SpiderRock Tags Appendix
In addition to standard FIX fields, SpiderRock uses custom FIX tags with tag numbers in the range 5,000-5,999 for SpiderRock-specific parameters. This document describes these tags, their type, and their possible values.
SpiderRock Tags Appendix
| Tag | Field Name | Type | Enums |
|---|---|---|---|
| 5000 | SRParentNumber | hexlong | |
| 5002 | SRPrevParentNumber | hexlong | |
| 5004 | SRBaseParentNumber | hexlong | |
| 5005 | SRParent390Number | long | |
| 5006 | SRAltOrderId | string | |
| 5007 | SRAltPrevOrderId | string | |
| 5008 | SRGroupingCode | hexlong | |
| 5009 | SRSpdrSource | string | |
| 5010 | SRAltAutoHedgeId | string | |
| 5011 | SRPackageId | long | |
| 5012 | SRAltAccnt | string | |
| 5014 | SRAltUserName | string | |
| 5015 | SRSecKey | string | |
| 5016 | SRSecType | string | Valid values: 1 = Stock 2 = Future 3 = Option 4 = MLeg |
| 5017 | SRAssetType | string | |
| 5018 | SRTickerSrc | string | |
| 5019 | SRSecurityDesc | string | |
| 5020 | SRAccnt | string | |
| 5022 | SRClientFirm | string | |
| 5023 | SRClientAccnt | string | |
| 5024 | SRClearingFirm | string | |
| 5026 | SRClearingAccnt | string | |
| 5027 | SRStrategyAccnt | string | |
| 5028 | SRAccountRouteCode | string | |
| 5030 | SRExternExDest | string | |
| 5032 | SRExternParams | string | |
| 5034 | SRStrategy | string | |
| 5036 | SRUsername | string | |
| 5037 | SROrderCreateTimestamp | datetime | |
| 5038 | SROrderDttm | datetime | |
| 5039 | SRUSecDesc | string | |
| 5040 | SROrderSide | string | Valid values: B = Buy S = Sell |
| 5041 | SROrderStatus | string | Valid values: 0 = New 1 = PartialFill 2 = Filled 3 = DoneForDay 4 = Canceled 5 = Replaced 6 = PendingCxl 7 = Stopped 8 = Rejected 9 = Suspended A = PendingNew B = Calculated C = Expired D = Accepted E = PendingRpl G = CmeTradeCorrect H = CmeTradeCxl Y = PendingCls Z = Closed T = PendingTrg |
| 5042 | SROrderSize | int | |
| 5044 | SROrderActiveSize | int | |
| 5046 | SRMaxExposureSize | int | |
| 5048 | SRNumMakeExchanges | int | |
| 5050 | SRPublicSize | string | Valid values: 0 = None 1 = Randomize 2 = MktSize 3 = FullSize 4 = MktSizeA 5 = MktSizeB 6 = MktSizeC 7 = FullSizeR 8 = Max25Pct 9 = Max50Pct 10 = Max75Pct 11 = NoSize |
| 5052 | SRCanCxlOverlap | string | Valid values: Y = Yes N = No |
| 5054 | SRProgressRule | string | Valid values: 0 = None 1 = Twap 2 = Vwap 3 = TwapReset 4 = VwapReset 5 = FastReset 6 = SlowReset 7 = TwapAlpha 8 = VwapAlpha 9 = TwapAlphaC 10 = VwapAlphaC 11 = AutoComplete 12 = AllowImmediate 13 = Manual 14 = SpdrPulse I = IOC 16 = FlashMakeTake |
| 5055 | SRProgressExposeTime | int | |
| 5056 | SRProgressSliceCnt | int | |
