23 #include <OnixS/SURF/MarketData/Export.h> 27 namespace OnixS {
namespace SURF {
namespace MarketData {
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but three.
Effective Convexity. Simulated measure of convexity.
Broker ask quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
total return for the last 12 months.
Predefined FIDs. Do not use while this description is in place.
The yield corresponding to price in A_PRICE_#.
Supervision,Adjustment post/IPO ID.
The Bid Quantity of the nth Level (where n = 1..25).
Ratio of lots for the leg.
The RIC associated with the Nth leg of a spread.
Transaction mode (size of trading).
Historical Volatility over a 60 Day period.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Any trade transaction price on ASX.
Predefined FIDs. Do not use while this description is in place.
Third field to display the composite yield for fixed income instruments.
Predefined FIDs. Do not use while this description is in place.
The five best bid sizes associated with the fields BEST_BID1 to BEST_BID5.
Generic Text Field (14 characters)10 for Local Language.
Predefined FIDs. Do not use while this description is in place.
Pre Rating. Rating for Registered Bonds.
The yield corresponding to price in B_PRICE_#.
Credit spread expressed in basis points.
High per second message rate outbound from the Line Handler.
Identifiers showing the market-makers on the bid side of a quote.
Predefined FIDs. Do not use while this description is in place.
Original trade execution time for trade being cancelled in IRGVAL.
Predefined FIDs. Do not use while this description is in place.
Real Total Return Index Hedged.
Predefined FIDs. Do not use while this description is in place.
The time when the value in FID 925 was reported.
The number of words used in the sentiment calculation.
The Ask Quantity of the nth Level (where n = 1..25).
The yield corresponding to price in B_PRICE_#.
Registration Period 4. The start date effective for registered bonds.
Buy order Liquidity provider quantity.
Generic Text Field (14 characters)10 for Local Language.
The Ask Price of the nth Level (where n = 1..25).
Age of the loan in months.
Weight of security in Europe Index.
Buy order Liquidity provider quantity.
The latest 5 days' total value of outstanding shares.
Field to show the option adjusted convexity.
Sell order Liquidity provider quantity.
The name of the item or market report supplied by editorial to NPS and KABS.
Time of today's 4th lowest trade.
The settlement date of the latest and previous 4 years.
Earnings Per Share 1-6 (IBES).
The current price of the spread leg.
Price Earning Ratio 1-6 (IBES).
Thirty-two character generic text fields.
RIC of UDT for same LH (RIC).
Current number of items available for subscription from the P2PS.
Dividend per share, Consensus forecast value for current fiscal year.
Dividend for Calculation of Indices.
Volume of ask orders displayed (top 10 consolidated).
9th latest contributor page, CTB_PAGE1 being the most recent.
Related News for Credit Instruments.
The 5 best Bid Discount values.
Predefined FIDs. Do not use while this description is in place.
Date of the most recent non-zero closing price as held in HST_CLOSE4.
contract size. For equities the number of shares traded in a round lot.
17 character equivalent to NEXT_LR.
Ratio of lots for the leg.
The Ask Price of the nth Level (where n = 1..25).
Expanded name for the instrument.
Predefined FIDs. Do not use while this description is in place.
Total value of settlement funds.
The Bid Price for the nth Level (where n = 1..25).
On market trade flags 1 - 5.
Short name for the exchange.
The country a company/entity originates from.
Percentage weighting within a particular index sector.
Date when the composite was built.
60 Day at-the-money implied volatility index.
Native feed code articulating the reason a security is halted or suspended.
The average size of an SSL update in byes.
Disclosed/Undisclosed Bid volumes.
Today's lowest Discount traded.
For Money/Fx instruments, data for the Tokyo trading day.
Reference text field for HST_CLOSE3 (i.e. 3PM Close).
The underlying contract type associated with the appropriate leg of a spread.
For Equities and FI instruments used in Asian trading day.
The Data associated with the Level Activity Time.
ROUND LOT (trades sizes multiples of the LOT SIZE) traded volume.
Number of Analysts who have revised EPS estimates upwards in the last 7 days.
The currency for the price within the GEN_VALn field.
Predefined FIDs. Do not use while this description is in place.
Foreigner's trading limit ratio(personal).
The difference between the latest ask and the historic closing ask.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but one.
Customer ask quantity at levels 1-25.
The time when the value in FID 919 was reported.
The historic closing ask i.e. the last non-zero closing ask.
The date of the latest 5 contract dates.
Local TCID. The tcid of the local Dealing 2000 installation.
Time of today's 2nd highest trade.
Broker ask quantity at levels 1-25.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
The dealer flag specified in the call.
Settlement date parent full term the latest and previous 4 years.
The 5 best Bid Discount values.
Spare general time in seconds fields.
Accumulated Volume of trading type 1.
Name of Market Makers 2-5.
Eighth colour indicator. Similar to COLID_1.
Datestamps for 25x80 pages.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Sell Order Quantity Cumulative Total.
Official CDS Index ID as defined by the index administrator.
Local language contributor name for second activity.
Buy or Sell associated with the Nth leg of a spread.
Three 16 character text fields for flexible representation of data.
Difference between last and previous closing net asset value.
Number of related items in history periods 1 - 5.
1st thru 10th Bid size by Market maker.
Predefined FIDs. Do not use while this description is in place.
Chain FID with identical usage as the LONGLINK set of FIDS.
Dividend type enumerated fields.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but four.
Rolling 52 weeks Low Price date.
Relevance of the item to the underlying scored entity (company, topic code).
Local Language equivalent of ISSUER.
Minimum temperature for a given period.
Shows if product is protected against fluctuations in cross-current rates.
The date and time in GMT of the newest deal in the database.
Real Daily Return Hedged.
The current time as reported by the server.
Sell Order Quantity Cumulative Total.
10th latest contributor page, CTB_PAGE1 being the most recent.
Percentage of Ask Orders shown on the Ask side of the aggregated book.
The value of the nth settlement item the latest year.
Local Language equivalent of COLL_CMPNY.
The number of players making at the nth level Ask Price (where n = 1..25).
Assets for US over the counter money market funds.
Predefined FIDs. Do not use while this description is in place.
For Japanese equities the price to book ratio.
Short Company Name for Local Language.
the prior period for an economic data release.
Minimum Description - very short item description.
The date associated with ASK_TIME1.
Size of prices in FIDs 953 and 954.
Predefined FIDs. Do not use while this description is in place.
The number of players making at the nth level Ask Price (where n = 1..25).
Yield of the Most recent inserted trade.
Net income consolidated the latest and previous 3 years.
Number of issues unchanged today.
Broker bid quantity at levels 1-25.
Next ARM coupon adjustment date.
Generic flags applicable to GEN_VALn.
Predefined FIDs. Do not use while this description is in place.
Ratio of lots for the leg.
The number of items that mention scored entity in history period 2.
Accumulated Off Floor Volume.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but 2. (where n = 18..30).
Local language contributor name for second activity.
Buy Order Quantity Cumulative Total.
The volume of big lot trade deals done so far.
Real Semi-Annual Portfolio Yield Unhedged.
The RIC associated with the appropriate leg of a spread.
Real Annual Portfolio Convexity Hedged.
Predefined FIDs. Do not use while this description is in place.
TRFIT Price Quote type of a bond of either yield, price or fraction.
Chain FID with identical usage as the LONGLINK set of FIDS.
The local tax rate withheld on income streams (such as interest payments).
Difference in Mid yield of current contract and spot.
Predefined FIDs. Do not use while this description is in place.
Total amount of issued share.
Five rippled trade-price time fields.
Identifiers showing the market-makers on the ASK side of a quote.
Dividend per share parent interim forecast (small).
For Money/Fx instruments, data for the Tokyo trading day.
The latest reported cash dividend to be paid per share to shareholders.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Generated by editorial to convey the ANPA/IPTC type of category code.
The official closing price from Exchange.
The 5 best Bid Discount values.
Previous 1 thru 5 day High Price and Low Price fluctuation percentages.
Registration Period 3. The start date effective for registered bonds.
Implied volatility of ASK price.
Predefined FIDs. Do not use while this description is in place.
Secondary Source reference. For matching deals the Matching Trade-ID.
90 Day at-the-money implied volatility index.
Predefined FIDs. Do not use while this description is in place.
The turnover of shares bought by a particular Market Maker.
Specifies the signoff required at the end of this part of the story.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Bid and Ask deal source numbers.
For Money/Fx instruments, data for the Tokyo trading day.
The value of the nth settlement item the latest but three.
Date for the previous Bid quote.
Previous last trade discount.
Indicator to clarify margin type.
A single character editorially-input field which qualifies spot energy data.
Predefined FIDs. Do not use while this description is in place.
Excess rate for funds in Capital Builder Brokerage account for reinvestment.
Broker ask quantity at levels 1-25.
Forward price of Swiss equities.
Generic Text Fields (14 Characters).
The yield corresponding to price in B_PRICE_#.
Ordinary profit % change parent full-term the latest and previous 4 years.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Primary last activity fields the most recent held in PRIMACT_1.
Flag indicating whether the bonds are redeemed once or not.
Termine close. Forward closing price on Italian bond market.
The Lower trading limit based on Static Reference price and percentage range.
Predefined FIDs. Do not use while this description is in place.
Flag field qualifying the primary activity field PRIMACT_3.
The underlying contract type associated with the Nth leg of a spread.
The latest 5 days' total value of outstanding funds.
Predefined FIDs. Do not use while this description is in place.
The Ask Price of the nth Level (where n = 1..25).
Second price qualifier code. Generally the trade price qualifier.
Nominal Straight Convexity Unhedged.
Story Time in Milliseconds.
Predefined FIDs. Do not use while this description is in place.
Degree of coldness/hotness measure in a definite temperature scale.
Nominal Total Return Index Hedged.
Coupon Income Index Unhedged (USD).
Predefined FIDs. Do not use while this description is in place.
Corrected trade Indicator.
Beta value - the sensitivity of the instrument based on index returns.
Net change of total value of outstanding funds.
The date of the benchmark price BENCH_PRC FID 1155.
Customer bid quantity at levels 1-25.
Native sale condition of irregular or canceled trade.
The Bid Price for the nth Level (where n = 1..25).
The value of the nth settlement item the latest but 2. (where n = 18..30).
Generic time given in milliseconds.
Reason for change on orders.
The underlying contract type associated with the Nth leg of a spread.
Date currency has redenominated at.
The number of players making at the nth level Ask Price (where n = 1..25).
Change in price with a 1 basis point change in yield.
Lower limit for today's trading.
Buy order Liquidity provider quantity.
Order Queue under Best Bid_1 and Best Ask_1.
Predefined FIDs. Do not use while this description is in place.
Disclosed/Undisclosed Bid volumes.
The Bid Quantity of the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
Five rippled trade-price time fields.
Today's lowest transaction value.
Indication of the heartbeat interval in seconds, used by SPS.
Customer ask quantity at levels 1-25.
Net income consolidated the latest and previous 3 years.
Predefined FIDs. Do not use while this description is in place.
Accumulated Ask size 1 - 11.
Generic date field - applies to GEN_VAL3 where appropriate.
Capital change new amount of issued shares the latest and previous.
Seven Australian Stock Exchange trade condition codes.
Provider of 1st thru 10th Best Bid Prices.
Username of application with the largest watchlist.
For CDS. Basis point quote value that ripples from MID_SPREAD (FID 3352).
Ratio of lots for the leg.
Undisclosed volume for sellers.
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs).
5th latest contributor short name, CTBTR_1 being the most recent.
The volume associated with the price held in the field INSPRC (FID 376).
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but two.
Net change between the latest value and 1 month ago value.
The expiration date of the Nth leg of a spread.
Percentage weighting within a particular index sector.
The direction of trading from the previous trade.
The underlying contract type associated with the appropriate leg of a spread.
Source ID for update in FID TRDPRC_1 thru TRDPRC_5.
For Equities instruments used in Asian trading day.
Auction Bid and Ask price.
The yield of the values in FID 924 (SPLL_HIGH) & 925 (SPLL_LOW).
Indicator for Second thru Tenth Bid price.
1st thru 10th Bid size by Market maker.
Highest & Lowest Ask of 3rd session.
Sell Market Order Quantity Cumulative Total.
Fixed Income field for general use 5.
On market trade flags 1 - 5.
Timestamps for 25x80 pages.
Overnight, and 1, 2 & 3 week Repurchase Agreement rate.
For the Taiwan dollar latest and previous fixing values.
Weight of security in Asia ex Japan Focus Index.
Predefined FIDs. Do not use while this description is in place.
Identifiers showing the market-makers on the ASK side of a quote.
Original symbol of tradable entity provided by exchange/contributor.
Capital change allotment ratio (numerator) the latest and previous.
The yields of the year high and low.
Settlement date consolidated full term forecast 2.
Predefined FIDs. Do not use while this description is in place.
The underlying contract type associated with the Nth leg of a spread.
The limitation of issue amount for registered bonds.
Datestamps for 25x80 pages.
