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Version: Upcoming

Schema Differences: LiveSurfaceCurve (ID: 1035)

V8 Message Definition

1 added 1 removed 111 modified

BODY

#V8 Field NameType#V8 Field NameType
151
priceType
enum : CalcPriceType
164
synSpot
double
166
synSpot
double
165
synCarry
double
169
synCarry
double
166
atmStrike
float
172
atmStrike
float
169
moneynessType
enum : MoneynessType
175
moneynessType
172
underlierMode
enum : UnderlierMode
178
underlierMode
175
cpAdjType
enum : CPAdjType
181
cpAdjType
178
priceQuoteType
enum : PriceQuoteType
184
priceQuoteType
181
atmVol
float
187
atmVol
float
184
atmCen
float
190
atmCen
float
187
atmVolHist
float
193
atmVolHist
float
190
atmCenHist
float
196
atmCenHist
float
193
eMove
float
199
eMove
float
196
eMoveHist
float
202
eMoveHist
float
199
uPrcRatio
double
205
uPrcRatio
double
202
minAtmVol
float
208
minAtmVol
float
205
maxAtmVol
float
211
maxAtmVol
float
208
minCPAdjVal
double
214
minCPAdjVal
double
211
maxCPAdjVal
double
217
maxCPAdjVal
double
214
atmFixedMove
float
220
atmFixedMove
float
217
atmPhi
float
223
atmPhi
float
220
atmRho
float
226
atmRho
float
223
atmVega
float
229
atmVega
float
226
slope
float
232
slope
float
229
varSwapFV
float
235
varSwapFV
float
232
gridType
enum : GridType
238
gridType
235
knotShift
float
241
knotShift
float
238
fitPowerC
float
244
fitPowerC
float
241
fitPowerP
float
247
fitPowerP
float
244
minXAxis
float
250
minXAxis
float
247
maxXAxis
float
253
maxXAxis
float
250
asymptoticVolC
float
256
asymptoticVolC
float
253
asymptoticVolP
float
259
asymptoticVolP
float
256
minCurvValue
float
262
minCurvValue
float
259
minCurvXAxis
float
265
minCurvXAxis
float
262
maxCurvValue
float
268
maxCurvValue
float
265
maxCurvXAxis
float
271
maxCurvXAxis
float
268
skewMinX
float
274
skewMinX
float
271
skewMinY
float
277
skewMinY
float
274
surfaceFit
enum : SurfaceFit
280
surfaceFit
277
skewC00
float
283
skewC00
float
280
skewC01
float
286
skewC01
float
283
skewC02
float
289
skewC02
float
286
skewC03
float
292
skewC03
float
289
skewC04
float
295
skewC04
float
292
skewC05
float
298
skewC05
float
295
skewC06
float
301
skewC06
float
298
skewC07
float
304
skewC07
float
301
skewC08
float
307
skewC08
float
304
skewC09
float
310
skewC09
float
307
skewC10
float
313
skewC10
float
310
skewC11
float
316
skewC11
float
313
skewC12
float
319
skewC12
float
316
skewC13
float
322
skewC13
float
319
skewC14
float
325
skewC14
float
322
skewC15
float
328
skewC15
float
325
skewC16
float
331
skewC16
float
328
skewC17
float
334
skewC17
float
331
skewC18
float
337
skewC18
float
334
skewC19
float
340
skewC19
float
337
skewC20
float
343
skewC20
float
340
skewC21
float
346
skewC21
float
343
skewC22
float
349
skewC22
float
346
skewC23
float
352
skewC23
float
349
skewC24
float
355
skewC24
float
352
skewC25
float
358
skewC25
float
355
skewC26
float
361
skewC26
float
358
skewC27
float
364
skewC27
float
361
skewC28
float
367
skewC28
float
364
ivAdjD07
float
370
ivAdjD07
float
367
ivAdjD06
float
373
ivAdjD06
float
370
ivAdjD05
float
376
ivAdjD05
float
373
ivAdjD04
float
379
ivAdjD04
float
376
ivAdjD03
float
382
ivAdjD03
float
379
ivAdjD02
float
385
ivAdjD02
float
382
ivAdjD01
float
388
ivAdjD01
float
385
ivAdjU01
float
391
ivAdjU01
float
388
ivAdjU02
float
394
ivAdjU02
float
391
ivAdjU03
float
397
ivAdjU03
float
394
ivAdjU04
float
400
ivAdjU04
float
397
ivAdjU05
float
403
ivAdjU05
float
400
ivAdjU06
float
406
ivAdjU06
float
403
ivAdjU07
float
409
ivAdjU07
float
406
cpAdjD04
float
412
cpAdjD04
float
409
cpAdjD03
float
415
cpAdjD03
float
412
cpAdjD02
float
418
cpAdjD02
float
415
cpAdjD01
float
421
cpAdjD01
float
418
cpAdjU01
float
424
cpAdjU01
float
421
cpAdjU02
float
427
cpAdjU02
float
424
cpAdjU03
float
430
cpAdjU03
float
427
cpAdjU04
float
433
cpAdjU04
float
430
pwidth
float
436
pwidth
float
433
vwidth
float
439
vwidth
float
436
cCnt
byte
442
cCnt
byte
439
pCnt
byte
445
pCnt
byte
442
cBidMiss
byte
448
cBidMiss
byte
445
cAskMiss
byte
449
cAskMiss
byte
448
pBidMiss
byte
450
pBidMiss
byte
454
fitAvgErr
float
460
fitAvgErr
float
457
fitAvgAbsErr
float
461
fitAvgAbsErr
float
460
fitMaxPrcErr
float
462
fitMaxPrcErr
float
484
numSaddlePts
byte
490
numSaddlePts
byte
487
minSaddleSpan
float
493
minSaddleSpan
float
490
maxSaddleCurvature
float
496
maxSaddleCurvature
float
493
skewCounter
int
499
skewCounter
int
496
sdivCounter
int
502
sdivCounter
int
515
tradingSession
enum : TradingSession
505
tradingSession
502
tradeableStatus
enum : TradeableStatus
508
tradeableStatus
505
surfaceResult
enum : SurfaceResult
511
surfaceResult
508
sTimestamp
DateTime
514
sTimestamp
DateTime
511
time
TimeSpan
517
time
TimeSpan
514
timestamp
DateTime
520
timestamp
DateTime
151
prcFramework