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Version: Upcoming

Schema Differences: AutoResponderVegaDir (ID: 2495)

V8 Message Definition

6 added 2 removed 28 modified

PRIMARY KEY

#V8 Field NameType#V8 Field NameType
14
clientFirm
String(16)
11
clientFirm
String(16)
11
ticker
TickerKey
15
expiry
DateKey
12
respSide
enum : BuySell
13
respSide
12
root
TickerKey
14
responderID
int

BODY

#V8 Field NameType#V8 Field NameType
102
isDisabled
enum : YesNo
103
isDisabled
103
canIncludeFlex
enum : YesNo
106
canIncludeFlex
104
canIncludeStock
enum : YesNo
109
canIncludeStock
105
cpFlag
enum : CallPut
112
cpFlag
110
minXDelta
float
127
minXDelta
float
111
maxXDelta
float
130
maxXDelta
float
112
minStrike
double
133
minStrike
double
113
maxStrike
double
136
maxStrike
double
114
minSurfEdgePrem
float
139
minSurfEdgePrem
float
130
minSurfEdgeVol
float
142
minSurfEdgeVol
float
131
incFeesInResp
enum : YesNo
145
incFeesInResp
132
roundRule
enum : RoundRule
148
roundRule
117
maxResponseSize
int
151
maxResponseSize
int
133
maxResponseVega
float
154
maxResponseVega
float
134
totalResponseVega
float
157
totalResponseVega
float
135
totalResponseWtVega
float
160
totalResponseWtVega
float
119
autoHedge
enum : AutoHedge
163
autoHedge
120
hedgeInstrument
enum : HedgeInst
166
hedgeInstrument
121
hedgeSecKey
ExpiryKey
169
hedgeSecKey
ExpiryKey
122
hedgeBetaRatio
float
172
hedgeBetaRatio
float
123
hedgeScope
enum : HedgeScope
175
hedgeScope
124
hedgeSession
enum : MarketSession
178
hedgeSession
125
riskGroupId
long
181
riskGroupId
long
127
modifiedBy
String(24)
184
modifiedBy
String(24)
128
modifiedIn
enum : SysEnvironment
187
modifiedIn
129
timestamp
DateTime
190
timestamp
DateTime
115
minYears
float
118
maxYears
float
121
minExpiry
DateTime
124
maxExpiry
DateTime