaxGrpDayDDeltaLn | float | |
| 5262 | SRMaxGrpDayDDeltaSh | float | |
| 5264 | SRMaxGrpDayVegaLn | float | |
| 5265 | SRMaxGrpDayVegaSh | float | |
| 5266 | SRMaxGrpDayVegaAbs | float | |
| 5267 | SRGrpDayVegaRatio | float | |
| 5272 | SRMaxGrpDayRMetric1Ln | float | |
| 5273 | SRMaxGrpDayRMetric1Sh | float | |
| 5274 | SRMaxGrpDayRMetric1Abs | float | |
| 5275 | SRGrpDayRMetric1Ratio | float | |
| 5276 | SRMaxGrpDayRMetric2Ln | float | |
| 5277 | SRMaxGrpDayRMetric2Sh | float | |
| 5278 | SRMaxGrpDayRMetric3Ln | float | |
| 5279 | SRMaxGrpDayRMetric3Sh | float | |
| 5280 | SRMaxGrpDayRMetric4Ln | float | |
| 5281 | SRMaxGrpDayRMetric4Sh | float | |
| 5282 | SRMaxGrpDayRMetric5Ln | float | |
| 5283 | SRMaxGrpDayRMetric5Sh | float | |
| 5284 | SRMaxGrpDayContractsLn | int | |
| 5285 | SRMaxGrpDayContractsSh | int | |
| 5286 | SRMaxGrpDayContractsAbs | int | |
| 5287 | SRMaxSymDayVegaLn | float | |
| 5288 | SRMaxSymDayVegaSh | float | |
| 5290 | SRUserData1 | string | |
| 5291 | SRUserData2 | string | |
| 5292 | SRDropData1 | string | |
| 5293 | SRDropData2 | string | |
| 5295 | SRChildData | string | |
| 5296 | SRChildOrderPrice | float | |
| 5297 | SRChildOrderSize | int | |
| 5298 | SRChildOrderId | string | |
| 5300 | SRLegId | long | |
| 5301 | SRLegAltId | string | |
| 5302 | SRLegIndex | long | |
| 5303 | SRLegSide | string | Valid values: B = Buy S = Sell |
| 5304 | SRLegSecKey | string | |
| 5305 | SRLegSecType | string | |
| 5306 | SRLegPosEffect | string | Valid values: O = OPEN C = CLOSE A = AUTO |
| 5307 | SRLegShortSaleFlag | string | Valid values: 1 = Long 2 = Short 3 = Exempt 4 = Auto 5 = Open 6 = Close 8 = Cover 7 = NA |
| 5310 | SRLegPosEffectFace | string | Valid values: O = OPEN C = CLOSE A = AUTO |
| 5311 | SRLegShortSaleFlagFace | string | Valid values: 1 = Long 2 = Short 3 = Exempt 4 = Auto 5 = Open 6 = Close 8 = Cover 7 = NA |
| 5314 | SRLegProductGroup | string | |
| 5315 | SRLegIdReview | string | |
| 5316 | SRLegAltIdReview | string | |
| 5320 | SRAccEmaCxlDDeltaLn | float | |
| 5321 | SRAccEmaCxlDDeltaSh | float | |
| 5322 | SRAccEmaCxlWtVegaLn | float | |
| 5323 | SRAccEmaCxlWtVegaSh | float | |
| 5340 | SROrderShape | string | 0 = Single 1 = Cross 2 = MLeg 3 = MLegCross |
| 5341 | SRHasStockLeg | string | |
| 5342 | SRExecShape | string | |
| 5343 | SRWaitTriggerId | long | |
| 5344 | SRWaitTriggerCount | int | |
| 5345 | SRWaitTriggerStripe | string | |
| 5346 | SRWaitTriggerTimestamp | long | |
| 5347 | SRQueueTriggerTimestamp | long | |
| 5350 | SRExecBrokerMPID | string | |
| 5351 | SRExecBrokerCode | string | |
| 5352 | SRExecBrokerAccnt | string | |
| 5353 | SRExecBrokerClFirm | string | |
| 5355 | SRTradingSession | string | Valid values: 0 = RegularMarket 1 = PreMarket 2 = PostMarket 3 = PostMarketETF 4 = All 5 = Auto 6 = NextDay |
| 5357 | SRSpdrOrderType | string | Valid values: 1 = Market 2 = Limit 3 = MktOnOpen 4 = LmtOnOpen 5 = MktOnClose 6 = LmtOnClose 7 = PegMid 8 = PegPri 9 = PegMkt 10 = PegMidOrLimit 11 = PegPriOrLimit 12 = PegMktOrLimit |
| 5358 | SRParentOrderSize | long | |
| 5360 | SRExDestination | string | |
| 5363 | SRMMPrefCode | string | |
| 5364 | SRMMClrAccnt | string | |
| 5368 | SRFaceParticipation | string | |
| 5370 | SRCrossHandlingDetail | string | |
| 5371 | SRBestPrice | price | |
| 5372 | SRCrossHandling | string | |
