TSHS Tag List for Reuters Market Data System
張貼日期：Mar 03, 2011 3:37:18 AM
請直接參考附件原廠字典檔附件 RDMFieldDictionary
配合字典檔,GMDS產生之欄位
!ACRONYM DDE ACRONYM FID RIPPLES TO FIELD TYPE LENGTH RWF TYPE RWF LEN
!------- ----------- --- ---------- ---------- ------ -------- -------
!
SVC_NAME "SERVICE NAME" 4357 NULL ALPHANUMERIC 14 RMTES_STRING 14
!
! For OPRA we will need to provide the service name for each option chain so that RMDS
! knows which OPRA server to get the data from
!
PROV_SCHEM "PROV SYM SCHEME" 3434 NULL ENUMERATED 3 ( 6 ) ENUM 1
!
! Provider symbol
!
期貨常見欄位
!ACRONYM DDE ACRONYM FID RIPPLES TO FIELD TYPE LENGTH RWF TYPE RWF LEN
!------- ----------- --- ---------- ---------- ------ -------- -------
!
PROD_PERM "PERMISSION" 1 NULL INTEGER 5 UINT64 2
!
! Product permissions information.
!
RDNDISPLAY "DISPLAYTEMPLATE" 2 NULL INTEGER 3 UINT32 1
!
! Display information for the IDN terminal device.
!
DSPLY_NAME "DISPLAY NAME" 3 NULL ALPHANUMERIC 16 RMTES_STRING 16
!
! Expanded name for the instrument.
!
RDN_EXCHID "IDN EXCHANGE ID" 4 NULL ENUMERATED 3 ( 3 ) ENUM 1
!
! Identifier for the exchange on which the instrument trades.
!
TIMACT "TIME OF UPDATE" 5 NULL TIME 5 TIME 5
!
! Time when the head-end updated a certain field or fields in the record. Which field
! depends on the instrument.
!
TRDPRC_1 "LAST" 6 TRDPRC_2 PRICE 17 REAL64 7
!
! Last trade price or value.
!
TRDPRC_2 "LAST 1" 7 TRDPRC_3 PRICE 17 REAL64 7
TRDPRC_3 "LAST 2" 8 TRDPRC_4 PRICE 17 REAL64 7
TRDPRC_4 "LAST 3" 9 TRDPRC_5 PRICE 17 REAL64 7
TRDPRC_5 "LAST 4" 10 NULL PRICE 17 REAL64 7
!
! Previous last trade prices or values.
!
NETCHNG_1 "NET CHANGE" 11 NULL PRICE 17 REAL64 7
!
! Difference between latest trading price or value and the historic closing value or
! settlement price.
!
HIGH_1 "TODAY'S HIGH" 12 HIGH_2 PRICE 17 REAL64 7
!
! Today's highest transaction value.
!
LOW_1 "TODAY'S LOW" 13 LOW_2 PRICE 17 REAL64 7
!
! Today's lowest transaction value.
!
PRCTCK_1 "TICK:UP/DOWN" 14 NULL ENUMERATED 2 ( 1 ) ENUM 1
!
! The direction of trading from the previous trade.
!
CURRENCY "CURRENCY" 15 NULL ENUMERATED 5 ( 3 ) ENUM 2
!
! The currency in which the instrument is quoted.
!
TRADE_DATE "TRADE DATE" 16 NULL DATE 11 DATE 4
!
! The date of the value in the field TRDPRC_1.
!
ACTIV_DATE "ACTIVE DATE" 17 NULL DATE 11 DATE 4
!
! The date when the time in TIMACT was updated.
!
TRDTIM_1 "TRADE TIME" 18 NULL TIME 5 TIME 5
!
! Time of the value in the TRDPRC_1.
!
OPEN_PRC "OPENING PRICE" 19 NULL PRICE 17 REAL64 7
!
! Today's opening price or value. The source of this field depends upon the market and
! instrument type.
!
HST_CLOSE "HISTORIC CLOSE" 21 NULL PRICE 17 REAL64 7
!
! Most recent non-zero closing value or settlement price.
!
BID "BID" 22 BID_1 PRICE 17 REAL64 7
!
! Latest bid price.For US Composite stock and equity market maker super records the
! best bid price. For OM type option markets the block bid price.
!
ASK "ASK" 25 ASK_1 PRICE 17 REAL64 7
!
! Latest ask price.For US Composite stock and equity market maker super records the
! best ask price. For OM type option markets the block ask price.
!
NEWS "NEWS" 28 NULL ALPHANUMERIC 4 RMTES_STRING 4
!
! News retrieval page code.
!
NEWS_TIME "NEWS TIME" 29 NULL TIME 5 TIME 5
!
! Time of generation of news item whose page code is given by NEWS.
!
BIDSIZE "BID SIZE" 30 NULL INTEGER 15 REAL64 7
!
! The quantity bid at the latest bid price - in the case of equity market maker super
! records the total quantity bid at the best bid price. For Australian futures the
! number of buying contracts.
!
ASKSIZE "ASK SIZE" 31 NULL INTEGER 15 REAL64 7
!
! The quantity offered at the latest ask price - in the case of equity market maker
! super records the total quantity offered at the best ask price. For Australian
! futures the number of selling contracts.
!
ACVOL_1 "VOL ACCUMULATED" 32 NULL INTEGER 15 REAL64 7
!
! Today's total trading volume.
!
EARNINGS "EARNINGS" 34 NULL PRICE 17 REAL64 7
!
! Latest reported earnings per share.
!
YIELD "YIELD" 35 NULL PRICE 17 REAL64 7
!
! For equities the dividend per share expressed as a percentage of the price. For
! bonds this is the current or simple yield i.e. the interest expressed as a
! percentage of the price.
!
PERATIO "P.E." 36 NULL PRICE 17 REAL64 7
!
! Ratio of stock price to earnings per share.
!
DIVIDENDTP "DIVIDEND TYPE" 37 NULL ENUMERATED 3 ( 2 ) ENUM 1
!
! Latest reported dividend type.
!
DIVPAYDATE "DIVIDEND DATE" 38 NULL DATE 11 DATE 4
!
! Date on which dividend will be paid.
!
EXDIVDATE "EX DIV DATE" 39 NULL DATE 11 DATE 4
!
! The date on which the issue will trade ex-dividend.
!
CONTR_MNTH "CONTRACT MONTH" 41 NULL ALPHANUMERIC 4 RMTES_STRING 4
!
! The month in which a contract becomes deliverable if not liquidated or traded out
! before the date specified.
!
TRDXID_1 "TRADE EXCH ID" 44 NULL ENUMERATED 3 ( 3 ) ENUM 1
!
! Exchange identifier of the latest trade.US Composites only.
!
OPEN1 "FIRST OPEN" 47 NULL PRICE 17 REAL64 7
!
! For commodities the first or only opening price in an open range.
!
OPEN2 "SECOND OPEN" 48 NULL PRICE 17 REAL64 7
!
! For commodities the second opening price in an open range.
!
OPNRNGTP "OPEN RNG TYPE" 49 NULL ENUMERATED 2 ( 2 ) ENUM 1
!
! Today's open range price(s) type.
!
CLOSE1 "FIRST CLOSE" 50 NULL PRICE 17 REAL64 7
!
! For commodities today's first or only closing price
!
CLOSE2 "SECOND CLOSE" 51 NULL PRICE 17 REAL64 7
!
! For commodities today's second closing price. Zero if there is only one closing
! price.
!
CLSRNGTP "CLOSE RNG TYPE" 52 NULL ENUMERATED 2 ( 2 ) ENUM 1
!
! Today's closing range price(s) type.
!
TRD_UNITS "TRADING UNITS" 53 NULL ENUMERATED 3 ( 4 ) ENUM 1
!
! The price units in which the issue trades.
!
LOTSZUNITS "LOT SIZE UNITS" 54 NULL ENUMERATED 3 ( 5 ) ENUM 1
!
! Lot size units. Defines physical units in which a contract trades.
!
LOT_SIZE "LOTSIZE" 55 NULL INTEGER 15 REAL64 7
!
! The smallest quantity of a future which may be traded. For options the contract
! size. For equities the number of shares traded in a round lot.
!
PCTCHNG "PERCENT CHANGE" 56 NULL PRICE 17 REAL64 7
!