| 5057 | SRCloseReason | int | |
| 5058 | SRVwapParticipation | float | |
| 5060 | SRAuctionResponder | string | Valid values: ANY = Any |
| 5062 | SRMaxTakeExchFee | float | |
| 5064 | SRMaxMakeExchFee | float | |
| 5066 | SRIncTakeExchFee | string | Valid values: 1 = ExclFee 2 = IncFee |
| 5068 | SRIncMakeExchFee | string | Valid values: 1 = ExclFee 2 = IncFee |
| 5070 | SRMakeExchRule | string | Valid values: 1 = MaxPart 2 = FeeOptimal 3 = ImprvOnly 4 = FeeStrict |
| 5072 | SRCxlUPrcRange | string | Valid values: Y = Yes N = No |
| 5074 | SRMinUBid | float | |
| 5076 | SRMaxUAsk | float | |
| 5078 | SRMinOptionPx | float | |
| 5080 | SRMaxChildOrders | int | |
| 5081 | SRStageReview | string | Valid values: Y = Yes N = No |
| 5083 | SRStageType | string | Valid values: 1 = ModifyAny 2 = ModifyAlgo |
| 5085 | SRStartDttm | datetime | |
| 5086 | SROrderDuration | int | |
| 5088 | SRGoodTillDttm | datetime | |
| 5089 | SRMarketSession | string | Valid values: 1 = RegMkt 2 = PreMkt 3 = PostMkt 4 = PreRegMkt 5 = RegPostMkt 6 = AllDay |
| 5090 | SRStartType | string | Valid values: 1 = WaitTrigger 2 = TriggerAll |
| 5092 | SRProgressTimeout | int | |
| 5094 | SROrderHandling | string | Valid values: 1 = ActiveTaker 2 = PostOnly 3 = DMA 4 = MktOnOpn 5 = MktOnCls 8 = Legger 9 = Seeker 10 = SeekerLegger 11 = CrossResponse 12 = AuctionResponse 13 = AwayAlgo 14 = ExchPing 19 = SweepTake 20 = CobMaker 21 = TestParent 22 = BlockAuction 23 = BlockResponse 24 = Matrix 25 = FlashAuction |
| 5096 | SRBalanceHandling | string | Valid values: 1 = PostWith 2 = PostTurn 3 = PostImprove 4 = PostLimit 6 = MaxIntern 7 = PostWthF 8 = PostImprvR 9 = PostFlash 10 = PostFlashW 11 = PostPeg 12 = PostFlashI |
| 5097 | SRAlgoTemplate | string | |
| 5098 | SROrderLimitType | string | Valid values: 0 = Market 1 = MarketArrival 2 = Prc 3 = PrcDe 4 = PrcDeX 5 = PrcDeT 6 = PrcDeP 7 = PrcDeXT 8 = PrcDeXP 9 = Vol 10 = VolX 11 = PrcV 12 = PrcVX 13 = VolPrc 14 = RelMid 15 = RelJoin 16 = RelCross 17 = SmrtFast 18 = SmrtNorm 19 = RelTurn |
| 5100 | SRTakeLimitClass | string | Valid values: 0 = Simple 1 = Surface 2 = Probability 3 = SurfProb |
| 5102 | SRMakeLimitClass | string | Valid values: 0 = Simple 1 = Surface 2 = Probability 3 = SurfProb |
| 5103 | SRIncludeSRNetwork | string | Valid values: 0 = None 1 = Include 2 = Exclude 3 = Disclose |
| 5104 | SRTakeReachRule | string | Valid values: 0 = None 1 = Delayed 2 = Passive 3 = WeakOnly 4 = RespondOnly 5 = FullSize 6 = ISOSweep 7 = AllOrNone 8 = QtyOrMore 9 = UpToQty 10 = AtMost25 11 = AtMost50 12 = MinTakeFee |
| 5106 | SROrderPrcLimit | price | |
| 5107 | SROrderRefUBid | price | |
| 5108 | SROrderRefUPrc | price | |
