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. | |
| MiFIDDecimal | none | These fields use standard ASCII character bytes to represent numeric values. They are left justified and padded on the right with spaces. | |
| PTLiquidityFlagCodeSet | none | ||
| TradingStatusCodeSet | none |
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