! Percentage change in the latest trade price or value from the historic close.
!
CLOSE_BID "CLOSE BID" 60 NULL PRICE 17 REAL64 7
!
! Last bid price of the day. For US Composites the last best bid price.
!
CLOSE_ASK "CLOSE ASK" 61 NULL PRICE 17 REAL64 7
!
! Last ask price of the day. For US Composites the last best ask price.
!
LOCHIGH "CNTR LIFE HIGH" 62 NULL PRICE 17 REAL64 7
!
! Highest transaction value during the life of the contract.
!
LOCLOW "CNTR LIFE LOW" 63 NULL PRICE 17 REAL64 7
!
! Lowest transaction value during the life of the contract.
!
OPINT_1 "OPEN INTEREST" 64 NULL INTEGER 15 REAL64 7
!
! Open interest. The total number of option or futures contracts that have not been
! closed or in the case of commodities liquidated or offset by delivery.
!
OPINTNC "OPN INT NETCHG" 65 NULL INTEGER 15 REAL64 7
!
! Open interest net change. The difference between the current and previous open
! interest.
!
STRIKE_PRC "STRIKE PRICE" 66 NULL PRICE 17 REAL64 7
!
! Strike price; the price at which an option is exercisable.
!
EXPIR_DATE "EXPIRE DATE" 67 NULL DATE 11 DATE 4
!
! The date on which the future option or warrant expires.
!
MATUR_DATE "MATURITY DATE" 68 NULL DATE 11 DATE 4
!
! The date on which a bond matures.
!
SETTLE "SETTLEMENT PRC" 70 NULL PRICE 17 REAL64 7
!
! Settlement price. The official closing price of a futures or option contract set by
! the clearing house at the end of the trading day.
!
DIVIDEND "DIVIDEND" 71 NULL PRICE 17 REAL64 7
!
! The latest reported dividend to be paid per share to shareholders.
!
UPLIMIT "UPPER TRD LIMIT" 75 NULL PRICE 17 REAL64 7
!
! Upper trading limit for today's trading.
!
LOLIMIT "LOWER TRD LIMIT" 76 NULL PRICE 17 REAL64 7
!
! Lower limit for today's trading.
!
NUM_MOVES "NUMBER TRADES" 77 NULL INTEGER 15 REAL64 7
!
! Number of trades today. For indices the number of times the index has been
! calculated.
!
OFFCL_CODE "OFFICIAL CODE" 78 NULL ALPHANUMERIC 12 RMTES_STRING 12
!
! Unique numeric code assigned to the instrument.
!
HSTCLSDATE "HIST CLOSE DATE" 79 NULL DATE 11 DATE 4
!
! Date of the most recent non-zero closing price as held in HST_CLOSE FID 21 and
! HST_CLOSE2 FID 963.
!
YRHIGH "YEAR'S HIGH" 90 NULL PRICE 17 REAL64 7
!
! The highest value this year or period. The content of this field is further
! qualified by FID 1075.
!
YRLOW "YEAR'S LOW" 91 NULL PRICE 17 REAL64 7
!
! The lowest value this year or period. The content of this field is further qualified
! by FID 1076.
!
EPYHSTCLOS "PREV YEAR CLOSE" 98 NULL PRICE 17 REAL64 7
!
! The historic close for the issue at the final trading day in the previous calendar
! year.
!
LIMIT_IND "LIMIT INDICATOR" 99 NULL ENUMERATED 2 ( 3 ) ENUM 1
!
! Indicates if a commodity or commodity option has reached its upper or lower trading
! limit.
!
TURNOVER "TURNOVER" 100 NULL PRICE 17 REAL64 7
!
! The daily turnover revenue or value of all shares for either a particular instrument
! or an exchange. Currently supplied by New Zealand SE Hong Kong SE and Copenhagen SE.
! Cleared during the pre-market clear. The value is scaled according to the field TN
!
BOND_TYPE "BOND TYPE" 104 NULL ENUMERATED 3 ( 3 ) ENUM 1
!
! The type of instrument - provides further granularity to FID 259 RECORDTYPE where
! required.
!
BCKGRNDPAG "BACKGROUND PAGE" 105 NULL ALPHANUMERIC 4 RMTES_STRING 4
!
! Page on the international monitor system containing information relevant to the
! instrument. The code for an individual company is displayed for all exchanges on
! which the company trades.
!
PUTCALLIND "PUT/CALL FLAG" 109 NULL ENUMERATED 2 ( 4 ) ENUM 1
!
! Indicates whether option is a put or a call.
!
YCHIGH_IND "YR/CONTR HI IND" 110 NULL ENUMERATED 2 ( 1 ) ENUM 1
YCLOW_IND "YR/CONTR LO IND" 111 NULL ENUMERATED 2 ( 1 ) ENUM 1
!
! Year or contract high & low indicators. These indicate whether a new year or
! contract high or low has been established today.
!
CUM_EX_MKR "CUM/EX MARKER" 117 NULL ENUMERATED 3 ( 3 ) ENUM 1
!
! Cum/ex security marker.
!
PRC_QL_CD "PRICE CODE" 118 NULL ENUMERATED 3 ( 3 ) ENUM 1
!
! Price qualifier code for equities, bonds, and options, generally related to the
! quote price.
!
SESSION1HI "SESSION1 HIGH" 126 NULL PRICE 17 REAL64 7
SESSION1LO "SESSION1 LOW" 127 NULL PRICE 17 REAL64 7
!
! First session high & low prices of Japanese security.
!
SESSION2HI "SESSION2 HIGH" 128 NULL PRICE 17 REAL64 7
SESSION2LO "SESSION2 LOW" 129 NULL PRICE 17 REAL64 7
!
! Second session high & low prices of a Japanese security.
!
PRC_QL2 "PRICE CODE 2" 131 NULL ENUMERATED 3 ( 3 ) ENUM 1
!
! Second price qualifier code. Generally the trade price qualifier.
!
MKT_ST_IND "MARKET STAT" 133 NULL ENUMERATED 3 ( 3 ) ENUM 1
!
! Indicates the current futures market status including whether a fast market
! condition exists.
!
MID_PRICE "MID-PRICE" 134 NULL PRICE 17 REAL64 7
!
! The mid-price between the bid and ask prices supplied by the London ISE. Cleared
! during the pre-market clear.
!
AM_CLOSE "AM CLOSE" 138 NULL PRICE 17 REAL64 7
PM_CLOSE "PM CLOSE" 139 NULL PRICE 17 REAL64 7
!
! The closing prices of the morning and afternoon trading on GAFTA.
!
BUYER_ID "BUYER ID" 162 NULL ALPHANUMERIC 4 RMTES_STRING 4
SELLER_ID "SELLER ID" 163 NULL ALPHANUMERIC 4 RMTES_STRING 4
!
! Codes identifying the broker on the buy/sell side of a trade reported by the
! Consolidated Canadian ticker CCN.
!
TRDVOL_1 "TRADE VOL" 178 TRDVOL_2 INTEGER 15 REAL64 7
!
! Transactional volume of the trade price reported in TRDPRC_1.
!
HIGHTP_1 "HIGH PRC TYPE" 196 NULL ENUMERATED 3 ( 1 ) ENUM 1
!
! Indicates today's highest transaction type as held in HIGH_1 FID 12.
!
LOWTP_1 "LOW PRC TYPE" 197 NULL ENUMERATED 3 ( 1 ) ENUM 1
!
! Indicates today's lowest transaction type as held in LOW_1 FID 13.
!
LOT_SIZE_A "LOT SIZE" 198 NULL PRICE 17 REAL64 7
!
! The lot size field which defines the number of contracts physicals or equities
! traded for a particular instrument.
!
OPENEXID "OPEN XID" 199 NULL ENUMERATED 3 ( 3 ) ENUM 1
!
! For US composite quotes the exchange identifier of the exchange where the opening
! price was made.
!
RECORDTYPE "RECORDTYPE" 259 NULL INTEGER 3 UINT32 1
!
! Field which indicates the type of record and also the type of data in that record.
!