| 5109 | SROrderRefUAsk | price | |
| 5110 | SROrderRefDelta | float | |
| 5112 | SROrderRefGamma | float | |
| 5114 | SROrderRefTheta | float | |
| 5116 | SROrderVolLimit | float | |
| 5117 | SROrderParentLmtPrc | price | |
| 5118 | SRRateOverride | float | |
| 5120 | SRSDivOverride | float | |
| 5122 | SRDDivOverride | string | |
| 5124 | SROverrideCode | string | Valid values: 0 = None S = SDivOnly D = DDivOnly B = Both |
| 5126 | SROrderPrcOffset | price | |
| 5128 | SRTakeAlphaType | string | Valid values: 0 = None 1 = Static 2 = Hawk 3 = Eagle 4 = Falcon 5 = Relative |
| 5130 | SRMakeAlphaType | string | Valid values: 0 = None 1 = Static 2 = Hawk 3 = Eagle 4 = Falcon 5 = Relative |
| 5132 | SRTakeAlphaFactor | float | |
| 5134 | SRMakeAlphaFactor | float | |
| 5136 | SRTakeProbability | float | |
| 5138 | SRMakeProbability | float | |
| 5140 | SRTakeSurfPrcOffset | float | |
| 5142 | SRTakeSurfVolOffset | float | |
| 5144 | SRMakeSurfPrcOffset | float | |
| 5146 | SRMakeSurfVolOffset | float | |
| 5148 | SROrderRefEventMult | float | |
| 5150 | SROrderRefEventDttm | datetime | |
| 5152 | SRAutoHedge | string | Valid values: N = NoHedge X = FastCrx Y = FastDark Z = SlowDark F = AutoCrx S = AutoTrn M = AutoMid A = SpdrAuto 1 = Spdr10S 3 = Spdr30S 9 = Spdr90S 5 = Spdr5M H = Spdr30M D = SpdrDay 12 = SmartFast 13 = SmartNorm V1 = AlphaVwap1pct V2 = AlphaVwap2pct V5 = AlphaVwap5pct V25 = AlphaVwap25pct T = Static 21 = Custom 22 = AwayAlgo |
| 5154 | SRHedgeInstrument | string | Valid values: 0 = Default 1 = FrontMonth 2 = FutUnderlier 3 = Stock 4 = Future 5 = DirectStock 6 = DirectFuture 7 = GroupStock 8 = GroupFuture 9 = StkUnderlier |
| 5156 | SRHedgeFKey | string | |
| 5158 | SRHedgeRatio | float | |
| 5160 | SRHedgeSession | string | Valid values: 1 = RegMkt 2 = PreMkt 3 = PostMkt 4 = PreRegMkt 5 = RegPostMkt 6 = AllDay |
| 5162 | SRExternHedgeExDest | string | |
| 5164 | SRExternHedgeParams | string | |
| 5166 | SRFirmType | string | Valid values: C = Customer F = Firm MM = MarketMaker PC = ProCustomer BD = BrokerDealer AwayMM = AwayMM JBO = FirmJBO BDC = BrkrDlrCust |
| 5167 | SRFutCustType | string | Valid values: I = Individual PR = Proprietary OM = OtherMember NM = NonMember |
| 5168 | SROrderCapacity | string | Valid values: A = Agency P = Principal I = Individual PR = Proprietary AOM = AgentOtherMember |
| 5169 | SRFutClearingRange | string | Valid values: 0 = Customer 1 = Firm |
| 5170 | SRPositionType | string | Valid values: 1 = NA 2 = Short 3 = Long 4 = Exempt 5 = Open 6 = Close 7 = Auto |
| 5172 | SRShortSaleFlag | string | Valid values: 1 = Long 2 = Short 3 = Exempt 4 = Auto 5 = Open 6 = Close 8 = Cover 7 = NA |
