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Version: 8.6.3.1

Schema Differences: SpdrHedgePolicyState (ID: 5280)

V8 Message Definition

2 added 13 removed 35 modified

PRIMARY KEY

#V8 Field NameType#V8 Field NameType
13
hedgeTarget
ExpiryKey
10
hedgeTarget
ExpiryKey
14
hedgeSecType
enum : SpdrKeyType
11
hedgeSecType
11
accnt
String(16)
12
accnt
String(16)
12
clientFirm
String(16)
13
clientFirm
String(16)
15
tradeDate
DateKey
14
tradeDate
DateKey

BODY

#V8 Field NameType#V8 Field NameType
185
netOpnDDelta
float
100
netOpnDDelta
float
186
netTrdDDelta
float
103
netTrdDDelta
float
187
netPosDDelta
float
106
netPosDDelta
float
188
netPosDGamma
float
109
netPosDGamma
float
189
lastPosFillDttm
DateTime
112
lastPosFillDttm
DateTime
190
numAggErrors
int
115
numAggErrors
int
191
lastAggError
text1
118
lastAggError
text1
192
opnHedgeQtyBot
int
121
opnHedgeQtyBot
int
193
opnHedgeQtySld
int
124
opnHedgeQtySld
int
194
trdHedgeQtyBot
int
127
trdHedgeQtyBot
int
195
trdHedgeQtySld
int
130
trdHedgeQtySld
int
165
posHedgeState
enum : HedgePolicyState
133
posHedgeState
196
posHedgeDetail
text1
136
posHedgeDetail
text1
197
posDDBandwidth
float
139
posDDBandwidth
float
198
posHedgeTarget
text1
142
posHedgeTarget
text1
199
opnHedgeOrder
text1
145
opnHedgeOrder
text1
200
trdHedgeOrder
text1
148
trdHedgeOrder
text1
201
netAutoWindowDD
float
202
lastAutoFillDttm
DateTime
203
exeHedgeQtyBot
int
204
exeHedgeQtySld
int
205
autoHedgeState
enum : HedgePolicyState
206
autoHedgeDetail
text1
207
autoDDBandwidth
float
208
autoHedgeTarget
text1
209
autoHedgeOrder
text1
210
autoHedgeEnabled
enum : YesNo
211
hedgeWavesEnabled
enum : YesNo
181
hedgeWavesEnabled
212
hedgePolicy
enum : HedgePolicy
184
hedgePolicy
213
autoHedgeWindow
enum : AutoHedgeWindow
214
autoHedgeNetting
enum : AutoHedgeNetting
215
autoHedgeSymBandDD
float
216
posHedgePeriod
enum : HedgePeriod
196
posHedgePeriod
217
posSymHedgeBandDD
float
199
posSymHedgeBandDD
float
218
posSymHedgeBandGR
float
202
posSymHedgeBandGR
float
219
posBalanceSymbols
enum : YesNo
205
posBalanceSymbols
220
posHedgeSlice
enum : HedgeSlice
208
posHedgeSlice
221
posHedgeObjective
enum : HedgeObjective
211
posHedgeObjective
107
uPrc
double
220
uPrc
double
147
ddMult
double
223
ddMult
double
150
pointValue
double
226
pointValue
double
151
pointCurrency
enum : Currency
229
pointCurrency
154
timestamp
DateTime
232
timestamp
DateTime
214
availableLocate
int
217
firmPosition
int