{ "version": 1136, "typeDefinitions": [ { "kind": "Primitive", "name": "bool", "size": 1, "description": "Boolean" }, { "kind": "Primitive", "name": "u8", "size": 1, "description": "Unsigned integer, 8-bit." }, { "kind": "Primitive", "name": "u16", "size": 2, "description": "Unsigned integer, 16-bit." }, { "kind": "Primitive", "name": "u32", "size": 4, "description": "Unsigned integer, 32-bit." }, { "kind": "Primitive", "name": "i64", "size": 8, "description": "Signed integer, 64-bit." }, { "kind": "Primitive", "name": "u64", "size": 8, "description": "Unsigned integer, 64-bit." }, { "kind": "Alias", "name": "AnsiChar", "alias": "u8", "description": "String." }, { "kind": "Alias", "name": "BulkSeqNum", "alias": "u8", "description": "Bulk sequence number of the message." }, { "kind": "Alias", "name": "ConnectionId", "alias": "u16", "description": "ID of the connection. Must fit into 14 bits, see OrderId for details." }, { "kind": "Alias", "name": "ElementId", "alias": "u32", "description": "Element id." }, { "kind": "Enum", "name": "OrderFlags", "underlying": "u8", "description": "Order related flags.", "bitflags": true, "variants": [ [ "None", "0b0000" ], [ "LiquidityProvisionActivity", "0b0001" ], [ "DirectOrSponsoredAccess", "0b0010" ], [ "MarketMakerOrSpecialist", "0b0100" ] ] }, { "kind": "Alias", "name": "MsgLength", "alias": "u16", "description": "Length of the message." }, { "kind": "Alias", "name": "MsgVersion", "alias": "u16", "description": "Message version - used to differentiate between messages sent using different versions of the protocol." }, { "kind": "Alias", "name": "Number", "alias": "i64", "description": "Number." }, { "kind": "Alias", "name": "STPId", "alias": "u8", "description": "An ID assigned by the client used in Self Trade Prevention mechanism." }, { "kind": "Alias", "name": "PublicOrderId", "alias": "u64", "description": "Unique for single trading day order identifier assigned by the trading system and shared publicly in market data (public information)." }, { "kind": "Alias", "name": "OrderId", "alias": "u64", "description": "Unique for each trading day order identifier based on the sequence number of order message, bulk sequence number, session ID and connection ID." }, { "kind": "Alias", "name": "Price", "alias": "Number", "description": "Price." }, { "kind": "Alias", "name": "Quantity", "alias": "u64", "description": "Quantity." }, { "kind": "Alias", "name": "SeqNum", "alias": "u32", "description": "Sequence number of the message. Must fit into 28 bits, see OrderId for details." }, { "kind": "Alias", "name": "SessionId", "alias": "u16", "description": "ID of the session. Must fit into 14 bits, see OrderId for details." }, { "kind": "Alias", "name": "ShortCode", "alias": "u32", "description": "Short code (participant or clinet identifier)." }, { "kind": "Alias", "name": "Timestamp", "alias": "u64", "description": "Timestamp in nanoseconds that has elapsed from the UNIX epoch (exact date and time of an event)." }, { "kind": "Alias", "name": "TradeId", "alias": "u32", "description": "Unique trade id." }, { "kind": "Array", "name": "Account", "type": "AnsiChar", "length": 16, "description": "Account numer." }, { "kind": "Array", "name": "ParticipantCode", "type": "AnsiChar", "length": 16, "description": "Participant code." }, { "kind": "Array", "name": "Token", "type": "AnsiChar", "length": 8, "description": "The token required for authentication." }, { "kind": "Array", "name": "Memo", "type": "AnsiChar", "length": 18, "description": "Free format text string." }, { "kind": "Array", "name": "InterestedParty", "type": "AnsiChar", "length": 8, "description": "3rd party interested in this order or trade." }, { "kind": "Array", "name": "ClientOrderId", "type": "AnsiChar", "length": 20, "description": "Arbitrary user provided value associated with the order." }, { "kind": "Array", "name": "MicCode", "type": "AnsiChar", "length": 4, "description": "Market Identifier Code (MIC) as specified in ISO 10383." }, { "kind": "Enum", "name": "AccountType", "description": "Account type.", "underlying": "u8", "variants": [ [ "Missing", 1, "Account is missing. Account is expected to be filled with 0x00." ], [ "Customer", 2, "Account is carried on customer side of the books." ], [ "House", 3, "House trader." ] ] }, { "kind": "Enum", "name": "Capacity", "description": "Designates the capacity of the firm placing the order.", "underlying": "u8", "variants": [ [ "Agency", 1, "Agency (mapped to AOTC)." ], [ "Principal", 2, "Principal (mapped to DEAL)." ], [ "RisklessPrincipal", 3, "Riskless Principal (mapped to MTCH)" ] ] }, { "kind": "Enum", "name": "ConnectionCloseReason", "description": "Reasons of the logout.", "underlying": "u8", "variants": [ [ "ProtocolError", 1, "Invalid message or frame length." ], [ "InvalidSeqNum", 2, "Message came with an incorrect sequence number." ], [ "EndOfDay", 3, "The session day has come to an end." ], [ "SyncFail", 4, "The synchronization of messages has failed." ], [ "AntiFloodingThresholdExceeded", 5, "The second level of the throttling limit has been exceeded." ], [ "ConnectionConfigChanged", 6, "Connection configuration has changed" ], [ "CloseOps", 7, "Service closed the connection because of an exchange operation (e.g. supervision operation)." ], [ "Disconnect", 8, "Service closed the connection because of an internal operation (e.g. grace period end)." ] ] }, { "kind": "Enum", "name": "LoginResult", "description": "Login response status code.", "underlying": "u8", "variants": [ [ "Ok", 1, "Successful login." ], [ "NotFound", 2, "User not found." ], [ "InvalidToken", 3, "Authorization failure." ], [ "AlreadyLoggedIn", 4, "Already logged in." ], [ "AccountLocked", 5, "Account locked." ], [ "LoginNotAllowed", 6, "Login is currently unavailable due to reasons such as service unavailability." ], [ "InvalidLoginParameters", 7, "The login parameters, such as the connection ID, are invalid." ], [ "ThrottlingTemporaryLock", 8, "The login attempt failed due to exceeding the anti-flooding threshold." ], [ "Other", 9, "Other errors." ] ] }, { "kind": "Enum", "name": "OrderSide", "description": "Trading Port - indicates order side (buy or sell).", "underlying": "u8", "variants": [ [ "Buy", 1, "Indicates a buy-side order." ], [ "Sell", 2, "Indicates a sell-side order." ] ] }, { "kind": "Enum", "name": "OrderStatus", "description": "Indicates the status of the order.", "underlying": "u8", "variants": [ [ "New", 1, "New order( for Mass Quotes ->operation accepted)." ], [ "Cancelled", 2, "Order cancelled (Not applicable to mass quotes)." ], [ "Rejected", 3, "Order rejected." ], [ "Filled", 4, "Order filled (Not applicable to mass quotes)." ], [ "PartiallyFilled", 5, "Order partially filled (Not applicable to mass quotes)." ], [ "Expired", 6, "Order expired (Not applicable to mass quotes)." ] ] }, { "kind": "Enum", "name": "OrderType", "description": "Indicates the type of a given order.", "underlying": "u8", "variants": [ [ "Limit", 1, "Limit order type." ], [ "Market", 2, "Market order type." ], [ "MarketToLimit", 3, "Market to limit order type." ], [ "Iceberg", 4, "Iceberg order type." ], [ "StopLimit", 5, "Stop limit order type." ], [ "StopLoss", 6, "Stop loss order type." ] ] }, { "kind": "Enum", "name": "PriorityFlag", "description": "Indicates whether the priority flag was lost or retained.", "underlying": "u8", "variants": [ [ "Lost", 1, "The priority flag was lost." ], [ "Retained", 2, "The priority flag was retained." ] ] }, { "kind": "Enum", "name": "OrderRejectionReason", "description": "A code used to identify the reason for order rejection.", "underlying": "u16", "variants": [ [ "NA", 0, "Not applicable." ], [ "UnknownOrder", 1, "Order id not recognized by the system." ], [ "ExchangeClosed", 2, "Exchange closed." ], [ "InvalidPriceIncrement", 18, "Invalid price increment." ], [ "Other", 99, "Other." ], [ "InstrumentPhaseNoTrading", 106, "Trading is not available for the instrument in its current phase." ], [ "UnknownInstrument", 1001, "Unknown instrument." ], [ "InvalidExecutionTrader", 1005, "Invalid execution trader." ], [ "InvalidDecisionMaker", 1006, "Invalid decision maker." ], [ "InvalidClientId", 1007, "Invalid client." ], [ "InvalidPartyRoleQualifierForClientId", 1008, "Invalid Party Role Qualifier for Client Id Party group" ], [ "InvalidPartyRoleQualifierForExecutingTrader", 1009, "Invalid Party Role Qualifier for Executing Trader Party group" ], [ "InvalidPartyRoleQualifierForInvestmentDecisionMaker", 1010, "Invalid Party Role Qualifier for Investment Decision Maker Party group" ], [ "CannotModifyMifidFlags", 1012, "Cannot modify MiFID flags." ], [ "WrongDisplayQtyValue", 1013, "The display quantity (displayQty) cannot exceed the order quantity." ], [ "InvalidDisplayQty", 1014, "The Display quantity (displayQty) not allowed for specified order type - only for Iceberg." ], [ "IcebergOrderValueLessThanRequired", 1015, "The value of the iceberg order is less than the required." ], [ "CodDisabledForTheConnectionId", 1019, "Attempt to submit an order with ExecInst = CancelOnConnectionLoss, while CoD being disabled for the ConnectionID used.." ], [ "OrderQuantityMustBeGreaterThanMinimumQuantity", 1025, "The order quantity must be greater than the minimum quanity." ], [ "OrderQuantityMustBeLowerThanMaximumQuantity", 1026, "The order quantity must be lower than the maximum quantity." ], [ "OrderPriceMustBeGreaterThanMinimumPrice", 1027, "The order price must be greater than minimum price." ], [ "OrderPriceMustBeLowerThanMaximumPrice", 1028, "The order price must be greater than maximum price." ], [ "OrderPriceMustBeNonzero", 1029, "The order price must be non-zero." ], [ "OrderValueMustBeGreaterThanMinimumValue", 1030, "The order value must be greater than minimum value." ], [ "OrderValueMustBeLowerThanMaximumValue", 1031, "The order value must be lower than maximum value." ], [ "InvalidOrdTypeForSelectedMarketModel", 1032, "Invalid OrdType for selected market model" ], [ "LeavesQuantityMustBeGreaterThanZeroAfterModification", 1034, "The remaining quantity (LeavesQty) must be greater than 0 after the modification." ], [ "PriceNotAllowed", 1035, "The price is not allowed for a market order. In the binary protocol, the price field should have a value of 0." ], [ "InvalidTimeInForceForOrderType", 1039, "Invalid TimeInForce for specified OrderType" ], [ "InvalidTimeInForceForCurrentMarketPhase", 1040, "Invalid TimeInForce for current market phase" ], [ "InvalidTimeInForceForSelectedMarketModel", 1041, "Invalid TimeInForce for selected market model" ], [ "ForbiddenOrdTypeAndTimeInForceCombinationForMarketSegment", 1042, "Time In Force vs. Order Type combination restriction per Market Segment imposed by Market Operator." ], [ "ExpireTimeCannotBeModified", 1043, "ExpireTime (126) cannot be modified." ], [ "ObsoleteExpireDate", 1044, "ExpireDate (432) not allowed for selected TimeInForce (59)." ], [ "ExpireDateInPast", 1045, "The expiration date is earlier than the current date." ], [ "ObsoleteExpireTime", 1046, "ExpireTime (126) not allowed for selected TimeInForce (59)." ], [ "ExpireTimeInPast", 1047, "The expiration time is earlier than the current time." ], [ "AmbigousExpire", 1048, "Please provide either a time or a date, but not both." ], [ "ExpireDateExceedsLimit", 1049, "The expiration date exceeds the allowed limit." ], [ "PriceBelowLowCollar", 1037, "The validation for collars has failed. The price is too low." ], [ "PriceAboveHighCollar", 1038, "The validation for collars has failed. The price is too high." ], [ "FirmIsNotAMarketMaker", 1050, "Firm is not a Market Maker for this SecurityID (48)" ], [ "MissingOrderOriginationForSponsoredAccessConnection", 1055, "Missing OrderOrigination for sponsored access connection." ], [ "OperationOnRedistributedInstrumentsForbidden", 1056, "Operation on redistributed instruments forbidden." ], [ "FirmNotAuthorizedToBuyAndSellTheInstrument", 1057, "Firm has not been granted permission to buy and sell the selected instrument. Order entry/modification/cancellation is not possible." ], [ "FirmNotAuthorizedToBuyTheInstrument", 1058, "Firm has not been granted permission to buy the selected instrument (only selling is allowed). Order entry/modification/cancellation on the buy side is not possible." ], [ "FirmNotAuthorizedToSellTheInstrument", 1059, "Firm has not been granted permission to sell the selected instrument (only buying is allowed). Order entry/modification/cancellation on the sell side is not possible." ], [ "OperationsOnOrdersAndQuotesForbiddenDuringUncrossing", 1060, "Entry/modification/cancellation of orders and quotes is not possible when an instrument is being uncrossed." ], [ "OperationsOnOrdersAndQuotesForbiddenDuringInstrumentSuspension", 1061, "Entry/modification/cancellation of orders and quotes is not possible when an instrument is suspended." ], [ "OperationsOnOrdersAndQuotesForbiddenDueToDropCopyDisconnection", 1062, "Operations on orders and quotes forbidden due to Drop Copy disconnection." ], [ "TriggerPriceNotAllowed", 1063, "The trigger price not allowed for a specified order type." ], [ "TriggerPriceNotHigherThanLTP", 1064, "The trigger price is not higher than the last trade price." ], [ "TriggerPriceNotLowerThanLTP", 1065, "The trigger price is not lower than the last trade price." ], [ "TriggerPriceLowerThanPrice", 1066, "The trigger price is lower than the limit price." ], [ "TriggerPriceHigherThanPrice", 1067, "The trigger price is higher than the limit price." ], [ "TriggerPriceModifiedForActivatedOrder", 1068, "The trigger price has been modified for the activated order." ], [ "TriggerPriceMustBeGreaterThanZero", 1069, "TriggerPrice (1102) must be greater than 0." ], [ "InvalidPartyIdForClientId", 1070, "Invalid PartyID (448) for Client ID" ], [ "InvalidPartyIdForExecutingTrader", 1071, "Invalid PartyID (448) for Executing Trader" ], [ "InvalidPartyIdForInvestmentDecisionMaker", 1072, "Invalid PartyID (448) for Investment Decision Maker" ], [ "InvalidPartyRoleQualifierForPartyId", 1075, "Invalid PartyRoleQualifier (2376) for PartyID (448)" ], [ "MissingClearingMemberCode", 1076, "Missing ClearingMemberCode" ], [ "ForbiddenClearingMemberCode", 1077, "Forbidden ClearingMemberCode" ], [ "InvalidClientIdForSponsoredConnection", 1078, "Invalid Client ID for sponsored connection" ], [ "InvalidOrdTypeForSponsoredConnection", 1079, "Invalid OrdType for sponsored connection" ], [ "ForbiddenOrderCapacityValueForSponsoredConnection", 1080, "Forbidden OrderCapacity value for sponsored connection" ], [ "MarketModelNotSupportedOnSponsoredConnection", 1081, "Market Model not supported sponsored connection" ], [ "InvalidTimeInForceForSponsoredConnection", 1083, "Invalid TimeInForce for sponsored connection" ], [ "OperationForbiddenDuringEarlyLateMonitoring", 1084, "Entry/modification/cancellation of orders and quotes by members, as well as block and cross trades submission is not allowed when an instrument remains in Early / Late Monitoring market phases." ], [ "InvalidClearingMemberCodeLength", 1085, "Clearing Member code must be 4-digit number in case of custom codes and 20-char string in case of LEI." ], [ "MassQuoteNotAllowedForSelectedMarketModel", 1201, "Mass Quote not allowed for selected Market Model." ], [ "InstrumentClosed", 1203, "Instrument closed for trading." ], [ "InvalidBidAskSpread", 1208, "OfferPx (133) must be greater than BidPx (132)." ], [ "NotAuthorizedToQuoteInstrument", 1209, "Firm is not a Market Maker for this SecurityID (48)." ], [ "BuyOrderNotAllowed", 1301, "Buy orders from participants are not allowed in BuyOnly phase." ], [ "StopOrdersNotAllowed", 1307, "Stop Orders not allowed when no opposite LP quote available" ], [ "TriggerPriceMustBeHigherThanLpSellQuote", 1308, "TriggerPrice (1102) must be higher than LP sell quote for buy Stop Order" ], [ "TriggerPriceMustBeLowerThanLpBuyQuote", 1309, "TriggerPrice (1102) must be lower than LP buy quote for sell Stop Order" ], [ "MarketMakingViaMassQuoteOnlyOnHybridMarket", 1310, "Market Making in Hybrid market model is only possible using Mass Quote message." ], [ "SellQuotesNotAllowedDuringBuyOnlyState", 1311, "During BuyOnly state in Hybrid market model sell quotes are not accepted" ], [ "InstrumentKnockedOut", 1312, "As soon as the instrument's knock-out barrier is reached by the underlying, any orders/quotes are no longer accepted into the order book." ], [ "OnlyOneSellOrderIsAllowedForIpo", 1401, "Only one sell order is allowed for IPO instrument" ], [ "OnlyOneBuyOrderIsAllowedForTender", 1402, "Only one buy order is allowed for Tender instrument" ], [ "RequestNotAllowedForBlockInstrument", 2026, "Request not allowed for BLOCK instrument" ], [ "RequestNotAllowedForCrossInstrument", 2028, "Request not allowed for CROSS instrument" ], [ "RiskLimitNotDefined", 7000, "The risk limit has not been defined." ], [ "RiskMaximumOrderVolumeExceeded", 7001, "The maximum order volume for the risk limit has been exceeded." ], [ "RiskMaximumOrderValueExceeded", 7002, "The maximum order value for the risk limit has been exceeded." ], [ "RiskOrderPriceCollarExceeded", 7003, "The order price has exceeded the risk limit." ], [ "DynamicOrderPriceCollarNotDefined", 7004, "Dynamic Order Price Collar not defined." ], [ "StaticOrderPriceCollarNotDefined", 7005, "Static Order Price Collar not defined." ], [ "TotalTradedValueExceeded", 7011, "Total traded value has exceeded the risk limit." ], [ "TotalTradedBuyValueExceeded", 7012, "Total traded buy value has exceeded the risk limit." ], [ "TotalTradedSellValueExceeded", 7013, "Total traded sell value has exceeded the risk limit." ], [ "TotalOpenValueExceeded", 7014, "Total open value has exceeded the risk limit." ], [ "TotalOpenBuyValueExceeded", 7015, "Total open buy value has exceeded the risk limit." ], [ "TotalOpenSellValueExceeded", 7016, "Total open sell value has exceeded the risk limit." ], [ "TotalRiskValueExceeded", 7017, "Total risk value has exceeded the risk limit." ], [ "TotalBuyRiskValueExceeded", 7018, "Total buy risk value has exceeded the risk limit." ], [ "TotalSellRiskValueExceeded", 7019, "Total sell risk value has exceeded the risk limit." ], [ "TotalNetRiskValueExceeded", 7020, "Total net risk value has exceeded the risk limit." ], [ "MaxOrderCountExceeded", 7021, "Maximum order count has exceeded the risk limit." ], [ "RejectedDueToKillSwitchActivation", 7022, "Rejected due to kill switch activation." ] ] }, { "kind": "Enum", "name": "TimeInForce", "description": "Indicates the order's time in force (e.g. GTC).", "underlying": "u8", "variants": [ [ "Day", 1, "A day order is valid until the end of the trading day." ], [ "GTC", 2, "A GTC order is good till canceled." ], [ "IOC", 3, "An Immediate or Cancel order must be filled immediately or canceled." ], [ "FOK", 4, "A Fill or Kill order must be immediately fully filled or canceled." ], [ "VFA", 5, "Valid For Auction." ], [ "GTD", 6, "A Good Till Date order must be filled before timestamp provided in `Expire` field or canceled." ], [ "VFC", 7, "Valid For Closing." ], [ "GTT", 8, "A Good Till Time order must be filled before timestamp provided in `Expire` field or canceled within the day of submission." ] ] }, { "kind": "Enum", "name": "LiquidityIndicator", "description": "Liquidity indicator", "underlying": "u8", "variants": [ [ "BuyOrderExecution", 1, "Buy order execution" ], [ "SellOrderExecution", 2, "Sell order execution" ], [ "AuctionExecution", 3, "Auction execution" ], [ "NotApplicable", 4, "Not applicable" ] ] }, { "kind": "Enum", "name": "Currency", "description": "Currency - ISO 4217 code (e.g. PLN)", "underlying": "u16", "variants": [ [ "ALL", 8, "Lek" ], [ "DZD", 12, "Algerian Dinar" ], [ "ARS", 32, "Argentine Peso" ], [ "AUD", 36, "Australian Dollar" ], [ "BSD", 44, "Bahamian Dollar" ], [ "BHD", 48, "Bahraini Dinar" ], [ "BDT", 50, "Taka" ], [ "AMD", 51, "Armenian Dram" ], [ "BBD", 52, "Barbados Dollar" ], [ "BMD", 60, "Bermudian Dollar" ], [ "BTN", 64, "Ngultrum" ], [ "BOB", 68, "Boliviano" ], [ "BWP", 72, "Pula" ], [ "BZD", 84, "Belize Dollar" ], [ "SBD", 90, "Solomon Islands Dollar" ], [ "BND", 96, "Brunei