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Version: Upcoming

Schema Differences: AutoResponderVegaDir (ID: 2495)

V8 Message Definition

7 added 24 removed 5 modified

PRIMARY KEY

#V8 Field NameType#V8 Field NameType
16
root
TickerKey
17
responderID
int
19
responderID
long
18
ekey
ExpiryKey

BODY

#V8 Field NameType#V8 Field NameType
103
canIncludeFlex
enum : YesNo
137
minNetVegaRatio
float
138
minYears
float
139
maxYears
float
140
minExpiry
DateTime
141
maxExpiry
DateTime
148
minProbability
float
148
minProbability
float
131
incFeesInResp
enum : YesNo
131
incFeesInResp
134
totalResponseVega
float
134
totalResponseVega
float
135
totalResponseWtVega
float
149
notMktPenny
enum : YesNo
150
mktPenny1
enum : YesNo
151
mktPenny2
enum : YesNo
152
mktPenny3p
enum : YesNo
153
notMktNickle
enum : YesNo
154
mktNickle1
enum : YesNo
155
mktNickle2
enum : YesNo
156
mktNickle3p
enum : YesNo
119
autoHedge
enum : AutoHedge
120
hedgeInstrument
enum : HedgeInst
121
hedgeSecKey
ExpiryKey
122
hedgeBetaRatio
float
123
hedgeScope
enum : HedgeScope
124
hedgeSession
enum : MarketSession
125
riskGroupId
long
125
riskGroupId
long
159
clientVolSurface
160
atmVol
float
164
totalResponseSize
int
165
policyAutoHedge

REPEATING FIELDS

CFirmExclFilter

#V8 Field NameType#V8 Field NameType
147
∟inititorCFirm
String(16)

CFirmInclFilter

#V8 Field NameType#V8 Field NameType
145
∟inititorCFirm
String(16)

Calibration

#V8 Field NameType#V8 Field NameType
162
∟cValue
float
163
∟moneyness
float