ACT_TP_1 "ACT TYPE 1" 270 ACT_TP_2 ENUMERATED 3 ( 2 ) ENUM 1
ACT_TP_2 "ACT TYPE 2" 271 ACT_TP_3 ENUMERATED 3 ( 2 ) ENUM 1
ACT_TP_3 "ACT TYPE 3" 272 ACT_TP_4 ENUMERATED 3 ( 2 ) ENUM 1
ACT_TP_4 "ACT TYPE 4" 273 ACT_TP_5 ENUMERATED 3 ( 2 ) ENUM 1
ACT_TP_5 "ACT TYPE 5" 274 ACT_TP_6 ENUMERATED 3 ( 2 ) ENUM 1
!
! For each of the last activity fields defined in PRIMACT_1 to PRIMACT_5 an
! associated activity indicator which indicates the nature of the last activity field.
!
SEC_ACT_1 "SECOND ACTIVY 1" 275 SEC_ACT_2 PRICE 17 REAL64 7
SEC_ACT_2 "SECOND ACTIVY 2" 276 SEC_ACT_3 PRICE 17 REAL64 7
SEC_ACT_3 "SECOND ACTIVY 3" 277 SEC_ACT_4 PRICE 17 REAL64 7
SEC_ACT_4 "SECOND ACTIVY 4" 278 SEC_ACT_5 PRICE 17 REAL64 7
SEC_ACT_5 "SECOND ACTIVY 5" 279 SEC_ACT_6 PRICE 17 REAL64 7
!
! The activity type may involve one or two fields. In the latter case these field
! holds the second half of the most recent activity. SEC_ACT_n is associated with
! PRIMACT_n.
!
SC_ACT_TP1 "SEC ACT TYPE 1" 280 SC_ACT_TP2 ENUMERATED 3 ( 2 ) ENUM 1
SC_ACT_TP2 "SEC ACT TYPE 2" 281 SC_ACT_TP3 ENUMERATED 3 ( 2 ) ENUM 1
SC_ACT_TP3 "SEC ACT TYPE 3" 282 SC_ACT_TP4 ENUMERATED 3 ( 2 ) ENUM 1
SC_ACT_TP4 "SEC ACT TYPE 4" 283 SC_ACT_TP5 ENUMERATED 3 ( 2 ) ENUM 1
SC_ACT_TP5 "SEC ACT TYPE 5" 284 SC_ACT_TP6 ENUMERATED 3 ( 2 ) ENUM 1
!
! An indicator which describes the nature of the secondary activity field SEC_ACT_n.
! SC_ACT_TPn refers to SEC_ACT_n.
!
SETTLEDATE "SETTLE DATE" 288 NULL DATE 11 DATE 4
!
! The date of the settlement price held in the SETTLE field.
!
ASK_VOLUME "ASK VOLUME" 289 NULL INTEGER 15 REAL64 7
!
! The volume of stock available to be sold at the current price held in the TRDPRC_1
! field. Originally but no longer required for the Taiwan SE.
!
NO_BIDMMKR "NUM BID MMKR 1" 291 NULL PRICE 17 REAL64 7
!
! The number of market-makers currently making the best bid for a particular equity.
!
NO_ASKMMKR "NUM ASK MMKR 1" 292 NULL PRICE 17 REAL64 7
!
! The number of market-makers currently making the best ask for a particular equity.
!
BID_MMID1 "BID MMID 1" 293 NULL ALPHANUMERIC 4 RMTES_STRING 4
BID_MMID2 "BID MMID 2" 294 NULL ALPHANUMERIC 4 RMTES_STRING 4
BID_MMID3 "BID MMID 3" 295 NULL ALPHANUMERIC 4 RMTES_STRING 4
!
! Identifiers showing three market-makers on the bid side of a quote. For ISE these
! represent the three best-bid market-makers BID_MMID1 representing the market-maker
! who has made the best bid.
!
ASK_MMID1 "ASK MMID 1" 296 NULL ALPHANUMERIC 4 RMTES_STRING 4
ASK_MMID2 "ASK MMID 2" 297 NULL ALPHANUMERIC 4 RMTES_STRING 4
ASK_MMID3 "ASK MMID 3" 298 NULL ALPHANUMERIC 4 RMTES_STRING 4
!
! Identifiers showing three market-makers on the ask side of a quote. For ISE these
! represent the three best-ask market-makers ASK_MMID1 representing the market-maker
! who has made the best ask.
!
SESSION1 "SESSION 1" 303 NULL PRICE 17 REAL64 7
SESSION2 "SESSION 2" 304 NULL PRICE 17 REAL64 7
SESSION3 "SESSION 3" 305 NULL PRICE 17 REAL64 7
SESSION4 "SESSION 4" 306 NULL PRICE 17 REAL64 7
SESSION5 "SESSION 5" 307 NULL PRICE 17 REAL64 7
SESSION6 "SESSION 6" 308 NULL PRICE 17 REAL64 7
!
! First to sixth session prices. For the Tokyo Commodity Exchange for Industry the
! first morning session price. Cleared during the pre-market clear.
!
SESS1_FLAG "SESSION 1 FLG" 309 NULL ALPHANUMERIC 1 RMTES_STRING 1
SESS2_FLAG "SESSION 2 FLG" 310 NULL ALPHANUMERIC 1 RMTES_STRING 1
SESS3_FLAG "SESSION 3 FLG" 311 NULL ALPHANUMERIC 1 RMTES_STRING 1
SESS4_FLAG "SESSION 4 FLG" 312 NULL ALPHANUMERIC 1 RMTES_STRING 1
SESS5_FLAG "SESSION 5 FLG" 313 NULL ALPHANUMERIC 1 RMTES_STRING 1
SESS6_FLAG "SESSION 6 FLG" 314 NULL ALPHANUMERIC 1 RMTES_STRING 1
!
! For session trading instruments such as TCEI futures six session flags associated
! with a single session price as defined above in the fields SESSION1 through SESSION6.
!
OPTION_XID "OPTION EXCH ID" 340 NULL ALPHANUMERIC 6 RMTES_STRING 6
!
! An ASCII string holding up to six exchange identifiers of where options on an equity
! are traded.
!
BID_TONE "BID TONE" 345 NULL ALPHANUMERIC 1 RMTES_STRING 1
!
! Japanese bid price qualifier associated with the BID field. This is cleared during
! the pre-market clear
!
ASK_TONE "ASK TONE" 346 NULL ALPHANUMERIC 1 RMTES_STRING 1
!
! Japanese ask price qualifier associated with the ASK field. This is cleared during
! the pre-market clear.
!
YRHIGHDAT "YEAR HIGH DATE" 350 NULL DATE 11 DATE 4
!
! Date on which the year or contract high as held in the YRHIGH and LOCHIGH fields
! respectively was made.
!
YRLOWDAT "YEAR LOW DATE" 351 NULL DATE 11 DATE 4
!
! Date on which the year or contract low as held in the YRLOW and LOCLOW fields
! respectively was made.
!
VOL_FLAG "VOLUME FLAG" 355 NULL ALPHANUMERIC 1 RMTES_STRING 1
!
! Trading volume qualifier associated with the ACVOL_1 field and cleared during the
! pre-market clear. Used for Japanese instruments and US futures.
!
OPINT_DATE "OPN INT DATE" 369 NULL DATE 11 DATE 4
!
! The date of the open interest value held in the OPINT_1 field. This is derived once
! daily.
!
IRGPRC "IRG PRICE" 372 NULL PRICE 17 REAL64 7
!
! A cancelled inserted retransmitted or irregular price.
!
IRGVOL "IRG VOLUME" 373 NULL INTEGER 15 REAL64 7
!
! The volume associated with the price held in the field IRGPRC (FID 372).
!
IRGCOND "IRG PRICE TYPE" 374 NULL ENUMERATED 5 ( 3 ) ENUM 2
!
! An indicator of the type of price held in the field IRGPRC (FID 372).
!
TIMCOR "PRC CORRECT TIME" 375 NULL TIME_SECONDS 8 TIME 5
!
! The time of a price correction - the time of update to either the IRGPRC (FID 372)
! or INSPRC (FID 376) fields.
!
SALTIM "LAST TIME" 379 NULL TIME_SECONDS 8 TIME 5
!
! Time of the last trade with precision in seconds - the time of the last update to
! the field TRDPRC_1 (FID 6).
!
TNOVER_SC "TURNOVER SCALE" 380 NULL ENUMERATED 3 ( 5 ) ENUM 1
!