Dollar" ], [ "MMK", 104, "Kyat" ], [ "BIF", 108, "Burundi Franc" ], [ "KHR", 116, "Riel" ], [ "CAD", 124, "Canadian Dollar" ], [ "CVE", 132, "Cabo Verde Escudo" ], [ "KYD", 136, "Cayman Islands Dollar" ], [ "LKR", 144, "Sri Lanka Rupee" ], [ "CLP", 152, "Chilean Peso" ], [ "CNY", 156, "Yuan Renminbi" ], [ "COP", 170, "Colombian Peso" ], [ "KMF", 174, "Comorian Franc " ], [ "CRC", 188, "Costa Rican Colon" ], [ "HRK", 191, "Kuna" ], [ "CUP", 192, "Cuban Peso" ], [ "CZK", 203, "Czech Koruna" ], [ "DKK", 208, "Danish Krone" ], [ "DOP", 214, "Dominican Peso" ], [ "SVC", 222, "El Salvador Colon" ], [ "ETB", 230, "Ethiopian Birr" ], [ "ERN", 232, "Nakfa" ], [ "FKP", 238, "Falkland Islands Pound" ], [ "FJD", 242, "Fiji Dollar" ], [ "DJF", 262, "Djibouti Franc" ], [ "GMD", 270, "Dalasi" ], [ "GIP", 292, "Gibraltar Pound" ], [ "GTQ", 320, "Quetzal" ], [ "GNF", 324, "Guinean Franc" ], [ "GYD", 328, "Guyana Dollar" ], [ "HTG", 332, "Gourde" ], [ "HNL", 340, "Lempira" ], [ "HKD", 344, "Hong Kong Dollar" ], [ "HUF", 348, "Forint" ], [ "ISK", 352, "Iceland Krona" ], [ "INR", 356, "Indian Rupee" ], [ "IDR", 360, "Rupiah" ], [ "IRR", 364, "Iranian Rial" ], [ "IQD", 368, "Iraqi Dinar" ], [ "ILS", 376, "New Israeli Sheqel" ], [ "JMD", 388, "Jamaican Dollar" ], [ "JPY", 392, "Yen" ], [ "KZT", 398, "Tenge" ], [ "JOD", 400, "Jordanian Dinar" ], [ "KES", 404, "Kenyan Shilling" ], [ "KPW", 408, "North Korean Won" ], [ "KRW", 410, "Won" ], [ "KWD", 414, "Kuwaiti Dinar" ], [ "KGS", 417, "Som" ], [ "LAK", 418, "Lao Kip" ], [ "LBP", 422, "Lebanese Pound" ], [ "LSL", 426, "Loti" ], [ "LRD", 430, "Liberian Dollar" ], [ "LYD", 434, "Libyan Dinar" ], [ "MOP", 446, "Pataca" ], [ "MWK", 454, "Malawi Kwacha" ], [ "MYR", 458, "Malaysian Ringgit" ], [ "MVR", 462, "Rufiyaa" ], [ "MUR", 480, "Mauritius Rupee" ], [ "MXN", 484, "Mexican Peso" ], [ "MNT", 496, "Tugrik" ], [ "MDL", 498, "Moldovan Leu" ], [ "MAD", 504, "Moroccan Dirham" ], [ "OMR", 512, "Rial Omani" ], [ "NAD", 516, "Namibia Dollar" ], [ "NPR", 524, "Nepalese Rupee" ], [ "ANG", 532, "Netherlands Antillean Guilder" ], [ "AWG", 533, "Aruban Florin" ], [ "VUV", 548, "Vatu" ], [ "NZD", 554, "New Zealand Dollar" ], [ "NIO", 558, "Cordoba Oro" ], [ "NGN", 566, "Naira" ], [ "NOK", 578, "Norwegian Krone" ], [ "PKR", 586, "Pakistan Rupee" ], [ "PAB", 590, "Balboa" ], [ "PGK", 598, "Kina" ], [ "PYG", 600, "Guarani" ], [ "PEN", 604, "Sol" ], [ "PHP", 608, "Philippine Peso" ], [ "QAR", 634, "Qatari Rial" ], [ "RUB", 643, "Russian Ruble" ], [ "RWF", 646, "Rwanda Franc" ], [ "SHP", 654, "Saint Helena Pound" ], [ "SAR", 682, "Saudi Riyal" ], [ "SCR", 690, "Seychelles Rupee" ], [ "SGD", 702, "Singapore Dollar" ], [ "VND", 704, "Dong" ], [ "SOS", 706, "Somali Shilling" ], [ "ZAR", 710, "Rand" ], [ "SSP", 728, "South Sudanese Pound" ], [ "SZL", 748, "Lilangeni" ], [ "SEK", 752, "Swedish Krona" ], [ "CHF", 756, "Swiss Franc" ], [ "SYP", 760, "Syrian Pound" ], [ "THB", 764, "Baht" ], [ "TOP", 776, "Pa’anga" ], [ "TTD", 780, "Trinidad and Tobago Dollar" ], [ "AED", 784, "UAE Dirham" ], [ "TND", 788, "Tunisian Dinar" ], [ "UGX", 800, "Uganda Shilling" ], [ "MKD", 807, "Denar" ], [ "EGP", 818, "Egyptian Pound" ], [ "GBP", 826, "Pound Sterling" ], [ "TZS", 834, "Tanzanian Shilling" ], [ "USD", 840, "US Dollar" ], [ "UYU", 858, "Peso Uruguayo" ], [ "UZS", 860, "Uzbekistan Sum" ], [ "WST", 882, "Tala" ], [ "YER", 886, "Yemeni Rial" ], [ "TWD", 901, "New Taiwan Dollar" ], [ "SLE", 925, "Leone" ], [ "VED", 926, "Bolívar Soberano" ], [ "UYW", 927, "Unidad Previsional" ], [ "VES", 928, "Bolívar Soberano" ], [ "MRU", 929, "Ouguiya" ], [ "STN", 930, "Dobra" ], [ "CUC", 931, "Peso Convertible" ], [ "ZWL", 932, "Zimbabwe Dollar" ], [ "BYN", 933, "Belarusian Ruble" ], [ "TMT", 934, "Turkmenistan New Manat" ], [ "GHS", 936, "Ghana Cedi" ], [ "SDG", 938, "Sudanese Pound" ], [ "UYI", 940, "Uruguay Peso en Unidades Indexadas (URUIURUI)" ], [ "RSD", 941, "Serbian Dinar" ], [ "MZN", 943, "Mozambique Metical" ], [ "AZN", 944, "Azerbaijan Manat" ], [ "RON", 946, "Romanian Leu" ], [ "CHE", 947, "WIR Euro" ], [ "CHW", 948, "WIR Franc" ], [ "TRY", 949, "Turkish Lira" ], [ "XAF", 950, "CFA Franc BEAC" ], [ "XCD", 951, "East Caribbean Dollar" ], [ "XOF", 952, "CFA Franc BCEAO" ], [ "XPF", 953, "CFP Franc" ], [ "XBA", 955, "Bond Markets Unit European Composite Unit (EURCO)" ], [ "XBB", 956, "Bond Markets Unit European Monetary Unit (E.M.U.-6)" ], [ "XBC", 957, "Bond Markets Unit European Unit of Account 9 (E.U.A.-9)" ], [ "XBD", 958, "Bond Markets Unit European Unit of Account 17 (E.U.A.-17)" ], [ "XAU", 959, "Gold" ], [ "XDR", 960, "SDR (Special Drawing Right)" ], [ "XAG", 961, "Silver" ], [ "XPT", 962, "Platinum" ], [ "XTS", 963, "Codes specifically reserved for testing purposes" ], [ "XPD", 964, "Palladium" ], [ "XUA", 965, "ADB Unit of Account" ], [ "ZMW", 967, "Zambian Kwacha" ], [ "SRD", 968, "Surinam Dollar" ], [ "MGA", 969, "Malagasy Ariary" ], [ "COU", 970, "Unidad de Valor Real" ], [ "AFN", 971, "Afghani" ], [ "TJS", 972, "Somoni" ], [ "AOA", 973, "Kwanza" ], [ "BGN", 975, "Bulgarian Lev" ], [ "CDF", 976, "Congolese Franc" ], [ "BAM", 977, "Convertible Mark" ], [ "EUR", 978, "Euro" ], [ "MXV", 979, "Unidad de inversion (UDI)" ], [ "UAH", 980, "Hryvnia" ], [ "GEL", 981, "Lari" ], [ "BOV", 984, "Mvdol" ], [ "PLN", 985, "Zloty" ], [ "BRL", 986, "Brazilian Real" ], [ "CLF", 990, "Unidad de Fomento" ], [ "XSU", 994, "Sucre" ], [ "USN", 997, "US Dollar (next day)" ], [ "XXX", 999, "The codes assigned for transactions where no currency is involved" ] ] }, { "kind": "Enum", "name": "RejectReason", "description": "Code to identify reason for a Reject message.", "underlying": "u8", "variants": [ [ "NA", 0, "Not applicable" ], [ "MaxThroughputExceeded", 1, "Max throughput exceeded." ], [ "InvalidMsgType", 2, "Invalid message type." ], [ "InvalidExpireTimePrecision", 3, "Invalid expire time precision." ], [ "InvalidSettlementDate", 4, "Invalid settlement date." ], [ "SettlementDateRequired", 5, "Settlement date required." ], [ "TradeReportIdRequired", 6, "Trade report ID required." ], [ "MissingReportIdSecondaryTradeReportIdOrTradeReportRefId", 7, "Missing report id (SecondaryTradeReportId or TradeReportRefId)." ], [ "InvalidTradeId", 8, "Invalid trade ID." ], [ "InvalidAlgorithmicTradeIndicator", 9, "Invalid algorithmic trade indicator." ], [ "InvalidTradeReportId", 10, "Invalid Trade report ID." ], [ "InvalidGapFillSeqNum", 11, "GapFill seqNum should be higher than current seqNum" ] ] }, { "kind": "Struct", "name": "Header", "description": "Header used in trading port messages.", "fields": [ { "name": "length", "type": "MsgLength", "description": "Total length of the message." }, { "name": "msgType", "type": "MsgType", "description": "Type of the message (e.g. Login)." }, { "name": "seqNum", "type": "SeqNum", "description": "Sequence number of the message added by the sender." }, { "name": "timestamp", "type": "Timestamp", "description": "Sending time." }, { "name": "sourceTimestamp", "type": "Timestamp", "description": "Processing time." } ] }, { "kind": "Enum", "name": "PartyRoleQualifier", "description": "Party role qualifier.", "underlying": "u8", "variants": [ [ "NA", 1 ], [ "Algorithm", 2 ], [ "FirmOrLegalEntity", 3 ], [ "NaturalPerson", 4 ] ] }, { "kind": "Struct", "name": "MifidField", "description": "Field related to the MiFID directive.", "fields": [ { "name": "shortCode", "type": "ShortCode", "description": "Short code of MiFID participant." }, { "name": "qualifier", "type": "PartyRoleQualifier", "description": "Qualifier of MiFID participant." } ] }, { "kind": "Struct", "name": "MifidFields", "description": "Fields related to the MiFID directive.", "fields": [ { "name": "client", "type": "MifidField", "description": "MifidField of Client." }, { "name": "executingTrader", "type": "MifidField", "description": "MifidField of Executing Trader." }, { "name": "investmentDecisionMaker", "type": "MifidField", "description": "MifidField of Investment decision maker." } ] }, { "kind": "Array", "name": "ClearingCode", "type": "AnsiChar", "length": 20, "description": "Clearing member identifier." }, { "kind": "Enum", "name": "ClearingIdentifier", "description": "Clearing member identifier type.", "underlying": "u8", "variants": [ [ "NotApplicable", 33, "Not Applicable." ], [ "Lei", 78, "Legal Entity Identifier." ], [ "Custom", 68, "Custom clearing identifier." ] ] }, { "kind": "Struct", "name": "ConnectionClose", "description": "The ConnectionClose message confirms the termination of a session through the trading port service.", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "reason", "type": "ConnectionCloseReason", "description": "Connection close reason." } ] }, { "kind": "Struct", "name": "Heartbeat", "description": "Heartbeat message", "fields": [ { "name": "header", "type": "Header", "description": "Header." } ] }, { "kind": "Struct", "name": "Login", "description": "The login message authenticates a user establishing a connection to the trading port service. The login message must be the first message sent by the client application to request the initiation of a trading port session.", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "version", "type": "MsgVersion", "description": "Indicates the version of the protocol in which the message is defined." }, { "name": "token", "type": "Token", "description": "The security data required for authentication, which is a token received by the exchange member during the registration process." }, { "name": "connectionId", "type": "ConnectionId", "description": "ID of the connection." }, { "name": "nextExpectedSeqNum", "type": "SeqNum", "description": "Next expected message sequence number value to be received." }, { "name": "lastSentSeqNum", "type": "SeqNum", "description": "Last sent sequence number." } ] }, { "kind": "Struct", "name": "LoginResponse", "description": "The login response message. The result field describes the login status, indicating whether the login was successful or not (i.e. successful login).", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "result", "type": "LoginResult", "description": "Login