Number of 1st thru 5th Bid Quotes.
Standard Deviation value 9 months ago.
Predefined FIDs. Do not use while this description is in place.
Weight of security in Global Index.
Datestamps for 25x80 pages.
60 days moving average volume.
Strike price; the price at which an option is exercisable.
Turnover Ratio for securities trading.
Dividend per share parent full-term forecast 1 & 2.
Final coupon date before redemption.
Capital change date the latest and previous.
Net change between the latest value and 1 year ago value.
Stop codes entered by the operations staff.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest year. (where n = 18..30).
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The total quantity of displayed shares on the Ask Side MBP book.
volume of the most recent individual on-book trade.
Knock-In Threshold price for put type warrants.
Timestamps for 25x80 pages.
The day's total combined trading volume included in spread trading.
The number of trades hitting the bid price.
Disclosed/Undisclosed Bid volumes.
The RIC associated with the Nth leg of a spread.
Twenty-character generic text fields.
Previous latest ask sizes the first being most recent.
1st thru 10th Bid size by Market maker.
The latest 5 days' total value of margin ratio.
Predefined FIDs. Do not use while this description is in place.
The expiration date of the Nth leg of a spread.
Indicator field flagging the content of FID 77 NUM_MOVES.
Buy or Sell associated with the Nth leg of a spread.
The yield corresponding to price in A_PRICE_#.
Today's highest and lowest bid prices.
Predefined FIDs. Do not use while this description is in place.
Earning per share consolidated the latest and previous 3 years.
The underlying contract type associated with the Nth leg of a spread.
Identifies all domestic markets trading the asset.
Predefined FIDs. Do not use while this description is in place.
Disclosed/Undisclosed Ask volumes.
The value of the nth settlement value the latest but one (where n = 18..30).
Percentage change over various periods.
Status of one or more network connections to their upstream source(s).
Month to date Local Currency Return.
Earnings per share, Consensus forecast value for current fiscal quarter.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
For CDS. Identifier to show whether a price is calculated or traded.
Disclosed/Undisclosed Bid volumes.
Swift BIC value for updates in FIDs TRDPRC_1 thru TRDPRC_5.
The value of the nth settlement item the latest but three.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Net Tangible Assets (NTA) for ASX securities.
Predefined FIDs. Do not use while this description is in place.
The latest 5 days' total value of outstanding shares.
Ratio of stock price to earnings per share.
Item ID of 1st thru 5th historic linked item.
The Bid Price for the nth Level (where n = 1..25).
6th latest Activity Time. The corresponding date field is VALUE_DT6.
3 flag fields further qualifying the ASK SPREAD fields ASK_SPn.
Predefined FIDs. Do not use while this description is in place.
Current percent utilization of a CPU.
Indicates the urgency of an item an alert having top priority of 1.
Predefined FIDs. Do not use while this description is in place.
Cheapest to deliver 1 & 2.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Generic Text Fields (14 Characters).
8th latest contributor page, CTB_PAGE1 being the most recent.
The value of the nth settlement value the latest but one (where n = 18..30).
The value of prime settlement item parent interim the latest year.
Compound yield net change.
Generic bid price qualifier associated with the ORDER_BID field.
Capital change subscription per share the latest and previous.
Percentage change value between LEG 3 and 4.
Earning per share consolidated forecast.
Total quantity traded in the Auction.
The strike price of the option associated with the Nth leg of a spread.
Instrument classification - 2nd level.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
Price to Earnings Ratio for FY2.
Indicator for Second thru Tenth Bid price.
Customer ask quantity at levels 1-25.
Big RIC equivalent of LONGLINKn.
The RIC associated with the Nth leg of a spread.
Flag field qualifying the secondary activity field SEC_ACT_4.
For debt instruments the day's opening yield to maturity.
Value decode describing the units of display on the quote.
The number of keystations which have connected to the COG.
3 flag fields further qualifying the MID SPREAD fields MID_SPn.
For Equities instruments used in European trading day.
The direction of trading from the previous trade.
Total Return since inception.
The date of the value in the field TRDPRC_1.
Spread volume for Futures Contract and Options Contract.
Buy Order Quantity Cumulative Total.
Type of cloud - high, low or medium.
Balloon Amortization. Period over which amortization is calculated.
Turnover of Basket and Block trading.
The ticker associated with a bond issue.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Disclosed/Undisclosed Bid volumes.
Previous last trade discount.
Blended Yield to Maturity.
For Equities and FI instruments used in Asian trading day.
Earnings per share, Consensus forecast value for next fiscal quarter.
The expiration date of the appropriate leg of a spread.
Previous latest ask prices the first being most recent.
Last Trade Price for the day session.
Capital change allotment ratio (numerator) the latest and previous.
Spare general time in seconds fields.
Indicates the buy order remaining size.
Base Price calculated times.
The expiration date of the Nth leg of a spread.
The yield corresponding to price in A_PRICE_#.
Predefined FIDs. Do not use while this description is in place.
Ratio of lots for the leg.
Predefined FIDs. Do not use while this description is in place.
Primary RIC for the Issue.
The projected opening price.
Indicator for Second thru Tenth Ask price.
The RIC associated with the appropriate leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Yields for Mortgage securities.
Date legacy currency locking rate applies.
Reference text field for HST_CLOSE2 (i.e. 2PM Close).
Dividend per share parent full-term forecast 1 & 2.
The date and time in GMT of the newest deal in the database.
Non-Negotiable Shares outstanding (for Shanghai scaled in Millions.
Return over different timescales.
Previous year historic close.
Predefined FIDs. Do not use while this description is in place.
LP holding amount per listed share.
Real Annual Portfolio Modified Duration Hedged.
Descriptive detail of order imbalance type.
Contributor name for second activity.
The value of the nth settlement item the latest but four.
Time of Trade which triggered a circuit breaker.
End value of a hash range (served by a MC).
Percentage of market capatalisation included in sector weightings.
Capital change new amount of issued shares the latest and previous.
The number of players making at the nth level Ask Price (where n = 1..25).
Today's 5th highest bid price.
Upfront Bid traded with fixed coupon of 500 bps.
a cancelled inserted retransmitted or irregular price.
Source ID for update that is being applied to the FID ASK.
Percentage of market capatalisation included in sector weightings.
Footnotes for mutual and money market funds.
Buy Order Quantity Cumulative Total.
Nominal Annual Portfolio Yield Hedged.
Weighted Average Bid and Ask Prices.
Code that defines the sector of the instrument within the market segment.
17 character equivalents to LINK_n.
Total value of settlement shares.
Item ID of 2nd historic linked item across all News Feeds.
Fund universe (asset class).
Disclosed/Undisclosed Bid volumes.
Item ID of 1st thru 5th most recent linked item.
Real Annual Portfolio Modified Duration Unhedged.
For Equities and FI instruments globally.
Predefined FIDs. Do not use while this description is in place.
For debt instruments the dollar value of a single basis point.
For CDS. Full Company Name of the Reference Entity.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but one.
Monthly total trading volume.
The time at which the value in SESS1_CLS was set. Reported by the TSE.
Time of latest Dow Jones news story on the company.
Timestamps for 25x80 pages.
1st thru 10th Bid size by Market maker.
Local language equivalent of ADMIN_COM.
Datestamps for 25x80 pages.
Predefined FIDs. Do not use while this description is in place.
Value of stock analyst rating.
Ratio of lots for the leg.
The value of the nth settlement item the latest year.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Time of the value in the TRDPRC_1.
The Ask Quantity of the nth Level (where n = 1..25).
Date upon which last source heartbeat was received, used by SPS.
The total number of moves today.
Net income consolidated the latest and previous 3 years.
Nominal Annual Portfolio Modified Duration Unhedged.
Earning per share parent full-term the latest and previous 4 years.
Broker ask quantity at levels 1-25.
Indicates whether option is a put or a call.
Modified Duration to Worst in semi-annual terms.
The number of players making at the nth level Ask Price (where n = 1..25).
Date of high trade for calendar month.
Used to display the Trade Group for Euronext Instruments.
The average maturity across a maturity band in years.
Number of physical CPUs on the RDF-D.
Previous last trade prices or values.
The text of the response line (not including the status message).
Percentage of market capatalisation included in sector weightings.
The Ask Quantity of the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
PM session high bid & ask.
For IRS. 1 week bps change.
Turnover of Basket and Block trading.
Earning per share parent full-term the latest and previous 4 years.
Previous Price excluding accrued interest.
9th latest contributor location, CTB_LOC1 being the most recent.
Term to maturity of a quoted CDS (Credit Default Swaps).
Field to display the source RIC.
Reset frequency. The frequency with which the coupon changes.
Predefined FIDs. Do not use while this description is in place.
The expiration date of the Nth leg of a spread.
1st thru 10th Bid size by Market maker.
Accumulated Bid size 1 - 11.
A cancelled inserted retransmitted or irregular price.
Customer bid quantity at levels 1-25.
Total value of outstanding shares.
Ratio of lots for the leg.
Net income parent full-term the latest and previous 4 years.
The initial rate set for each new CDS Index Series.
The yield corresponding to price in B_PRICE_#.
Time when NPS or other head-end processed item.
Predefined FIDs. Do not use while this description is in place.
The closing option-adjusted spread at 3:00, 4:00 & 5:00 p.m.
volume of the most recent individual off-book trade.
Predefined FIDs. Do not use while this description is in place.
Term to workout (worst) date in years.
DDS FID. The type of domain being used.
Predefined FIDs. Do not use while this description is in place.
Number of shares currently owned by Domestic nationals.
Bid Wanted comment - Time limit status for bid wanted.
Chain FID with identical usage as the LONGLINK set of FIDS.
Bond issue date the latest and previous.
The number of players making at the nth level Bid Price (where n = 1..25).
The turnover of shares sold by a particular Market Maker.
Broker ask quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Generic time fields in Seconds.
Remaining Years (based on T+0).
The latest 5 days' total value of margin ratio.
Simple yield of reference bond.
Small lots yield to maturity.
The Ask Quantity of the nth Level (where n = 1..25).
Customer ask quantity at levels 1-25.
The Bid Price for the nth Level (where n = 1..25).
Broker ask quantity at levels 1-25.
The number of players making at the nth level Ask Price (where n = 1..25).
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
Trade value classification.
Predefined FIDs. Do not use while this description is in place.
Weight of security in Global ex US Index.
Predefined FIDs. Do not use while this description is in place.
Primary last activity fields the most recent held in PRIMACT_1.
Buy Order Quantity Cumulative Total.
Named items aka recurring reports.
Predefined FIDs. Do not use while this description is in place.
Nominal Portfolio Duration Unhedged.
The Bid Quantity of the nth Level (where n = 1..25).
Contributor name for second activity.
Settlement date consolidated full term forecast 1.
Predefined FIDs. Do not use while this description is in place.
Bid and Ask deal source numbers for cancelled trades.
Today's 3rd highest ASK price.
Capital change new amount of issued shares the latest and previous.
A description of the brokers pricing pricing the cash loan.
Provider (LH) status eg. UP/DOWN/UNAVAILABLE etc..
Customer bid quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
Running Spread for upfront quotes.
Number of Items marked Stale out of the entire universe.
Last bid price of the day. For US Composites the last best bid price.
Predefined FIDs. Do not use while this description is in place.
Auction Bid and Ask price.
Previous latest ask prices the first being most recent.
3 month value of new, settlement & outstanding shares.
Timestamps for 25x80 pages.
The relative level of the Bid price.
Date for which Fund Size is valid.
Earning per share consolidated the latest and previous 3 years.
The number of players making at the nth level Ask Price (where n = 1..25).
Book value per share parent full-term forecast 1.
Special release dividend.
Identifiers showing the market-makers on the bid side of a quote.
Generic flags applicable to GEN_VALn.
Percentage change value between LEG 7 and 8.
Difference in basis point using a mid yield value.
Predefined FIDs. Do not use while this description is in place.
The strike price of the option associated with the Nth leg of a spread.
Datestamps for 25x80 pages.
Broker ask quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
Second generic time given in seconds.
Predefined FIDs. Do not use while this description is in place.
Twenty-character generic text fields.
The activity volume at today's limit high and limit low prices.
Variable length broadcast text field.
Buy order Liquidity provider quantity.
The difference in percentage terms between the NET_NOTL_1 and NET_NOTL_2.
Indicator identifying the type of low value in the THRD_LOW field.
Predefined FIDs. Do not use while this description is in place.
The net change of the current buy margin from the previous.
Accumulated Ask size 1 - 11.
Timestamps for 25x80 pages.
10th latest dealing code, DLG_CODE1 being the most recent.
The security price 1, 2 & 3 months forward from the current month.
17 character equivalents to LINK_n.
The value of the nth settlement item the latest but one.
The RIC associated with the Nth leg of a spread.
Timestamps for 25x80 pages.
Benchmark price for crude oil.
Predefined FIDs. Do not use while this description is in place.
Month-to-date Excess Return Percentage.
Predefined FIDs. Do not use while this description is in place.
The RIC associated with the fifth leg of a spread.