! The scaling factor for the TURNOVER field FID 100.
!
HST_VOL "VOL ACC 2" 383 NULL INTEGER 15 REAL64 7
!
! The previous day's accumulated volume.
!
SESS_HIFLG "SESSION HI FLAG" 384 NULL ENUMERATED 3 ( 2 ) ENUM 1
!
! For session trading instruments an indication of during which session the daily
! high price was made.
!
SESS_LOFLG "SESSION LOW FLAG" 385 NULL ENUMERATED 3 ( 2 ) ENUM 1
!
! For session trading instruments an indication of during which session the daily low
! price was made.
!
SSPRNG1 "SSP RANGE 1" 386 NULL PRICE 17 REAL64 7
SSPRNG2 "SSP RANGE 2" 387 NULL PRICE 17 REAL64 7
!
! The first and second halves respectively of the suspension price range.
!
SSPRNGTP "SUSPENSION TYPE" 388 NULL ENUMERATED 3 ( 2 ) ENUM 1
!
! An indicator showing the type of prices held in the suspension range fields SSPRNG1
! and SSPRNG2.
!
RSMRNG1 "RSM RANGE 1" 389 NULL PRICE 17 REAL64 7
RSMRNG2 "RSM RANGE 2" 390 NULL PRICE 17 REAL64 7
!
! The first and second halves respectively of the resumption price range.
!
RSMRNGTP "RESUMPTION TYPE" 391 NULL ENUMERATED 3 ( 2 ) ENUM 1
!
! An indicator showing the type of prices held in the resumption range fields RSMRNG1
! and RSMRNG2.
!
VOL_DATE "VOLUME DATE" 392 NULL DATE 11 DATE 4
!
! The date when a particular volume occurred at present that held in HST_VOL.
!
PRIMACT_1 "PRIM ACT 1" 393 PRIMACT_2 PRICE 17 REAL64 7
PRIMACT_2 "PRIM ACT 2" 394 PRIMACT_3 PRICE 17 REAL64 7
PRIMACT_3 "PRIM ACT 3" 395 PRIMACT_4 PRICE 17 REAL64 7
PRIMACT_4 "PRIM ACT 4" 396 PRIMACT_5 PRICE 17 REAL64 7
PRIMACT_5 "PRIM ACT 5" 397 PRIMACT_6 PRICE 17 REAL64 7
!
! Primary last activity fields the most recent held in PRIMACT_1.
!
SESS1_VOL "SESSION 1 VOL" 401 NULL INTEGER 15 REAL64 7
SESS2_VOL "SESSION 2 VOL" 402 NULL INTEGER 15 REAL64 7
SESS3_VOL "SESSION 3 VOL" 403 NULL INTEGER 15 REAL64 7
SESS4_VOL "SESSION 4 VOL" 404 NULL INTEGER 15 REAL64 7
SESS5_VOL "SESSION 5 VOL" 405 NULL INTEGER 15 REAL64 7
SESS6_VOL "SESSION 6 VOL" 406 NULL INTEGER 15 REAL64 7
SESS7_VOL "SESSION 7 VOL" 407 NULL INTEGER 15 REAL64 7
!
! Volumes for the first to seventh trading sessions respectively whose latest price is
! indicated in the fields SESSION1 through SESSION7.
!
BEST_BID1 "BEST BID 1" 436 NULL PRICE 17 REAL64 7
BEST_BID2 "BEST BID 2" 437 NULL PRICE 17 REAL64 7
BEST_BID3 "BEST BID 3" 438 NULL PRICE 17 REAL64 7
BEST_BID4 "BEST BID 4" 439 NULL PRICE 17 REAL64 7
BEST_BID5 "BEST BID 5" 440 NULL PRICE 17 REAL64 7
!
! The five best bids as contributed by market-makers with the best in BEST_BID1. Note
! that these fields are not rippled.
!
BEST_ASK1 "BEST ASK 1" 441 NULL PRICE 17 REAL64 7
BEST_ASK2 "BEST ASK 2" 442 NULL PRICE 17 REAL64 7
BEST_ASK3 "BEST ASK 3" 443 NULL PRICE 17 REAL64 7
BEST_ASK4 "BEST ASK 4" 444 NULL PRICE 17 REAL64 7
BEST_ASK5 "BEST ASK 5" 445 NULL PRICE 17 REAL64 7
!
! The five best asks as contributed by market-makers with the best in BEST_ASK1. Note
! that these fields are not rippled.
!
BCAST_REF "BROADCAST XREF" 728 NULL ALPHANUMERIC 10 RMTES_STRING 10
!
! A cross-reference to broadcast news data; for use in quotations records.
!
BEST_BSIZ1 "BEST BID SIZE 1" 730 NULL INTEGER 15 REAL64 7
BEST_BSIZ2 "BEST BID SIZE 2" 731 NULL INTEGER 15 REAL64 7
BEST_BSIZ3 "BEST BID SIZE 3" 732 NULL INTEGER 15 REAL64 7
BEST_BSIZ4 "BEST BID SIZE 4" 733 NULL INTEGER 15 REAL64 7
BEST_BSIZ5 "BEST BID SIZE 5" 734 NULL INTEGER 15 REAL64 7
!
! The five best bid sizes associated with the fields BEST_BID1 to BEST_BID5.
!
BEST_ASIZ1 "BEST ASK SIZE 1" 735 NULL INTEGER 15 REAL64 7
BEST_ASIZ2 "BEST ASK SIZE 2" 736 NULL INTEGER 15 REAL64 7
BEST_ASIZ3 "BEST ASK SIZE 3" 737 NULL INTEGER 15 REAL64 7
BEST_ASIZ4 "BEST ASK SIZE 4" 738 NULL INTEGER 15 REAL64 7
BEST_ASIZ5 "BEST ASK SIZE 5" 739 NULL INTEGER 15 REAL64 7
!
! The five best ask sizes associated with the fields BEST_ASK1 to BEST_ASK5.
!
NO_BIDMKR2 "NUM BID MMKR 2" 740 NULL PRICE 17 REAL64 7
NO_BIDMKR3 "NUM BID MMKR 3" 741 NULL PRICE 17 REAL64 7
NO_BIDMKR4 "NUM BID MMKR 4" 742 NULL PRICE 17 REAL64 7
NO_BIDMKR5 "NUM BID MMKR 5" 743 NULL PRICE 17 REAL64 7
!
! The number of market makers associated with the best bids held in the fields
! BEST_BID2 to BEST_BID5. The number of market makers associated with the field
! BEST_BID1 is defined above as FID 291.
!
NO_ASKMKR2 "NUM ASK MMKR 2" 744 NULL PRICE 17 REAL64 7
NO_ASKMKR3 "NUM ASK MMKR 3" 745 NULL PRICE 17 REAL64 7
NO_ASKMKR4 "NUM ASK MMKR 4" 746 NULL PRICE 17 REAL64 7
NO_ASKMKR5 "NUM ASK MMKR 5" 747 NULL PRICE 17 REAL64 7
!
! The number of market makers associated with the best asks held in the fields
! BEST_ASK2 to BEST_ASK5. The number of market makers associated with the field
! BEST_ASK1 is defined above as FID 292.
!
HST_SESVOL "HST SESVOL" 758 NULL INTEGER 15 REAL64 7
!
! Generally the previous session volume. For the Kobe Rubber Exchange the previous
! day's post-closing session volume whilst for TIFFE the previous session volume.
!
PRV_HIGH "PRV HIGH" 759 NULL PRICE 17 REAL64 7
!
! The previous trading day's or session's high value. This is currently required for
! TIFFE.
!
PRV_LOW "PRV LOW" 760 NULL PRICE 17 REAL64 7
!
! The previous trading day's or session's low value. This is currently required for
! TIFFE.
!
SESS1_OPEN "SESS1 OPEN" 763 NULL PRICE 17 REAL64 7
!
! The opening value for the first session reported by the TSE.
!
SESS1_OTIM "SESS1 OTIM" 764 NULL TIME 5 TIME 5
!
! The time at which the value in SESS1_OPEN was set reported by the TSE.
!
SESS1_CLS "SESS1 CLS" 767 NULL PRICE 17 REAL64 7
!
! The closing value of the first session reported by the TSE.
!
SESS1_CTIM "SESS1 CTIM" 768 NULL TIME 5 TIME 5
!
