2270-execution-engine
| # | Message Name | Description |
|---|---|---|
| 2356 | AtsDegrossRevConResult | Published by the dedicated degrossing execution engine at three lifecycle stages: 1. Received - on order arrival, confirms receipt, auction fields blank/zero 2. Provisional - each minute, trial match results showing what would happen now 3. Final - after auction completes and exchange confirms fills See DEGROSSING_PLAN_2.1.md section 5.3 and 11.1 for specification. |
| 2355 | AtsDegrossRevConSpreads | Published by the dedicated degrossing execution engine. Republished periodically with updated SR values. Final publish at auction time reflects the exact values used by the matching algorithm. Clients consult this to know what is available and what SR reference values are. See DEGROSSING_PLAN_2.1.md section 5.1 and 11.2 for specification. |
| 2270 | ExternAggGroupReport | |
| 2325 | SpdrRiskExecution | SpdrRiskExecution records are published every time a SpdrParentExecution record is published |
| 2330 | SpdrSweepDetail | SpdrSweepDetail records are published by execution engines when sweep trigger groups are processed |
| 2335 | SpdrSweepExchDetail | SpdrSweepExchDetail records are published by execution engines when sweep trigger groups are processed |