Rolling 52 weeks High Price date.
The yield of the values in FID 924 (SPLL_HIGH) & 925 (SPLL_LOW).
Accumulated Bid size 1 - 11.
Today's 2nd lowest trade.
Real Annual Portfolio Yield Unhedged.
The value of the nth settlement item the latest year.
The index value with net dividends after applicable taxes reinvested.
Predefined FIDs. Do not use while this description is in place.
Married Deal Time in Seconds.
Bookvalue per share consolidated the latest and previous 3 years.
Indicative equilibrium price and volume.
Standard Deviation value 6 months ago.
Severity Level of particular alert.
Rating agency identifier whose ratings are given in the field RATING_3.
On market trade flags 1 - 5.
Customer bid quantity at levels 1-25.
Customer bid quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Previous quarter and latest close pct change.
Previous 1 thru 5 day High Price and Low Price fluctuation percentages.
The closing bid-side mortgage yield at 3:00 , 4:00 & 5:00 p.m.
Cancellation Threshold Check Indicator.
Moving average of the n last working days indicator values.
Time at which the low value held in the fields LOW_1/ SEC_LOW was made.
The yield corresponding to price in A_PRICE_#.
Twenty-character generic text fields.
Timestamp of last source heartbeat message receipt, used by SPS.
Opening, Intraday and Closing auction volumes.
Predefined FIDs. Do not use while this description is in place.
Turnover of Block and Basket trading during Pre-open market.
1st thru 10th Ask size by Market maker.
The closing bid-side mortgage yield at 3:00 , 4:00 & 5:00 p.m.
Link to the RIC for Issued Warrants related to this instrument.
Weight of security in Global Inv Grade Index.
The date of the latest 5 contract dates.
Today's 3rd lowest bid price.
The date to which interest accrues for settlement.
Compound yield for TSE JGB small lot.
6 month value of net balance.
Pre open first auction matched price.
Sequence number of imbalance msg.
Total volume of all bid orders (full depth).
Capital change allotment ratio (denominator) the latest and previous.
Effective Date of a particular action.
Predefined FIDs. Do not use while this description is in place.
Nominal Semi-Annual Portfolio Modified Duration Hedged.
Settlement Days for a futures or options contract.
Accrued Interest per dollar of principal times 100.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Standard Deviation value 1Yr ago.
Weighted Average Coupon of instruments in an index using Par value.
The value of the nth settlement item the latest but two.
Take Time in Milliseconds.
Total volume of all ask orders (full depth).
Current Line Handler Message Rate In and Out.
The number of players making at the nth level Bid Price (where n = 1..25).
Latest Market Maker BID & Ask prices and quantities.
Net change of 3 month value of outstanding shares.
The turnover value for trades taking the Ask price.
Date when the composite was built.
Instrument classification.
Price Cash Flow Ratio parent full-term forecasts 1 & 2.
Dividend per share parent interim the latest and previous 2 years.
The U.S. Treasury Benchmark. Comparable average life Treasury.
Predefined FIDs. Do not use while this description is in place.
Disclosed/Undisclosed Bid volumes.
Flag field qualifying the secondary activity field SEC_ACT_3.
Number of P2PS Mounts unused.
The initial rate set for each new CDS Index Series.
Number of 1st thru 5th Ask Quotes.
50yen basis face value for calculation.
Predefined FIDs. Do not use while this description is in place.
Previous latest ask prices the first being most recent.
Average maturity in days of US over the counter money market funds.
Compared instrument name of BASISVALUE.
Two-character generic text fields.
Exchange Data, News, Contributions, Exchange Transactions.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
The direction of trading from the previous trade.
Net income parent full-term the latest and previous 4 years.
Redundant. Requested in error. Use FID 3772 for Short Sell Volume.
The value of the nth settlement item the latest but one.
Predefined FIDs. Do not use while this description is in place.
Month to date Change Percent.
Conversion Factors 1 & 2.
Book value per share parent interim forecast (large).
Buy order Liquidity provider quantity.
Market Open, Low and High.
Local Language equivalent of KEEPWELL.
Sell Order Quantity Cumulative Total.
The previous reported day's cash or kassakurs price.
Weighted Average Coupon of instruments in an index using Market value.
The value of the nth settlement item the latest but three.
Sell order Liquidity provider quantity.
Local Language equivalent of LD_MANAGER.
Identifiers showing the market-makers on the bid side of a quote.
For Money/Fx instruments, data for the Tokyo trading day.
The relative level of the Ask price.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Highest pressure on a given day/24hr period.
Total Return Index Yesterday.
Predefined FIDs. Do not use while this description is in place.
Tone of irregular order, want alphanumeric rather than enumerated.
Native Condition code associated with the most recent Bid.
A flag fields further qualifying MID SPREAD field.
Buy Order Quantity Cumulative Total.
Buy Order Quantity Cumulative Total.
The relative level of the Ask price.
Third generic time given in milliseconds.
Real Portfolio Duration Hedged.
Outstanding of diluted shares.
Disclosed/Undisclosed Ask volumes.
Predefined FIDs. Do not use while this description is in place.
Adverse or outstanding weather conditions.
The number of players making at the nth level Bid Price (where n = 1..25).
Seven Australian Stock Exchange trade condition codes.
6 month value of net balance change.
Flag field qualifying the primary activity field PRIMACT_5.
Predefined FIDs. Do not use while this description is in place.
Upfront Bid traded with fixed coupon of 500 bps.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Effective Yield in semi-annual terms.
The value of the nth settlement item the latest but four.
The number of players making at the nth level Bid Price (where n = 1..25).
3 year Loan Spread for a Cash Loan.
Item ID of 5th most recent linked item across all News Feeds.
Previous Price including accrued interest.
Upfront Bid traded with fixed coupon of 100 bps.
Date of low trade for calendar week.
Book Value per share parent full-term the latest but n (where n = 0..4).
Last market data message update Date, used by SPS.
Number of Sell market Order at closing auction.
The latest Dealing 2000 status message.
Undisclosed volume for buyers.
Indicator identifying the type of high value in the SEC_HIGH field.
Official open bid & ask price fields.
Deposit Rate. The interest rate in a deposit deal.
Number of Orders in the nth Ranked MBP Bid Side Row.
Predefined FIDs. Do not use while this description is in place.
Broker bid quantity at levels 1-25.
Probability that news item has negative sentiment.
To point to same Enumerated table as RDNEXCHD2.
Predefined FIDs. Do not use while this description is in place.
Total Return Index Today.
The average of Bid and Ask prices at market open.
The time at which the value in SESS1_CLS was set. Reported by the TSE.
The value of the nth settlement item the latest but four.
Identifiers showing the market-makers on the bid side of a quote.
Today's 4th lowest ASK price.
Nominal Semi-Annual Yield Hedged.
Number of issues which have declined today.
Predefined FIDs. Do not use while this description is in place.
Chain FID with identical usage as the LONGLINK set of FIDS.
Link to Instruments Terms and Conditions.
Net Change for Current Yield.
10th latest contributor locations CTB_LOC1 being the most recent.
Turnover of session 1 (1st normal trading session).
The Bid Quantity of the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Chain FID with identical usage as the LONGLINK set of FIDS.
The 5 best Ask Discount values.
Broker ask quantity at levels 1-25.
The time at which the value in SESSION2HI was set. Reported by the TSE.
Predefined FIDs. Do not use while this description is in place.
Date the imputed closing price was calculated.
Predefined FIDs. Do not use while this description is in place.
EUTaxSwissTIS TISEU PriceDate.
17 character equivalents to LINK_n.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Broker ask quantity at levels 1-25.
Chain FID with identical usage as the LONGLINK set of FIDS.
Small lots latest activity time.
The RIC associated with the Nth leg of a spread.
Chain FID with identical usage as the LONGLINK set of FIDS.
Flag field qualifying the primary activity field PRIMACT_6.
Buy or Sell associated with the Nth leg of a spread.
90 days moving average volume.
Customer bid quantity at levels 1-25.
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs).
Exchange identifier of the latest trade.US Composites only.
Replacement for CUSIP (2178) which was incorrectly defined as PRICE type.
Annual Portfolio Modified Duration.
Theoretical Chi (theo vs FX) analytic for convertible issues.
Fourth generic time given in milliseconds.
Predefined FIDs. Do not use while this description is in place.
Percent change of today's and tomorrow's base price.
A cross-reference to broadcast news data; for use in quotations records.
Sell order Liquidity provider quantity.
Local Clean Price Index Yesterday.
Accumulated Volume of Block and Basket trading during after-hour market.
Net change of 3 month value of outstanding funds.
Predefined FIDs. Do not use while this description is in place.
Line Handler name (string).
Big RIC equivalent of LONGLINKn.
Predefined FIDs. Do not use while this description is in place.
Today's 3rd highest trade.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
The yield corresponding to price in B_PRICE_#.
Sell order Liquidity provider quantity.
Conversion parity number.
First bid price of the day; for US Composites the first best bid price.
Average Non-Institutional Facility Size, displayed in millions of USD.
Datestamps for 25x80 pages.
6th latest dealing code, DLG_CODE1 being the most recent.
The relative level of the Bid price.
The underlying contract type associated with the Nth leg of a spread.
Bond issue date the latest and previous.
The Ask Quantity of the nth Level (where n = 1..25).
Generic flags applicable to GEN_VALn.
2nd latest contributor page, CTB_PAGE1 being the most recent.
Capital change increased shares the latest and previous.
Settlement date parent interim the latest and previous 2 years.
Yield type field describing the type of yields held in the RT_YIELD_n stack.
Issuer's geographic location.
Predefined FIDs. Do not use while this description is in place.
Number of Buy market Order at closing auction.
3 flag fields further qualifying the MID PRICE fields MID_n.
The value of the nth settlement item the latest but four.
Big RIC equivalent of LONGLINKn.
5th latest contributor location, CTBLOC_1 being the most recent.
The average size of an RSSL update in bytes.
Twenty-four character generic text fields.
The value of secondary settlement item parent full-term forecast 1 & 2.
Average Price of warrants Sold.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The scaling factor for the IDN_TNOVER field.
Total market volume reported by the exchange.
Time of correction in milliseconds.
The Ask Price of the nth Level (where n = 1..25).
Net change of today's and tomorrow's base price.
Predefined FIDs. Do not use while this description is in place.
The Ask Price of the nth Level (where n = 1..25).
The closing bid-side bond-equivalent yield at 3:00, 4:00 & 5:00 p.m.
Bond Floor Price for Convertible.
Generic date field - applies to GEN_VAL1 where appropriate.
Predefined FIDs. Do not use while this description is in place.
Difference between Last and TRDPRC_1 30 minutes ago.
Local Language equivalent of COLLATE1, COLLATE2 & COLLATE3.
Predefined FIDs. Do not use while this description is in place.
The Bid Price for the nth Level (where n = 1..25).
Sixth & seventh colour indicators. Similar to COLID_1.
Broadcast News story date.
Predefined FIDs. Do not use while this description is in place.
The Bid Price for the nth Level (where n = 1..25).
Accumulated Ask size 1 - 11.
Spare general numeric fields.
Return over different timescales.
The average (HK$) per Callable Bull/Bear contracts bought.
Numbers of Warrants Sold on a particular day.
Provider of 1st thru 10th Best Bid Prices.
Predefined FIDs. Do not use while this description is in place.
Facility Size, US Dollar displayed in millions.
Fixed Income field for general use 8.
Identifiers showing the market-makers on the ASK side of a quote.
Days remaining for the trade of this contract.
Qualifying flag for the value in FID 912.
The expiration date of the Nth leg of a spread.
Open Volume amount during pre-market period.
Settlement date parent interim forecast 2.
Predefined FIDs. Do not use while this description is in place.
Primary last activity fields the most recent held in PRIMACT_1.
Predefined FIDs. Do not use while this description is in place.
Number of related items in history periods 1 - 5.
Datestamps for 25x80 pages.
Predefined FIDs. Do not use while this description is in place.
Issue number of reference JGB.
Millisecond Time of Trade which triggered a circuit breaker.
Capital change allotment ratio (denominator) the latest and previous.
Most recent mortgage yield.
Contributor name for second activity.
Big RIC equivalent of LONGLINKn.
The RIC associated with the third leg of a spread.
The underlying contract type associated with the Nth leg of a spread.
For Equities and FI instruments used in Asian trading day.
Ask size of market order.
IP Address of application with the largest watchlist.
Disclosed/Undisclosed Bid volumes.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Open Price Netchange calculation from previous day.
The date on which the next bond interest payment is made.
The number of players making at the nth level Bid Price (where n = 1..25).
The Ask Quantity of the nth Level (where n = 1..25).
Secondary Percent Change Field.
Upfront Bid traded with fixed coupon of 100 bps.
The RIC associated with the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Month to date Excess swap Percentage.
The time when the value in FID 912 was reported.
Date of the issue amount (no. of shares).
AM session low bid & ask.
Predefined FIDs. Do not use while this description is in place.
Broker ask quantity at levels 1-25.
