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Version: Upcoming

Schema Differences: SpdrParentBrkrState (ID: 4070)

V8 Message Definition

14 added 20 removed 1 modified

BODY

#V7 Field NameType#V8 Field NameType
hedgeTIF
enum : TimeInForce
externHedgeExDest
String(12)
607
externHedgeExDest
String(16)
expiryKey
String(6)
netAccDayWtVega
float
netAccDayDDelta
float
netExpDayWtVega
float
netExpDayRMetric6
float
netSymDayWtVega
float
netSymDayDDelta
float
netSymDayRMetric7
float
netGrpDayVega
float
netGrpDayDDelta
float
netGrpDayPremium
float
netGrpDayContracts
int
netGrpRMetric1
float
netGrpRMetric2
float
netGrpRMetric3
float
netGrpRMetric4
float
netGrpRMetric5
float
netSymEmaCxlDDelta
float
netSymEmaCxlWtVega
float
596
modifyNumber
long
604
noticeNumber
long
606
execBrkrCode
String(16)
599
spdrRejectLevel
600
activeDuration
int
235
cumExchFee
float
238
cumM10Pnl
float
241
cumArrivalPnl
float
601
riskLimitLevel
602
riskLimitDetail
text1
605
limitRefUPrc
double
603
hedgeSession
583
uPrcDrift
float
586
sVolDrift
float