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Version: Upcoming

Schema Differences: SpdrChildOrder (ID: 1540)

V8 Message Definition

83 added 28 removed 14 modified

BODY

#V7 Field NameType#V8 Field NameType
childVersion
short
altAccount
String(16)
118
altAccount
String(32)
dataCenter
enum : SRDataCenter
orderExDest
String(12)
1204
orderExDest
String(16)
locateSource
String(12)
brkrRouteCode
text1
clientMPID
String(8)
internalMPID
String(8)
streetBrokerMPID
String(8)
execBrokerMPID
String(8)
1194
execBrkrCode
String(16)
altBrkrMPID
String(8)
execBrokerAccnt
String(16)
433
execBrkrAccnt
String(16)
execBrokerClFirm
String(16)
436
execBrkrClFirm
String(16)
clearingFlipAccnt
String(16)
448
clearingFlipAccnt
String(10)
execBrokerOnBehalfOf
String(16)
execUsername
String(16)
439
execBrkrUserName
String(16)
reportingType
enum : ReportingType
fillDe
float
cnGa
float
cnTh
float
cnWtVe
float
cnPr
float
cnRm1
float
cnRm2
float
cnRm3
float
cnRm4
float
cnRm5
float
cnRm6
float
cnRm7
float
cnSu06
float
cnSd08
float
cnSu15
float
cnSd15
float
catDestFirmIMID
String(16)
670
catDestFirmIMID
text1
1208
strategyAccnt
String(16)
1161
coreClientFirm
String(16)
1162
sponsorClientFirm
String(16)
1164
marketSession
1211
productComplex
String(3)
1251
mic
String(4)
1212
algoMifidId
String(24)
1198
execBrkrMPID
String(8)
1165
clearingAgent
String(10)
1166
clearingTaxID
String(10)
1215
clearingBrkrMPID
String(8)
689
badge
String(16)
1167
riskStkSize
float
1168
riskFutSize
float
1169
riskOptSize
float
1170
riskVega
float
1171
riskWtVega
float
1172
riskNValue
float
1173
riskDelta
float
1174
riskDDelta
float
1175
riskRm1
float
1176
riskRm2
float
1177
riskRm3
float
1178
riskRm4
float
1179
riskRm5
float
1180
riskRm6
float
1181
riskRm7
float
1182
marginUDnVDn
float
1183
marginUDnVUp
float
1184
marginUUpVDn
float
1185
marginUUpVUp
float
1186
riskU50Dn
float
1187
riskU50Up
float
1216
completionType
1217
completionState
1218
completionRefUPrc
double
1219
completionRefDelta
float
1220
avgCompletionPrice
double
1221
completionSecKey
OptionKey
1222
completionSecType
1213
noticeNumber
long
1205
faceCrossAttr
1068
useSwapProvider

REPEATING FIELDS

FaceSide

#V7 Field NameType#V8 Field NameType
∟altAccount
String(16)
748
∟altAccount
String(32)
∟brkrRouteCode
String(32)
execBrokerMPID
String(8)
1195
execBrkrCode
String(16)
execBrokerAccnt
String(16)
838
execBrkrAccnt
String(16)
execBrokerClFirm
String(16)
841
execBrkrClFirm
String(16)
execUsername
String(16)
844
execBrkrUserName
String(16)
∟reportingType
enum : ReportingType
∟clearingFlipAccnt
String(16)
856
∟clearingFlipAccnt
String(10)

FaceSide

#V7 Field NameType#V8 Field NameType
1209
∟strategyAccnt
String(16)
1190
∟coreClientFirm
String(16)
1191
∟sponsorClientFirm
String(16)
1200
∟capStrategyID
String(12)
1195
∟execBrkrCode
String(16)
838
∟execBrkrAccnt
String(16)
841
∟execBrkrClFirm
String(16)
844
∟execBrkrUserName
String(16)
1192
∟clearingAgent
String(10)
1193
∟clearingTaxID
String(10)
1223
∟clearingBrkrMPID
String(8)
848
∟badge
String(16)

OrderLegs

#V7 Field NameType#V8 Field NameType
1210
∟spreadClass
1202
∟spreadFlavor
1203
∟containsHedge
1224
∟stockRefPrice
double
1225
∟legRefPrice1
double
1226
∟legRefDelta1
float
1227
∟legCmplSecKey1
OptionKey
1228
∟legCmplSecType1
1229
∟legRefPrice2
double
1230
∟legRefDelta2
float
1231
∟legCmplSecKey2
OptionKey
1232
∟legCmplSecType2
1233
∟legRefPrice3
double
1234
∟legRefDelta3
float
1235
∟legCmplSecKey3
OptionKey
1236
∟legCmplSecType3
1237
∟legRefPrice4
double
1238
∟legRefDelta4
float
1239
∟legCmplSecKey4
OptionKey
1240
∟legCmplSecType4
1241
∟legRefPrice5
double
1242
∟legRefDelta5
float
1243
∟legCmplSecKey5
OptionKey
1244
∟legCmplSecType5
1245
∟legRefPrice6
double
1246
∟legRefDelta6
float
1247
∟legCmplSecKey6
OptionKey
1248
∟legCmplSecType6