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Dictionary

Custom tags

TAGS AND FIELDS

TagFieldTypeNotes
9000RiskLiquidityFlagBoolean

Used in NewOrderSingle <D>. Indicates whether or not the order should match against Liquidation Orders sent from the Liquidation Engine. Only allowed from permissioned Market Makers.

9001CancelOnDisconnectBoolean

Used in Logon <A> to enable or disable session-level cancel on disconnect.

9002MDEntryMakerSideChar

Used in Market Data - Incremental Refresh <X> MDEntry groups when MDEntryType has the value 2 = Trade to indicate the maker side of a trade.

See Examples: Request to enable maker side on trades.

9003EnableMDEntryMakerSideBoolean

Used in Market Data Request <V> to optionally enable showing custom field 9002 MDEntryMakerSide in Market Data - Incremental Refresh <X> messages when MDEntryType has the value 2 = Trade.

See Examples: Showing Maker Side For Trades.

9009MDEntryFundingIsRealizedBoolean

Used in Market Data - Incremental Refresh <X> MDEntry groups when MDEntryType has the value S = Funding Amount to indicate the IsRealized field of Funding Amount.

9008EventIdInt

Used in Market Data - Incremental Refresh <X> to specify the event associated with the update. This is for information only and may not be used to form a business logic.

See Examples: market data responses sent to clients.