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Version: 8.5.11.3

Schema Differences: SpdrHedgePolicyState (ID: 5280)

V8 Message Definition

38 added 29 removed 2 modified

PRIMARY KEY

#V8 Field NameType#V8 Field NameType
15
tradeDate
DateKey

BODY

#V8 Field NameType#V8 Field NameType
107
uPrc
double
107
uPrc
double
155
positionHedgePolicy
enum : PositionHedgePolicy
156
posGrpDeltaLn
double
157
posGrpDeltaSh
double
158
posLastGrpFillDttm
DateTime
159
posCtrlDeltaLn
double
160
posCtrlDeltaSh
double
161
posLastCtrlFillDttm
DateTime
162
posNetDelta
double
163
posMinDeltaBand
float
164
posMaxDeltaBand
float
165
posHedgeState
enum : HedgePolicyState
165
posHedgeState
166
posHedgeText
text1
167
bPosCtrlOrder
text1
168
sPosCtrlOrder
text1
169
tradeHedgePolicy
enum : TradeHedgePolicy
170
trdBotCn
int
171
trdDeltaBot
double
172
trdSldCn
int
173
trdDeltaSld
double
174
trdGrpDeltaBot
double
175
trdGrpDeltaSld
double
176
trdCtrlDeltaBot
double
177
trdCtrlDeltaSld
double
178
trdNetDelta
double
179
trdMinDeltaBand
float
180
trdMaxDeltaBand
float
181
trdHedgeState
enum : HedgePolicyState
182
trdHedgeText
text1
183
bTrdCtrlOrder
text1
184
sTrdCtrlOrder
text1
185
netOpnDDelta
float
186
netTrdDDelta
float
187
netPosDDelta
float
188
netPosDGamma
float
189
lastPosFillDttm
DateTime
190
numAggErrors
int
191
lastAggError
text1
192
opnHedgeQtyBot
int
193
opnHedgeQtySld
int
194
trdHedgeQtyBot
int
195
trdHedgeQtySld
int
196
posHedgeDetail
text1
197
posDDBandwidth
float
198
posHedgeTarget
text1
199
opnHedgeOrder
text1
200
trdHedgeOrder
text1
201
netAutoWindowDD
float
202
lastAutoFillDttm
DateTime
203
exeHedgeQtyBot
int
204
exeHedgeQtySld
int
205
autoHedgeState
206
autoHedgeDetail
text1
207
autoDDBandwidth
float
208
autoHedgeTarget
text1
209
autoHedgeOrder
text1
210
autoHedgeEnabled
211
hedgeWavesEnabled
212
hedgePolicy
213
autoHedgeWindow
214
autoHedgeNetting
215
autoHedgeSymBandDD
float
216
posHedgePeriod
217
posSymHedgeBandDD
float
218
posSymHedgeBandGR
float
219
posBalanceSymbols
220
posHedgeSlice
221
posHedgeObjective