! The time at which the value in SESS1_CLS was set. Reported by the TSE.
!
SESS2_OPEN "SESS2 OPEN" 770 NULL PRICE 17 REAL64 7
!
! The opening value for the second session. Reported by the TSE.
!
SESS2_OTIM "SESS2 OTIM" 771 NULL TIME 5 TIME 5
!
! The time at which the value in SESS2_OPEN was set. Reported by the TSE.
!
LONGLINK1 "LONGLINK1" 800 NULL ALPHANUMERIC 21 ASCII_STRING 21
LONGLINK2 "LONGLINK2" 801 NULL ALPHANUMERIC 21 ASCII_STRING 21
LONGLINK3 "LONGLINK3" 802 NULL ALPHANUMERIC 21 ASCII_STRING 21
LONGLINK4 "LONGLINK4" 803 NULL ALPHANUMERIC 21 ASCII_STRING 21
LONGLINK5 "LONGLINK5" 804 NULL ALPHANUMERIC 21 ASCII_STRING 21
LONGLINK6 "LONGLINK6" 805 NULL ALPHANUMERIC 21 ASCII_STRING 21
LONGLINK7 "LONGLINK7" 806 NULL ALPHANUMERIC 21 ASCII_STRING 21
LONGLINK8 "LONGLINK8" 807 NULL ALPHANUMERIC 21 ASCII_STRING 21
LONGLINK9 "LONGLINK9" 808 NULL ALPHANUMERIC 21 ASCII_STRING 21
LONGLINK10 "LONGLINK10" 809 NULL ALPHANUMERIC 21 ASCII_STRING 21
LONGLINK11 "LONGLINK11" 810 NULL ALPHANUMERIC 21 ASCII_STRING 21
LONGLINK12 "LONGLINK12" 811 NULL ALPHANUMERIC 21 ASCII_STRING 21
LONGLINK13 "LONGLINK13" 812 NULL ALPHANUMERIC 21 ASCII_STRING 21
LONGLINK14 "LONGLINK14" 813 NULL ALPHANUMERIC 21 ASCII_STRING 21
!
! 17 character equivalents to LINK_n.
!
CROSS_SC "CROSS RATE SCALE" 825 NULL ENUMERATED 3 ( 5 ) ENUM 1
!
! The scaling to be applied to prices e.g. FOREX cross rate in order to derive the
! true value.
!
OFF_CD_IND "OFF CD IND" 869 NULL ENUMERATED 3 ( 3 ) ENUM 1
!
! An indication of the source of the code in the official code field OFFCL_CODE FID 78.
!
WNT_RATIO "WNT RATIO" 947 NULL PRICE 17 REAL64 7
!
! Ratio which represents the warrants per face value usually the value one but
! occasionally different.
!
HST_CLOSE2 "HST CLOSE2" 963 NULL PRICE 17 REAL64 7
!
! A secondary close field corresponding to HST_CLOSE for those quotation types
! involving more than one close field.
!
BKGD_REF "BKGD REF" 967 NULL ALPHANUMERIC 21 ASCII_STRING 21
!
! A pointer to a record holding background information relating to the record in which
! the pointer occurs.
!
ACT_FLAG1 "ACT FLAG1" 975 ACT_FLAG2 ALPHANUMERIC 1 RMTES_STRING 1
!
! Flag field qualifying the primary activity field PRIMACT_1
!
ACT_FLAG2 "ACT FLAG2" 976 ACT_FLAG3 ALPHANUMERIC 1 RMTES_STRING 1
!
! Flag field qualifying the primary activity field PRIMACT_2
!
ACT_FLAG3 "ACT FLAG3" 977 ACT_FLAG4 ALPHANUMERIC 1 RMTES_STRING 1
!
! Flag field qualifying the primary activity field PRIMACT_3.
!
ACT_FLAG4 "ACT FLAG4" 978 ACT_FLAG5 ALPHANUMERIC 1 RMTES_STRING 1
!
! Flag field qualifying the primary activity field PRIMACT_4.
!
ACT_FLAG5 "ACT FLAG5" 979 ACT_FLAG6 ALPHANUMERIC 1 RMTES_STRING 1
!
! Flag field qualifying the primary activity field PRIMACT_5.
!
GEN_VAL1 "GEN VAL1" 996 NULL PRICE 17 REAL64 7
GEN_VAL2 "GEN VAL2" 997 NULL PRICE 17 REAL64 7
GEN_VAL3 "GEN VAL3" 998 NULL PRICE 17 REAL64 7
GEN_VAL4 "GEN VAL4" 999 NULL PRICE 17 REAL64 7
!
! Four general purpose numerical fields. The meaning of these is market dependent and
! described by the following fields GVn_TEXT.
!
GV1_TEXT "GV1 TEXT" 1000 NULL ALPHANUMERIC 6 RMTES_STRING 6
GV2_TEXT "GV2 TEXT" 1001 NULL ALPHANUMERIC 6 RMTES_STRING 6
GV3_TEXT "GV3 TEXT" 1002 NULL ALPHANUMERIC 6 RMTES_STRING 6
GV4_TEXT "GV4 TEXT" 1003 NULL ALPHANUMERIC 6 RMTES_STRING 6
!
! Four text fields each describing the value in the corresponding generic field
! GEN_VALn.
!
BS_FLAG "BS FLAG" 1016 NULL ALPHANUMERIC 1 RMTES_STRING 1
AS_FLAG "AS FLAG" 1017 NULL ALPHANUMERIC 1 RMTES_STRING 1
!
! Single character flags further qualifying the bidsize and asksize fields (FIDs 30 &
! 31) respectively. Their meaning is market dependent.
!
IRGXID "IRGXID" 1018 NULL ENUMERATED 3 ( 3 ) ENUM 1
!
! This field will be used to transmit the Exchange Identifier of all CTS trades
! designated as 'not last' trades.
!
SEQNUM "SEQNUM" 1021 NULL INTEGER 15 REAL64 7
!
! This field contains the message sequence number. For NMTS this is a six-digit number.
!
PRNTYP "PRNTYP" 1022 NULL ALPHANUMERIC 1 RMTES_STRING 1
!
! Label for SIAC trade reports signifying whether the trade report print contains a
! single, double or triple trade.
!
PRNTBCK "PRNTBCK" 1023 NULL INTEGER 15 REAL64 7
!
! A field transmitted by RQS on receipt of a correction message from SIAC containing
! the 'print back' count. This count is derived by SIAC and directly references the
! erroneous print received from the participating Exchange.
!
STOCK_RIC "STOCK RIC" 1026 NULL ALPHANUMERIC 14 ASCII_STRING 14
!
! The RIC of the underlying equity for an option.
!
GV1_DATE "GV1 DATE" 1028 NULL DATE 11 DATE 4
!
! Generic date field - applies to GEN_VAL1 where appropriate.
!
GEN_VAL5 "GEN VAL5" 1029 NULL PRICE 17 REAL64 7
GEN_VAL6 "GEN VAL6" 1030 NULL PRICE 17 REAL64 7
GEN_VAL7 "GEN VAL7" 1031 NULL PRICE 17 REAL64 7
GEN_VAL8 "GEN VAL8" 1032 NULL PRICE 17 REAL64 7
GEN_VAL9 "GEN VAL9" 1033 NULL PRICE 17 REAL64 7
GEN_VAL10 "GEN VAL10" 1034 NULL PRICE 17 REAL64 7
!
! Generic value fields whose use is dependent on the context in which they occur.
!
GV5_TEXT "GV5 TEXT" 1035 NULL ALPHANUMERIC 6 RMTES_STRING 6
GV6_TEXT "GV6 TEXT" 1036 NULL ALPHANUMERIC 6 RMTES_STRING 6
GV7_TEXT "GV7 TEXT" 1037 NULL ALPHANUMERIC 6 RMTES_STRING 6
GV8_TEXT "GV8 TEXT" 1038 NULL ALPHANUMERIC 6 RMTES_STRING 6
GV9_TEXT "GV9 TEXT" 1039 NULL ALPHANUMERIC 6 RMTES_STRING 6
GV10_TEXT "GV10 TEXT" 1040 NULL ALPHANUMERIC 6 RMTES_STRING 6
!
! Generic six character text fields each describing the value in the corresponding
! generic field GEN_VALn
!