| 5173 | SRArrivalSSaleFlag | string | Valid values: 1 = Long 2 = Short 3 = Exempt 4 = Auto 5 = Open 6 = Close 8 = Cover 7 = NA |
| 5174 | SRNoCrossGroup | string | |
| 5175 | SRArrivalFirmPos | int | |
| 5176 | SRExchTraderId | string | |
| 5177 | SRExchBadgeId | string | |
| 5178 | SRLargeTraderId | string | |
| 5180 | SRTradingLocation | string | |
| 5182 | SRRefRMetric1Src | string | Valid values: 1 = User 2 = Vega 3 = WVega 4 = WTVega 5 = TVega 6 = Theta 7 = DTheta 8 = Gamma 9 = DGamma 10 = DDeltaIvS |
| 5184 | SRRefRMetric2Src | string | Valid values: 1 = User 2 = Vega 3 = WVega 4 = WTVega 5 = TVega 6 = Theta 7 = DTheta 8 = Gamma 9 = DGamma 10 = DDeltaIvS |
| 5186 | SRRefRMetric3Src | string | Valid values: 1 = User 2 = Vega 3 = WVega 4 = WTVega 5 = TVega 6 = Theta 7 = DTheta 8 = Gamma 9 = DGamma 10 = DDeltaIvS |
| 5188 | SRRefRMetric4Src | string | Valid values: 1 = User 2 = Vega 3 = WVega 4 = WTVega 5 = TVega 6 = Theta 7 = DTheta 8 = Gamma 9 = DGamma 10 = DDeltaIvS |
| 5190 | SRRefRMetric5Src | string | Valid values: 1 = User 2 = Vega 3 = WVega 4 = WTVega 5 = TVega 6 = Theta 7 = DTheta 8 = Gamma 9 = DGamma 10 = DDeltaIvS |
| 5192 | SROrderRefRMetric1 | float | |
| 5194 | SROrderRefRMetric2 | float | |
| 5196 | SROrderRefRMetric3 | float | |
| 5198 | SROrderRefRMetric4 | float | |
| 5200 | SROrderRefRMetric5 | float | |
| 5202 | SRLeadSide | string | Valid values: B = Buy S = Sell |
| 5204 | SRMaxCompletionSlippage | price | |
| 5206 | SROrderRefPremium | float | |
| 5208 | SRCrossNoticeID | hexlong | |
| 5210 | SRTheoVol | float | |
| 5212 | SROrderRefRMetric6 | float | |
| 5213 | SRRefRMetric6Src | string | Valid values: 1 = User 2 = Vega 3 = WVega 4 = WTVega 5 = TVega 6 = Theta 7 = DTheta 8 = Gamma 9 = DGamma 10 = DDeltaIvS |
| 5214 | SRMaxExpDayRMetric6Ln | float | |
| 5215 | SRMaxExpDayRMetric6Sh | float | |
| 5220 | SRLocatePool | string | |
| 5221 | SRLocateFirm | string | |
| 5222 | SRLocateQuan | int | |
| 5223 | SRLocateID | string | |
| 5224 | SRFirmPosition | int | |
| 5228 | SRMakeSurfWidthOffset | float | |
| 5229 | SRTakeSurfWidthOffset | float | |
| 5230 | SRStockLegGiveup | string | |
| 5232 | SRRiskResetType | string | Valid values: 1 = RoutingCode 2 = Accnt 3 = ClientFirm 4 = Symbol |
| 5233 | SRRiskResetValue | string | |
| 5235 | SRRefRMetric7Src | string | Valid values: 1 = User 2 = Vega 3 = WVega 4 = WTVega 5 = TVega 6 = Theta 7 = DTheta 8 = Gamma 9 = DGamma 10 = DDeltaIvS |
| 5236 | SROrderRefRMetric7 | float | |
| 5237 | SRMaxSymDayRMetric7Ln | float | |
| 5238 | SRMaxSymDayRMetric7Sh | float | |
| 5239 | SRSymDayRMetric7Offset | float | |
| 5240 | SRRequestType | string | Valid values: 1 = RFQ 2 = BlockAuction |
