Table A.3. – Logon
name | id | type | description |
Username | 533 | Username | Id given to user for logging on. |
Password | 554 | Password | Password used to 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
name | id | type | description |
VenueID | 20022 | VenueID | Numeric ID of a given venue. |
BeginSeqNo | 7 | SeqNum | unknown |
Count | 20018 | uint32 | Number of messages, starting at the BeginSeqNo, to resend. |
A request to replay messages for a given venue
Table A.6. – SequenceResetGapFill
name | id | type | description |
VenueID | 20022 | VenueID | Numeric ID of a given venue. |
NewSeqNo | 36 | SeqNum | unknown |
A request to replay messages for a given venue
Table A.7. – TradingSessionStatusRequest
name | id | type | description |
SubscriptionRequestType | 263 | SubscriptionRequestType | unknown |
VenueID | 20022 | VenueID | Numeric ID of a given venue. |
NextExpectedMsgSeqNum | 789 | SeqNum | unknown |
A request to subscribe to a venue in order to begin trading.
Table A.8. – TradingSessionStatus
name | id | type | description |
VenueID | 20022 | VenueID | Numeric ID of a given venue. |
TradingSubscriptionStatus | 20020 | TradingSubscriptionStatus | unknown |
TradSesStatus | 263 | TradSesStatus | unknown |
Text | 58 | Text | Explanation of status state, if any. |
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
| name | id | type | description |
|---|---|---|---|
| VenueID | 20022 | VenueID | Numeric ID of a given venue |
| CurrentSeqNum | 20019 | SeqNum | This 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
| name | id | type | description |
|---|---|---|---|
| Text | 58 | Text | Free format string. May include reason for logout |
A request to stop the session.
Table A.11. – LogoutResponse
| name | id | type | description |
|---|
An acknowledgement that the session has been terminated.
Table A.12. – MarketDefinitionRequest
| name | id | text | description |
|---|---|---|---|
| SubscritionRequestType | 263 | SubscriptionRequestType | unknown |
Request for a definition of the venue.
Table A.13. – MarketDefinition
| name | id | type | descrition |
|---|---|---|---|
| VenueID | 20022 | VenueID | Numeric ID of a given venue |
| MarketID | 1301 | Text | General name of the Market/Value. EBS-Ai for example |
| VenueName | 20024 | Text | MF defined market/venue name. Used to identify a special, specific MF config |
Contains attributes of the given venue.
Table A.14. – NewOrderSingle
| name | id | type | description |
|---|---|---|---|
| MsgSeqNum | 34 | SeqNum | Currently not used |
| PossDupFlag | 43 | Boolean | unknown |
| VenueID | 20022 | VenueID | Numeric ID of a given venue |
| ClOrdID | 11 | ClOrdIDString | Unique identifier for order as assignedby the buy side |
| SecurityID | 48 | SecurityID | Numeric ID of a given security |
| Side | 54 | Side | uknown |
| TransactTime | 60 | Timestamp | Time when the order was generated |
| OrderQty | 38 | DecimalQtyNULL | Required. Order quantity in Mantissa format |
| MinQty | 110 | DecimalQtyNULL | Minimum quantity to execute. Used to prevent partial fills under the unknown |
| OrdType | 40 | OrdType | unknown |
| Price | 44 | PriceNULL | Order limit price. Not required on all order types (for example, Ma StopPx 99 PriceNULL |
| TimeInForce | 59 | TimeInForce | unknown |
| MaxShow | 210 | DecimalQtyNULL | Where available, sets the maximum amount to show |
Table A.15. – OrderCancelRequest
| name | id | type | description |
|---|---|---|---|
| MsgSeqNum | 34 | SeqNum | Currently not used |
| PossDupFlag | 43 | Boolean | unknown |
| VenueID | 20022 | VennueID | Numeric ID of a given venue |
| SecurityID | 48 | SecurityID | Numeric ID of a given venue |
| ClOrdID | 11 | ClOrdIDString | Identifier of this cancel request |
| OrderID | 37 | OrderID | The MF assigned orderID of the order to cancel can set to null |