GV1_FLAG "GV1 FLAG" 1041 NULL ALPHANUMERIC 1 RMTES_STRING 1
GV2_FLAG "GV2 FLAG" 1042 NULL ALPHANUMERIC 1 RMTES_STRING 1
GV3_FLAG "GV3 FLAG" 1043 NULL ALPHANUMERIC 1 RMTES_STRING 1
GV4_FLAG "GV4 FLAG" 1044 NULL ALPHANUMERIC 1 RMTES_STRING 1
GV5_FLAG "GV5 FLAG" 1045 NULL ALPHANUMERIC 1 RMTES_STRING 1
GV6_FLAG "GV6 FLAG" 1046 NULL ALPHANUMERIC 1 RMTES_STRING 1
GV7_FLAG "GV7 FLAG" 1047 NULL ALPHANUMERIC 1 RMTES_STRING 1
GV8_FLAG "GV8 FLAG" 1048 NULL ALPHANUMERIC 1 RMTES_STRING 1
GV9_FLAG "GV9 FLAG" 1049 NULL ALPHANUMERIC 1 RMTES_STRING 1
GV10_FLAG "GV10 FLAG" 1050 NULL ALPHANUMERIC 1 RMTES_STRING 1
!
! Generic flags applicable to GEN_VALn.
!
GV2_DATE "GV2 DATE" 1051 NULL DATE 11 DATE 4
!
! Generic date field - applies to GEN_VAL2 where appropriate.
!
OFF_CD_IN2 "OFF CD IN2" 1055 NULL ENUMERATED 3 ( 3 ) ENUM 1
OFFC_CODE2 "OFFC CODE2" 1056 NULL ALPHANUMERIC 12 RMTES_STRING 12
!
! Unique numeric code assigned to the instrument and indication of source of code.
!
EXCHTIM "EXCHANGE TIME" 1067 NULL TIME_SECONDS 8 TIME 5
!
! The exchange time with precision in seconds
!
CONV_FAC "CONVRSION FACTR" 1078 NULL PRICE 17 REAL64 7
!
! Conversion factor. In the commodities market this is used to convert between weights
! and volumes.
!
PREF_DISP "PREF DISP TMPLT" 1080 NULL BINARY 3 UINT32 2
!
! The 'preferred' display template number.
!
PREF_LINK "PREF LINK RECRD" 1081 NULL ALPHANUMERIC 21 ASCII_STRING 21
!
! RIC field containing pointer to 'preferred' link record.
!
HSTCL2_DAT "SECOND CLS DATE" 1342 NULL DATE 11 DATE 4
!
! Date of the third close price HST_CLOSE2 FID 963.
!
DSPLY_NMLL "LCL LANG DSP NM" 1352 NULL ALPHANUMERIC 32 RMTES_STRING 32
!
! Local language instrument name.
!
VOL_X_PRC1 "VOLUME1xPRICE1" 1379 NULL PRICE 17 REAL64 7
!
! Numeric field to contain a value equivalent to the product of latest trade volume
! and latest trade price (TRDVOL_1 x TRDPRC_1).
!
DSO_ID "DATA SRCE OWNER" 1383 NULL BINARY 3 UINT32 2
!
! Data source owner identification field.
!
STOCK_PRC "STOCK PRICE" 1420 NULL PRICE 17 REAL64 7
!
! Stock price.
!
ADJUST_CLS "ADJUSTED CLOSE" 1465 NULL PRICE 17 REAL64 7
!
! The last value available for close which is stored for Graphics also adjusted for
! capital changes.
!
WEIGHTING "WEIGHTING" 1496 NULL PRICE 17 REAL64 7
!
! The weighting of a stock within an index.
!
LOWER_SPRD "LOWER SPRD VALU" 1649 NULL PRICE 17 REAL64 7
!
! Lower spread value.
!
UPPER_SPRD "UPPER SPRD VALU" 1650 NULL PRICE 17 REAL64 7
!
! Upper spread value.
!
STOCK_TYPE "STOCK TYPE" 1501 NULL ALPHANUMERIC 3 RMTES_STRING 3
!
! This field details stock class Bearer/registered status and any other security
! feature affecting security holder rights.
!
TRDTONEA_1 "TRADE TONE A 1" 1631 TRDTONEA_2 ALPHANUMERIC 1 RMTES_STRING 1
TRDTONEA_2 "TRADE TONE A 2" 1632 TRDTONEA_3 ALPHANUMERIC 1 RMTES_STRING 1
TRDTONEA_3 "TRADE TONE A 3" 1633 TRDTONEA_4 ALPHANUMERIC 1 RMTES_STRING 1
TRDTONEA_4 "TRADE TONE A 4" 1634 TRDTONEA_5 ALPHANUMERIC 1 RMTES_STRING 1
TRDTONEA_5 "TRADE TONE A 5" 1635 NULL ALPHANUMERIC 1 RMTES_STRING 1
TRDTONEB_1 "TRADE TONE B 1" 1636 TRDTONEB_2 ALPHANUMERIC 1 RMTES_STRING 1
TRDTONEB_2 "TRADE TONE B 2" 1637 TRDTONEB_3 ALPHANUMERIC 1 RMTES_STRING 1
TRDTONEB_3 "TRADE TONE B 3" 1638 TRDTONEB_4 ALPHANUMERIC 1 RMTES_STRING 1
TRDTONEB_4 "TRADE TONE B 4" 1639 TRDTONEB_5 ALPHANUMERIC 1 RMTES_STRING 1
TRDTONEB_5 "TRADE TONE B 5" 1640 NULL ALPHANUMERIC 1 RMTES_STRING 1
!
! Trade Price Qualifiers
!
SPARE_NM1 "SPARE NUMERIC 1" 1687 NULL PRICE 17 REAL64 7
SPARE_NM2 "SPARE NUMERIC 2" 1688 NULL PRICE 17 REAL64 7
SPARE_NM3 "SPARE NUMERIC 3" 1689 NULL PRICE 17 REAL64 7
SPARE_NM4 "SPARE NUMERIC 4" 1690 NULL PRICE 17 REAL64 7
!
! Spare general numeric fields.
!
SPARE_VL1 "SPARE VOLUME 1" 1691 NULL INTEGER 15 REAL64 7
SPARE_VL2 "SPARE VOLUME 2" 1692 NULL INTEGER 15 REAL64 7
!
! Spare general volume fields.
!
SPARE_DT1 "SPARE DATE 1" 1693 NULL DATE 11 DATE 4
SPARE_DT2 "SPARE DATE 2" 1694 NULL DATE 11 DATE 4
!
! Spare general date fields.
!
SPARE_TM1 "SPARE TIME 1" 1695 NULL TIME 5 TIME 5
SPARE_TM2 "SPARE TIME 2" 1696 NULL TIME 5 TIME 5
!
! Spare general time fields.
!
SPARE_TS1 "SPARE TIMESEC 1" 1697 NULL TIME_SECONDS 8 TIME 5
SPARE_TS2 "SPARE TIMESEC 2" 1698 NULL TIME_SECONDS 8 TIME 5
!
! Spare general time in seconds fields.
!
SPARE_ET1 "SPARE ETYPE 1" 1699 NULL ENUMERATED 3 ( 8 ) ENUM 1
SPARE_ET2 "SPARE ETYPE 2" 1700 NULL ENUMERATED 3 ( 8 ) ENUM 1
!
! Spare general single-byte enumerated type fields.
!
RDN_EXCHD2 "EXCHANGE ID 2" 1709 NULL ENUMERATED 5 ( 3 ) ENUM 2
!
! Identifier for the exchange on which the instrument trades. This field is a two-byte
! replacement for FID4 RDN_EXCHID and contains a super-set of this field's range of
! values.
!
CP_ADJ_FCT "CAP ADJUST FCTR" 1787 NULL PRICE 17 REAL64 7
CP_ADJ_DAT "CAP ADJUST DATE" 1788 NULL DATE 11 DATE 4
!
! Capital adjustment factor and date.
!
YR_PCTCH "YR PCT CHANGE" 2127 NULL PRICE 17 REAL64 7
!
! Year percentage change. The percentage change of the instrument computed on the "end
! of previous year historical close" (EPYHSTCLS).
!
