Indexes

Datatypes

Name
Base Type
Description
Pedigree
Alpha

none

These fields use standard ASCII character bytes. They are left justified and padded on the right with spaces.

Boolean

none

A value with two choices: 0 or 1.

BitField

none

A single byte used to hold up to eight 1-bit flags. Each bit will represent a Boolean flag. The 0 bit is the lowest significant bit and the 7 bit is the highest significant bit.

Byte

none

A single byte used to hold one ASCII character.

Date

none

Date specified in the YYYYMMDD format using ASCII characters.

Time

none

Time specified in HHMMSS format using ASCII characters in a 24-hour clock format.

UDT

none

64 bit unsigned integer where; time stamp (in UTC) = (date time per second resolution in unix time format) * 1,000,000,000 + (nanoseconds component).

Price

none

Signed Little-Endian encoded 64 bit integer field with eight implied decimal places.

Size

none

Little-Endian encoded 64 bit unsigned integer with eight implied decimal places.

Price4

none

Signed Little-Endian encoded 64 bit integer field with four implied decimal places.

Size4

none

Little-Endian encoded 64 bit unsigned integer with four implied decimal places.

UInt8

none

8 bit unsigned integer.

UInt16

none

Little-Endian encoded 16 bit unsigned integer.

UInt32

none

Little-Endian encoded 32 bit unsigned integer.

UInt64

none

Little-Endian encoded 64 bit unsigned integer.

DateTime

none

ISO 8601 date and time in the following string format:YYYY-MM- DDThh:mm:ss.ddddddZ.
- ‘YYYY’ is the year
- ‘MM’ is the month
- ‘DD’ is the day
- ‘T’ – means that the letter ‘T’ shall be used
- ‘hh’ is the hour
- ‘mm’ is the minute
- ‘ss.dddddd’ is the second and its fraction of a second
- Z is UTC time
Dates and times shall be reported in UTC.

MiFIDDecimal

none

These fields use standard ASCII character bytes to represent numeric values. They are left justified and padded on the right with spaces.
{DECIMAL-n/m} – Decimal number of up to ‘n’ digits in total of which up to ‘m’ digits can be fraction digits. Decimal separator is ‘.’ (Full stop). Negative numbers are prefixed with ‘-’ (minus).
Where applicable, values shall be rounded and not truncated.
The default value that is populated when there is no valid value can be ‘0’ (zero) or ‘spaces’, dependent on the upstream system. For upstream system, TRADEcho it is always ‘spaces’.

PTLiquidityFlagCodeSet

none

TradingStatusCodeSet

none

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