response status code." }, { "name": "nextExpectedSeqNum", "type": "SeqNum", "description": "Next expected message sequence number value to be received." }, { "name": "lastReplaySeqNum", "type": "SeqNum", "description": "Last replay sequence number." }, { "name": "sessionId", "type": "SessionId", "description": "ID of the session." } ] }, { "kind": "Struct", "name": "Logout", "description": "The logout message is sent from the client application to terminate the communication session with the trading port.", "fields": [ { "name": "header", "type": "Header", "description": "Header." } ] }, { "kind": "Struct", "name": "LogoutResponse", "description": "The logout response message confirms the client logout message.", "fields": [ { "name": "header", "type": "Header", "description": "Header." } ] }, { "kind": "Enum", "name": "ExecInst", "underlying": "u8", "description": "Instructions for order handling on exchange trading floor.", "bitflags": true, "variants": [ [ "None", "0b00000000" ], [ "CancelOnConnectionLoss", "0b00000001" ] ] }, { "kind": "Struct", "name": "OrderAdd", "description": "Message used to add new orders to the system.", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "stpId", "type": "STPId", "description": "ID assigned by the client used in the Self Trade Prevention mechanism.", "$metadata": { "conditionallyRequired": "Never required, can be 0 to disable stp" } }, { "name": "instrumentId", "type": "ElementId", "description": "ID of the instrument being traded." }, { "name": "orderType", "type": "OrderType", "description": "Indicates the order type." }, { "name": "timeInForce", "type": "TimeInForce", "description": "Indicates the order's time in force (e.g. GTC)." }, { "name": "side", "type": "OrderSide", "description": "Indicates the order's side (buy or sell)." }, { "name": "price", "type": "Price", "description": "Indicates the price of the order." }, { "name": "triggerPrice", "type": "Price", "description": "Indicates the trigger price (Last Trade Price - LTP) after which the order should be added to the order book.", "$metadata": { "conditionallyRequired": "Required for OrderType::StopLimit and OrderType::StopLoss, otherwise 0" } }, { "name": "quantity", "type": "Quantity", "description": "Indicates the quantity of the instrument included in the order." }, { "name": "displayQty", "type": "Quantity", "description": "Used only for iceberg order. The quantity to be displayed.", "$metadata": { "conditionallyRequired": "Required for OrderType::Iceberg, otherwise 0" } }, { "name": "capacity", "type": "Capacity", "description": "Capacity of the party making the order (either principal or agency)." }, { "name": "account", "type": "Account", "description": "Account number.", "$metadata": { "conditionallyRequired": "Required for AccountType different than Missing, otherwise filled with 0x0" } }, { "name": "accountType", "type": "AccountType", "description": "Type of account associated with the order." }, { "name": "flags", "type": "OrderFlags", "description": "Flags raised on an order." }, { "name": "mifidFields", "type": "MifidFields", "description": "Fields related to the MiFID directive." }, { "name": "expire", "type": "Timestamp", "description": "Expiration time indicating the validity of the order - relevant only when TimeInForce is set to GTD (Good Till Date) or GTT (Good Till Time).", "$metadata": { "conditionallyRequired": "Required for TimeInForce::GTD or TimeInForce::GTT, otherwise 0" } }, { "name": "memo", "type": "Memo", "description": "Free text.", "$metadata": { "conditionallyRequired": "Never required, if unused filled with 0x0" } }, { "name": "clientOrderId", "type": "ClientOrderId", "description": "Arbitrary user provided value associated with the order.", "$metadata": { "conditionallyRequired": "Never required, if unused filled with 0x0" } }, { "name": "clearingMemberCode", "type": "ClearingCode", "description": "Clearing member code.", "$metadata": { "conditionallyRequired": "Never required, if unused filled with 0x0" } }, { "name": "clearingMemberClearingIdentifier", "type": "ClearingIdentifier", "description": "Clearing member's clearing identifier." }, { "name": "execInst", "type": "ExecInst", "description": "Instructions for order handling on exchange trading floor." }, { "name": "feeStructureId", "type": "u8", "description": "Optional identifier of a fee scheme for billing purposes.", "$metadata": { "conditionallyRequired": "Never required, if unused 0" } }, { "name": "interestedParty", "type": "InterestedParty", "description": "3rd party interested in this order or trade.", "$metadata": { "conditionallyRequired": "Never required, if unused filled with 0x0" } } ] }, { "kind": "Struct", "name": "OrderAddResponse", "description": "The message is a response to an OrderAdd message and includes the order execution status.", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "orderId", "type": "OrderId", "description": "Unique for each trading day order identifier based on the sequence number of order message, bulk sequence number, session ID and connection ID." }, { "name": "publicOrderId", "type": "PublicOrderId", "description": "Unique for single trading day order identifier assigned by the trading system and shared publicly in market data (public information)." }, { "name": "displayQty", "type": "Quantity", "description": "Used only for iceberg order. The quantity to be displayed." }, { "name": "filled", "type": "Quantity", "description": "Indicates the quantity of the order which has already been filled." }, { "name": "status", "type": "OrderStatus", "description": "Status of the given order." }, { "name": "reason", "type": "OrderRejectionReason", "description": "Reason for rejecting the given order." }, { "name": "execTypeReason", "type": "ExecTypeReason", "description": "Describes why an order was executed and the events related to its lifecycle." }, { "name": "clientOrderId", "type": "ClientOrderId", "description": "Arbitrary user provided value associated with the order." } ] }, { "kind": "Struct", "name": "OrderCancel", "description": "Message used to cancel the previously submitted order.", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "orderId", "type": "OrderId", "description": "Unique for each trading day order identifier based on the sequence number of order message, bulk sequence number, session ID and connection ID." }, { "name": "mifidFields", "type": "MifidFields", "description": "MifidFields structure." }, { "name": "clientOrderId", "type": "ClientOrderId", "description": "Arbitrary user provided value associated with the order." } ] }, { "kind": "Struct", "name": "OrderCancelResponse", "description": "The message is a response to an order cancel request and contains information about its execution, in particular whether the order to cancel was found or not.", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "orderId", "type": "OrderId", "description": "Unique for each trading day order identifier based on the sequence number of order message, bulk sequence number, session ID and connection ID." }, { "name": "status", "type": "OrderStatus", "description": "Status of the given order." }, { "name": "reason", "type": "OrderRejectionReason", "description": "Reason for rejecting the given order." }, { "name": "execTypeReason", "type": "ExecTypeReason", "description": "Describes why an order was executed and the events related to its lifecycle." }, { "name": "clientOrderId", "type": "ClientOrderId", "description": "Arbitrary user provided value associated with the order." } ] }, { "kind": "Struct", "name": "OrderModify", "description": "Message used to modify the submitted order.", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "orderId", "type": "OrderId", "description": "Unique for each trading day order identifier based on the sequence number of order message, bulk sequence number, session ID and connection ID." }, { "name": "price", "type": "Price", "description": "Indicates the price of the given order." }, { "name": "triggerPrice", "type": "Price", "description": "Indicates the trigger price (Last Trade Price - LTP) after which the order should be added to the order book.", "$metadata": { "conditionallyRequired": "Required for OrderType::StopLimit and OrderType::StopLoss, otherwise 0" } }, { "name": "quantity", "type": "Quantity", "description": "Indicates the quantity of the instrument included in the order." }, { "name": "displayQty", "type": "Quantity", "description": "Used only for iceberg order. The quantity to be displayed.", "$metadata": { "conditionallyRequired": "Required for OrderType::Iceberg, otherwise 0" } }, { "name": "expire", "type": "Timestamp", "description": "Expiration time indicating the validity of the order - relevant only when TimeInForce is set to GTD (Good Till Date).", "$metadata": { "conditionallyRequired": "Required for TimeInForce::GTD, otherwise 0" } }, { "name": "mifidFields", "type": "MifidFields", "description": "MifidFields structure." }, { "name": "clientOrderId", "type": "ClientOrderId", "description": "Arbitrary user provided value associated with the order." } ] }, { "kind": "Struct", "name": "OrderModifyResponse", "description": "The response message for an OrderModify.", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "orderId", "type": "OrderId", "description": "Unique for each trading day order identifier based on the sequence number of order message, bulk sequence number, session ID and connection ID." }, { "name": "filled", "type": "Quantity", "description": "Indicates the quantity of the order which has already been filled." }, { "name": "status", "type": "OrderStatus", "description": "Status of the given order." }, { "name": "priorityFlag", "type": "PriorityFlag", "description": "Indicates whether the priority flag is lost or retained after modification." }, { "name": "reason", "type": "OrderRejectionReason", "description": "Reason for rejecting the given order." }, { "name": "clientOrderId", "type": "ClientOrderId", "description": "Arbitrary