Indexes

Fields

ID (Tag)
Name
Datatype
Description
Pedigree
152WeekTradeHigh
252WeekTradeLow
3AgencyCrossIndicator
4AgencyCrossTradeFlag
5AlgorithmicIndicator
6AlgoTransactionFlag
7AmendmentFlag
8AnnouncementType
9AskIndicativePrice
10AuctionInfo
11AuctionType
12AverageDailyTurnover
13BenchmarkTransactionFlag
14BestClosingAskPrice
15BestClosingAskSize
16BestClosingBidPrice
17BestClosingBidSize
18BidAskSpread
19BidIndicativePrice
20BidLimitPrice
21BidLimitSize
22BidMarketSize
23BidYield
24BuyLimitOrderCancellations
25BuyMarketOrderCancellations
26BuyOrderCancellations
27BuyOrderCount
28BuyOrderSize
29CancellationFlag
30ClearingType
31ClosingPrice
32ConsecutiveAggregationFlag
33CountryOfRegister
34CrossID
35CrossType
36Currency
37DAFullDetailsFlag
38DailyAggregatedTransactionFlag
39DeferralEnrichmentType
40DeletedOrderQuantity
41Depth
42Description
43DuplicateFlag
44DuplicativeIndicator
45DynamicCircuitBreakerTolerancesPercent
46DynamicReferencePrice
47EmissionAllowanceType
48EndTime
49EventCode
50ExchangeForPhysicalsFlag
51ExchangeMarketSize
52ExecutedSize
53ExMarkerCode
54ExpirationDate
55FAFullDetailsFlag
56FarPrice
57FourWeeksAggregationFlag
58GroupID
59Headline
60HiddenExecutionIndicator
61IAUPairedSize
62IAUPrice
63ImbalanceDirection
64ImbalanceQuantity
65IndefiniteAggregationFlag
66IndexCode
67IndexStatus
68IndexTime
69IndexValue
70Instrument
71InstrumentID
72InstrumentIdentificationCode
73InstrumentIdentificationCodeType
74Instruments
75ISIN
76LastPriceInPrecedingSession
77LastPriceInPrecedingSessionDate
78LastTradePrice
79LastTradeQuantity
80LastTradeTime
81LastValidityDate
82LDFullDetailsFlag
83Length
84LeverageCertificatesBarrier
85LimitedDetailsFlag
86ListingEndDate
87ListingStartDate
88MarketMechanism
89MeasurementUnit
90MessageType
91MiFIDPrice
92MiFIDQuantity
93MiFIDTradingDateTime
94MinimumLotMinimumExecutionSize
95MinimumPeakSizeMultiplier
96ModificationIndicator
97NegotiationIndicator
98NetChangePreviousDay
99NewEndTime
100NewPrice
101NewQuantity
102NewYield
103NonPriceContributionToDiscovery
104NonPriceFormingTransactionsFlag
105NotionalAmount
106NotionalCurrency
107NTLiquidityFlag
108NTPriceConditionsFlag
109NumberOfSharesInCirculation
110NumberOfTrades
111NumberOfTradesOnBookOnly
112OffBookAutomatedIndicator
113OfferLimitPrice
114OfferLimitSize
115OfferMarketSize
116OfferYield
117OfficialClosingPrice
118OfficialOpeningPrice
119OpeningClosingPriceIndicator
120OpeningPriceIndicator
121OpenInterest
122OptionStyle
123OrderBookType
124OrderID
125OrderSide
126OrderType
127Parity
128Participant
129PostTradeDeferralReason
130PreviousDayClosingPrice
131PreviousPrice
132PreviousQuantity
133PreviousYield
134Price
135PriceBandTolerancesPercent
136PriceCurrency
137PriceFormationIndicator
138PriceImprovementFlag
139PriceNotation
140PTAlgoTrade
141PTAmendmentFlag
142PTCancellationFlag
143PTDeferralReasonFlag
144PTIliquidFlag
145PTLiquidityFlag
146PTRefPriceWaiverFlag
147PTTradeTypeFlag
148PTTransTypeFlag
149PublicationDateTime
150QuantityInMeasurementUnit
151ReferencePriceIndicator
152ReferencePriceTransactionFlag
153Reserved
154ReservedField
155RFQID
156SecondaryPublication
157SecurityMaximumSpread
158SecuritySubtype
159SecurityType
160SEDOL
161SellLimitOrderCancellations
162SellMarketOrderCancellations
163SellOrderCancellations
164SellOrderCount
165SellOrderSize
166SessionChangeReason
167SettlementDate
168SettlementSystem
169Side
170Size
171SourceVenue
172SpecialDividendFlag
173SpecialDividendIndicator
174Splits
175StartTime
176StaticCircuitBreakerTolerancesPercent
177StaticReferencePrice
178StatisticPrice
179StatisticSize
180StatisticType
181StrikePrice
182Symbol
183Text
184TickID
185Timestamp
186TotalExecutedQuantity
187TotalHiddenExecutedQuantity
188TotalReturnValue
189TradeHigh
190TradeHighOnBookOnly
191TradeHighOffBook
192TradeID
193TradeLow
194TradeLowOnBookOnly
195TradeLowOffBook
196TradeQualifier
197TradeType
198TradingDateTime
199TradingMode
200TradingStatus
201TransactionCategory
202TransactionIdentificationCode
203TransactionTime
204TransactionToBeCleared
205Turnover
206TurnoverOnBookOnly
207UnderlyingMarket
208UnderlyingInstrumentID
209UnderlyingISINCode
210UnderlyingType
211VenueBookDefinitionID
212VenueInstrumentID
213VenueMeasurementUnitNotation
214VenueOfExecution
215VenueOfPublication
216VenueType
217VenueUnderlyingID
218VOFullDetailsFlag
219Volatility
220Volume
221VolumeOnBookOnly
222VolumeOmissionFlag
223VWAP
224VWAPOnBookOnly
225VWAPBuy
226VWAPSell
227Yield
1001All
1002FirmQuoteBook
1003OffBook
1004ElectronicOrderBook
1005PrivateRFQ
2001InverseOrderBook
2002PriorityFlag
2003BidDepth
2004OfferDepth
2005TradeCancellation
2006TradeCorrection
2007PendingPrice
2008CrossTradeCancellation
2009CrossTradeCorrection
2010ContinueMarker
154001ReservedField1
154002ReservedField2
154003ReservedField3
154004ReservedField4
222001VolumeOmissionFlag1

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