Table A.3. – Logon

Used to logon to a trading data session.

Table A.4. – LogonResponse
nameidtype description

An acknowledgement from the server that the logon was successful as well as the expected heartbeat interval.Table A.5. – ResendRequest

A request to replay messages for a given venue


Table A.6. – SequenceResetGapFill

A request to replay messages for a given venue


Table A.7. – TradingSessionStatusRequest

A request to subscribe to a venue in order to begin trading.


Table A.8. – TradingSessionStatus

A response to a TradingSessionStatusRequest indicating the state of the venue. This event will be sent if the state of the venue changes.


Table A.9. – Heartbeat
nameidtypedescription
VenueID20022 VenueIDNumeric ID of a given venue.
CurrentSeqNum20019SeqNumThis is the last sequence number sent. Used to detect message drop

This is sent from each side of the connection periodically.Table A.10. – Logout
nameidtypedescription
Text58 Text Free format text string. May include reason for logout.

A request to stop the session.

Table A.11. – LogoutResponse
nameidtypedescription

An acknowledgement that the session has been terminated.

Table A.12. – MarketDefinitionRequest
nameidtypedescription
SubscriptionRequestType263SubscriptionRequestType unknown

Request for a definition of the venue.

Table A.13. – MarketDefinition
nameidtypedescription
VenueID20022 VenueIDNumeric ID of a given venue.
MarketID1301 Text General name of the Market/Value. EBS-Ai for example.
VenueName20024 TextMF defined market/venue name. Used to identify a special, specific MF config

Contains attributes of the given venue.

Table A.14. – NewOrderSingle
nameidtypedescription MsgSeqNum34SeqNumCurrently not used. PossDupFlag 43Boolean unknown
VenueID20022 VenueIDNumeric ID of a given venue.
ClOrdID11ClOrdIDStringUnique identifier for Order as assigned by the buy-side. SecurityID48SecurityIDNumeric ID of a given security.
Side54Side unknown
TransactTime60 Timestamp Time when the order is generated.
OrderQty38DecimalQtyNULL Required. Order quantity in mantissa format.
MinQty 110DecimalQtyNULLMinimum quantity to execute. Used to prevent partial fills under th
OrdType40OrdType unknown
Price 44 PriceNULL Order limit price. Not required on all order types (for example, Ma StopPx 99 PriceNULL Stop price. Only required if this order is a Stop-type order. Must be TimeInForce 59 TimeInForce unknown
MaxShow210DecimalQtyNULL Where available, sets the maximum amount to show. Must be in m

Message for submitting a single order.




Table A.15. – OrderCancelRequest
nameidtypedescription MsgSeqNum34SeqNumCurrently not used. PossDupFlag 43Boolean unknown
VenueID20022 VenueIDNumeric ID of a given venue.
SecurityID48SecurityIDNumeric ID of a given security. ClOrdID11ClOrdIDStringIdentifier of this cancel request. OrigClOrdID41ClOrdIDStringClOrdID of the order to cancel.
OrderID37OrderIDThe MF assigned orderID of the order to cancel. Can set to null. TransactTime60 Timestamp Time when the cancel is generated.

Cancel an outstanding order.













Table A.16. – OrderCancelReject
nameidtypedescription
MsgSeqNum34SeqNum unknown
PossDupFlag 43Boolean True if this message could be a duplicate. If true, the hand
VenueID20022 VenueIDNumeric ID of a given venue. SecurityID48SecurityIDNumeric ID of a given security. ClOrdID11ClOrdIDStringThe ClOrdID of the Cancel request.
OrigClOrdID41ClOrdIDStringThe ClOrdID of the order to be canceled OrderID37OrderIDThe MF assigned orderID of the order to cancel. SecondaryOrderID198OrderIDStringThe OrderID assigned by the venue.
OrdStatus39OrdStatus unknown
CxlRejReason102CxlRejReason unknown
TransactTime60 Timestamp Time when the cancel is generated.
TimeArrival 20008 Timestamp Time when the execution report is received by MF.
Text58 Text Free format text string. May include extra information abo

Response order was not able to be canceled.Table A.17. – ExecutionReport
nameidtypedescription MsgSeqNum34SeqNum unknown PossDupFlag 43Boolean unknown
VenueID20022 VenueIDNumeric ID of a given venue.
SecurityID48SecurityIDNumeric ID of a given security.
ClOrdID 11 OrderIDString The current ClOrdID of the order. Can differ from the original OrigClOrdID 41 OrderIDString The ClOrdID of the original value submitted on the NewOrder OrderID 37 OrderID The MF assigned orderID.
SecondaryOrderID198OrderIDStringThe OrderID assigned by the venue.
LastQty32DecimalQtyNULLQuantity of order executed in this execution, if any. LastPx31PriceNULL Price of this last fill, if any.
OrdType 40 OrdType unknown TimeInForce 59 TimeInForce unknown Side 54 Side unknown
LeavesQty151DecimalQtyNULLQuantity remaining to execute on this order. After a system cr
ExecID17OrderIDStringUnique identifier for this execution report. ExecType150ExecType unknown
TradeID1003OrderIDString TradeID as assigned by EBSAi. OrdStatus39OrdStatus unknown
TradeDate75LocalMktDate Trade date. SettlDate64LocalMktDateSettlement date. CounterPartyID20023OrderIDStringCounterparty ID
TransactTime60 Timestamp Time when the execution report was generated. TimeArrival 20008 Timestamp Time when the execution report was received by MF.
Text58 Text Free format text string. May include extra information about t
OrigVenueID20025 VenueID VenueID of the source of this execution report. Used when pla

A message for responses from the venue for order actions and events.

Table A.18. – OrderCancelReplaceRequest
nameidtypedescription MsgSeqNum34SeqNumCurrently not used. PossDupFlag 43Boolean unknown
VenueID20022 VenueIDNumeric ID of a given venue.
SecurityID48SecurityIDNumeric ID of a given security. ClOrdID11ClOrdIDStringIdentifier of this request. OrigClOrdID41ClOrdIDStringClOrdID of the order to modify.
OrderID37OrderIDThe MF assigned orderID of the order to cancel. Can set to null. It i
Side54SideThe original order side. TransactTime60 Timestamp Time when the cancel is generated.
OrderQty38DecimalQtyNULLThe new order quantity, if changing, or the original order quantity i
OrdType40OrdType unknown
Price44PriceNULLThe new order price, if changing, or the original price if not. TimeInForce59 TimeInForceThe original order time in force.