user provided value associated with the order." } ] }, { "kind": "Enum", "name": "MassCancelRejectionReason", "description": "Indicates a mass cancel rejection reason.", "underlying": "u16", "variants": [ [ "Other", 99, "Other." ], [ "NA", 101, "Not applicable." ], [ "UnknownInstrument", 1001, "Unknown instrument." ], [ "InvalidExecutionTrader", 1005, "Missing Executing Trader repeating group" ], [ "UnknownMarketSegmentId", 1016, "Unknown market segment ID." ], [ "UnknownConnectionId", 1017, "Unknown connection ID." ], [ "InstrumentForbidden", 1053, "Instrument forbidden." ], [ "MarketSegmentIdForbidden", 1054, "Market segment ID forbidden." ], [ "OperationOnRedistributedInstrumentsForbidden", 1056, "Operation on redistributed instruments forbidden." ], [ "RequestNotAllowedOnSponsoredConnection", 2025, "Request not allowed on sponsored connection." ] ] }, { "kind": "Struct", "name": "OrderMassCancel", "description": "Message used to cancel multiple existing orders.", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "massCancelRequestType", "type": "MassCancelRequestType", "description": "Mass cancel request type." }, { "name": "targetPartyRole", "type": "TargetPartyRole", "description": "Target party role filter selection field." }, { "name": "targetPartyId", "type": "u32", "description": "Used to identify the party targeted for the action specified in the message.", "$metadata": { "conditionallyRequired": "Required for TargetPartyRole::SenderLocation/ClientID/ExecutingTrader/InvestmentDecisionMaker, otherwise 0" } }, { "name": "marketSegmentId", "type": "ElementId", "description": "Identifies the market segment for request type CancelOrdersForMarketSegment.", "$metadata": { "conditionallyRequired": "Required for MassCancelRequestType::CancelOrdersForMarketSegment, otherwise 0" } }, { "name": "instrumentId", "type": "ElementId", "description:": "ID of the instrument to cancel, valid only for CancelForSecurity.", "$metadata": { "conditionallyRequired": "Required for MassCancelRequestType::CancelForSecurity, otherwise 0" } }, { "name": "executingTrader", "type": "MifidField", "description": "MifidField of Executing Trader." }, { "name": "clientOrderId", "type": "ClientOrderId", "description": "Arbitrary user provided value associated with the mass cancel.", "$metadata": { "conditionallyRequired": "Never required, if unused filled with 0x0" } } ] }, { "kind": "Struct", "name": "OrderMassCancelResponse", "description": "Response to message used to cancel multiple existing orders.", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "totalAffectedOrders", "type": "u64", "description": "Total number of orders affected by the mass cancel request." }, { "name": "massCancelRequestType", "type": "MassCancelRequestType", "description": "Mass cancel request type." }, { "name": "massCancelId", "type": "OrderId", "description": "Mass cancel request ID." }, { "name": "targetPartyRole", "type": "TargetPartyRole", "description": "Target party role filter selection field." }, { "name": "targetPartyId", "type": "u32", "description": "Used to identify the party targeted for the action specified in the message." }, { "name": "marketSegmentId", "type": "ElementId", "description": "Identifies the market segment for request type CancelOrdersForMarketSegment." }, { "name": "reason", "type": "MassCancelRejectionReason", "description": "Reason for rejecting the given mass order cancel request." }, { "name": "clientOrderId", "type": "ClientOrderId", "description": "Arbitrary user provided value associated with the mass cancel." } ] }, { "kind": "Struct", "name": "Test", "description": "The internal message for a test purpose.", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "targetTimestamp", "type": "Timestamp", "description": "Test timestamp (e.g. the send time of a message)." } ] }, { "kind": "Struct", "name": "OrderExecute", "description": "The message used to report trades between counterparties (i.e. generated when two or more orders are matched).", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "instrumentId", "type": "ElementId", "description": "ID of the instrument being traded." }, { "name": "orderId", "type": "OrderId", "description": "Unique for each trading day order identifier based on the sequence number of order message, bulk sequence number, session ID and connection ID." }, { "name": "tradeId", "type": "TradeId", "description": "ID of the trade." }, { "name": "price", "type": "Price", "description": "Price of the given trade." }, { "name": "quantity", "type": "Quantity", "description": "Quantity of the instrument involved in the given trade." }, { "name": "leavesQty", "type": "Quantity", "description": "How much of the given security is left on the market after the trade is concluded." }, { "name": "liquidityIndicator", "type": "LiquidityIndicator", "description": "Liquidity indicator" }, { "name": "currency", "type": "Currency", "description": "Currency (e.g. USD)." }, { "name": "side", "type": "OrderSide", "description": "Indicates the order's side (buy or sell)." }, { "name": "clientOrderId", "type": "ClientOrderId", "description": "Arbitrary user provided value associated with the order." } ] }, { "kind": "Struct", "name": "Reject", "description": "The reject message is sent by the trading port service when receiving an erroneous message that cannot be further processed.", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "refSeqNum", "type": "SeqNum", "description": "Sequence number of the rejected message." }, { "name": "rejectReason", "type": "RejectReason", "description": "Reject reason." } ] }, { "kind": "Enum", "name": "TradeReportType", "description": "Type of Trade Report.", "underlying": "u8", "variants": [ [ "Submit", 1, "Submit" ], [ "Alleged", 2, "Alleged" ], [ "Accept", 3, "Accept" ], [ "Decline", 4, "Decline" ], [ "TradeReportCancel", 7, "Trade Report Cancel" ], [ "TradeBreak", 8, "Trade Break" ] ] }, { "kind": "Alias", "name": "Date", "alias": "u32", "description": "Date (YYYYMMDD) as integer value. In case of undefined date value of '0' (zero) is used." }, { "kind": "Enum", "name": "TradeReportTransType", "description": "Identifies Trade Report message transaction type.", "underlying": "u8", "variants": [ [ "New", 1, "New." ], [ "Cancel", 2, "Cancel." ], [ "Replace", 3, "Replace." ] ] }, { "kind": "Enum", "name": "TradeType", "description": "Type of trade.", "underlying": "u8", "variants": [ [ "PrivatelyNegotiatedTrade", 22, "Privately negotiated trade." ], [ "BlockTrade", 38, "Block trade." ] ] }, { "kind": "Enum", "name": "TcrStatus", "description": "Trade Report status.", "underlying": "u8", "variants": [ [ "New", 1, "New." ], [ "Accepted", 2, "Accepted." ], [ "Rejected", 3, "Rejected." ], [ "Cancelled", 4, "Cancelled." ] ] }, { "kind": "Enum", "name": "TcrRejectionReason", "description": "Code to identify the reason for TCR rejection", "underlying": "u16", "variants": [ [ "NA", 1, "Not applicable." ], [ "ExchangeClosed", 2, "Exchange closed." ], [ "InvalidPriceIncrement", 18, "Invalid price increment." ], [ "Other", 99, "Other." ], [ "InstrumentPhaseNoTrading", 106, "Trading is not available for the instrument in its current phase." ], [ "UnknownInstrument", 1001, "Unknown instrument." ], [ "InvalidExecutionTrader", 1005, "Invalid execution trader." ], [ "InvalidDecisionMaker", 1006, "Invalid decision maker." ], [ "InvalidClientId", 1007, "Invalid client." ], [ "InvalidPartyRoleQualifierForClientId", 1008, "Invalid Party Role Qualifier for Client Id Party group" ], [ "InvalidPartyRoleQualifierForExecutingTrader", 1009, "Invalid Party Role Qualifier for Executing Trader Party group" ], [ "InvalidPartyRoleQualifierForInvestmentDecisionMaker", 1010, "Invalid Party Role Qualifier for Investment Decision Maker Party group" ], [ "OrderQuantityMustBeGreaterThanMinimumQuantity", 1025, "The order quantity must be greater than the minimum quanity." ], [ "OrderQuantityMustBeLowerThanMaximumQuantity", 1026, "The order quantity must be lower than the maximum quantity." ], [ "OrderPriceMustBeGreaterThanMinimumPrice", 1027, "The order price must be greater than minimum price." ], [ "OrderPriceMustBeLowerThanMaximumPrice", 1028, "The order price must be greater than maximum price." ], [ "OrderPriceMustBeNonzero", 1029, "The order price must be non-zero." ], [ "OrderValueMustBeGreaterThanMinimumValue", 1030, "The order value must be greater than minimum value." ], [ "OrderValueMustBeLowerThanMaximumValue", 1031, "The order value must be lower than maximum value." ], [ "PriceBelowLowCollar", 1037, "The validation for collars has failed. The price is too low." ], [ "PriceAboveHighCollar", 1038, "The validation for collars has failed. The price is too high." ], [ "FirmIsNotAMarketMaker", 1050, "Firm is not a Market Maker for this SecurityID (48)" ], [ "OperationOnRedistributedInstrumentsForbidden", 1056, "Operation on redistributed instruments forbidden." ], [ "FirmNotAuthorizedToBuyAndSellTheInstrument", 1057, "Firm has not been granted permission to buy and sell the selected instrument. Order entry/modification/cancellation is not possible." ], [ "FirmNotAuthorizedToBuyTheInstrument", 1058, "Firm has not been granted permission to buy the selected instrument (only selling is allowed). Order entry/modification/cancellation on the buy side is not possible." ], [ "FirmNotAuthorizedToSellTheInstrument", 1059, "Firm has not been granted permission to sell the selected instrument (only buying is allowed). Order entry/modification/cancellation on the sell side is not possible." ], [ "OperationsOnOrdersAndQuotesForbiddenDuringInstrumentSuspension", 1061, "Entry/modification/cancellation of orders and quotes is not possible when an instrument is suspended." ], [ "InvalidPartyIdForClientId", 1070, "Invalid PartyID (448) for Client ID" ], [ "InvalidPartyIdForExecutingTrader", 1071, "Invalid PartyID (448) for Executing Trader" ], [ "InvalidPartyIdForInvestmentDecisionMaker", 1072, "Invalid PartyID (448) for Investment Decision Maker" ], [ "InvalidPartyRoleQualifierForPartyId", 1075, "Invalid