Schema Differences: LiveExpirySurface (ID: 1132)

V8 Message Definition

14 added 5 removed 81 modified

BODY

#	V8 Field Name	Type	#	V8 Field Name	Type
100	uPrc	double	100	uPrc	double
101	uPrcDriver	double	103	uPrcDriver	double
154	iDays	int
102	years	float	109	years	float
103	rate	float	112	rate	float
105	atmVol	float	115	atmVol	float
155	atmCen	float	118	atmCen	float
106	atmSlope	float	121	atmSlope	float
156	atmSkewYY	float	124	atmSkewYY	float
157	atmVResidual	float	127	atmVResidual	float
158	atmSDiv	float	130	atmSDiv	float
159	basisEKey	ExpiryKey	133	basisEKey	ExpiryKey
160	basisTimestamp	DateTime	136	basisTimestamp	DateTime
108	axisFUPrc	float	142	axisFUPrc	float
109	axisVolRT	float
111	xMult	float	145	xMult	float
112	xShift	float	148	xShift	float
110	skewMult	float	151	skewMult	float
164	maxResidualErr	float	166	maxResidualErr	float
165	cpAdjA	float	175	cpAdjA	float
166	cpAdjB	float	178	cpAdjB	float
167	cpAdjC	float	181	cpAdjC	float
168	cpAdjRefVol	float
169	ticker	TickerKey	199	ticker	TickerKey
170	fkey	ExpiryKey	202	fkey	ExpiryKey
171	uPrcDriverKey	ExpiryKey	205	uPrcDriverKey	ExpiryKey
172	uPrcDriverType	enum : SpdrKeyType	208	uPrcDriverType	enum : SpdrKeyType
173	ddiv	float	211	ddiv	float
174	ddivPv	float	214	ddivPv	float
175	ddivSource	enum : DDivSource	220	ddivSource	enum : DDivSource
176	symbolRatio	float	223	symbolRatio	float
177	exType	enum : ExerciseType	226	exType	enum : ExerciseType
178	modelType	enum : CalcModelType	229	modelType	enum : CalcModelType
179	priceType	enum : CalcPriceType	232	priceType	enum : CalcPriceType
180	earnCnt	float	238	earnCnt	float
181	earnCntAdj	float	241	earnCntAdj	float
182	moneynessType	enum : MoneynessType	244	moneynessType	enum : MoneynessType
183	priceQuoteType	enum : PriceQuoteType	247	priceQuoteType	enum : PriceQuoteType
184	atmVolHist	float
185	atmCenHist	float
186	uBetaHist	float	256	uBetaHist	float
187	eMove	float	259	eMove	float
188	eMoveHist	float	262	eMoveHist	float
189	minXAxis	float	265	minXAxis	float
190	maxXAxis	float	268	maxXAxis	float
191	synSpot	float	271	synSpot	float
192	synCarry	float	274	synCarry	float
193	uPrcRatio	double	277	uPrcRatio	double
194	pWidth	float	280	pWidth	float
195	vWidth	float	283	vWidth	float
196	cCnt	ushort	286	cCnt	ushort
197	pCnt	ushort	289	pCnt	ushort
198	hasBracketMin	enum : YesNo	292	hasBracketMin	enum : YesNo
199	hasMinPoint	enum : YesNo	295	hasMinPoint	enum : YesNo
200	hasXMultABFit	enum : YesNo	298	hasXMultABFit	enum : YesNo
201	xMultABFitError	double	301	xMultABFitError	double
202	hasSkewMultFit	enum : YesNo	304	hasSkewMultFit	enum : YesNo
203	skewMultFitError	double	307	skewMultFitError	double
204	cBidMiss	byte	310	cBidMiss	byte
205	cAskMiss	byte	313	cAskMiss	byte
206	pBidMiss	byte	316	pBidMiss	byte
207	pAskMiss	byte	319	pAskMiss	byte
208	fitScore	float	322	fitScore	float
209	cumFitScore	float	325	cumFitScore	float
212	numPrintsDD	int	328	numPrintsDD	int
213	avgPrtErrDD	float	331	avgPrtErrDD	float
214	stdPrtErrDD	float	334	stdPrtErrDD	float
215	numPrintsDN	int	337	numPrintsDN	int
216	avgPrtErrDN	float	340	avgPrtErrDN	float
217	stdPrtErrDN	float	343	stdPrtErrDN	float
218	numPrintsAT	int	346	numPrintsAT	int
219	avgPrtErrAT	float	349	avgPrtErrAT	float
220	stdPrtErrAT	float	352	stdPrtErrAT	float
221	numPrintsUP	int	355	numPrintsUP	int
222	avgPrtErrUP	float	358	avgPrtErrUP	float
223	stdPrtErrUP	float	361	stdPrtErrUP	float
224	numPrintsDU	int	364	numPrintsDU	int
225	avgPrtErrDU	float	367	avgPrtErrDU	float
226	stdPrtErrDU	float	370	stdPrtErrDU	float
210	fitCounter	int	373	fitCounter	int
150	tradeableStatus	enum : TradeableStatus	376	tradeableStatus	enum : TradeableStatus
227	marketPhase	enum : MarketPhase	379	marketPhase	enum : MarketPhase
211	surfaceFitResult	enum : SurfaceFitResult	382	surfaceFitResult	enum : SurfaceFitResult
153	timestamp	DateTime	385	timestamp	DateTime
			106	days	int
			139	axisSDiv	float
			169	cpAdjUPrc	float
			172	cpAdjIVol	float
			184	cpAdjCode	enum : CPAdjCode
			187	cpAdjA_Ema	float
			190	cpAdjB_Ema	float
			193	cpAdjC_Ema	float
			196	cpAdj_Counter	int
			217	ddivHash	int
			235	prcFramework	enum : PricingFramework
			250	uVolHist	float
			253	uCenHist	float

REPEATING FIELDS

Residual

#	V8 Field Name	Type	#	V8 Field Name	Type
162	∟x	float	157	∟x	float
163	∟y	float	160	∟y	float

Residual

#	V8 Field Name	Type	#	V8 Field Name	Type
			163	∟ySd	float