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Version: 8.5.11.3

Schema Differences: SpdrParentExecution (ID: 4085)

V8 Message Definition

69 added 20 removed 6 modified

BODY

#V7 Field NameType#V8 Field NameType
dataCenter
enum : SRDataCenter
faceSide
enum : FaceSide
faceShape
enum : FaceShape
execBrokerMPID
String(8)
217
execBrkrMPID
String(8)
altBrkrMPID
String(8)
execBrokerAccnt
String(16)
220
execBrkrAccnt
String(16)
execBrokerClFirm
String(16)
223
execBrkrClFirm
String(16)
execUsername
String(16)
226
execBrkrUserName
String(16)
childExDest
String(12)
845
childExDest
String(16)
childLocateSource
String(12)
isCommPaying
enum : YesNo
fillPr
float
fillRiskMetric1
float
fillRiskMetric2
float
fillRiskMetric3
float
fillRiskMetric4
float
fillRiskMetric5
float
fillRiskMetric6
float
fillRiskMetric7
float
fillS08Dn
float
fillS06Up
float
fillS15Dn
float
fillS15Up
float
fillS50Dn
float
fillS50Up
float
crossNoticeId
long
832
noticeNumber
long
846
sideClOrdId
long
843
originTicker
TickerKey
844
originSecKey
OptionKey
848
strategyAccnt
String(16)
809
coreClientFirm
String(16)
810
sponsorClientFirm
String(16)
833
execBrkrCode
String(16)
852
clearingAgent
String(10)
853
clearingTaxID
String(10)
854
clearingBrkrMPID
String(8)
855
badge
String(16)
337
childFairWidth
double
850
noticeCommission
float
856
hasNoticeComm
851
custCommPaying
457
fillFairWidth
double
857
completionType
858
completionState
859
completionPrice
double
860
completionSecKey
OptionKey
861
completionSecType
812
riskVega
float
813
riskWtVega
float
814
riskNValue
float
815
riskDelta
float
816
riskDDelta
float
817
riskRm1
float
818
riskRm2
float
819
riskRm3
float
820
riskRm4
float
821
riskRm5
float
822
riskRm6
float
823
riskRm7
float
824
marginUDnVDn
float
825
marginUDnVUp
float
826
marginUUpVDn
float
827
marginUUpVUp
float
828
riskU15Dn
float
829
riskU15Up
float
830
riskU50Dn
float
831
riskU50Up
float
849
crossSide
847
isCrossBreakupFill
667
parentFairWidth
double
862
priceNotional
double
863
uPrcNotional
double
864
strikeNotional
double
865
realmCurrency
866
pointToRealmRate
double
837
responseType
String(4)
838
nbboBid
double
839
nbboAsk
double
840
childUPrc
double
841
exchBidSz
int
842
exchAskSz
int
867
uContingency
868
uLevel
double
869
cxlSource
870
cxlSrcOffset
long
871
cxlEngOffset
long
872
cxlSndOffset
long
873
uSlip
float
874
opxSlip
float
875
volSlip
float
876
prtUBid
float
877
prtUAsk
float
878
prtSize
int
879
prtTimestamp
long
880
prtSgwOffset
int