PartyRoleQualifier (2376) for PartyID (448)" ], [ "MissingClearingMemberCode", 1076, "Missing ClearingMemberCode" ], [ "ForbiddenClearingMemberCode", 1077, "Forbidden ClearingMemberCode" ], [ "MarketModelNotSupportedOnSponsoredConnection", 1081, "Market Model not supported sponsored connection" ], [ "OperationForbiddenDuringEarlyLateMonitoring", 1084, "Entry/modification/cancellation of orders and quotes by members, as well as block and cross trades submission is not allowed when an instrument remains in Early / Late Monitoring market phases." ], [ "InvalidClearingMemberCodeLength", 1085, "Clearing Member code must be 4-digit number in case of custom codes and 20-char string in case of LEI." ], [ "NotAuthorizedToQuoteInstrument", 1209, "Firm is not a Market Maker for this SecurityID (48)." ], [ "UnknownTradeReport", 2001, "Unknown trade report" ], [ "DuplicateTradeReportId", 2002, "Duplicate TradeReportId" ], [ "TradeReportTypeNotCompatibleWithTradeReportTransType", 2005, "TradeReportType not compatible with TradeReportTransType" ], [ "InvalidExecType", 2008, "Invalid ExecType" ], [ "TradeReportRefIdNotAllowed", 2009, "TradeReportRefId not allowed" ], [ "SettlementDateCannotBeEarlierThanMinimumSettlementDate", 2015, "Settlement date cannot be earlier than minimum settlement date" ], [ "SettlementDateCannotBeLaterThanMaximumSettlementDate", 2016, "Settlement date cannot be later than maximum settlement date" ], [ "SettlementDateMustBeASettlementDay", 2017, "In case settlement date provided does not follow settlement calendar" ], [ "UnknownContraFirm", 2022, "Unknown contra firm." ], [ "SentAttributeDoesNotMatchOriginalValue", 2024, "Sent attribute does not match original value" ], [ "RequestNotAllowedForBlockInstrument", 2026, "Request not allowed for BLOCK instrument" ], [ "RequestNotAllowedForClobInstrument", 2027, "Request not allowed for CLOB instrument" ], [ "RequestNotAllowedForCrossInstrument", 2028, "Request not allowed for CROSS instrument" ], [ "CrossNotAllowedOutsideOfClobInstrumentSpread", 2030, "Cross not allowed outside of CLOB instrument spread" ], [ "CrossPriceNotEqualToTheReferencePrice", 2031, "Cross price not equal to the reference price" ], [ "CrossNotAllowedDuringClobInstrumentAuctionOrSuspension", 2032, "Cross not allowed during CLOB instrument Auction or Suspension" ], [ "ForbiddenSecondaryTradereportId", 2033, "Forbidden SecondaryTradeReportID" ], [ "UnknownSecondaryTradereportId", 2034, "Unknown SecondaryTradeReportID" ], [ "NoTradeForClobReferenceInstrument", 2035, "Trading on BLOCK and CROSS instruments is not alllowed, because linked CLOB instrument has not been traded yet." ] ] }, { "kind": "Struct", "name": "TcrParty", "description": "Information about Trade Capture Report party.", "fields": [ { "name": "flags", "type": "OrderFlags", "description": "Flags raised on an order." }, { "name": "mifidFields", "type": "MifidFields", "description": "Fields related to the MiFID directive." }, { "name": "clearingMemberCode", "type": "ClearingCode", "description": "Clearing member code." }, { "name": "clearingMemberClearingIdentifier", "type": "ClearingIdentifier", "description": "Clearing member's clearing identifier." }, { "name": "account", "type": "Account", "description": "Account number." }, { "name": "accountType", "type": "AccountType", "description": "Type of account associated with the order." }, { "name": "orderCapacity", "type": "Capacity", "description": "Designates the capacity of the firm placing the order." }, { "name": "feeStructureId", "type": "u8", "description": "Optional identifier of a fee scheme for billing purposes." }, { "name": "interestedParty", "type": "InterestedParty", "description": "3rd party interested in this order or trade." }, { "name": "memo", "type": "Memo", "description": "Free text." } ] }, { "kind": "Enum", "name": "AlgorithmicTradeIndicator", "description": "Indicates algorithmic trade.", "underlying": "u8", "variants": [ [ "NA", 1, "Not applicable." ], [ "NonAlgorithmicTrade", 2, "Non-algorithmic trade." ], [ "AlgorithmicTrade", 3, "Algorithmic trade." ] ] }, { "kind": "Array", "name": "TradeReportId", "type": "AnsiChar", "length": 21, "description": "Unique identifier of trade capture report. 21st character is reserved for exchange-assigned identifiers." }, { "kind": "Array", "name": "TradeReportRefID", "type": "AnsiChar", "length": 21, "description": "Reference identifier used with Cancel and Replace transaction types. The TradeReportID that is being referenced for trade correction or cancelation." }, { "kind": "Enum", "name": "ExecType", "description": "Type of execution being reported. Uses subset of ExecType for trade capture reports.", "underlying": "u8", "variants": [ [ "NA", 1, "Not applicable" ], [ "Rejected", 8, "Rejected." ], [ "Expired", 12, "Expired" ], [ "Trade", 15, "Trade." ], [ "TradeCorrect", 16, "Trade Correct." ], [ "TradeCancel", 17, "Trade Cancel." ] ] }, { "kind": "Struct", "name": "TradeBust", "description": "Message used to inform about cancellation of previously accepted Trade.", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "tradeId", "type": "TradeId", "description": "The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty." } ] }, { "kind": "Struct", "name": "TradeCaptureReportSingle", "description": "Trade Capture Report - single side.", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "instrumentId", "type": "ElementId", "description": "ID of the instrument included in the order." }, { "name": "tradeReportId", "type": "TradeReportId", "description": "Unique identifier of the trade capture report." }, { "name": "secondaryTradeReportId", "type": "OrderId", "description": "ID of the trade capture report." }, { "name": "tradeId", "type": "TradeId", "description": "The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty." }, { "name": "tradeReportTransType", "type": "TradeReportTransType", "description": "Identifies Trade Report message transaction type." }, { "name": "tradeReportType", "type": "TradeReportType", "description": "Type of Trade Report." }, { "name": "tradeType", "type": "TradeType", "description": "Type of trade." }, { "name": "algorithmicTradeIndicator", "type": "AlgorithmicTradeIndicator", "description": "Indicates algorithmic trader." }, { "name": "execType", "type": "ExecType", "description": "Type of execution being reported. Uses subset of ExecType for trade capture reports." }, { "name": "tradeReportRefId", "type": "TradeReportRefID", "description": "Reference identifier used with Cancel and Replace transaction types. The TradeReportID that is being referenced for trade correction or cancelation." }, { "name": "lastQty", "type": "Quantity", "description": "Quantity (e.g. shares) bought/sold on this (last) fill." }, { "name": "lastPx", "type": "Price", "description": "Price of this (last) fill." }, { "name": "settlementDate", "type": "Date", "description": "Settlement date of the trade is equal to current date plus actual settlement offset calendar days." }, { "name": "side", "type": "OrderSide", "description": "Side of order." }, { "name": "counterpartyCode", "type": "ParticipantCode", "description": "Participant code of the counterparty." }, { "name": "tcrParty", "type": "TcrParty", "description": "TCR party." } ] }, { "kind": "Struct", "name": "TradeCaptureReportDual", "description": "Trade Capture Report - dual sided.", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "instrumentId", "type": "ElementId", "description": "ID of the instrument included in the order." }, { "name": "tradeReportId", "type": "TradeReportId", "description": "Unique identifier of trade capture report." }, { "name": "secondaryTradeReportId", "type": "OrderId", "description": "ID of the trade capture report." }, { "name": "tradeId", "type": "TradeId", "description": "The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty." }, { "name": "tradeReportTransType", "type": "TradeReportTransType", "description": "Identifies Trade Report message transaction type." }, { "name": "tradeReportType", "type": "TradeReportType", "description": "Type of Trade Report." }, { "name": "tradeType", "type": "TradeType", "description": "Type of trade." }, { "name": "algorithmicTradeIndicator", "type": "AlgorithmicTradeIndicator", "description": "Indicates algorithmic trade." }, { "name": "execType", "type": "ExecType", "description": "Type of execution being reported. Uses subset of ExecType for trade capture reports." }, { "name": "tradeReportRefId", "type": "TradeReportRefID", "description": "Reference identifier used with Cancel and Replace transaction types. The TradeReportID that is being referenced for trade correction or cancelation." }, { "name": "lastQty", "type": "Quantity", "description": "Quantity (e.g. shares) bought/sold on this (last) fill." }, { "name": "lastPx", "type": "Price", "description": "Price of this (last) fill." }, { "name": "settlementDate", "type": "Date", "description": "Settlement date of the trade is equal to current date plus actual settlement offset calendar days." }, { "name": "tcrPartyBuy", "type": "TcrParty", "description": "TCR party - buy side." }, { "name": "tcrPartySell", "type": "TcrParty", "description": "TCR party - sell side." } ] }, { "kind": "Struct", "name": "TradeCaptureReportResponse", "description": "The message is a response to an Trade Capture Report message, containing the state of TCR execution.", "fields": [ { "name": "header", "type": "Header", "description": "Header." }, { "name": "instrumentId", "type": "ElementId", "description": "ID of the instrument included in the order." }, { "name": "tradeId", "type": "TradeId", "description": "The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty." }, { "name": "tradeReportId", "type": "TradeReportId", "description": "Unique identifier of trade capture report." }, { "name": "secondaryTradeReportId", "type": "OrderId", "description": "ID of the trade capture report." }, { "name": "status", "type": "TcrStatus", "description": "Status of the given order." }, { "name": "reason", "type": "TcrRejectionReason", "description": "Reason