Maximum percentage of shares outstanding that Regional investors can own.
Liquidity provider Bid, Ask, Bid size and Ask size.
The value of the nth settlement item the latest but four.
Predefined FIDs. Do not use while this description is in place.
Generic type fields used to qualify the generic yields shown directly above.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but 2. (where n = 18..30).
Forward price of Swiss equities.
The weighting of a stock within an index.
Transactional volumes corresponding to latest price fields.
Buy or Sell associated with the Nth leg of a spread.
Chain FID with identical usage as the LONGLINK set of FIDS.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The date up till when a convertible debt instrument can be converted.
The underlying contract type associated with the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Earning per share consolidated forecast 1.
Twenty-character generic text fields.
Current yield historical close.
the period an economic data release refers to.
Flag field qualifying the secondary activity field SEC_ACT_10.
Datestamps for 25x80 pages.
Alternate Trading Venue 1.
The value of the nth settlement value the latest but one (where n = 18..30).
The direction of current yield.
The five best bid sizes associated with the fields BEST_BID1 to BEST_BID5.
Volatility Interruption Time.
Real Annual Convexity Unhedged.
Return over different timescales.
Price range in Day Session.
Previous Settlement Price.
Customer bid quantity at levels 1-25.
The value of the nth settlement item the latest but four.
Compound yield historical close.
Predefined FIDs. Do not use while this description is in place.
For CDS. Identifier to show whether a price is calculated or traded.
Flag of Interim/Full-term Dividends (1 & 2).
Price range in AM Session.
Ordinary profit parent interim forecast.
The yield calculated to the next call date.
Currency in which dividend will be given.
The Bid Price for the nth Level (where n = 1..25).
Time and Date that the order on the order book expires.
Price divided by FY1 Forecast Dividend per share.
Number of issues which have made a new yearly high today.
Ask, Bid, Last and Close or Settle Implied Volatilities.
RIC field containing pointer to 'preferred' link record. Big RIC equivalent.
Buy order Liquidity provider quantity.
Visible distance from a specified point.
Predefined FIDs. Do not use while this description is in place.
The latest 5 days' total value of margin ratio.
Count of relevant news items in last 60 days.
The purpose for the issue of the cash loan.
The Bid Price for the nth Level (where n = 1..25).
The relative level of the Bid price.
Theo price premium to market price.
Average Institutional Facility Size, displayed in millions of USD.
The strike price of the option associated with the Nth leg of a spread.
The latest 5 days' total value of volume.
Predefined FIDs. Do not use while this description is in place.
The date of the mark-to-market price or yield updated.
Big RIC equivalent to NEXT_LR.
The expiration date of the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
90 Day at-the-money implied volatility index for call options.
Disclosed/Undisclosed Ask volumes.
Predefined FIDs. Do not use while this description is in place.
The number of players making at the nth level Bid Price (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
Sell Order Quantity Cumulative Total.
The number of trades taking the Ask price.
Timestamps for 25x80 pages.
Official Ask price posted at end of pit or ring trading period.
Chain FID with identical usage as the LONGLINK set of FIDS.
Liquidity Provider Spread.
Predefined FIDs. Do not use while this description is in place.
Sell Market Order Quantity with Closing condition.
Real Market Value Unhedged.
The Mikuni rating of a debt instrument.
Sell order Liquidity provider quantity.
Generic flags applicable to GEN_VALn.
The Flag of accounting standards.
The Ask Price of the nth Level (where n = 1..25).
Indicator field flagging the content of the FID 1347 QTE_CNT3.
Real Base Market Value Unhedged.
The Order Condition Code as represented in the Native Feed.
The opening value for the second session. Reported by the TSE.
Predefined FIDs. Do not use while this description is in place.
Cancellation Retransmission Indicator.
Upfront Ask traded with fixed coupon of 500 bps.
Small lots primary latest activity.
Total market value reported by the exchange.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Broker ask quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
The yield corresponding to price in A_PRICE_#.
The latest 5 days' total value of volume.
Accumulated Bid size 1 - 11.
The number of players making at the nth level Bid Price (where n = 1..25).
Undisclosed volume for buyers.
Predefined FIDs. Do not use while this description is in place.
Previous latest ask prices the first being most recent.
Flag to indicate whether a market maker is primary.
Cheapest to deliver 1 & 2.
The Bid Quantity of the nth Level (where n = 1..25).
Average Life. The average number of years to repayment of principal.
Count of valid program data bytes contained in the following SECTOR fields.
Real Annual Portfolio Yield Hedged.
Current yield net change.
For commodities today's first or only closing price.
Volume in Fixed Price Trading Session after the normal trading session.
The RIC associated with the second leg of a spread. Big RIC equivalent.
Settlement date consolidated full term the latest and previous 3 years.
Maximum Period Gap Count measured since the daily stats reset.
Buy Order Quantity Cumulative Total.
Predefined FIDs. Do not use while this description is in place.
Customer bid quantity at levels 1-25.
AM session high bid & ask.
Ordinary profit consolidated the latest and previous 3 years.
The Bid Price for the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
The yield corresponding to price in B_PRICE_#.
trade cancellation flag (native condition code - alphanumeric 4 chars long).
Rate legacy currency has been fixed at.
Timestamps for 25x80 pages.
Generic type fields used to qualify the generic yields shown directly above.
Predefined FIDs. Do not use while this description is in place.
Price Index - Clean - USD.
The Bid Quantity of the nth Level (where n = 1..25).
The underlying contract type associated with the appropriate leg of a spread.
For CDS. Basis point quote value that ripples from ASK_SPRD2.
Predefined FIDs. Do not use while this description is in place.
A four character market maker identifier.
Bond type enumerated fields.
Stop codes entered by the operations staff.
DDS FID. Quality of service (EG Real-time, tick-by-tick etc).
Predefined FIDs. Do not use while this description is in place.
Buy order Liquidity provider quantity.
Previous trading days volume weighted average price.
Predefined FIDs. Do not use while this description is in place.
Disclosed/Undisclosed Bid volumes.
Indicates the sell order remaining size.
Sell Order Quantity Cumulative Total.
Sell order Liquidity provider quantity.
Sell order Liquidity provider quantity.
Predefined FIDs. Do not use while this description is in place.
Thirty-two character generic text fields.
The 'preferred' display template number.
For IRS. 1Year bps change.
Predefined FIDs. Do not use while this description is in place.
Source of Opening Bid and Ask.
The time at which the value in SESS1_VOL was set. Reported by the TSE.
Curve Unit Indicator (eg Yield, Volatility, BPS, % etc).
The yield corresponding to price in B_PRICE_#.
4th thru 10th best MMID, Bid side.
Predefined FIDs. Do not use while this description is in place.
Native alphanumeric trade condition code for Inserted trade.
One of a stack of three rippled generic time fields.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Big RIC equivalent of LONGLINKn.
The rule for calculating the ex dividend date.
Predefined FIDs. Do not use while this description is in place.
the units relating to an economic indicator release.
Date when balloon payment is due.
The underlying contract type associated with the appropriate leg of a spread.
Stop codes entered by the operations staff.
PM session low bid & ask.
Generic flags applicable to GEN_VALn.
Time of TRDPRC_2 - 5 respectively.
The Ask Price of the nth Level (where n = 1..25).
1st thru 10th Bid size by Market maker.
Instruction pointer of the load address.
Source ID for update in FID TRDPRC_1 thru TRDPRC_5.
To point to same Enumerated table as RDNEXCHD2.
Total number of P2PS Mounts, used and unused.
Predefined FIDs. Do not use while this description is in place.
2nd latest contributor short name, CTBTR_1 being the most recent.
The value of the nth settlement item the latest but four.
Nominal Straight Yield Unhedged.
Generic type fields used to qualify the generic yields shown directly above.
Non-zero Value (50-yen Par value).
Seven Australian Stock Exchange trade condition codes.
Amount of memory (MB) designated as Swap.
Book value per share parent interim forecast (large).
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
Predefined FIDs. Do not use while this description is in place.
The source of the story e.g. Reuters AP.
Display information for the IDN terminal device.
Predefined FIDs. Do not use while this description is in place.
The yield corresponding to price in A_PRICE_#.
Provider of 1st thru 10th Best Bid Prices.
Buy order Liquidity provider quantity.
Predefined FIDs. Do not use while this description is in place.
The side of the market which a Spread Leg represents.
Bid & Ask sides of implied volatility.
Volume open interest ratio.
Number of Orders in the nth Ranked MBP Ask Side Row.
Total Sell Value by Domestic Investor.
Percent of issue still out in the market.
The relative level of the Ask price.
The Ask Price of the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
Beginning of convertible period.
Timestamps for 25x80 pages.
Citigroup daily return index.
1st thru 10th Ask size by Market maker.
Price of Block or Large Lot Ask.
The date at which the next put option could be exercised.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but two.
Predefined FIDs. Do not use while this description is in place.
Percentage change over various periods.
The yield corresponding to price in A_PRICE_#.
For Money/FX instruments, data for the London trading day.
Predefined FIDs. Do not use while this description is in place.
Chain FID with identical usage as the LONGLINK set of FIDS.
Upfront Ask traded with fixed coupon of 100 bps.
Previous latest ask sizes the first being most recent.
Moving average of the n last working days indicator values.
Currency variant no.1 thru 5 RIC.
Previous rolling 52 weeks High Price date.
The value of the nth settlement item the latest but one.
Foreigner Holding Volume (For Taiwan SE scaled by 1000).
Turnover of session 2 (2nd normal trading session).
Capital change new amount of issued shares the latest and previous.
Predefined FIDs. Do not use while this description is in place.
A flag qualifying the value in FIDs 932 and 933 respectively.
Remain Bid and Ask quantities.
Broker bid quantity at levels 1-25.
Generic flags applicable to GEN_VALn.
Provider of 1st thru 10th Best Ask Prices.
Net change between the latest value and 3 month ago value.
Non-block trade count first and second sessions.
The value of the nth settlement item the latest but two.
The difference between an investment trusts buy and sell volume.
Liquidity Provider (Market Maker) holding amount.
Large cross contracted price.
1st thru 10th Ask size by Market maker.
The time when the value in FIDs 932 and 933 respectively was reported.
Number of related items in history periods 1 - 5.
The historical closing ask date.
Number of items sourced from that provider.
The underlying contract type associated with the Nth leg of a spread.
Semi-annual Index Benchmark Spread.
Item ID of 1st thru 5th historic linked item.
Month-to-date Hedged Index Return (USD).
Predefined FIDs. Do not use while this description is in place.
Indicator for Second thru Tenth Ask price.
Dividend Pay date of Final Dividend.
For Money/FX instruments, data for the London trading day.
Bid & Ask side of ticker volatility.
The value of the nth settlement item the latest year.
Predefined FIDs. Do not use while this description is in place.
4th thru 10th best MMID, Ask side.
Predefined FIDs. Do not use while this description is in place.
Buy order Liquidity provider quantity.
No. of shares for used-up/remains of foreigner's trading.
Weight of security in Japan Index.
Item ID of 4th historic linked item across all News Feeds.
The third level lower trading limit for todays trading.
Maturity date of compared JGB issue.
4th thru 10th best MMID, Ask side.
Twenty-character generic text fields.
Effective 7 day yield of money market funds.
Spare general numeric fields.
Contante close. Cash price on Italian bond market.
Source ID for update in FID HIGH_1.
yield field. Their meaning is further described by the YIELD_TP field.
Buy order Liquidity provider quantity.
Predefined FIDs. Do not use while this description is in place.
Swift BIC value for updates in FIDs TRDPRC_1 thru TRDPRC_5.
6 month value of new, settlement & outstanding shares.
Datestamps for 25x80 pages.
The value of odd lot trade deals done so far.
The RIC associated with the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Datestamps for 25x80 pages.
The RIC associated with the appropriate leg of a spread.
The value of the nth settlement item the latest but four.
Predefined FIDs. Do not use while this description is in place.
Mid price percent change.
Indicates today's highest transaction type as held in HIGH_1 FID 12.
4th thru 10th best MMID, Ask side.
Buy Order Quantity Cumulative Total.
Price volatility - an indication of price sensitivity.
The value of the nth settlement item the latest but two.
Date relating to IRGPRC, IRGVOL and IRGCOND.
Predefined FIDs. Do not use while this description is in place.
Turnover of Pre-Open and After-hour Markets.
Predefined FIDs. Do not use while this description is in place.
Underlying Assets 1 thru 5.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
14 events relative strength indicator value.
Predefined FIDs. Do not use while this description is in place.
Number of Contracts traded for a futures or options contract.
Percentage of issues that have declined.
Predefined FIDs. Do not use while this description is in place.
Today's 5th lowest ASK price.
The latest trading limit level.
Predefined FIDs. Do not use while this description is in place.
Number of warrants still out in market.
Predefined FIDs. Do not use while this description is in place.
Accumulated value from put-through deal.
Dividend Pay-out Ratio for an instrument.
The value of the nth settlement item the latest but three.
