Skip to main content
Version: Staging

Schema Differences: SpdrMLegBrkrState (ID: 4030)

V8 Message Definition

39 added 33 removed 2 modified

BODY

#V7 Field NameType#V8 Field NameType
engineName
String(20)
1037
engineName
String(32)
crossNoticeId
long
1052
noticeNumber
long
visibleInSV
enum : YesNo
timeInForce
enum : TimeInForce
limitClass
enum : SpdrLimitClass
alphaType
enum : AlphaType
alphaFactor
float
alphaProbability
float
surfPrcOffset
double
surfVolOffset
float
netAccDayWtVega
float
netAccDayDDelta
float
netSymDayWtVega
float
netSymDayDDelta
float
netGrpDayVega
float
netGrpDayDDelta
float
netGrpDayPremium
float
netGrpDayContracts
int
netGrpRMetric1
float
netGrpRMetric2
float
netGrpRMetric3
float
netGrpRMetric4
float
netGrpRMetric5
float
netGrpRMetric7
float
netSymEmaCxlDDelta
float
netSymEmaCxlWtVega
float
grpDayDDeltaRatio
float
maxGrpDayPremiumLn
float
maxGrpDayPremiumSh
float
maxGrpDayPremiumAbs
float
grpDayPremiumRatio
float
symEmaCxlDDeltaLn
float
symEmaCxlDDeltaSh
float
symEmaCxlWtVegaLn
float
symEmaCxlWtVegaSh
float
1038
modifyNumber
long
1039
startType
1054
execBrkrCode
String(16)
1042
spreadClass
1043
spreadFlavor
1044
riskLimitLevel
1053
limitRefUPrc
double
673
makeLimitPrice
double
676
takeLimitPrice
double
1045
marketSession
1046
activeDuration
int
1047
expireDttm
DateTime
778
takeLimitClass
781
takeAlphaType
784
takeAlphaFactor
float
787
takeAlphaProbability
float
790
takeSurfPrcOffset
double
793
takeSurfVolOffset
float
796
takeSurfWidOffset
float
799
makeLimitClass
802
makeAlphaType
805
makeAlphaFactor
float
808
makeAlphaProbability
float
811
makeSurfPrcOffset
double
814
makeSurfVolOffset
float
817
makeSurfWidOffset
float
865
arriveBid
double
868
arriveAsk
double
877
prtActiveCnt
int
880
prtQtyActive
int
883
cumExchFee
float
886
cumM10Pnl
float
889
cumArrivalPnl
float
892
uPrcDrift
float
895
sVolDrift
float
1048
maxGrpDayRMetric1Ln
float
1049
maxGrpDayRMetric1Sh
float
1050
maxGrpDayRMetric1Abs
float
1051
grpDayRMetric1Ratio
float