| TransactTime | 60 | Timestamp | Time when the cancel is generated |
Table A.16. – OrderCancelReject
| name | id | type | description |
|---|---|---|---|
| MsgSeqNum | 34 | SeqNum | unknown |
| PossDupFlag | 43 | Boolean | True if this message could be a duplicate |
| VenueID | 20022 | VenueID | Numeric ID of a given venue |
| Security ID | 48 | SecurityID | Numeric ID of a given security |
| ClOrdID | 11 | ClOrdIDString | The ClOrdID of the cancel request |
| OrigClOrdID | 41 | ClOrdIDString | The ClOrdID of the order to be cancelled |
| OrderID | 37 | OrderID | The MF assigned orderID of the order to cancel |
| SecondaryOrderID | 198 | OrderIDString | The orderID assigned by the venue |
| OrderStatus | 39 | OrdStatus | unknown |
| CxlRejReason | 102 | CxlRejReason | unknown |
| TransactTime | 60 | Timestamp | Time when the cancel is generated |
| TimeArrival | 20008 | Timestamp | Time when the ececution report is received by MF |
| Text | 58 | Text | Free format text string. may include extra information about the rejection reason. |
Response order was not able to be canceled.Table A.17. – ExecutionReport
| name | id | type | description |
|---|---|---|---|
| MsgSeqNum | 34 | SeqNum | unknown |
| PossDupFlag | 43 | Boolean | unknown |
| VenueID | 20022 | VenueID | Numeric ID of a given venue |
| SecurityID | 48 | SecurityID | Numeric 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 order value submitted on the NewOrder |
| OrderID | 37 | OrderID | The MF assigned orderID |
| SecondaryOrderID | 198 | OrderIDString | The order ID assigned to the venue |
| LastQty | 32 | DecimalQtyNULL | Quantity of order executed in this execution, if any |
| LastPx | 31 | PriceNULL | Price of this last fill, if any |
| OrdType | 40 | OrdType | unknown |
| TimeInForce | 59 | TimeInForce | unknown |
| Side | 54 | Side | unknown |
| LeavesQty | 151 | DecimalQtyNULL | Quantity remaining to execute on this order. After a system crash |
| ExecID | 17 | OrderIDString | Unique identifier for this execution report. |
| ExecType | 150 | ExecType | unknown |
| TradeID | 1003 | OrderIDString | Trade ID as assigned by EBS Ai |
| OrdStatus | 39 | OrdStatus | unknown |
| TradeDate | 1003 | LocalMktDate | Trade date |
| SettlDate | 64 | LocalMktDate | Settelment date |
| CounterPartyID | 20023 | OrderIDString | Counterparty ID |
| TransactTime | 60 | Timestamp | Time when the execution report was generated. |
| TimeArrival | 20008 | Timestamp | Time when the execution report was received by MF. |
| Text | 58 | Text | Free format text string. may include extra information about the rejection reason. |
| OrigVenueID | 20025 | VenueID | VenueID of the source of this execution report |
A message for responses from the venue for order actions and events.
Table A.18. – OrderCancelReplaceRequest
| name | id | type | description |
|---|---|---|---|
| MsgSeqNum | 34 | SeqNum | unknown |
| PossDupFlag | 43 | Boolean | unknown |
| VenueID | 20022 | VenueID | Numeric ID of a given venue |
| SecurityID | 48 | SecurityID | Numeric ID of a given security |
| ClOrdID | 11 | ClOrderIDString | The current ClOrdID of the order. Can differ from the original |
| OrigClOrdID | 41 | ClOrderIDString | The ClOrdID of the original order value submitted on the NewOrder |
| OrderID | 37 | OrderID | The MF assigned orderID of the order to cancel. Can set to null. |
| Side | 54 | Side | unknown |
| TransactTime | 60 | Timestamp | Time when the execution report was generated. |
| OrdQty | 38 | DecimalQtyNULL | The new order quantity, if changing, or the original order quantity if there is no change |
| OrdType | 40 | OrdType | unknown |
| Price | 44 | PriceNULL | The new order price, if changing, or the original price if not. |
| TimeInForce | 59 | TimeInForce | The original order time in force. |
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