Upfront Mid traded with fixed coupon of 100 bps.
The Bid Quantity of the nth Level (where n = 1..25).
The Bid Price for the nth Level (where n = 1..25).
The relative level of the Ask price.
Duration to next Put or Mat.
Accumulated Bid size 1 - 11.
Customer ask quantity at levels 1-25.
Fid number of data in IRGVAL.
Predefined FIDs. Do not use while this description is in place.
Broker ask quantity at levels 1-25.
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs).
Ordinary profit parent interim the latest year and previous 2 years.
Previous latest bid sizes the first being most recent.
Guarantor. The company guaranteeing the credit for buyers.
Buy Order Quantity Cumulative Total.
Upfront Mid traded with fixed coupon of 500 bps.
The value of the nth settlement item the latest year.
The opening value for the first session reported by the TSE.
Number of bid price levels existing at any one time in the market.
Warrant Custody period (start & end).
Data source owner identification field.
The RIC associated with the Nth leg of a spread.
The date of the mark-to-market price or yield updated.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
The number of players making at the nth level Ask Price (where n = 1..25).
Spare general time fields.
Predefined FIDs. Do not use while this description is in place.
Chain FID with identical usage as the LONGLINK set of FIDS.
The underlying contract type associated with the Nth leg of a spread.
Income distribution, similar to Dividend.
The latest 5 days' total value of net balance.
Broker ask quantity at levels 1-25.
The date on which a stock goes ex-rights.
Predefined FIDs. Do not use while this description is in place.
Real Straight Yield Unhedged.
Broker bid quantity at levels 1-25.
The 5 best Ask Discount values.
Tomorrow's limit fluctuation.
Source ID for update that is being applied to the FID YRLOW.
The number of options contracts exercised during the trading day.
Traded total capital value of current day (includes interest).
Broker bid quantity at levels 1-25.
Foreigners trading price time.
For debt instruments the daily high & low of the yield to maturity.
Stripped Yield to Maturity.
MTD Total Return Hedged %.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
Reference text field for HST_CLOSE4 (i.e. 4PM Close).
Predefined FIDs. Do not use while this description is in place.
The expiration date of the first and second legs respectively of a spread.
For commodities the second opening price in an open range.
The next month after the current month.
Highest & Lowest Ask of 3rd session.
Ordinary profit parent full-term the latest and previous 4 years.
The Ask Quantity of the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
Bid and Ask Trade types for cancelled trades.
This is an indicative open price.
Generic flags applicable to GEN_VALn.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
3rd latest contributor page, CTB_PAGE1 being the most recent.
The date of the mark-to-market price or yield updated.
Field to show if the instrument is covered in the Tradeweb universe.
The Conversion Ratio is the number of shares per nominal amount of bond.
Predefined FIDs. Do not use while this description is in place.
1st thru 10th Bid size by Market maker.
Nominal Straight Yield Hedged.
Remain Bid and Ask quantities for cancelled trade.
Predefined FIDs. Do not use while this description is in place.
Buy Order Quantity Cumulative Total.
Weight of security in Global Vanilla Index.
The time, in GMT, an aggregated MBP row was most recently updated.
Rippled trade-price time fields. Not a ripple chain.
Price of 1st underlying instrument, set at beginning of day.
The yield corresponding to price in A_PRICE_#.
The Bid Quantity of the nth Level (where n = 1..25).
Compound yield historical close. for TSE JGB small lot.
Average turnover generated in a product over the last 5 business days.
Timestamps for 25x80 pages.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Customer bid quantity at levels 1-25.
Average Price of warrants Bought.
The value of the nth settlement item the latest but four.
Predefined FIDs. Do not use while this description is in place.
Ratio of lots for the leg.
The value of the nth settlement value the latest but one (where n = 18..30).
Fair Price for Convertible Bond.
The Ask Price of the nth Level (where n = 1..25).
The number of callable bull/bear contracts sold.
Fixed Income field for general use 10.
Weight of security in Spare #5 Index.
For debt instruments the yield to maturity of the of bid & ask prices.
Today's 5th lowest trade.
Predefined FIDs. Do not use while this description is in place.
Trade ID associated with IRG Price.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
Implied volatility of BID price.
The Ask Price of the nth Level (where n = 1..25).
Error description indicator.
To point to same Enumerated table as RDNEXCHD2.
Ordinary profit % change consolidated forecast 1.
Instrument name of SPREAD3.
Accumulated moves of issues that are unchanged today.
Predefined FIDs. Do not use while this description is in place.
Ratio of lots for the leg.
Predefined FIDs. Do not use while this description is in place.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
Predefined FIDs. Do not use while this description is in place.
The yield corresponding to price in A_PRICE_#.
Customer bid quantity at levels 1-25.
Twenty-character generic text fields.
Previous latest bid prices the first being most recent.
The value of the nth settlement item the latest but 2. (where n = 18..30).
Calculation date of Market Cap.
The value of the nth settlement item the latest year. (where n = 18..30).
The Ask Price of the nth Level (where n = 1..25).
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs).
The Answerback of the local server.
names etc can be updated on request in future Record Template releases.
Original Take down - Original sale take down.
The yield corresponding to price in A_PRICE_#.
Date for the previous Ask quote.
Datestamps for 25x80 pages.
Buy or Sell associated with the Nth leg of a spread.
The relative level of the Ask price.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest year. (where n = 18..30).
The Bid Quantity of the nth Level (where n = 1..25).
Minimum size of an order that is guaranteed to be filled upon submission.
Close Info for single issue trade.
Item ID of 1st thru 5th most recent linked item.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Number of aggregated price levels in consolidated order book.
Buy Order Quantity Cumulative Total.
Predefined FIDs. Do not use while this description is in place.
Foreign Buy Trading Value.
Buy Order Quantity Cumulative Total.
Start Time of the Current Period for the market segment.
The value of the nth settlement item the latest but four.
7th latest contributor page, CTB_PAGE1 being the most recent.
6th latest contributor short name, CTBTR_1 being the most recent.
The tranche level of the Index (A,B,...E etc).
Number of companies mentioned.
Bond issue coupon the latest one and previous.
Reason for sending (CIF).
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest year.
The amount of rainfall for a given time.
Price divided by FY2 Forecast Dividend per share.
Accumulated Volume for trades reported 1+ days late.
Capital change allotment ratio (numerator) the latest and previous.
The value of the nth settlement item the latest but one.
Flag field qualifying the primary activity field PRIMACT_7.
Capital change type enumerated fields.
Predefined FIDs. Do not use while this description is in place.
Registration Period 1. The start date effective for registered bonds.
The Kassakurse price; the cash price established daily.
Predefined FIDs. Do not use while this description is in place.
Time of Block or Large Lot Trade, Seconds Granularity.
The historical closing bid date.
Dividend per share parent interim the latest and previous 2 years.
The Ask Price of the nth Level (where n = 1..25).
Base Index. Base Value of underlying index at issue.
Previous 1 thru 5 day High Price and Low Price fluctuation percentages.
The Bid Price for the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
Provider of 1st thru 10th Best Bid Prices.
Compound Yield (US.style).
Instructions - Item instructions that become part of Bid Wanted descriptions.
Disclosed/Undisclosed Ask volumes.
The closing bid-side bond-equivalent yield at 3:00, 4:00 & 5:00 p.m.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Instrument Trading Status.
The currency for the BID field.
Official Bid price posted at end of pit or ring trading period.
Book Value per share parent full-term the latest but n (where n = 0..4).
Today's 4th highest ASK price.
Previous Price excluding accrued interest.
The total number of sentences in the News Item.
The value of the nth settlement item the latest but four.
Difference between open price and the previous close price.
Chain FID with identical usage as the LONGLINK set of FIDS.
Upper band limit value for a Bollinger indicator analytic.
The high and low from the previous 52 weeks.
The net change of the current sell margin from the previous.
Predefined FIDs. Do not use while this description is in place.
Turnover in Fixed Price Trading Session after the normal trading session.
Dividend per share for the latest commemorative or special dividend.
Open, Closed, Suspended etc.., - not for MC.
10th atest Activity Date.
Dealer Estimated Holdings (For Taiwan SE calculated by Reuters).
Ordinary profit consolidated forecast.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
17 character equivalents to LINK_n.
Market Capitalisation of a security.
Sell Order Quantity Cumulative Total.
Previous Total Off-orderbook Volume Date.
Disclosed/Undisclosed Ask volumes.
Buy order Liquidity provider quantity.
Predefined FIDs. Do not use while this description is in place.
The yield corresponding to price in B_PRICE_#.
An arbitrary number to uniquely identify the call.
Buy and Sell order identifiers for cancelled trades.
For Money/Fx instruments, data for the Tokyo trading day.
The value of the nth settlement item the latest but three.
Percentage of stocks owned by market maker.
Previous latest bid sizes the first being most recent.
The time, in GMT, an orderbook row was most recently updated.
Number of daily IPC Buffer Overflow disconnects.
Number of analysts providing forecasts for FY1.
The dates of the theoretical life high and low values.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but one.
The bid yield for Japanese instruments cleared during the pre-market clear.
The time at which the value in SESSION2HI was set. Reported by the TSE.
Five rippled trade-price time fields.
Previous latest ask prices the first being most recent.
Percentage of market capatalisation included in sector weightings.
Revenue, Actual value for last reported annual period.
Ordinary profit % change consolidated the latest and previous 3 years.
Settlement date parent interim the latest and previous 2 years.
Indicative auction details.
The Ask Quantity of the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
Base Price calculated times.
The value of the nth settlement item the latest but four.
Predefined FIDs. Do not use while this description is in place.
The high & low from the previous month.
Text field ranking the type of debt (i.e. Sr., Subordinate, etc...).
Predefined FIDs. Do not use while this description is in place.
Ratio of lots for the leg.
Total Return Index hedged.
The time at which the value in SESS2_OPEN was set. Reported by the TSE.
Net change of 6 month value of outstanding funds.
The date when the time in TIMACT was updated.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but three.
Ask, Bid, Last and Close or Settle Implied Volatilities.
Big RIC equivalent of LONGLINKn.
Nominal Annual Yield Hedged.
The value of the nth settlement item the latest year. (where n = 18..30).
Today's 4th lowest bid price.
The Market Segment code in which an instrument trades.
Spread 1 with another instrument defined in SPREADREF1.
Today's opening Discount Price.
Dividend per share parent full-term the latest and previous 4 years.
Fixed Income field for general use 4.
The latest 5 days' total value of net balance.
Provider of 1st thru 10th Best Ask Prices.
Low per second message rate outbound from the Line Handler.
Turnover of the Index Underlying the particular Fund.
Oldest deal Time. If the database is empty each field contains a single space.
Count of relevant news items in last 14 days.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Item ID of 1st thru 5th historic linked item.
Servicing fee provided to the mortgage servicer to service the loan.
Ratio of lots for the leg.
The value of the nth settlement value the latest but one (where n = 18..30).
Disclosed/Undisclosed Ask volumes.
7th latest Activity Time. The corresponding date field is VALUE_DT7.
Predefined FIDs. Do not use while this description is in place.
Generic Text Fields (14 Characters).
Small lots yield net change.
This turnover of this instrument in the Odd Lot Trading Session.
The highest value during the previous calendar year.
Code segment of the load address.
Effective Interest Rate Duration.
The weighting of a stock within an index.
Exchange ID from FID 1709 on the Primary RIC.
The expiration date of the Nth leg of a spread.
The value of the nth settlement item the latest but 2. (where n = 18..30).
One of a stack of three rippled generic time fields.
Bid & Ask side of ticker volatility.
Predefined FIDs. Do not use while this description is in place.
Moving average of the n last working days indicator values.
Diluted earnings per share parent interim forecast n (where n = 1..2).
Predefined FIDs. Do not use while this description is in place.
The relative level of the Ask price.
Nominal Total Return Index Unhedged.
Ratio of lots for the leg.
Maximum charge applied to investors redemption of shares. Stored as a %.
Ordinary profit parent full-term the latest and previous 4 years.
The total non-displayed quantity of shares in the Bid Side MBP book.
Percentage change over various periods.
Tradable price range. (one side).
6 month value of new, settlement & outstanding shares.
Predefined FIDs. Do not use while this description is in place.
The total bid and ask quantities that are included in spread trading.
Predefined FIDs. Do not use while this description is in place.
JBRI bond rating agency rating.
Last price for calculation (non-zero value).
The value of the nth settlement value the latest but one (where n = 18..30).
Previous Price including accrued interest.
Predefined FIDs. Do not use while this description is in place.
Pre Rating. Rating for Registered Bonds.
Manual/automatic trading indicator.
The number of players making at the nth level Ask Price (where n = 1..25).
Total BID and Ask Volumes.
4th thru 10th best MMID, Ask side.
To point to same Enumerated table as RDNEXCHD2.
Local language contributor name for second activity.
Market maker satellite Trading Desk location.
RIC showing rate used for settlement.
The value of the nth settlement item the latest year.
Nominal Semi-Annual Portfolio Convexity Unhedged.