EPYR_PCTCH "PRV YR PCT CHNG" 2128 NULL PRICE 17 REAL64 7
!
! Value of YR_PCTCH for the previous year.
!
INSTU_NAME "INSTRUMENT NAME" 2130 NULL ENUMERATED 5 ( 5 ) ENUM 2
!
! This FID holds the Enumerated type value which is associated with the Local Language
! description of futures instrument name.
!
ALIAS "RIC ALIAS NAME" 2320 NULL ALPHANUMERIC 18 ASCII_STRING 18
!
! Alias name (short name) of the RIC.
!
GV1_CURRCY "GEN VAL1 CURRENCY" 2381 NULL ENUMERATED 5 ( 3 ) ENUM 2
GV2_CURRCY "GEN VAL2 CURRENCY" 2382 NULL ENUMERATED 5 ( 3 ) ENUM 2
GV3_CURRCY "GEN VAL3 CURRENCY" 2383 NULL ENUMERATED 5 ( 3 ) ENUM 2
GV4_CURRCY "GEN VAL4 CURRENCY" 2384 NULL ENUMERATED 5 ( 3 ) ENUM 2
GV5_CURRCY "GEN VAL5 CURRENCY" 2385 NULL ENUMERATED 5 ( 3 ) ENUM 2
!
! The currency for the price within the GEN_VALn field.
!
WEIGHT_SPR "WGHTD AVGE SPREAD" 2388 NULL PRICE 17 REAL64 7
!
! The difference between the weighted average bid price and the weighted average ask
! price divided by the mid value of these two prices. E.g. (B - A) ------- (B + A)/2
! where B is the weighted average bid price and A is the weighted average ask price.
!
WEIGHTING2 "WEIGHTING 2" 2405 NULL PRICE 17 REAL64 7
WEIGHTING3 "WEIGHTING 3" 2406 NULL PRICE 17 REAL64 7
!
! The weighting of a stock within an index.
!
BEST_BID6 "BEST BID 6" 2407 NULL PRICE 17 REAL64 7
BEST_BID7 "BEST BID 7" 2408 NULL PRICE 17 REAL64 7
BEST_BID8 "BEST BID 8" 2409 NULL PRICE 17 REAL64 7
BEST_BID9 "BEST BID 9" 2410 NULL PRICE 17 REAL64 7
BEST_BID10 "BEST BID 10" 2411 NULL PRICE 17 REAL64 7
!
! Extension to the group of fields (436-440 BESTBID1..5) to collectively cover the ten
! best bids as contributed by market-makers with the best in BEST_BID1. Note that
! these fields are not rippled.
!
BEST_ASK6 "BEST ASK 6" 2412 NULL PRICE 17 REAL64 7
BEST_ASK7 "BEST ASK 7" 2413 NULL PRICE 17 REAL64 7
BEST_ASK8 "BEST ASK 8" 2414 NULL PRICE 17 REAL64 7
BEST_ASK9 "BEST ASK 9" 2415 NULL PRICE 17 REAL64 7
BEST_ASK10 "BEST ASK 10" 2416 NULL PRICE 17 REAL64 7
!
! Extension to the group of fields (441-445 BEST_ASK1..5) to collectively cover the
! ten best asks as contributed by market-makers with the best in BEST_ASK1. Note that
! these fields are not rippled.
!
BEST_BSIZ6 "BEST BID SIZE 6" 2417 NULL INTEGER 15 REAL64 7
BEST_BSIZ7 "BEST BID SIZE 7" 2418 NULL INTEGER 15 REAL64 7
BEST_BSIZ8 "BEST BID SIZE 8" 2419 NULL INTEGER 15 REAL64 7
BEST_BSIZ9 "BEST BID SIZE 9" 2420 NULL INTEGER 15 REAL64 7
BEST_BSZ10 "BEST BID SIZE 10" 2421 NULL INTEGER 15 REAL64 7
!
! One of five best bid sizes associated with the fields BEST_BID6 to BEST_BID10.
!
BEST_ASIZ6 "BEST ASK SIZE 6" 2422 NULL INTEGER 15 REAL64 7
BEST_ASIZ7 "BEST ASK SIZE 7" 2423 NULL INTEGER 15 REAL64 7
BEST_ASIZ8 "BEST ASK SIZE 8" 2424 NULL INTEGER 15 REAL64 7
BEST_ASIZ9 "BEST ASK SIZE 9" 2425 NULL INTEGER 15 REAL64 7
BEST_ASZ10 "BEST ASK SIZE 10" 2426 NULL INTEGER 15 REAL64 7
!
! One of five best ask sizes associated with the fields BEST_ASK6 to BEST_ASK10.
!
NO_BIDMKR6 "NUM BID MMKR 6" 2427 NULL PRICE 17 REAL64 7
NO_BIDMKR7 "NUM BID MMKR 7" 2428 NULL PRICE 17 REAL64 7
NO_BIDMKR8 "NUM BID MMKR 8" 2429 NULL PRICE 17 REAL64 7
NO_BIDMKR9 "NUM BID MMKR 9" 2430 NULL PRICE 17 REAL64 7
NO_BIDMK10 "NUM BID MMKR 10" 2431 NULL PRICE 17 REAL64 7
!
! The number of market makers associated with the best bid held in the appropriate
! field in the range BEST_BID6 to BEST_BID10.
!
NO_ASKMKR6 "NUM ASK MMKR 6" 2432 NULL PRICE 17 REAL64 7
NO_ASKMKR7 "NUM ASK MMKR 7" 2433 NULL PRICE 17 REAL64 7
NO_ASKMKR8 "NUM ASK MMKR 8" 2434 NULL PRICE 17 REAL64 7
NO_ASKMKR9 "NUM ASK MMKR 9" 2435 NULL PRICE 17 REAL64 7
NO_ASKMK10 "NUM ASK MMKR 10" 2436 NULL PRICE 17 REAL64 7
!
! The number of market makers associated with the best ask held in the appropriate
! field in the range BEST_ASK6 to BEST_ASK10.
!
LSTTRDDATE "LST TR.DT CNTRCT" 2725 NULL DATE 11 DATE 4
!
! Last trading date for contract.
!
AM_RANGE "PRC RNG AM SESSN" 2727 NULL PRICE 17 REAL64 7
!
! Price range in AM Session.
!
PM_RANGE "PRC RNG PM SESSN" 2728 NULL PRICE 17 REAL64 7
!
! Price range in PM Session.
!
SETTLE1 "SETTLE PRICE 1" 3035 NULL PRICE 17 REAL64 7
SETTLE2 "SETTLE PRICE 2" 3036 NULL PRICE 17 REAL64 7
!
! Settlement price 1 & 2
!
IRGFID "IRGVAL DATA FID NO" 3131 NULL INTEGER 15 REAL64 7
!
! Fid number of data in IRGVAL.
!
IRGVAL "IRGFID CRRECTN VAL" 3132 NULL INTEGER 15 REAL64 7
!
! Correction value for FID defined by IRGFID.
!
FAIR_VALUE "FAIR VALUE" 3258 NULL PRICE 17 REAL64 7
!
! Fair value. For the Options Market, this is a value derived from the appropriate
! mathematical equation.
!
PREV_DISP "PREV DISP TMPLT" 3263 NULL BINARY 3 UINT32 2
!
! Field to hold original (4 digit) display template for DT upgrades. Same FID format
! as PREF_DISP so can hold any values that FID can.
!
PRC_QL3 "PRICE QUALIFIER 3" 3264 NULL ENUMERATED 5 ( 3 ) ENUM 2
!
! Extended price qualifier code for equities, bonds, and options, generally related to
! the quote price.
!
CASHINLIEU "CASH IN LIEU" 3307 NULL PRICE 17 REAL64 7
!
! Cash in lieu of shares
!
CLRD_VOL "CLEARED VOLUME" 3311 NULL INTEGER 15 REAL64 7
!
! Official cleared volume for SSFs
!
MM_ASK "MARKET MAKER ASK" 3358 NULL PRICE 17 REAL64 7
MM_ASKSIZ "MKT MAKER ASK SIZ" 3359 NULL INTEGER 15 REAL64 7
MM_BID "MARKET MAKER BID" 3360 NULL PRICE 17 REAL64 7
MM_BIDSIZ "MKT MAKER BID SIZ" 3361 NULL INTEGER 15 REAL64 7
!