for rejecting the given TCR." } ] }, { "kind": "Enum", "name": "MassCancelRequestType", "underlying": "u8", "description": "Mass cancel request type.", "variants": [ [ "CancelForSecurity", 1, "Cancel orders for a security." ], [ "CancelAllOrders", 7, "Cancel all orders." ], [ "CancelOrdersForMarketSegment", 9, "Cancel orders for a market segment." ] ] }, { "kind": "Enum", "name": "TargetPartyRole", "underlying": "u8", "description": "Target party role filter selection field.", "variants": [ [ "None", 0, "No filtering." ], [ "LiquidityProvider", 35, "Liquidity provider." ], [ "SenderLocation", 54, "Sender location." ], [ "MarketMaker", 66, "Market maker." ], [ "ClientID", 3, "Client ID." ], [ "ExecutingTrader", 12, "Executing trader." ], [ "InvestmentDecisionMaker", 122, "Investment decision maker." ] ] }, { "kind": "Enum", "name": "MsgType", "underlying": "u16", "variants": [ [ "Test", 1, "The internal message for a test purpose." ], [ "Login", 2, "The login message authenticates a user establishing a connection to the trading port service. The login message must be the first message sent by the client application to request the initiation of a trading port session." ], [ "LoginResponse", 3, "The login response message. The result field describes the login status, indicating whether the login was successful or not (i.e. successful login)." ], [ "OrderAdd", 4, "Message used to add new orders to the system." ], [ "OrderAddResponse", 5, "The message is a response to an OrderAdd message and includes the order execution status." ], [ "OrderCancel", 6, "Message used to cancel the previously submitted orders." ], [ "OrderCancelResponse", 7, "The message is a response to an order cancel request and contains information about its execution, in particular whether the order to cancel was found or not." ], [ "OrderModify", 8, "Message used to modify the submitted order." ], [ "OrderModifyResponse", 9, "The response message for an OrderModify." ], [ "OrderExecute", 10, "The message used to report trades between counterparties (i.e. generated when two or more orders are matched)." ], [ "Logout", 11, "The logout message is sent from the client application to terminate the communication session with the trading port." ], [ "ConnectionClose", 12, "The ConnectionClose message confirms the termination of a session through the trading port service." ], [ "Heartbeat", 13, "Heartbeat message." ], [ "LogoutResponse", 14, "The logout response message confirms the client logout message." ], [ "Reject", 15, "The reject message is sent by the trading port service when receiving an erroneous message that cannot be further processed." ], [ "TradeCaptureReportSingle", 18, "Trade Capture Report - single side." ], [ "TradeCaptureReportDual", 19, "Trade Capture Report - dual sided." ], [ "TradeCaptureReportResponse", 20, "The message is a response to an Trade Capture Report message, containing the state of TCR execution." ], [ "TradeBust", 23, "TradeBust." ], [ "MassQuote", 24, "MassQuote." ], [ "MassQuoteResponse", 25, "MassQuoteResponse." ], [ "RequestForExecution", 28, "Informs MM that execution has been requested." ], [ "OrderMassCancel", 29, "Message used to cancel multiple existing orders." ], [ "OrderMassCancelResponse", 30, "Response to message used to cancel multiple existing orders." ], [ "BidOfferUpdate", 31, "Message send during the IPO to the sell side or during the Tender Offer to the buy side." ], [ "MarketMakerCommand", 32, "Market Maker command request." ], [ "MarketMakerCommandResponse", 33, "The response to the Market Maker command." ], [ "GapFill", 34, "Create a SeqNum gap bettwen current SeqNum and header::seqNum" ], [ "TradingSessionStatus", 35, "The Trading Session Status provides information on the status of a trading session." ], [ "TestEvent", 255, "A message to relay test scenario information" ] ] }, { "kind": "Array", "name": "ScenarioName", "type": "AnsiChar", "length": 200, "description": "Test scenario name" }, { "kind": "Enum", "name": "EventType", "description": "Test event type", "underlying": "u8", "variants": [ [ "Flush", 1, "Flush the Test scenario" ], [ "ScenarioStart", 2, "Start of test scenario" ], [ "ScenarioEnd", 3, "End of test scenario" ] ] }, { "kind": "Struct", "name": "GapFill", "description": "Create a SeqNum gap bettwen current SeqNum and header::seqNum", "fields": [ { "name": "header", "type": "Header", "description": "Message header." } ] }, { "kind": "Struct", "name": "TestEvent", "description": "Test event", "fields": [ { "name": "header", "type": "Header", "description": "Message header." }, { "name": "scenarioName", "type": "ScenarioName", "description": "Test scenario name" }, { "name": "eventType", "type": "EventType", "description": "Test event type" } ] }, { "kind": "Union", "name": "Message", "members": [ "Test", "Login", "LoginResponse", "OrderAdd", "OrderAddResponse", "OrderCancel", "OrderCancelResponse", "OrderModify", "OrderModifyResponse", "OrderExecute", "Logout", "ConnectionClose", "Heartbeat", "LogoutResponse", "Reject", "TradeCaptureReportSingle", "TradeCaptureReportDual", "TradeBust", "TradeCaptureReportResponse", "MassQuote", "MassQuoteResponse", "MarketMakerCommand", "MarketMakerCommandResponse", "RequestForExecution", "OrderMassCancel", "OrderMassCancelResponse", "BidOfferUpdate", "GapFill", "TradingSessionStatus", "TestEvent" ], "discriminator": [ "header", "msgType" ] }, { "kind": "Enum", "name": "ExecTypeReason", "underlying": "u8", "description": "Describes why an order was executed and the events related to its lifecycle.", "variants": [ [ "NA", 1, "Not applicable." ], [ "CancelOnDisconnect", 2, "Order cancelled by the canceller on client disconnect." ], [ "Expired", 3, "Order cancelled by the canceller due to expiration." ], [ "Triggered", 4, "Notification of Stop order activation." ], [ "CancelOnSuspension", 5, "Order cancelled by canceller due to instrument suspension." ], [ "OrderRestatement", 6, "Order reinstated." ], [ "IcebergOrderRefill", 7, "Iceberg order refill." ], [ "CancelByStp", 8, "Order cancelled due to self-trade prevention." ], [ "CancelByCorporateAction", 9, "Order cancelled due to submitted Corporate Action." ], [ "CancelByMassCancel", 10, "Order cancelled due to mass cancel" ], [ "CancelIocFokOrder", 11, "Order cancelled due to IOC/FOK." ], [ "CancelByMarketOperations", 12, "Order cancelled due to market operations." ], [ "Replaced", 13, "Order replaced." ], [ "FirstTradeOnAggressiveOrder", 14, "First trade on aggressive order." ], [ "Rejected", 15, "Order rejected." ], [ "CancelonBuyOnlyStateEntry", 16, "Cancel on BuyOnly state entry" ], [ "CancelonKnockedOutStateEntry", 17, "Cancel on KnockedOut state entry" ], [ "CancelByRiskManagement", 18, "Order cancelled due to exceeding RMA post trade limit" ], [ "CancelOnDcDisconnect", 19, "Order cancelled due to drop copy disconnect" ], [ "VfaActivated", 20, "Notification of VFA/VFC order activation." ], [ "HybridActivated", 21, "Notification of Hybrid order activation." ] ] }, { "kind": "Struct", "name": "QuoteOrder", "description": "Quote order with price and quantity.", "fields": [ { "name": "price", "type": "Price", "description": "Indicates the price of the given order." }, { "name": "quantity", "type": "Quantity", "description": "Indicates the quantity of the instrument included in the order." } ] }, { "kind": "Struct", "name": "Quote", "description": "Quote with bid / ask", "fields": [ { "name": "instrumentId", "type": "ElementId", "description": "ID of the instrument being traded." }, { "name": "bid", "type": "QuoteOrder", "description": "Bid side of the quote" }, { "name": "ask", "type": "QuoteOrder", "description": "Ask side of the quote" } ] }, { "kind": "Array", "name": "QuotesArray", "type": "Quote", "description": "The Array of quotes.", "length": 30 }, { "kind": "Struct", "name": "Quotes", "description": "Array of quotes grouped with their amount.", "fields": [ { "name": "count", "type": "u8", "description": "How many quotes this message contains." }, { "name": "items", "type": "QuotesArray", "description": "The array of quotes." } ] }, { "kind": "Struct", "name": "MassQuote", "description": "Mass Quote", "fields": [ { "name": "header", "type": "Header", "description": "Message header." }, { "name": "stpId", "type": "STPId", "description": "An ID assigned by the client used in Self Match Prevention mechanism.", "$metadata": { "conditionallyRequired": "Never required, can be 0 to disable stp" } }, { "name": "capacity", "type": "Capacity", "description": "Capacity of the party making the order (either principal or agency)." }, { "name": "account", "type": "Account", "description": "Account mnemonic as agreed between buy and sell sides.", "$metadata": { "conditionallyRequired": "Required for AccountType different than Missing, otherwise filled with 0x0" } }, { "name": "accountType", "type": "AccountType", "description": "Type of account associated with the order." }, { "name": "flags", "type": "OrderFlags", "description": "Flags raised on an order." }, { "name": "mifidFields", "type": "MifidFields" }, { "name": "memo", "type": "Memo", "$metadata": { "conditionallyRequired": "Never required, if unused filled with 0x0" } }, { "name": "clearingMemberCode", "type": "ClearingCode", "description": "Clearing member code.", "$metadata": { "conditionallyRequired": "Never required, if unused filled with 0x0" } }, { "name": "clearingMemberClearingIdentifier", "type": "ClearingIdentifier", "description": "Clearing member's clearing identifier." }, { "name": "quotes", "type": "Quotes", "description": "The array of quotes." }, { "name": "feeStructureId", "type": "u8", "description": "Optional identifier of a fee scheme for billing purposes.", "$metadata": { "conditionallyRequired": "Never required, if unused 0" } }, { "name": "interestedParty", "type": "InterestedParty", "description": "3rd party interested in this order or trade.", "$metadata": { "conditionallyRequired": "Never required, if unused filled with 0x0" } }, { "name": "quoteId", "type": "ClientOrderId", "description": "Arbitrary