Predefined FIDs. Do not use while this description is in place.
The legal structure to which the fund conforms.
Scale code of the issue indicating which index of TOPIX New Index Series.
Ordinary profit % change parent interim the latest ands previous 2 years.
Provider of 1st thru 10th Best Bid Prices.
Scaling Factor for Statistical Value.
Price range in PM Session.
Upfront Mid traded with fixed coupon of 500 bps.
Sell volume of Dealers Trading.
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs).
The strike ratio is the number of equity shares per warrant.
DDS FID. EG. The type of name (EG. RIC, ISIN, CUSIP etc).
The latest 5 days' total value of outstanding funds.
Upfront Ask traded with fixed coupon of 100 bps.
Number of P2PS Mounts in use.
Position Risk Requirement Index Value in local currency.
Moving average of the n last working days indicator values.
The settlement date of the latest and previous 4 years.
Local Language equivalent of FIN_COVEN.
Reference text field for HST_CLOSE5 (i.e. 5PM Close).
Twenty-character generic text fields.
Second ask price qualifier.
Previous latest ask prices the first being most recent.
Predefined FIDs. Do not use while this description is in place.
Real Total Return Index Currency Yesterday.
Surplus auction volume when there are more buyers than sellers.
The strike price of the option associated with the Nth leg of a spread.
Broker bid quantity at levels 1-25.
Nominal Annual Modified Duration Unhedged.
The Bid Quantity of the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
SIMC chain to show underlying contributors to an instrument.
Option Adjusted Price Value Basis Point Down.
Field to show instrument is eligible for national bank repo market.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Time of last activity in milliseconds.
Loan Identification Number (LIN) Sourced from Loan Price Corporation.
The Ask Price of the nth Level (where n = 1..25).
Identifiers showing the market-makers on the ASK side of a quote.
For CDS. Basis point quote value that ripples from BID_SPREAD (FID 3303).
The stated value (par value) of an investment at maturity in USD currency.
The Bid Quantity of the nth Level (where n = 1..25).
The value of the nth settlement item the latest but three.
Total value of net balance.
Dividend per share parent interim forecast (small).
Number of block trades today.
Predefined FIDs. Do not use while this description is in place.
Product permissions information.
Hedge Ratio value 3 months ago.
Net change value between LEG 1 and 2.
Bookvalue per share consolidated forecast 1.
Percentage weighting within a particular index sector.
Predefined FIDs. Do not use while this description is in place.
The number of items that mention scored entity in history period 1.
Predefined FIDs. Do not use while this description is in place.
Dividend per share parent full-term the latest and previous 4 years.
For NYSE and AMEX listed stocks, the trade price qualifier.
The relative level of the Bid price.
Number of block transactions above 100K shares.
The closing option-adjusted spread at 3:00, 4:00 & 5:00 p.m.
Identifiers showing the market-makers on the ASK side of a quote.
The strike price of the option associated with the Nth leg of a spread.
Bookvalue per share consolidated the latest and previous 3 years.
Local language equivalent of ARRANGER.
The Ask Price of the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but 2. (where n = 18..30).
The Ask Price of the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
The price at which the issue was initially allocated.
a revision to the prior period's data for an economic release.
Bond issue amount the latest one and previous.
Second field to display the average price for fixed income instruments.
1st thru 10th Ask size by Market maker.
Predefined FIDs. Do not use while this description is in place.
Second coupon payment date when more than one is provided.
Indicator for Second thru Tenth Bid price.
Thirty-two character generic text fields.
Predefined FIDs. Do not use while this description is in place.
The expiration date of the Nth leg of a spread.
Bid & Ask sides of match volatility.
Percentage weighting within a particular index sector.
Weight of security in Global FocusYld Index.
The expiration date of the Nth leg of a spread.
Percentage of market capatalisation included in sector weightings.
Predefined FIDs. Do not use while this description is in place.
Restricted list identifier flag.
Previous last trade prices or values.
Broker bid quantity at levels 1-25.
The direction of current yield for TSE JGB small lot.
The Ask Quantity of the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement value the latest but one (where n = 18..30).
Generic Text Fields (14 Characters).
Predefined FIDs. Do not use while this description is in place.
2nd latest Activity Date.
The expiration date of the Nth leg of a spread.
Carries the IDN RTL of an update across DDS where necessary.
Customer bid quantity at levels 1-25.
Ratio of lots for the leg.
Source ID for update in FID IRGPRC.
Ten-character generic text fields.
Net Margin. Basis point difference between net coupon and index.
Customer bid quantity at levels 1-25.
Earning per share consolidated the latest and previous 3 years.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Broker bid quantity at levels 1-25.
Accumulated volume of issues that have declined today.
Disparate Ratio [(Closing price - Net asset value) / Net asset value] x 100.
Expected report Date for next Fiscal Quarter.
General purpose numeric field.
Net income parent interim the latest and previous 2 years.
Upfront Bid traded with fixed coupon of 100 bps.
Predefined FIDs. Do not use while this description is in place.
Asset Swap Spread 12 month basis points.
Tomorrow's Base Price.
Enumeration of field ID names.
The five best bid sizes associated with the fields BEST_BID1 to BEST_BID5.
Nominal Semi-Annual Convexity Hedged.
Previous year historic close and latest close % change.
The RIC associated with the Nth leg of a spread.
Provider of 1st thru 10th Best Bid Prices.
The exchange time with precision in milliseconds.
Native sale condition of inserted or corrected trade.
Broker bid quantity at levels 1-25.
Instrument classification - 3rd level.
Predefined FIDs. Do not use while this description is in place.
Broker ask quantity at levels 1-25.
The scaling of the amount outstanding field AMT_OS.
The latest 5 days' total value of net balance.
Predefined FIDs. Do not use while this description is in place.
Today's opening option-adjusted spread.
Predefined FIDs. Do not use while this description is in place.
Customer ask quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
Number of shares currently owned by Regional nationals.
Earning per share parent interim the latest and previous 2 years.
Predefined FIDs. Do not use while this description is in place.
Foreigner Remain Invest Volume (For Taiwan SE scaled by 1000).
Bid time in milliseconds.
The high and low from the previous calendar week.
Net asset value for US over the counter mutual funds.
Provider of 1st thru 10th Best Bid Prices.
The total quantity of shares on the Bid Side MBP book.
Average per second message rate outbound from the Line Handler.
Absolute change in product price when time-to-maturity is reduced by 1 week.
The Bid Quantity of the nth Level (where n = 1..25).
Return over different timescales.
names etc can be updated on request in future Record Template releases.
The author of the news story. Field may consist of Kanji.
Predefined FIDs. Do not use while this description is in place.
Broker ask quantity at levels 1-25.
Today's 3rd highest bid price.
Predefined FIDs. Do not use while this description is in place.
The RIC associated with the Nth leg of a spread.
The id of the feed that generated the item.
Auction Ask and Closing Ask size.
The second activity time in seconds.
The relative level of the Bid price.
Weight of security in Spare #6 Index.
Sell Order Quantity Cumulative Total.
For CCG only. Requests record deletion if 'Y'.
Conversion Factors 1 & 2.
The underlying contract type associated with the Nth leg of a spread.
The size of implied price at bid and ask.
17 character equivalents to LINK_n.
Customer bid quantity at levels 1-25.
Submarket indicator (associated with irg price).
Date of previous day's net asset value.
Predefined FIDs. Do not use while this description is in place.
The clearing house or settlement venue associated with this instrument.
The value of the nth settlement item the latest but one.
Predefined FIDs. Do not use while this description is in place.
Chain FID with identical usage as the LONGLINK set of FIDS.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The weighting of a stock within an index.
Previous latest bid prices the first being most recent.
Number of (consecutive) REG_FIELDs in use in this record.
Most recent but one option-adjusted spreads.
Predefined FIDs. Do not use while this description is in place.
Text Description of a Particular Problem.
The foreigners sell volume.
The minimum tradeable quantity of an instrument in a single trade.
Code that defines the current trading period for the market segment.
Interest which has accumulated on a security since payment.
The latest ask price in odd-lot trading session.
Capital change new amount of issued shares the latest and previous.
Option Adjusted Spread Change.
Generic type fields used to qualify the generic yields shown directly above.
Period end Date of next Fiscal Annual.
Nominal Semi-Annual Convexity Unhedged.
Predefined FIDs. Do not use while this description is in place.
The time zone for the closing run (in line with the CL_RUNTIME fid).
Second strike reference rate for options.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Local language equivalent of CO_MANAGER.
The Date associated with the Order Activity Time.
The value of prime settlement item parent interim forecast.
The update time for trading price limit, UPLMIT(#75) and LOLIMIT(#76).
Moving average of the n last working days indicator values.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Two-character generic text fields.
The latest price from odd lot board.
Real Semi-Annual Yield Hedged.
Predefined FIDs. Do not use while this description is in place.
The range of strike prices and expiry dates for this options chain.
Identifiers showing the market-makers on the bid side of a quote.
1, 2 & 3 month Repurchase Agreement rate.
Item ID of 1st thru 5th most recent linked item.
RIC of instrument that is to be added, dropped or changed.
Predefined FIDs. Do not use while this description is in place.
Real Semi-Annual Convexity Unhedged.
Spare general date fields.
The discount of the year high.
The value of the nth settlement item the latest but three.
Predefined FIDs. Do not use while this description is in place.
Bond issue coupon the latest one and previous.
The main menu page for this instrument.
Buy Volume by Domestic Investor.
Capital change type enumerated fields.
Five rippled trade-price time fields.
The settlement date of the latest and previous 4 years.
Traditional MBO RIC for MarketFeed IDN.
Swift BIC value for updates in FIDs TRDPRC_1 thru TRDPRC_5.
Datestamps for 25x80 pages.
Shortselling turnover in shares.
The volume associated with the price held in the field IRGPRC (FID 372).
Predefined FIDs. Do not use while this description is in place.
Ripple stack FIDs for TRDVOL_1.
Previous latest bid prices the first being most recent.
Buy order Liquidity provider quantity.
The time at which the value in FIDs 902 and 903 respectively was report ed.
Predefined FIDs. Do not use while this description is in place.
Bond issue amount the latest one and previous.
Predefined FIDs. Do not use while this description is in place.
The settlement date of the latest and previous 4 years.
Number of shares for a merger or spinoff.
The yield corresponding to price in B_PRICE_#.
The Bid Price for the nth Level (where n = 1..25).
Generic flags applicable to GEN_VALn.
Username of most recent disconnect due to IPC Buffer Overflow.
The value of the nth settlement item the latest but three.
Real Month-to-Date Return.
Sell order Liquidity provider quantity.
Primary last activity fields the most recent held in PRIMACT_1.
Chain FID with identical usage as the LONGLINK set of FIDS.
Net Change of Estimated Filling Volume.
Flag field qualifying the primary activity field PRIMACT_4.
Weight of security in Spare #9 Index.
Real Semi-Annual Portfolio Modified Duration Hedged.
Indicator identifying the type of low value in the SEC_LOW field.
Predefined FIDs. Do not use while this description is in place.
Rule indicating the convention used to determine the value date.
Asset Swap Spread month to date basis points.
Gross Price Index Hedged.
Predefined FIDs. Do not use while this description is in place.
The five best ask sizes associated with the fields BEST_ASK1 to BEST_ASK5.
For Money/FX instruments, data for the London trading day.
Dividend Pay Exchange Dates 1 & 2.
Three 16 character text fields for flexible representation of data.
Ordinary profit parent full-term the latest and previous 4 years.
Program data bytes. Unused data bytes are padded with zero.
Previous latest ask prices the first being most recent.
Time of today's 3rd highest trade.
Predefined FIDs. Do not use while this description is in place.
The time at which the value in SESSION1HI was set reported by the TSE.
The price units in which the issue trades.
Settlement date parent interim the latest and previous 2 years.
The expiration date of the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Description of data in SETTLE field.
Customer ask quantity at levels 1-25.
Difference in mid yield of current and next month contract.
Return over different timescales.
Today's highest Discount traded.
Time of today's 4th highest trade.
Predefined FIDs. Do not use while this description is in place.
Fixed Income field for general use 1.
The time at which the value in SESSION2LO was set. Reported by the TSE.
Predefined FIDs. Do not use while this description is in place.
The RIC associated with the Nth leg of a spread.
Settlement date parent full term the latest and previous 4 years.
Percentage change in Last and TRDPRC_1 30 minutes ago.
Describes if the resolution time is the expected or actual time.
Implied Volatility of the Settlement Price.
Capital change date the latest and previous.
The relative level of the Ask price.
Sell Order Quantity Cumulative Total.
The date of the latest 5 contract dates.
Special release closing net asset value.
Flag field qualifying the secondary activity field SEC_ACT_8.
Identifies the relationship between swap rates at varying maturities.
Timestamps for 25x80 pages.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
3 flag fields further qualifying the ASK SPREAD fields ASK_SPn.
Accumulated volume of issues that are unchanged today.
Predefined FIDs. Do not use while this description is in place.
The current settlement month.
