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Version: Upcoming

Schema Differences: SpdrParentOrder (ID: 4095)

V8 Message Definition

8 added 54 removed 2 modified

BODY

#V7 Field NameType#V8 Field NameType
altCrossId
String(24)
clearingFlipType
enum : FlipType
clearingFlipFirm
String(6)
clearingFlipAccnt
String(10)
altRouteCode
text1
externExDest
String(12)
1040
externExDest
String(16)
visibleInSV
enum : YesNo
timeInForce
enum : TimeInForce
progressTimeout
int
hedgeTIF
enum : TimeInForce
locateQuan
int
crossNoticeId
long
1038
noticeNumber
long
maxAccDayWtVegaLn
float
maxAccDayWtVegaSh
float
accDayWtVegaOffset
float
maxAccDayDDeltaLn
float
maxAccDayDDeltaSh
float
accDayDDeltaOffset
float
expDayRMetric6Offset
float
symDayRMetric7Offset
float
grpDayDDeltaRatio
float
maxGrpDayPremiumLn
float
maxGrpDayPremiumSh
float
maxGrpDayPremiumAbs
float
grpDayPremiumRatio
float
1039
execBrkrCode
String(16)
1031
userSource
1032
marketSession
1033
activeDuration
int
1034
hedgeSession
1043
locatePool
String(16)
491
auctionCappedAtNbbo
1036
reqAuxRiskGroupCtrl

REPEATING FIELDS

FaceSide

#V7 Field NameType#V8 Field NameType
∟faceId
long
∟altOrderId
String(24)
∟accnt
String(16)
∟clientFirm
String(16)
∟altAccnt
String(32)
∟firmType
enum : FirmType
∟orderCapacity
enum : OrderCapacity
∟ssaleFlag
enum : ShortSaleFlag
∟positionType
enum : PositionType
∟bestPrice
double
∟hasBestPrice
enum : YesNo
∟noCrossGroup
String(16)
∟exchTraderId
String(16)
∟largeTraderId
String(16)
∟tradingLocation
String(16)
∟clearingFlipType
enum : FlipType
∟clearingFlipFirm
String(6)
∟clearingFlipAccnt
String(10)

OrderLegs

#V7 Field NameType#V8 Field NameType
∟ssaleFlagFace
enum : ShortSaleFlag
∟posTypeFace1
enum : PositionType
∟ssaleFlagFace1
enum : ShortSaleFlag
∟posTypeFace2
enum : PositionType
∟ssaleFlagFace2
enum : ShortSaleFlag
∟posTypeFace3
enum : PositionType
∟ssaleFlagFace3
enum : ShortSaleFlag
∟posTypeFace4
enum : PositionType
∟ssaleFlagFace4
enum : ShortSaleFlag
∟posTypeFace5
enum : PositionType
∟ssaleFlagFace5
enum : ShortSaleFlag
∟posTypeFace6
enum : PositionType
∟ssaleFlagFace6
enum : ShortSaleFlag