user provided value associated with the mass quote.", "$metadata": { "conditionallyRequired": "Never required, if unused filled with 0x0" } } ] }, { "kind": "Struct", "name": "QuoteOrderResponse", "description": "The message is a response to a single Quote and includes the order execution status.", "fields": [ { "name": "instrumentId", "type": "ElementId", "description": "ID of the instrument being traded." }, { "name": "bidOrderId", "type": "OrderId", "description": "Unique for each trading day order identifier based on the sequence number of order message, bulk sequence number, session ID and connection ID." }, { "name": "askOrderId", "type": "OrderId", "description": "Unique for each trading day order identifier based on the sequence number of order message, bulk sequence number, session ID and connection ID." }, { "name": "status", "type": "OrderStatus", "description": "Status of the given order." }, { "name": "reason", "type": "OrderRejectionReason", "description": "Reason for rejecting the given order." } ] }, { "kind": "Enum", "name": "MassQuoteStatus", "description": "Indicates the status of the mass quote.", "underlying": "u8", "variants": [ [ "Accepted", 1, "Mass quote acknowledged by system." ], [ "Rejected", 2, "Mass quote rejected." ] ] }, { "kind": "Enum", "name": "MassQuoteRejectionReason", "description": "Indicates the status of the mass quote.", "underlying": "u16", "variants": [ [ "NA", 1, "Not applicable." ], [ "ExchangeClosed", 2, "Exchange closed." ], [ "Other", 99, "Other." ], [ "InvalidExecutionTrader", 1005, "Invalid execution trader." ], [ "InvalidDecisionMaker", 1006, "Invalid decision maker." ], [ "InvalidClientId", 1007, "Invalid client." ], [ "InvalidPartyRoleQualifierForClientId", 1008, "Invalid Party Role Qualifier for Client Id Party group" ], [ "InvalidPartyRoleQualifierForExecutingTrader", 1009, "Invalid Party Role Qualifier for Executing Trader Party group" ], [ "InvalidPartyRoleQualifierForInvestmentDecisionMaker", 1010, "Invalid Party Role Qualifier for Investment Decision Maker Party group" ], [ "MissingOrderOriginationForSponsoredAccessConnection", 1055, "Missing OrderOrigination for sponsored access connection." ], [ "OperationsOnOrdersAndQuotesForbiddenDuringInstrumentSuspension", 1061, "Entry/modification/cancellation of orders and quotes is not possible when an instrument is suspended." ], [ "InvalidPartyIdForClientId", 1070, "Invalid PartyID (448) for Client ID" ], [ "InvalidPartyIdForExecutingTrader", 1071, "Invalid PartyID (448) for Executing Trader" ], [ "InvalidPartyIdForInvestmentDecisionMaker", 1072, "Invalid PartyID (448) for Investment Decision Maker" ], [ "InvalidPartyRoleQualifierForPartyId", 1075, "Invalid PartyRoleQualifier (2376) for PartyID (448)" ], [ "MissingClearingMemberCode", 1076, "Missing ClearingMemberCode" ], [ "ForbiddenClearingMemberCode", 1077, "Forbidden ClearingMemberCode" ], [ "InvalidClientIdForSponsoredConnection", 1078, "Invalid Client ID for sponsored connection" ], [ "ForbiddenOrderCapacityValueForSponsoredConnection", 1080, "Forbidden OrderCapacity value for sponsored connection" ], [ "MarketModelNotSupportedOnSponsoredConnection", 1081, "Market Model not supported sponsored connection" ], [ "InvalidClearingMemberCodeLength", 1085, "Clearing Member code must be 4-digit number in case of custom codes and 20-char string in case of LEI." ], [ "DuplicateInstrument", 1202, "Multiple quotes for the same instrument within Mass Quote message." ], [ "InvalidQuotesCount", 1204, "Invalid quotes count value." ], [ "ForbiddenOrderCapacityValue", 1210, "Forbidden OrderCapacity (528) value for Mass Quote." ], [ "LiquidityProvisionActivityFlagNotSetForMassQuote", 1212, "LiquidityProvisionActivity flag (within mifidFields.flags) in binary Mass Quote meesage must be always set to 1." ] ] }, { "kind": "Array", "name": "QuoteOrderResponseArray", "type": "QuoteOrderResponse", "length": 30, "description": "An array of QuoteOrderResponse." }, { "kind": "Struct", "name": "QuoteOrderResponses", "description": "Array of quote order responses grouped with their amount.", "fields": [ { "name": "count", "type": "u8", "description": "How many quote order responses this message contains." }, { "name": "items", "type": "QuoteOrderResponseArray", "description": "The array of quote order responses." } ] }, { "kind": "Struct", "name": "MassQuoteResponse", "description": "The response to a MassQuote message.", "fields": [ { "name": "header", "type": "Header", "description": "Message header." }, { "name": "massQuoteId", "type": "OrderId", "description": "Quote id" }, { "name": "responses", "type": "QuoteOrderResponses", "description": "The slice of responses." }, { "name": "status", "type": "MassQuoteStatus", "description": "Status of the given mass quote order." }, { "name": "reason", "type": "MassQuoteRejectionReason", "description": "Reason for rejecting the given mass quote order." }, { "name": "feeStructureId", "type": "u8", "description": "Optional identifier of a fee scheme for billing purposes." } ] }, { "kind": "Enum", "name": "CommandRejectionCode", "description": "Reason for rejecting the Market Maker command.", "underlying": "u16", "variants": [ [ "Other", 99 ], [ "UnknownInstrument", 1001 ], [ "FirmNotAuthorizedForMmCommand", 1304, "Market Maker Command may be submitted only by firm that is a Market Maker for the instrument." ], [ "InstrumentAlreadyKnockedOut", 1313, "Attempt to knock-out an instrument that is already in knocked-out state." ], [ "MmCannotRevokeMarketOperationKnockOut", 1314, "Market Maker's attempt to revoke Market Operation's knock-out on an instrument." ], [ "ExchangeClosed", 3002 ], [ "FirmNotAuthorizedToQuoteInstrument", 3009 ], [ "CommandNotAllowedInCurrentState", 3020 ] ] }, { "kind": "Struct", "name": "MarketMakerCommand", "description": "Market Maker command request.", "fields": [ { "name": "header", "type": "Header", "description": "Message header." }, { "name": "instrumentId", "type": "ElementId", "description": "Instrument ID." }, { "name": "action", "type": "CommandAction", "description": "The action for the Market Maker command request." } ] }, { "kind": "Enum", "name": "CommandAction", "description": "The action for the Market Maker command request.", "underlying": "u8", "variants": [ [ "ChangeToHybridBuyOnly", 1 ], [ "ChangeToKnockOut", 2 ], [ "RevokeKnockOut", 3 ] ] }, { "kind": "Enum", "name": "CommandResult", "description": "Confirmation of achieving the intended action. If the action (e.g., Buy Only state) has already been achieved before the command, the result will be positive.", "underlying": "u8", "variants": [ [ "Success", 1 ], [ "Failure", 2 ] ] }, { "kind": "Struct", "name": "MarketMakerCommandResponse", "description": "The response to the Market Maker command.", "fields": [ { "name": "header", "type": "Header", "description": "Message header." }, { "name": "refId", "type": "u32", "description": "A reference id to the Market Maker command request message." }, { "name": "result", "type": "CommandResult", "description": "Confirmation of achieving the intended action. If the action (e.g., Buy Only state) has already been achieved before the command, the result will be positive." }, { "name": "rejectionCode", "type": "CommandRejectionCode", "description": "Reason for rejecting the Market Maker command." } ] }, { "kind": "Enum", "name": "RequestForExecutionReason", "description": "The reason for this RFE.", "underlying": "u8", "variants": [ [ "PassiveQuote", 1 ], [ "AggressiveQuote", 2 ] ] }, { "kind": "Struct", "name": "RequestForExecution", "description": "The information for the MM that one of the quotes has been crossed.", "fields": [ { "name": "header", "type": "Header", "description": "Message header." }, { "name": "instrumentId", "type": "ElementId", "description": "Instrument ID" }, { "name": "reason", "type": "RequestForExecutionReason", "description": "The reason for this RFE." } ] }, { "kind": "Struct", "name": "BidOfferUpdate", "description": "Message send during the IPO to the sell side or during the Tender Offer to the buy side.", "fields": [ { "name": "header", "type": "Header", "description": "Message header." }, { "name": "instrumentId", "type": "ElementId", "description": "Instrument ID." }, { "name": "updateType", "type": "BidOfferUpdateType", "description": "Indicates a type of the BidOfferUpdate message." }, { "name": "totalBidSize", "type": "Quantity", "description": "Specifies the total bid size." }, { "name": "totalOfferSize", "type": "Quantity", "description": "Specifies the total offer size." }, { "name": "bidOrders", "type": "u32", "description": "Number of bid orders." }, { "name": "offerOrders", "type": "u32", "description": "Number of offer orders." } ] }, { "kind": "Enum", "name": "BidOfferUpdateType", "description": "Indicates a type of the BidOfferUpdate message.", "underlying": "u8", "variants": [ [ "Ipo", 1, "Ipo." ], [ "TenderOffer", 2, "Tender Offer." ] ] }, { "kind": "Struct", "name": "TradingSessionStatus", "description": "The Trading Session Status provides information on the status of a trading session.", "fields": [ { "name": "header", "type": "Header", "description": "Message header." }, { "name": "marketId", "type": "MicCode", "description": "Market structure's Market Identifier Code (MIC) as specified in ISO 10383." }, { "name": "date", "type": "Date", "description": "Date of the business session when provided and 0 for StartOfTechnicalSession and EndOfTechnicalSession events." }, { "name": "tradingSessionEvent", "type": "TradingSessionEvent", "description": "Identifies an event related to the trading status of a trading session." } ] }, { "kind": "Enum", "name": "TradingSessionEvent", "description": "Identifies an event related to the status of a trading session.", "underlying": "u8", "variants": [ [ "PreviousDayRestateStart", 1, "Previous day restate start." ], [ "PreviousDayRestateEnd", 2, "Previous day restate end." ], [ "StartOfTradingSessionMIC", 3, "Start of trading session MIC." ], [ "EndOfTradingSessionMIC", 4, "End of trading session MIC." ] ] } ] }