Number of 1st thru 5th Ask Quotes.
The time at which the value in SESS1_OPEN was set reported by the TSE.
The date associated with BID_TIME1.
Reference text field for HST_CLOSE (i.e. 1PM Close).
Predefined FIDs. Do not use while this description is in place.
Ranking position field in ordered OMM maps.
Timestamps for 25x80 pages.
Net Asset Value of Funds data.
Number of 1st thru 5th Bid Quotes.
The closing bid-side bond-equivalent yield at 3:00, 4:00 & 5:00 p.m.
Predefined FIDs. Do not use while this description is in place.
The RIC associated with the appropriate leg of a spread.
Cost Factor Return Index.
Predefined FIDs. Do not use while this description is in place.
Buy order Liquidity provider quantity.
Percentage of market capatalisation included in sector weightings.
The number of players making at the nth level Ask Price (where n = 1..25).
Revenue, Consensus forecast value for current fiscal year.
Datestamps for 25x80 pages.
The currency for the price within the GEN_VALn field.
The value of the nth settlement item the latest year.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Ask time in milliseconds.
The value of secondary settlement item parent full-term forecast 1 & 2.
Macauley Duration To Worst.
Indicative auction details.
The value of secondary settlement item consolidated forecast 2.
Real Total Return Index Hedged Yesterday.
The side of the market which a Spread Leg represents.
Net change between the latest value and 6 month ago value.
Latest Last Traded Price.
Nominal Semi-Annual Portfolio Convexity Hedged.
The relative level of the Ask price.
Today's open range price(s) type.
Capital change date the latest and previous.
Predefined FIDs. Do not use while this description is in place.
Accumulated Ask size 1 - 11.
Minimum price movement - for quotes. Uses same enumeration table as FID 53.
Predefined FIDs. Do not use while this description is in place.
The Swift codes of the currencies in the deal.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
Ripple stack FIDs for TRDVOL_1.
Generic Text Fields (14 Characters).
Basis point spread value calculated using the Ask yield.
Low per second message rate inbound to the Line Handler.
The Ask Price of the nth Level (where n = 1..25).
Summary information for use within the news for common platform environment.
Predefined FIDs. Do not use while this description is in place.
The turnover of big lot trade deals done so far.
Predefined FIDs. Do not use while this description is in place.
Flag field qualifying the secondary activity field SEC_ACT_2.
The yield corresponding to price in B_PRICE_#.
Measure of water vapour content in the air at a specific temp.
The value of the nth settlement item the latest but two.
Percentage of issues that have traded today vs. those that have not traded.
Amount issued scaling factor - identical enumeration to AMT_OS_SC FID 965.
The date on which the Fund launched.
The value of the nth settlement item the latest but four.
Base Price calculated times.
Buy or Sell associated with the Nth leg of a spread.
Generic time fields in Seconds.
Total volume of all ask orders (full depth).
Upfront Mid traded with fixed coupon of 100 bps.
The underlying contract type associated with the Nth leg of a spread.
The highest and lowest bids this calendar year.
Foreign Sell Trading Value.
Predefined FIDs. Do not use while this description is in place.
Weight of security in US Focus Index.
The date when a particular volume occurred at present that held in HST_VOL.
GMT time of day at which point the SPS stats are reset.
Altman's Z Score. Bankruptcy predictor.
Big RIC equivalent to PREV_LR.
The highest value ever achieved by this issue.
7th latest contributor location, CTB_LOC1 being the most recent.
Oldest deal date. The date and time in GMT of the oldest deal in the database.
Predefined FIDs. Do not use while this description is in place.
Buy or Sell associated with the Nth leg of a spread.
List of Products affected by alert.
Net income parent full-term the latest and previous 4 years.
Twenty-character generic text fields.
Identifiers showing the market-makers on the bid side of a quote.
The publisher of the news item.
Buy or Sell associated with the Nth leg of a spread.
Spare general volume fields.
Modified Duration to Worst in conventional terms.
names etc can be updated on request in future Record Template releases.
Outlook. In the long term Outlook shows the direction of credit rating.
Most recent non-zero closing value or settlement price.
Predefined FIDs. Do not use while this description is in place.
Time of all trades in milliseconds.
Generic Text Fields (14 Characters) for local language.
Sell order Liquidity provider quantity.
Generic Text Field (14 characters)10 for Local Language.
Amount of free disk space (MB) across all partitions on the server.
Broker ask quantity at levels 1-25.
Fixed Income field for general use 9.
Sell order Liquidity provider quantity.
The yield corresponding to price in B_PRICE_#.
Compared instrument name of BASISVAL2.
Time stamp in heartbeat message in milliseconds.
Number of Orders in the nth Ranked MBP Bid Side Row.
Market capitalization date for an instrument.
Generic flags applicable to GEN_VALn.
Predefined FIDs. Do not use while this description is in place.
The value of prime settlement item parent full-term forecast 1 v& 2.
Ordinary profit parent full-term the latest and previous 4 years.
Price excluding accrued interest.
Identifiers showing the market-makers on the ASK side of a quote.
Balance. The size difference between Ask and Bid for Japans session trading.
The value of the nth settlement item the latest year. (where n = 18..30).
The value of the nth settlement item the latest but three.
The buy volume of an Investment Trust.
Program data bytes. Unused data bytes are padded with zero.
Bid and Ask deal source numbers.
Stop codes entered by the operations staff.
Capital adjustment factor and date.
Auction Bid and Closing Bid size.
Unique numeric identifier for a particular alert.
Predefined FIDs. Do not use while this description is in place.
Current number of outstanding arbitrator Gaps.
Book Value per share parent full-term the latest but n (where n = 0..4).
Predefined FIDs. Do not use while this description is in place.
Spare general date fields.
Flag of Interim/Full-term Dividends (1 & 2).
Liquidity provider Bid, Ask, Bid size and Ask size.
1st thru 10th Ask size by Market maker.
Predefined FIDs. Do not use while this description is in place.
An indicator of the type of price held in the field IRGPRC (FID 372).
Adjusted price considering ex right.
The strike price of the option associated with the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Book Value per share parent full-term the latest but n (where n = 0..4).
Reference Credit Default Swap.
Type of current market Session.
Price Earning Ratio 1-6 (IBES).
Datestamps for 25x80 pages.
Buy or Sell associated with the Nth leg of a spread.
Buy order Liquidity provider quantity.
Percentage of market capatalisation included in sector weightings.
Predefined FIDs. Do not use while this description is in place.
Number of Orders in the nth Ranked MBP Ask Side Row.
Net change for Simple Yield.
Settlement date parent full term forecast 1 & 2.
Interest Rate Return Index.
Maximum potential profit that may be expected.
Time in Seconds of update to After Hour Market information.
Lowest transaction value during the life of the contract.
On market trade flags 1 - 5.
Previous Price excluding accrued interest.
the prior period's data for an economic release.
The relative level of the Ask price.
Statistic export volume or percentage.
The total non-displayed quantity of shares in the Ask Side MBP book.
Dividend Pay date of Special Dividend.
Predefined FIDs. Do not use while this description is in place.
News retrieval page code.
Percentage change over various periods.
Customer ask quantity at levels 1-25.
Married deal time stamp in milliseconds.
The closing option-adjusted spread at 3:00, 4:00 & 5:00 p.m.
The Ask Quantity of the nth Level (where n = 1..25).
Flag field qualifying the primary activity field PRIMACT_2.
Total size of the Market Orders on the Bid side of the book.
Latest reported earnings per share.
Sell order Liquidity provider quantity.
The number of players making at the nth level Bid Price (where n = 1..25).
Total number of retransmission requests made in a 24 hour period.
The relative level of the Bid price.
Order ID associated with IRG Price.
Time in seconds required for broadcast news failure recovery.
The yield corresponding to price in B_PRICE_#.
Nominal Daily Return Hedged.
Predefined FIDs. Do not use while this description is in place.
Ratio of lots for the leg.
Ex-right foreign Home Market.
Generic URL field for use with exchange feeds.
Predefined FIDs. Do not use while this description is in place.
Nominal Month-to-date Return.
Predefined FIDs. Do not use while this description is in place.
Scale code of the issue indicating which Size-based TOPIX Sub-index.
The theoretical year high and low values.
Sell order Liquidity provider quantity.
One of several possible states a Line Handler can exhibit.
Previous last trade discount.
Sixteen character generic text fields.
Percentage change in the latest trade price or value from the historic close.
IP Address of most recent disconnect due to IPC Buffer Overflow.
Numeric Identifier for an RCS Asset Classification.
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs).
Percentage of issues still available in the market.
Total number of bid orders displayed (full depth).
The 5 best Ask Discount values.
The value of the nth settlement item the latest but two.
Standard Deviation value 3 months ago.
For Money/FX instruments, data for the New York trading day.
Predefined FIDs. Do not use while this description is in place.
Option Adjusted Price Value Basis Point Up.
The strike price of the option associated with the Nth leg of a spread.
Accumulated Volume of Block and Basket trading.
Percentage weighting within a particular index sector.
Today's official closing price reported for Italian equities.
Predefined FIDs. Do not use while this description is in place.
Item ID of 3rd historic linked item across all News Feeds.
Timestamps for 25x80 pages.
Broker bid quantity at levels 1-25.
Date of the third close price HST_CLOSE3 FID 1343.
Sell order Liquidity provider quantity.
The value of prime settlement item parent interim forecast.
Percentage change value between LEG 1 and 2.
Previous rolling 52 weeks High Price.
Most recent but one bond-equivalent yield.
Action of a Broker: 'UPGRADE' 'DOWNGRADE' 'MAINTAIN' 'BROKER' 'UNDEFINED'.
Predefined FIDs. Do not use while this description is in place.
link to the equivalent time-series RIC for an economic indicator.
Real Month-to-Date Return Hedged.
Outlook. In the long term Outlook shows the direction of credit rating.
Adjusted tone classification flag.
The latest 5 days' total value of net balance.
For Money/Fx instruments, data for the Tokyo trading day.
The RIC associated with the sixth leg of a spread.
AM session high bid & ask.
Predefined FIDs. Do not use while this description is in place.
names etc can be updated on request in future Record Template releases.
Trade Price percentage change calculation against 5th previous day.
The closing value of the first session reported by the TSE.
Number of permissions records for this network termination.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The Ask Price of the nth Level (where n = 1..25).
Earning per share parent interim forecast.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Chain FID with identical usage as the LONGLINK set of FIDS.
Time of TRDPRC_2 - 5 respectively.
Upfront Ask traded with fixed coupon of 500 bps.
Session VWAP for single issue trade.
Lowest value of recorded ask orders.
The Bid Price for the nth Level (where n = 1..25).
Turnover of Block and Basket trading during after-hour market.
Maximum temperature for a given period.
Upfront Mid traded with fixed coupon of 100 bps.
Accumulated Volume of Block and Basket trading during regular session.
Bond issue conversion or excercise price the latest and previous.
Ripple stack FIDs for TRDVOL_1.
Today's total trading volume.
Datestamps for 25x80 pages.
For NASD and SEAQ issues this indicates the market status.
Predominant country or region in which the fund invests.
Historical Closing Yield to Maturity for JSB Small Lots.
Predefined FIDs. Do not use while this description is in place.
The relative level of the Ask price.
Predefined FIDs. Do not use while this description is in place.
Secondary Net Change Field.
Disclosed/Undisclosed Bid volumes.
Predefined FIDs. Do not use while this description is in place.
For Money/FX instruments, data for the London trading day.
Predefined FIDs. Do not use while this description is in place.
Large lot cross trade time.
The number of players making at the nth level Ask Price (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
Sell Order Quantity Cumulative Total.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Third field to display the average price for fixed income instruments.
JCR bond rating agency rating.
The name of the market maker.
Time of VWAP update in AM Session.
The limitation of issue amount for issue MTN.
Accumulated Ask size 1 - 11.
Predefined FIDs. Do not use while this description is in place.
Sell order Liquidity provider quantity.
Two-character generic text fields.
Disclosed/Undisclosed Ask volumes.
3 flag fields further qualifying the MID SPREAD fields MID_SPn.
The volume eligible for the buy-in sessions.
Seven Australian Stock Exchange trade condition codes.
Highest transaction value during the life of the contract.
Predefined FIDs. Do not use while this description is in place.
Undisclosed volume for buyers.
Local Language equivalent of GUARANTOR.
Program data bytes. Unused data bytes are padded with zero.
The RIC associated with the Nth leg of a spread.
Highest value of recorded ask orders.
Disclosed/Undisclosed Ask volumes.
Predefined FIDs. Do not use while this description is in place.
Percentage of issues that have advanced.
Semi-Annual Portfolio Modified Duration.
Identifiers showing the market-makers on the ASK side of a quote.
Interest calculation period (daily/monthly).
The RIC associated with the Nth leg of a spread.
names etc can be updated on request in future Record Template releases.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Halt Duration as indicated by exchange feed.
Total volume done at call market.
Number of 1st thru 5th Bid Quotes.
Earning per share parent full-term the latest and previous 4 years.
