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Version: Upcoming

Schema Differences: ResponderMarkupVegaDir (ID: 2500)

V8 Message Definition

37 added 19 removed 58 modified

PRIMARY KEY

#V8 Field NameType#V8 Field NameType
15
root
TickerKey
12
root
TickerKey
16
responderID
int
14
responderID
int

BODY

#V8 Field NameType#V8 Field NameType
101
isDisabled
enum : YesNo
103
isDisabled
137
enabledUntil
DateTime
106
enabledUntil
DateTime
102
canIncludeFlex
enum : YesNo
109
canIncludeFlex
103
canIncludeStock
enum : YesNo
112
canIncludeStock
104
cpFlag
enum : CallPut
133
cpFlag
138
minNetVegaRatio
float
136
minNetVegaRatio
float
105
minYears
float
139
minYears
float
106
maxYears
float
142
maxYears
float
107
minExpiry
DateTime
145
minExpiry
DateTime
108
maxExpiry
DateTime
148
maxExpiry
DateTime
109
minXDelta
float
151
minXDelta
float
110
maxXDelta
float
154
maxXDelta
float
111
minStrike
double
157
minStrike
double
112
maxStrike
double
160
maxStrike
double
113
minSurfEdgePrem
float
163
minSurfEdgePrem
float
114
minSurfEdgeVol
float
166
minSurfEdgeVol
float
115
incFeesInResp
enum : YesNo
169
incFeesInResp
116
roundRule
enum : RoundRule
172
roundRule
117
maxResponseSize
int
175
maxResponseSize
int
118
maxResponseVega
float
178
maxResponseVega
float
119
totalResponseVega
float
181
totalResponseVega
float
120
totalResponseWtVega
float
184
totalResponseWtVega
float
121
autoHedge
enum : AutoHedge
211
autoHedge
122
hedgeInstrument
enum : HedgeInst
214
hedgeInstrument
123
hedgeSecKey
ExpiryKey
217
hedgeSecKey
ExpiryKey
124
hedgeBetaRatio
float
220
hedgeBetaRatio
float
125
hedgeScope
enum : HedgeScope
223
hedgeScope
126
hedgeSession
enum : MarketSession
226
hedgeSession
127
riskGroupId
long
229
riskGroupId
long
132
qtyTraded
int
346
qtyTraded
int
133
vegaTraded
double
349
vegaTraded
double
177
wtVegaTraded
double
352
wtVegaTraded
double
129
numNotices
long
232
numNotices
long
139
numNoticeSR
long
140
numNoticeAMEX
long
141
numNoticeBATS
long
142
numNoticeBOX
long
143
numNoticeCBOE
long
144
numNoticeC2
long
145
numNoticeEDGO
long
146
numNoticeEMLD
long
147
numNoticeGMNI
long
148
numNoticeISE
long
149
numNoticeMCRY
long
150
numNoticeMEMX
long
151
numNoticeMIAX
long
152
numNoticeMPRL
long
153
numNoticeNYSE
long
154
numNoticeNQBX
long
155
numNoticeNSDQ
long
156
numNoticePHLX
long
157
numNoticeSPHR
long
158
respDisabledSkips
long
271
respDisabledSkips
long
159
stockDisabledSkips
long
274
stockDisabledSkips
long
160
cpFlagSkips
long
277
cpFlagSkips
long
161
expiryRangeSkips
long
280
expiryRangeSkips
long
162
yearsRangeSkips
long
283
yearsRangeSkips
long
163
listedFlexSkips
long
286
listedFlexSkips
long
164
noticePriceSkips
long
289
noticePriceSkips
long
165
aggSizeLimitSkips
long
292
aggSizeLimitSkips
long
166
riskGroupLimitSkips
long
295
riskGroupLimitSkips
long
167
rootSkips
long
298
rootSkips
long
168
xDeltaRangeSkips
long
301
xDeltaRangeSkips
long
169
strikeRangeSkips
long
304
strikeRangeSkips
long
170
minVegaRatioSkips
long
307
minVegaRatioSkips
long
131
numResponses
long
310
numResponses
long
171
numFullSize
long
325
numFullSize
long
172
numAllocSize
long
328
numAllocSize
long
173
numPriceMiss
long
331
numPriceMiss
long
174
numTooLate
long
334
numTooLate
long
175
numOtherMiss
long
337
numOtherMiss
long
176
numDidNotTrade
long
340
numDidNotTrade
long
134
modifiedBy
String(24)
379
modifiedBy
String(24)
135
modifiedIn
enum : SysEnvironment
382
modifiedIn
136
timestamp
DateTime
385
timestamp
DateTime
115
canRespondSR
118
canRespondExch
187
notMktPenny
190
mktPenny1
193
mktPenny2
196
mktPenny3p
199
notMktNickle
202
mktNickle1
205
mktNickle2
208
mktNickle3p
235
numNoticeBlock
long
238
numNoticeFlash
long
241
numNoticeExchPI
long
244
numNoticeExchEX
long
247
numNotMktPenny
long
250
numMktPenny1
long
253
numMktPenny2
long
256
numMktPenny3p
long
259
numNotMktNickle
long
262
numMktNickle1
long
265
numMktNickle2
long
268
numMktNickle3p
long
313
numRespondsBlock
long
316
numRespondsFlash
long
319
numResponsesExchPI
long
322
numResponsesExchEX
long
343
numTraded
int
355
sumWidthTraded
double
358
sumSurfEdgeTraded
double
361
sumM1PnLTraded
double
364
sumM10PnLTraded
double
367
numTradedBlock
long
370
numTradedFlash
long
373
numTradedExchPI
long
376
numTradedExchEX
long

REPEATING FIELDS

CFirmExclFilter

#V8 Field NameType#V8 Field NameType
130
∟inititorCFirm
String(16)

CFirmInclFilter

#V8 Field NameType#V8 Field NameType
124
∟inititorCFirm
String(16)