| 5373 | SRClearingFlipFirm | string | |
| 5374 | SRClearingFlipAccount | string | |
| 5375 | SRClearingFlipType | string | |
| 5376 | SRClOrdId | string | |
| 5377 | SRStreetClOrdId | string | |
| 5378 | SRSideClOrdId | string | |
| 5379 | SRStreetBrokerMPID | string | |
| 5380 | SRPersistent | string | Valid values: Y = True N = False |
| 5381 | SRCrossAttribute | string | |
| 5382 | SRHeld | string | Valid values: Y = True N = False |
| 5384 | SRDirected | string | Valid values: Y = True N = False |
| 5386 | SRLastCapacity | string | Valid values: 1 = AGENT 2 = CROSS_AS_AGENT 3 = CROSS_AS_PRINCIPAL 4 = PRINCIPAL |
| 5387 | SRQueuePriority | int | |
| 5388 | SRExecBrokerOnBehalfOf | string | |
| 5392 | SRTickSrcTimestamp | long | |
| 5393 | SRTickNetTimestamp | long | |
| 5394 | SRTickEngTimestamp | long | |
| 5395 | SRTickSgwTimestamp | long | |
| 5396 | SRSendTimestamp | long | |
| 5398 | SROrderCreateReason | string | Valid values: 0 = None 1 = CheckAddExch 2 = DarkCross 3 = DmaExtern 4 = DmaSmart 5 = MakeJoin 6 = MakeNbboImpr 7 = MakePostLimit 8 = MakeSelfImpr 9 = MarketAuction 10 = MatrixImpr 11 = MatrixJoin 12 = MatrixLvlSweep 13 = MatrixMaxSweep 14 = MLegSeeker 15 = OptAuctionResp 16 = OptFaceHandler 17 = RelWaitTrigger 18 = SprdDma 19 = SprdFace 20 = SprdSeeker 21 = TakeBrkr 22 = TakeExch 23 = TakeNbbo 24 = RFQRequest 25 = MLegResponse 26 = BrkrCross 27 = PostFlash 28 = MakeOff 29 = MakeFlashImprv 30 = AwayExtern 31 = MatrixCross 32 = ExchPing 33 = BrkrReview 34 = AuctionResponse 35 = SweepTake 36 = TestChild |
| 5399 | SROrderCancelReason | int | |
| 5400 | SRContractMultiplier | float | |
| 5401 | SRDisplayPrice | string | |
| 5402 | SRPriceFormat | string | |
| 5403 | SRNativePrice | price | |
| 5405 | SRDisplayFactor | price | |
| 5406 | SRSecurityGroup | string | |
| 5407 | SRProductGroup | string | |
| 5408 | SRProductClass | string | |
| 5409 | SRNativeLastPrice | price | |
| 5410 | SRExtTraderId | string | |
| 5411 | SRExecUsername | string | |
| 5412 | SRExecFirmID | string | |
| 5413 | SRPrimaryExch | string | |
| 5417 | SRRoutingInstruction | string | Valid values: ALO = AddLiqOnly DNR = DoNotRoute ISO = IntermarketSweep MQ = MassQuote |
| 5420 | SRInternalMPID | string | |
| 5421 | SRClientMPID | string | |
| 5430 | SRAuctionId | string | |
| 5431 | SRAuctionType | string | |
| 5435 | SRHasAutoHedge | string | Valid values: Y = Yes N = No |
| 5436 | SRHedgeUnits | float | |
| 5437 | SRHedgeSecKey | string | |
| 5450 | SRContingentAction | string | Valid values: C = ContingentTrigger W = WaitTrigger |
| 5451 | SRContingentTick2Action | float | |
| 5452 | SRContingentLatency | float | |
| 5453 | SRContingentCxlDttm | datetime | |
| 5454 | SRSymEmaCxlDDeltaLn | float | |
| 5455 | SRSymEmaCxlDDeltaSh | float | |
| 5456 | SRSymEmaCxlWtVegaLn | float | |
| 5457 | SRSymEmaCxlWtVegaSh | float | |
| 5458 | SRMaxExpDayDDeltaLn | float | |
| 5459 | SRMaxExpDayDDeltaSh | float | |
| 5460 | SRContingency | string | Valid values: L = CxlPrtLo H = CxlPrtHi 1 = TakeProbM1 2 = TakeProbM2 3 = TakeProbM3 |
| 5461 | SRContingentSecKey | string | |
| 5462 | SRContingentLevel | price | |
| 5465 | SRRouteType | string | Valid values: 1 = LiveOrder 2 = Allocation 3 = StageReview 4 = RiskReset |
| 5468 | SROutgoingSeqCheckPt | int | |