| 5241 | SRRequestState | string | Valid values: 1 = Start 2 = Update |
| 5242 | SRQtyConditions | string | Valid values: 0 = None 1 = UpToQty 2 = QtyOrMore |
| 5244 | SRMinResponseQty | int | |
| 5246 | SRIndicatedPrice | price | |
| 5247 | SRPriceType | string | Valid values: 1 = Static 2 = DeltaAdjusted |
| 5248 | SRNbboCapMod | string | Valid values: 0 = None 1 = NoCap 2 = Nbbo 3 = Penny 4 = FivePennies 5 = TenPennies |
| 5250 | SRRiskGroupId | hexlong | |
| 5255 | SRMaxExpDayWtVegaLn | float | |
| 5256 | SRMaxExpDayWtVegaSh | float | |
| 5257 | SRMaxSymDayWtVegaLn | float | |
| 5258 | SRMaxSymDayWtVegaSh | float | |
| 5259 | SRMaxSymDayDDeltaLn | float | |
| 5260 | SRMaxSymDayDDeltaSh | float | |
| 5261 | SRMaxGrpDayDDeltaLn | float | |
| 5262 | SRMaxGrpDayDDeltaSh | float | |
| 5264 | SRMaxGrpDayVegaLn | float | |
| 5265 | SRMaxGrpDayVegaSh | float | |
| 5266 | SRMaxGrpDayVegaAbs | float | |
| 5267 | SRGrpDayVegaRatio | float | |
| 5272 | SRMaxGrpDayRMetric1Ln | float | |
| 5273 | SRMaxGrpDayRMetric1Sh | float | |
| 5274 | SRMaxGrpDayRMetric1Abs | float | |
| 5275 | SRGrpDayRMetric1Ratio | float | |
| 5276 | SRMaxGrpDayRMetric2Ln | float | |
| 5277 | SRMaxGrpDayRMetric2Sh | float | |
| 5278 | SRMaxGrpDayRMetric3Ln | float | |
| 5279 | SRMaxGrpDayRMetric3Sh | float | |
| 5280 | SRMaxGrpDayRMetric4Ln | float | |
| 5281 | SRMaxGrpDayRMetric4Sh | float | |
| 5282 | SRMaxGrpDayRMetric5Ln | float | |
| 5283 | SRMaxGrpDayRMetric5Sh | float | |
| 5284 | SRMaxGrpDayContractsLn | int | |
| 5285 | SRMaxGrpDayContractsSh | int | |
| 5286 | SRMaxGrpDayContractsAbs | int | |
| 5287 | SRMaxSymDayVegaLn | float | |
| 5288 | SRMaxSymDayVegaSh | float | |
| 5290 | SRUserData1 | string | |
| 5291 | SRUserData2 | string | |
| 5292 | SRDropData1 | string | |
| 5293 | SRDropData2 | string | |
| 5295 | SRChildData | string | |
| 5296 | SRChildOrderPrice | float | |
| 5297 | SRChildOrderSize | int | |
| 5298 | SRChildOrderId | string | |
| 5300 | SRLegId | long | |
| 5301 | SRLegAltId | string | |
| 5302 | SRLegIndex | long | |
| 5303 | SRLegSide | string | Valid values: B = Buy S = Sell |
| 5304 | SRLegSecKey | string | |
| 5305 | SRLegSecType | string | |
| 5306 | SRLegPosEffect | string | Valid values: O = OPEN C = CLOSE A = AUTO |
| 5307 | SRLegShortSaleFlag | string | Valid values: 1 = Long 2 = Short 3 = Exempt 4 = Auto 5 = Open 6 = Close 8 = Cover 7 = NA |
| 5310 | SRLegPosEffectFace | string | Valid values: O = OPEN C = CLOSE A = AUTO |
| 5311 | SRLegShortSaleFlagFace | string | Valid values: 1 = Long 2 = Short 3 = Exempt 4 = Auto 5 = Open 6 = Close 8 = Cover 7 = NA |
| 5314 | SRLegProductGroup | string | |
| 5315 | SRLegIdReview | string | |