! Latest Market Maker BID & Ask prices and quantities.
!
MPV "MIN PRICE MOVE" 3364 NULL ENUMERATED 3 ( 4 ) ENUM 1
!
! Minimum price movement - for quotes. Uses same enumeration table as FID 53
!
MRGD_RIC "MERGED COMP RIC" 3365 NULL ALPHANUMERIC 21 RMTES_STRING 21
!
! New RIC for merged companies
!
NUM_SHARES "NUMBER OF SHARES" 3370 NULL ALPHANUMERIC 10 RMTES_STRING 10
!
! Number of shares for a merger or spinoff
!
OFF_CLOSE "OFFICIAL CLOSE" 3372 NULL PRICE 17 REAL64 7
!
! The official closing price from Exchange
!
OPTION_XD2 "WHERE OPTNS TRADE" 3374 NULL ALPHANUMERIC 32 RMTES_STRING 32
!
! Alternate field to FID 340
!
PROV_SYMB "PROVIDER SYMBOL" 3422 NULL ALPHANUMERIC 32 RMTES_STRING 32
!
! Original symbol of tradable entity provided by exchange/contributor.
!
BID_ASK_DT "BID ASK DATE" 3580 NULL DATE 11 DATE 4
!
! For Equities and FI instruments globally
!
BOLL_DOWN "BOLLINGER DOWN" 3581 NULL PRICE 17 REAL64 7
!
! Lower band limit value for a Bollinger indicator analytic
!
BOLL_UP "BOLLINGER UP" 3582 NULL PRICE 17 REAL64 7
!
! Upper band limit value for a Bollinger indicator analytic
!
DPS_DATE_2 "DPS DATE 2" 3606 NULL DATE 11 DATE 4
!
! Dividend Pay date of Final Dividend
!
ISIN_CODE "ISIN CODE" 3655 NULL ALPHANUMERIC 15 RMTES_STRING 15
!
! International Security Identification Number
!
MA5 "MOVING AVG 5 DAY" 3678 NULL PRICE 17 REAL64 7
MA10 "MOVING AVG 10 DAY" 3679 NULL PRICE 17 REAL64 7
MA30 "MOVING AVG 30 DAY" 3680 NULL PRICE 17 REAL64 7
MA60 "MOVING AVG 60 DAY" 3681 NULL PRICE 17 REAL64 7
MA90 "MOVING AVG 90 DAY" 3682 NULL PRICE 17 REAL64 7
MA100 "MOVING AVG 100 DAY" 3683 NULL PRICE 17 REAL64 7
MA200 "MOVING AVG 200 DAY" 3684 NULL PRICE 17 REAL64 7
MA300 "MOVING AVG 300 DAY" 3685 NULL PRICE 17 REAL64 7
!
! Moving average of the n last working days indicator values
!
MNEMONIC "EXCHANGE ID" 3694 NULL ALPHANUMERIC 20 RMTES_STRING 20
!
! Contains an alphanumeric stock or (street) ticker symbol used as a mnemonic to
! identify publicly traded shares of a corporation on a particular execution venue.
!
NETCHG_1W "PRICE NETCHG 1W" 3700 NULL PRICE 17 REAL64 7
!
! Net change between the latest value and 1 week ago value
!
NETCHG_2W "PRICE NETCHG 2W" 3701 NULL PRICE 17 REAL64 7
!
! Netchange from 2 weeks
!
NETCHG_1M "PRICE NETCHG 1M" 3702 NULL PRICE 17 REAL64 7
!
! Net change between the latest value and 1 month ago value
!
NETCHG_3M "PRICE NETCHG 3M" 3703 NULL PRICE 17 REAL64 7
!
! Net change between the latest value and 3 month ago value
!
NETCHG_6M "PRICE NETCHG 6M" 3704 NULL PRICE 17 REAL64 7
!
! Net change between the latest value and 6 month ago value
!
NETCHG_1Y "PRICE NETCHG 1Y" 3705 NULL PRICE 17 REAL64 7
!
! Net change between the latest value and 1 year ago value
!
RSI_7 "RSI 7 EVENTS" 3747 NULL PRICE 17 REAL64 7
!
! 7 events relative strength indicator value
!
RSI_14 "RSI 14 EVENTS" 3748 NULL PRICE 17 REAL64 7
!
! 14 events relative strength indicator value
!
RSI_30 "RSI 30 EVENTS" 3749 NULL PRICE 17 REAL64 7
!
! 30 events relative strength indicator value
!
RTR_OPN_PR "RTRS OPENING PRICE" 3750 NULL PRICE 17 REAL64 7
!
! For Equities instruments used globally
!
SEDOL "SEDOL" 3756 NULL ALPHANUMERIC 12 RMTES_STRING 12
!
! SEDOL code
!
VOL_DEC "VOLUME W DECIMALS" 3827 NULL PRICE 17 REAL64 7
!
! Transactional volume of the trade price reported in TRDPRC_1. With decimals.
!
MKT_SEGMNT "MARKET SEGMENT" 3842 NULL ALPHANUMERIC 4 RMTES_STRING 4
!
! The Market Segment code in which an instrument trades.
!
TRDTIM_MS "TRDTIM MS" 3853 NULL INTEGER 15 UINT64 4
!
! Time of regular trades in milliseconds
!
SALTIM_MS "SALTIM MS" 3854 NULL INTEGER 15 UINT64 4
!
! Time of all trades in milliseconds
!
QUOTIM_MS "QUOTIM MS" 3855 NULL INTEGER 15 UINT64 4
!
! Time of quote in milliseconds
!
TIMCOR_MS "TIMCOR MS" 3856 NULL INTEGER 15 UINT64 4
!
! Time of correction in milliseconds
!
ACVOL_SC "VOLUME SCALING" 4043 NULL ENUMERATED 5 ( 5 ) ENUM 2
!
! The scaling factor for the ACVOL_1 field FID 32.
!
PRE_SETTLE "PRE SETTLE" 4044 NULL PRICE 17 REAL64 7
!
! Previous Settlement Price
!
FUT_URIC "FUTURES URIC" 4045 NULL ALPHANUMERIC 28 ASCII_STRING 28
!
! Underlying asset for futures
!
EXCHCODE "EXCHANGE CODE" 4058 NULL ALPHANUMERIC 16 RMTES_STRING 16
!
! Code that identify the instrument on the exchange trading platform - Ticker code
!
NOTION_PRO "NOTIONAL PRODUCT" 4234 NULL ALPHANUMERIC 3 RMTES_STRING 3
!
! Numeric Identifier for an RCS Notional Product Type (underlying deliverable for a
! futures contract)
!
ORGID "ORGID" 4235 NULL INTEGER 15 REAL64 7
!
! Organization ID for a company, subsidiary, government, exchequer, or issuer of a
! security
!
PR_FREQ "PRICE UPDATE FREQ" 4236 NULL ENUMERATED 5 ( 6 ) ENUM 2
!
! Enumerated type that characterizes how often a price is expected to update.
! Examples: "5 seconds" for an index (DAX), "once per day" for NAV for exchange
! listed funds, "continuous" (during trading hours) for an exchange traded equity or
! option
!
QUOTE_TYPE "QUOTE TYPE" 4237 NULL ENUMERATED 5 ( 3 ) ENUM 2
!
! Enumerated type that states the quality of a quote. Examples are "indicative",
! "executable", etc. Used for contributed data
!
RCS_AS_CLA "RCS ASSET CLASS" 4238 NULL ALPHANUMERIC 3 RMTES_STRING 3
!
! Numeric Identifier for an RCS Asset Classification
!
FUTURES "FUTURES CHAIN RIC" 4267 NULL ALPHANUMERIC 28 ASCII_STRING 28
!
! Futures chain RIC
!
OPTIONS "OPTIONS CHAIN RIC" 4268 NULL ALPHANUMERIC 28 ASCII_STRING 28
!
! The primary options chain that relates to this underlying RIC.
!
STRIKES "STRIKES COVERAGE" 4300 NULL ALPHANUMERIC 32 RMTES_STRING 32
!
! The range of strike prices and expiry dates for this options chain.
!
NEWSTM_MS "NEWSTM MS" 4305 NULL INTEGER 15 UINT64 4
!
! News Time in milliseconds
!