| 5470 | SRBaseActiveQuantity | long | |
| 5471 | SRBaseCumFillQuantity | long | |
| 5473 | SRBaseMaxOpenChildCnt | long | |
| 5474 | SRLegBaseActiveQuantity | long | |
| 5475 | SRLegBaseCumFillQuantity | long | |
| 5476 | SRSideEffect | string | Valid values: BO = BuyOpening BC = BuyClosing SO = SellOpening SS = SellClosing |
| 5477 | SRSideEffectCum | long | |
| 5478 | SRSideEffectAvgPx | float | |
| 5480 | SRReviewResult | string | Valid values: 0 = None 1 = Release 2 = RejectParent 3 = CancelParent 4 = CancelReview 5 = CancelReplaceReview |
| 5500 | SRFixRouteDn | string | |
| 5501 | SRFixRouteUp | string | |
| 5502 | SRSessionClientFirm | string | |
| 5510 | SRUdpPort | int | |
| 5520 | SROrderClass | string | Valid values: P = Parent C = Child R = RiskDrop |
| 5530 | SREnableCrossNotices | string | Valid values: Y = Yes N = No |
| 5532 | SREnableDarkQuoteRequests | string | Valid values: Y = Yes N = No |
| 5534 | SREnableMassQuoteRequests | string | Valid values: Y = Yes N = No |
| 5535 | SRRouteControl | string | Valid values: 0 = None 1 = Unused 2 = Enabled 3 = Disabled 4 = SafeMode |
| 5601 | SRBaseClOrdID | long | |
| 5602 | SRFillNumber | hexlong | |
| 5605 | SRRejectCode | string | |
| 5606 | SRChildRejectReason | string | Valid values: 1 = UnknownSym 2 = MarketClosed 3 = LimitExceeded 4 = TooLateToCxl 5 = UnknownOrder 6 = DupeOrder 7 = BrokerOption 8 = SystemErr 9 = SRRiskLmt 10 = OtherError 11 = SecurityClosed |
| 5607 | SRStreetExecID | string | |
| 5608 | SRStreetExecRefID | string | |
| 5610 | SRLiquidityTag | string | |
| 5611 | SRExchLiqTag | string | |
| 5612 | SRExchangeFillDetails | string | |
| 5618 | SRBillingRate | float | |
| 5619 | SRExchFeeEst | float | |
| 5625 | SRChildPositionType | string | Valid values: 1 = NA 2 = Short 3 = Long 4 = Exempt 5 = Open 6 = Close 7 = Auto |
| 5627 | SRChildShortSaleFlag | string | Valid values: 1 = Long 2 = Short 3 = Exempt 4 = Auto 5 = Open 6 = Close 8 = Cover 7 = NA |
| 5631 | SRStreetRoute | string | |
| 5647 | SRBillingSecType | string | Valid values: E = Equity F = Future EO = EqtOption FO = FutOption |
| 5648 | SRBillingCategory | string | Valid values: A = Alpha A50 = AlphaTop50 TM = TiedMaker TT = TiedTaker S = SOR D = DMA AR = AuctionResponse BA = BlockAuction BR = BlockResponse F = Facilitate AF = AlphaFacilitate AT = AwayTrade SO = SymOverride E = Extern NB = NonBillable IS = IsoSweep SS = SpdrSweep SK = Seeker LEG = Legger AD = Drop AA = AwayAlgo G = GTH AG = AlphaGTH |
| 5661 | SRContraDetail | string | |
| 5662 | SRContraCapacity | string | Valid values: 0 = Customer 1 = Firm 2 = BrokerDealer 4 = MarketMaker 5 = AwayMarketMaker 8 = ProCustomer J = FirmJBO 3 = BrkrDlrCust |
| 5663 | SRReportDetail | string | |
| 5665 | SRPeggedLimit | string | Valid values: Y = Yes N = No |
| 5667 | SRCrossBroken | string | Valid values: Y = Yes N = No |
| 5670 | SRNbboBidPx | float | |
| 5671 | SRNbboAskPx | float | |
| 5672 | SRNbboBidSz | int | |
| 5673 | SRNbboAskSz | int | |
| 5680 | SRExchBidPx | float | |
| 5681 | SRExchAskPx | float | |
| 5682 | SRExchBidSz | int | |
| 5683 | SRExchAskSz | int | |
| 5690 | SRUBidPx | float | |
| 5691 | SRUAskPx | float | |
| 5692 | SRUBidSz | int | |
| 5693 | SRUAskSz | int | |
| 5694 | SRUBidCxlPx | float | |
| 5695 | SRUAskCxlPx | float | |
| 5999 | SRChildOrderHandling | string |