| 5316 | SRLegAltIdReview | string | |
| 5320 | SRAccEmaCxlDDeltaLn | float | |
| 5321 | SRAccEmaCxlDDeltaSh | float | |
| 5322 | SRAccEmaCxlWtVegaLn | float | |
| 5323 | SRAccEmaCxlWtVegaSh | float | |
| 5340 | SROrderShape | string | 0 = Single 1 = Cross 2 = MLeg 3 = MLegCross |
| 5341 | SRHasStockLeg | string | |
| 5342 | SRExecShape | string | |
| 5343 | SRWaitTriggerId | long | |
| 5344 | SRWaitTriggerCount | int | |
| 5345 | SRWaitTriggerStripe | string | |
| 5346 | SRWaitTriggerTimestamp | long | |
| 5347 | SRQueueTriggerTimestamp | long | |
| 5350 | SRExecBrokerMPID | string | |
| 5351 | SRExecBrokerCode | string | |
| 5352 | SRExecBrokerAccnt | string | |
| 5353 | SRExecBrokerClFirm | string | |
| 5355 | SRTradingSession | string | Valid values: 0 = RegularMarket 1 = PreMarket 2 = PostMarket 3 = PostMarketETF 4 = All 5 = Auto 6 = NextDay |
| 5357 | SRSpdrOrderType | string | Valid values: 1 = Market 2 = Limit 3 = MktOnOpen 4 = LmtOnOpen 5 = MktOnClose 6 = LmtOnClose 7 = PegMid 8 = PegPri 9 = PegMkt 10 = PegMidOrLimit 11 = PegPriOrLimit 12 = PegMktOrLimit |
| 5358 | SRParentOrderSize | long | |
| 5360 | SRExDestination | string | |
| 5363 | SRMMPrefCode | string | |
| 5364 | SRMMClrAccnt | string | |
| 5368 | SRFaceParticipation | string | |
| 5370 | SRCrossHandlingDetail | string | |
| 5371 | SRBestPrice | price | |
| 5372 | SRCrossHandling | string | |
| 5373 | SRClearingFlipFirm | string | |
| 5374 | SRClearingFlipAccount | string | |
| 5375 | SRClearingFlipType | string | |
| 5376 | SRClOrdId | string | |
| 5377 | SRStreetClOrdId | string | |
| 5378 | SRSideClOrdId | string | |
| 5379 | SRStreetBrokerMPID | string | |
| 5380 | SRPersistent | string | Valid values: Y = True N = False |
| 5381 | SRCrossAttribute | string | |
| 5382 | SRHeld | string | Valid values: Y = True N = False |
| 5384 | SRDirected | string | Valid values: Y = True N = False |
| 5386 | SRLastCapacity | string | Valid values: 1 = AGENT 2 = CROSS_AS_AGENT 3 = CROSS_AS_PRINCIPAL 4 = PRINCIPAL |
| 5387 | SRQueuePriority | int | |
| 5388 | SRExecBrokerOnBehalfOf | string | |
| 5392 | SRTickSrcTimestamp | long | |
| 5393 | SRTickNetTimestamp | long | |
| 5394 | SRTickEngTimestamp | long | |
| 5395 | SRTickSgwTimestamp | long | |
| 5396 | SRSendTimestamp | long | |
| 5398 | SROrderCreateReason | string | Valid values: 0 = None 1 = CheckAddExch 2 = DarkCross 3 = DmaExtern 4 = DmaSmart 5 = MakeJoin 6 = MakeNbboImpr 7 = MakePostLimit 8 = MakeSelfImpr 9 = MarketAuction 10 = MatrixImpr 11 = MatrixJoin 12 = MatrixLvlSweep 13 = MatrixMaxSweep 14 = MLegSeeker 15 = OptAuctionResp 16 = OptFaceHandler 17 = RelWaitTrigger 18 = SprdDma 19 = SprdFace 20 = SprdSeeker 21 = TakeBrkr 22 = TakeExch 23 = TakeNbbo 24 = RFQRequest 25 = MLegResponse 26 = BrkrCross 27 = PostFlash 28 = MakeOff 29 = MakeFlashImprv 30 = AwayExtern 31 = MatrixCross 32 = ExchPing 33 = BrkrReview 34 = AuctionResponse 35 = SweepTake 36 = TestChild |
