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Version: 8.5.11.1

Schema Differences: SpdrHedgePolicyState (ID: 5280)

V8 Message Definition

30 added 49 removed 9 modified

PRIMARY KEY

#V8 Field NameType#V8 Field NameType
10
hedgeTarget
TickerKey
10
hedgeTarget
ExpiryKey
11
accnt
String(16)
12
accnt
String(16)
12
clientFirm
String(16)
13
clientFirm
String(16)

BODY

#V8 Field NameType#V8 Field NameType
100
hedgeSecKey
ExpiryKey
101
hedgeSecType
enum : SpdrKeyType
11
hedgeSecType
102
securityDesc
text1
103
ssaleFlag
enum : ShortSaleFlag
104
positionType
enum : PositionType
105
hedgeState
enum : HedgePolicyState
106
hedgeText
text1
107
uPrc
double
100
uPrc
double
108
isDeltaMixed
enum : YesNo
109
accumulatorError
text1
110
grpDeltaBot
double
111
grpDeltaSld
double
112
grpDDeltaBot
double
113
grpDDeltaSld
double
114
lastGrpFillDttm
DateTime
115
ctrlDeltaBot
double
116
ctrlDeltaSld
double
117
ctrlDDeltaBot
double
118
ctrlDDeltaSld
double
119
lastCtrlFillDttm
DateTime
120
absOptCn
int
121
netDelta
double
122
netDDelta
double
123
openHedgeTime
float
124
hedgeTargetVol
float
125
expectedPrcRange
float
126
opnDeltaBot
double
127
opnDeltaSld
double
128
opnDDeltaBot
double
129
opnDDeltaSld
double
130
clsDeltaBot
double
131
clsDeltaSld
double
132
clsDDeltaBot
double
133
clsDDeltaSld
double
134
slippagePnL
float
135
slippageUnitPnL
float
136
slippageNormPnL
float
137
minDDeltaBand
float
138
maxDDeltaBand
float
139
bParentNumber
long
140
bActiveSize
int
141
bBrkrStatus
text1
142
bBrkrError
text1
143
sParentNumber
long
144
sActiveSize
int
145
sBrkrStatus
text1
146
sBrkrError
text1
147
ddMult
double
193
ddMult
double
148
underliersPerCn
int
149
underlierType
enum : UnderlierType
150
pointValue
double
196
pointValue
double
151
pointCurrency
enum : Currency
199
pointCurrency
152
liveHedgeMark
double
153
updtReason
String(20)
154
timestamp
DateTime
202
timestamp
DateTime
103
positionHedgePolicy
106
posGrpDeltaLn
double
109
posGrpDeltaSh
double
112
posLastGrpFillDttm
DateTime
115
posCtrlDeltaLn
double
118
posCtrlDeltaSh
double
121
posLastCtrlFillDttm
DateTime
124
posNetDelta
double
127
posMinDeltaBand
float
130
posMaxDeltaBand
float
133
posHedgeState
136
posHedgeText
text1
139
bPosCtrlOrder
text1
142
sPosCtrlOrder
text1
145
tradeHedgePolicy
148
trdBotCn
int
151
trdDeltaBot
double
154
trdSldCn
int
157
trdDeltaSld
double
160
trdGrpDeltaBot
double
163
trdGrpDeltaSld
double
166
trdCtrlDeltaBot
double
169
trdCtrlDeltaSld
double
172
trdNetDelta
double
175
trdMinDeltaBand
float
178
trdMaxDeltaBand
float
181
trdHedgeState
184
trdHedgeText
text1
187
bTrdCtrlOrder
text1
190
sTrdCtrlOrder
text1