Datatypes
Name | Base Type | Description | Pedigree |
|---|---|---|---|
| Alpha | none | Alpha fields may contain upper and lowercase characters. All fixed-width alpha fields are left-justified and padded on the right with spaces. | |
| Numeric | none | All Numeric fields are binary formatted, big-endian numbers. Sizes (shares quantities, field lengths) should be treated as unsigned values. | |
| Long | none | A numeric value (8 bytes). | |
| Integer | none | A numeric value (4 bytes). | |
| Short | none | A numeric value (2 bytes). | |
| Byte | none | A numeric value (1 bytes). | |
| Price | none | Prices are numeric fields with an implied 4 decimal places. Prices are to be treated as unsigned numeric fields, unless designated otherwise. The maximum price currently supported is $199,999.9900 (decimal, 7735939C hex). To flag an order as a market order for a cross, use the special price of $214,748.3647 (decimal, 7FFFFFFF hex). Orders entered with a price of $200,000.00 or the max integer value will also be treated as market orders. | |
| SignedPrice | none | A signed Price. | |
| TagValue | none | An optional attribute on an order is communicated via a TagValue element. The set of optional attributes are set on an order via an options appendage. Each of the individual options formatted as a TagValue element, and the options appendage is then constructed by concatenating together the selected set of options. | |
| UserRefNum | none | A UserRefNum is an unsigned numeric. For a given OUCH port, the UserRefNum is used as a transaction identifier, and must be both unique and strictly increasing throughout the trading day. The system ignores new order requests identified with UserRefNums lower than the last one processed, assuming they are retransmissions. Client however has an option to multiplex their order flow via the use of an optional tag UserRefIdx. When this tag is present the UserRefNum is then assumed to be linked to an “order flow channel” specified by the UserRefIdx and the above rules regarding the use of UserRefNum are applied only within this “order flow channel” instead of the port globally. | |
| Timestamp | none | Expressed as nanoseconds since midnight. | |
| Char | none | Char fields may contain upper and lowercase characters. | |
| Alphanumeric | none | All letters and numbers are allowed, as well as spaces. |
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