| 5399 | SROrderCancelReason | int | |
| 5400 | SRContractMultiplier | float | |
| 5401 | SRDisplayPrice | string | |
| 5402 | SRPriceFormat | string | |
| 5403 | SRNativePrice | price | |
| 5405 | SRDisplayFactor | price | |
| 5406 | SRSecurityGroup | string | |
| 5407 | SRProductGroup | string | |
| 5408 | SRProductClass | string | |
| 5409 | SRNativeLastPrice | price | |
| 5410 | SRExtTraderId | string | |
| 5411 | SRExecUsername | string | |
| 5412 | SRExecFirmID | string | |
| 5413 | SRPrimaryExch | string | |
| 5417 | SRRoutingInstruction | string | Valid values: ALO = AddLiqOnly DNR = DoNotRoute ISO = IntermarketSweep MQ = MassQuote |
| 5420 | SRInternalMPID | string | |
| 5421 | SRClientMPID | string | |
| 5430 | SRAuctionId | string | |
| 5431 | SRAuctionType | string | |
| 5435 | SRHasAutoHedge | string | Valid values: Y = Yes N = No |
| 5436 | SRHedgeUnits | float | |
| 5437 | SRHedgeSecKey | string | |
| 5450 | SRContingentAction | string | Valid values: C = ContingentTrigger W = WaitTrigger |
| 5451 | SRContingentTick2Action | float | |
| 5452 | SRContingentLatency | float | |
| 5453 | SRContingentCxlDttm | datetime | |
| 5454 | SRSymEmaCxlDDeltaLn | float | |
| 5455 | SRSymEmaCxlDDeltaSh | float | |
| 5456 | SRSymEmaCxlWtVegaLn | float | |
| 5457 | SRSymEmaCxlWtVegaSh | float | |
| 5458 | SRMaxExpDayDDeltaLn | float | |
| 5459 | SRMaxExpDayDDeltaSh | float | |
| 5460 | SRContingency | string | Valid values: L = CxlPrtLo H = CxlPrtHi 1 = TakeProbM1 2 = TakeProbM2 3 = TakeProbM3 |
| 5461 | SRContingentSecKey | string | |
| 5462 | SRContingentLevel | price | |
| 5465 | SRRouteType | string | Valid values: 1 = LiveOrder 2 = Allocation 3 = StageReview 4 = RiskReset |
| 5468 | SROutgoingSeqCheckPt | int | |
| 5470 | SRBaseActiveQuantity | long | |
| 5471 | SRBaseCumFillQuantity | long | |
| 5473 | SRBaseMaxOpenChildCnt | long | |
| 5474 | SRLegBaseActiveQuantity | long | |
| 5475 | SRLegBaseCumFillQuantity | long | |
| 5476 | SRSideEffect | string | Valid values: BO = BuyOpening BC = BuyClosing SO = SellOpening SS = SellClosing |
| 5477 | SRSideEffectCum | long | |
| 5478 | SRSideEffectAvgPx | float | |
| 5480 | SRReviewResult | string | Valid values: 0 = None 1 = Release 2 = RejectParent 3 = CancelParent 4 = CancelReview 5 = CancelReplaceReview |
| 5500 | SRFixRouteDn | string | |
| 5501 | SRFixRouteUp | string | |
| 5502 | SRSessionClientFirm | string | |
