Schema Differences: ResponderMarkupVegaDir (ID: 2496)

V8 Message Definition

23 added 33 removed 44 modified

PRIMARY KEY

#	V8 Field Name	Type	#	V8 Field Name	Type
15	root	TickerKey
16	responderID	int	18	responderID	long
			17	ekey	ExpiryKey

BODY

#	V8 Field Name	Type	#	V8 Field Name	Type
102	canIncludeFlex	enum : YesNo
138	minNetVegaRatio	float
105	minYears	float
106	maxYears	float
107	minExpiry	DateTime
108	maxExpiry	DateTime
184	minProbability	float	184	minProbability	float
115	incFeesInResp	enum : YesNo	115	incFeesInResp	enum : YesNo
119	totalResponseVega	float	119	totalResponseVega	float
120	totalResponseWtVega	float
185	notMktPenny	enum : YesNo
186	mktPenny1	enum : YesNo
187	mktPenny2	enum : YesNo
188	mktPenny3p	enum : YesNo
189	notMktNickle	enum : YesNo
190	mktNickle1	enum : YesNo
191	mktNickle2	enum : YesNo
192	mktNickle3p	enum : YesNo
121	autoHedge	enum : AutoHedge
122	hedgeInstrument	enum : HedgeInst
123	hedgeSecKey	ExpiryKey
124	hedgeBetaRatio	float
125	hedgeScope	enum : HedgeScope
126	hedgeSession	enum : MarketSession
127	riskGroupId	long	127	riskGroupId	long
129	numNotices	long	228	numNotices	int
193	numNoticeBlock	long	229	numNoticeBlock	int
194	numNoticeFlash	long	230	numNoticeFlash	int
195	numNoticeExchPI	long	231	numNoticeExchPI	int
196	numNoticeExchEX	long	232	numNoticeExchEX	int
197	numNotMktPenny	long	233	numNotMktPenny	int
198	numMktPenny1	long	234	numMktPenny1	int
199	numMktPenny2	long	235	numMktPenny2	int
200	numMktPenny3p	long	236	numMktPenny3p	int
201	numNotMktNickle	long	237	numNotMktNickle	int
202	numMktNickle1	long	238	numMktNickle1	int
203	numMktNickle2	long	239	numMktNickle2	int
204	numMktNickle3p	long	240	numMktNickle3p	int
158	respDisabledSkips	long	241	respDisabledSkips	int
159	stockDisabledSkips	long	242	stockDisabledSkips	int
160	cpFlagSkips	long	243	cpFlagSkips	int
161	expiryRangeSkips	long
162	yearsRangeSkips	long
163	listedFlexSkips	long
164	noticePriceSkips	long	257	noticePriceSkips	int
165	aggSizeLimitSkips	long
166	riskGroupLimitSkips	long
167	rootSkips	long
168	xDeltaRangeSkips	long	246	xDeltaRangeSkips	int
169	strikeRangeSkips	long	247	strikeRangeSkips	int
170	minVegaRatioSkips	long
205	probabilitySkips	long
131	numResponses	long	259	numResponses	int
206	numRespondsBlock	long	262	numRespondsBlock	int
207	numRespondsFlash	long	263	numRespondsFlash	int
208	numResponsesExchPI	long	264	numResponsesExchPI	int
209	numResponsesExchEX	long	265	numResponsesExchEX	int
171	numFullSize	long	266	numFullSize	int
172	numAllocSize	long	267	numAllocSize	int
173	numPriceMiss	long	268	numPriceMiss	int
174	numTooLate	long	269	numTooLate	int
175	numOtherMiss	long	270	numOtherMiss	int
176	numDidNotTrade	long	271	numDidNotTrade	int
133	vegaTraded	double	272	vegaTraded	float
177	wtVegaTraded	double
211	sumWidthTraded	double	273	sumWidthTraded	float
212	sumSurfEdgeTraded	double	274	sumSurfEdgeTraded	float
213	sumM1PnLTraded	double	275	sumM1PnLTraded	float
214	sumM10PnLTraded	double	276	sumM10PnLTraded	float
215	numTradedBlock	long	277	numTradedBlock	int
216	numTradedFlash	long	278	numTradedFlash	int
217	numTradedExchPI	long	279	numTradedExchPI	int
218	numTradedExchEX	long	280	numTradedExchEX	int
			219	clientVolSurface	enum : ClientSurface
			220	atmVol	float
			224	totalResponseSize	float
			225	policyAutoHedge	enum : YesNo
			226	minUPrc	float
			227	maxUPrc	float
			244	flexSkips	int
			245	ekeySkips	int
			248	sVolErrorSkips	int
			249	userVolErrSkips	int
			250	zeroSizeSkips	int
			251	totalSizeSkips	int
			252	totalVegaSkips	int
			253	sysErrorSkips	int
			254	userSurfSkips	int
			255	probErrorSkips	int
			256	offMarketSkips	int
			258	numRejectHoldSkips	int
			260	numRejects	int
			261	lastRejectReason	text1

REPEATING FIELDS

CFirmExclFilter

#	V8 Field Name	Type	#	V8 Field Name	Type
183	∟inititorCFirm	String(16)

CFirmInclFilter

#	V8 Field Name	Type	#	V8 Field Name	Type
181	∟inititorCFirm	String(16)

Calibration

#	V8 Field Name	Type	#	V8 Field Name	Type
			222	∟cValue	float
			223	∟moneyness	float