| 5510 | SRUdpPort | int | |
| 5520 | SROrderClass | string | Valid values: P = Parent C = Child R = RiskDrop |
| 5530 | SREnableCrossNotices | string | Valid values: Y = Yes N = No |
| 5532 | SREnableDarkQuoteRequests | string | Valid values: Y = Yes N = No |
| 5534 | SREnableMassQuoteRequests | string | Valid values: Y = Yes N = No |
| 5535 | SRRouteControl | string | Valid values: 0 = None 1 = Unused 2 = Enabled 3 = Disabled 4 = SafeMode |
| 5601 | SRBaseClOrdID | long | |
| 5602 | SRFillNumber | hexlong | |
| 5605 | SRRejectCode | string | |
| 5606 | SRChildRejectReason | string | Valid values: 1 = UnknownSym 2 = MarketClosed 3 = LimitExceeded 4 = TooLateToCxl 5 = UnknownOrder 6 = DupeOrder 7 = BrokerOption 8 = SystemErr 9 = SRRiskLmt 10 = OtherError 11 = SecurityClosed |
| 5607 | SRStreetExecID | string | |
| 5608 | SRStreetExecRefID | string | |
| 5610 | SRLiquidityTag | string | |
| 5611 | SRExchLiqTag | string | |
| 5612 | SRExchangeFillDetails | string | |
| 5618 | SRBillingRate | float | |
| 5619 | SRExchFeeEst | float | |
| 5625 | SRChildPositionType | string | Valid values: 1 = NA 2 = Short 3 = Long 4 = Exempt 5 = Open 6 = Close 7 = Auto |
| 5627 | SRChildShortSaleFlag | string | Valid values: 1 = Long 2 = Short 3 = Exempt 4 = Auto 5 = Open 6 = Close 8 = Cover 7 = NA |
| 5631 | SRStreetRoute | string | |
| 5647 | SRBillingSecType | string | Valid values: E = Equity F = Future EO = EqtOption FO = FutOption |
| 5648 | SRBillingCategory | string | Valid values: A = Alpha A50 = AlphaTop50 TM = TiedMaker TT = TiedTaker S = SOR D = DMA AR = AuctionResponse BA = BlockAuction BR = BlockResponse F = Facilitate AF = AlphaFacilitate AT = AwayTrade SO = SymOverride E = Extern NB = NonBillable IS = IsoSweep SS = SpdrSweep SK = Seeker LEG = Legger AD = Drop AA = AwayAlgo G = GTH AG = AlphaGTH |
| 5661 | SRContraDetail | string | |
| 5662 | SRContraCapacity | string | Valid values: 0 = Customer 1 = Firm 2 = BrokerDealer 4 = MarketMaker 5 = AwayMarketMaker 8 = ProCustomer J = FirmJBO 3 = BrkrDlrCust |
| 5663 | SRReportDetail | string | |
| 5665 | SRPeggedLimit | string | Valid values: Y = Yes N = No |
| 5667 | SRCrossBroken | string | Valid values: Y = Yes N = No |
| 5670 | SRNbboBidPx | float | |
| 5671 | SRNbboAskPx | float | |
| 5672 | SRNbboBidSz | int | |
| 5673 | SRNbboAskSz | int | |
| 5680 | SRExchBidPx | float | |
| 5681 | SRExchAskPx | float | |
| 5682 | SRExchBidSz | int | |
| 5683 | SRExchAskSz | int | |
| 5690 | SRUBidPx | float | |
| 5691 | SRUAskPx | float | |
| 5692 | SRUBidSz | int | |
| 5693 | SRUAskSz | int | |
| 5694 | SRUBidCxlPx | float | |
| 5695 | SRUAskCxlPx | float | |
| 5999 | SRChildOrderHandling | string |