Chain FID with identical usage as the LONGLINK set of FIDS.
Predefined FIDs. Do not use while this description is in place.
Today's 2nd highest bid price.
Predefined FIDs. Do not use while this description is in place.
Today's 2nd lowest ASK price.
Expected report Date for current Fiscal Annual.
Number of issues making a new yearly low today.
Chain FID with identical usage as the LONGLINK set of FIDS.
For Money/Fx instruments, data for the Tokyo trading day.
Number of block transactions above 50K and up to 100K shares.
Official Opening Price from exchange.
The value of the nth settlement item the latest but two.
Spare general numeric fields.
Predefined FIDs. Do not use while this description is in place.
Earnings Per Share 1-6 (IBES).
Predefined FIDs. Do not use while this description is in place.
Percentage weighting within a particular index sector.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Outstanding of potential shares.
Predefined FIDs. Do not use while this description is in place.
The expiration date of the appropriate leg of a spread.
Data Health market information.
Short Sale Restrictred Indicator.
Ex date for special dividend.
Base Price calculated times.
Weight of security in Asia ex Japan Index.
Datestamps for 25x80 pages.
Interpolated CDS Spread - Asset Swap Spread (or equivalent).
Dividend per share parent interim the latest and previous 2 years.
Predefined FIDs. Do not use while this description is in place.
Date on which put-through deal was made.
The high & low from the previous month.
Bond issue conversion or excercise price the latest and previous.
Cancellation Last / Not Last Indicator.
Time of regular trades in milliseconds.
The number of players making at the nth level Bid Price (where n = 1..25).
Earning per share parent full-term forecast 1 & 2.
Official open bid & ask price fields.
Foreigners trading price.
The value of the nth settlement item the latest but one.
Ten character source Id field.
The Bid Quantity of the nth Level (where n = 1..25).
Twenty-character generic text fields.
Related EOD CDS price on the associated or closest maturity instrument.
Seven Australian Stock Exchange trade condition codes.
Predefined FIDs. Do not use while this description is in place.
Previous rolling 52 weeks Low Price date.
Predefined FIDs. Do not use while this description is in place.
Number of 1st thru 5th Ask Quotes.
Predefined FIDs. Do not use while this description is in place.
Asset class of underlying instrument.
Sell order Liquidity provider quantity.
Parity Price (Main or Secondary Board) in AM Session.
Disclosed/Undisclosed Bid volumes.
9th latest Activity Date.
Yields for Mortgage securities.
Zero option adjusted price.
Large cross size of the members.
Bond issue amount the latest one and previous.
Real Annual Modified Duration Unhedged.
The date when the conversion price CNV_PRICE FID 872 was updated.
Broker ask quantity at levels 1-25.
Session flag associated with the 7th session price SESSION7 above.
The RIC associated with the Nth leg of a spread.
A general purpose 16 character text field.
Percentage of market capatalisation included in sector weightings.
Alternate field to FID 340.
Item ID of 3rd most recent linked item across all News Feeds.
Contributor name for second activity.
Systematic Internaliser Quotes Chain RIC.
1st thru 10th Bid size by Market maker.
Rippled trade-price time fields. Not a ripple chain.
Genre of item such as:'Not Defined', 'Imbalance'.
Historical Volatility over a 40 Day period.
Predefined FIDs. Do not use while this description is in place.
Time of the latest update to the ASK field FID 25.
Percentage weighting within a particular index sector.
On market trade flags 1 - 5.
Fitting (Interest on borrowing).
The value of the nth settlement item the latest but 2. (where n = 18..30).
Predefined FIDs. Do not use while this description is in place.
Customer bid quantity at levels 1-25.
The reason why the call was withdrawn.
Predefined FIDs. Do not use while this description is in place.
Percentage change of current close price comparing to 1 year historic close.
The value of the nth settlement item the latest but one.
Base price of today's trading.
Predefined FIDs. Do not use while this description is in place.
Number of shares currently owned by Non-regional nationals.
Date of most recent non-zero closing price as held in CLOSE_DISC.
Settlement date parent interim forecast 1.
Predefined FIDs. Do not use while this description is in place.
Forward price of Swiss equities.
Married Deal Accumulated Volume.
The 5 best Ask Discount values.
Predefined FIDs. Do not use while this description is in place.
Number of Orders in the nth Ranked MBP Bid Side Row.
17 character equivalents to LINK_n.
The yield corresponding to price in B_PRICE_#.
Buy or Sell associated with the Nth leg of a spread.
The value of the nth settlement item the latest but one.
A second field for description of the brokers pricing the cash loan.
The RIC associated with the Nth leg of a spread.
Disclosed/Undisclosed Bid volumes.
The expiration date of the Nth leg of a spread.
International Security Identification Number.
For Equities instruments used globally.
Par Value Classification.
Alias name (short name) of the RIC.
Predefined FIDs. Do not use while this description is in place.
Volume of Futures exchanged for Physicals.
The most recent non-zero Net Asset value.
The value of the nth settlement item the latest but 2. (where n = 18..30).
Average price yield for fixed income and credit instruments.
Ratio of lots for the leg.
The relative level of the Bid price.
Amount of water particles released from the atmosphere in a given period.
Number of block transactions between 10K and 50K shares.
The number of players making at the nth level Bid Price (where n = 1..25).
Forward pointer initially used by PPD to point to the next take of a story.
Predefined FIDs. Do not use while this description is in place.
Update time of Implied Volatility.
Link to a related speed guide.
Real Semi-Annual Portfolio Convexity Hedged.
Net assets owned by shareholders at balance date.
Redundant field. To be deleted.
The value of the nth settlement item the latest but three.
To point to same Enumerated table as RDNEXCHD2.
Weight of security in Spare #8 Index.
Number of Orders in the nth Ranked MBP Ask Side Row.
Ordinary profit parent full-term forecast 1 & 2.
Datestamps for 25x80 pages.
Predefined FIDs. Do not use while this description is in place.
Price Earning Ratio 1-6 (IBES).
Reference instrument name for BASISVAL3.
Theoretical price FID. Not stack.
Bookvalue per share consolidated the latest and previous 3 years.
The date when volume held in the ACVOL_1 field occurred.
Ordinary profit consolidated forecast 1.
Time of today's 5th lowest trade.
Latest Market Maker BID & Ask prices and quantities.
Coupon Income Index Hedged (USD).
Dividend date the latest one.
An indication of the type of price held in the field INSPRC (FID 376).
Discount margin to put. The Discount Margin assuming early put of the bond.
5th latest dealing code, DLG_CODE1 being the most recent.
Coupon Reset Frequency. Frequency at which coupon is reset.
Underlying asset for futures.
Broker bid quantity at levels 1-25.
Ratio of lots for the leg.
Option Adjusted Duration.
The amount paid on the first coupon date.
Predefined FIDs. Do not use while this description is in place.
The total turnover of trades using the Order Book trading facility.
Predefined FIDs. Do not use while this description is in place.
Generic time given in seconds.
Price change in current calendar month.
Identifiers showing the market-makers on the bid side of a quote.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Target resumption time for a halted/suspended security.
Predefined FIDs. Do not use while this description is in place.
The number of players making at the nth level Bid Price (where n = 1..25).
Full Legal Name of fund, condensed to 50 characters when necessary.
Total number of Market Orders on the Ask side of the book.
Disclosed/Undisclosed Bid volumes.
Trading type flag in Home market.
Native alphanumeric trade condition code for Not Last trade.
Bond issue conversion or excercise price the latest and previous.
Semi-Annual Modified Duration/ Nominal Semi-Annual Modified Duration.
The RIC associated with the Nth leg of a spread.
Dividend Pay Dates 1 & 2.
Datestamps for 25x80 pages.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Impact on the Swap by change of 1 Basis Point.
Shows if Management Fees have been taken into account.
Contributor name for second activity.
The value of the nth settlement item the latest year.
Predefined FIDs. Do not use while this description is in place.
A flag field further qualifying BID SPREAD field.
names etc can be updated on request in future Record Template releases.
Displays the start date for the timeseries attached to the intrument.
Bid-side Mortgage yield based on monthly cash flows.
Bond type enumerated fields.
Nominal Semi-Annual Portfolio Yield Unhedged.
The value of the nth settlement item the latest but three.
Program data bytes. Unused data bytes are padded with zero.
The five best ask sizes associated with the fields BEST_ASK1 to BEST_ASK5.
Predefined FIDs. Do not use while this description is in place.
Earning per share parent interim the latest and previous 2 years.
Total Buy Value by Domestic Investor.
5th latest Activity Time. The corresponding date field is VALUE_DT5.
The yield corresponding to price in B_PRICE_#.
Country or region where a mutual fund (unit trust) is domiciled.
the economic data category or grouping an economic indicator belongs to.
Generic flags applicable to GEN_VALn.
Predefined FIDs. Do not use while this description is in place.
8th latest Activity Time. The corresponding date field is VALUE_DT8.
Undisclosed volume for buyers.
Minimum size of an order that is guaranteed to be filled upon submission.
Provider of 1st thru 10th Best Bid Prices.
Gross Coupon. Weighted average mortgage note rate.
Dates on which the life high and Low were established.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Month to date Other Return.
CDS Basis. CDS - Asset Swap Spread (or equivalent).
Disclosed/Undisclosed Bid volumes.
The currency for the ASK field.
Predefined FIDs. Do not use while this description is in place.
Capital change allotment ratio (numerator) the latest and previous.
Fixed FX rate in relation to convertible bond issues.
Twenty-character generic text fields.
The latest 5 days' total value of outstanding funds.
Mandatory convertible lower strike.
Flag field qualifying the primary activity field PRIMACT_8.
Bond issue coupon the latest one and previous.
Predefined FIDs. Do not use while this description is in place.
total return for the last 3 months.
The security price 1, 2 & 3 months forward from the current month.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
The latest 5 days' total value of margin ratio.
Volume Weighted Average Price - extended to 45bit precision. Full day VWAP.
Ordinary profit parent interim forecast.
Bond issue conversion or excercise price the latest and previous.
Predefined FIDs. Do not use while this description is in place.
To point to same Enumerated table as RDNEXCHD2.
Numerical value indicating whether order entry is Enabled or Disabled.
The publisher of the news item.
The exchange time with precision in seconds.
Map entry position indicator used to sort an ordered symbol list.
The number of players making at the nth level Ask Price (where n = 1..25).
Trade through exempt flags for last price and IRG price, for US instruments.
Data Health feed status indicator.
The Bid Price for the nth Level (where n = 1..25).
Trade Price Netchange calcuation against previous month.
Year-to-date Excess Return Percentage.
The closing Value for the second session.
Earnings per share, Actual value for last reported quarterly period.
The value of the nth settlement item the latest year.
Timestamps for 25x80 pages.
Previous latest ask prices the first being most recent.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Fund index number (US only).
7th latest dealing code, DLG_CODE1 being the most recent.
Count of relevant news items in last 1 day.
Semi-Annual Portfolio Convexity.
Payment Reset Frequency. Frequency at which payments are reset.
Start value of a hash range (served by a MC).
Minimum size of an order that is guaranteed to be filled upon submission.
Nominal Clean Price Index Yesterday.
Used to identify the type of device that is being permissioned.
The strike price of the option associated with the Nth leg of a spread.
The turnover value for trades hitting the bid price.
The value of the nth settlement item the latest year. (where n = 18..30).
Buy order Liquidity provider quantity.
Diluted earnings per share parent interim the latest but n(where n = 1..3).
The value of the nth settlement item the latest year.
Date when NPS or other head-end processed item.
Yield of the Most recent cancelled trade.
Customer ask quantity at levels 1-25.
Fixed Income field for general use 3.
Sell Order Quantity Cumulative Total.
60 Day at-the-money implied volatility index for call options.
Number of 1st thru 5th Ask Quotes.
The value of prime settlement item parent full-term forecast 1 v& 2.
Start time in seconds of outage or planned maintenance.
The turnover of main and foreign board trade deals done so far.
Number of Orders in the nth Ranked MBP Ask Side Row.
The expiration date of the Nth leg of a spread.
The value of the nth settlement value the latest but one (where n = 18..30).
Identifiers showing the market-makers on the bid side of a quote.
Number of 1st thru 5th Bid Quotes.
Start Date for Suspension of Instrument.
6th latest contributor page, CTB_PAGE1 being the most recent.
Detachment point expressed in percentage terms.
The Bid Quantity of the nth Level (where n = 1..25).
link to description page for an economic indicator.
Short limit in percentage.
Percent Change Week-to-Date.
Local Language equivalent of TRUSTEE.
The expiration date of the Nth leg of a spread.
Ordinary profit % change consolidated forecast 2.
Rating agency identifier whose ratings are given in the field RATING_2.
Transactional volumes corresponding to latest price fields.
Predefined FIDs. Do not use while this description is in place.
Description of what content the source is providing.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Timestamps for 25x80 pages.
Number of Orders in the nth Ranked MBP Bid Side Row.
Previous Prepayment Rate 4.
Total BID and Ask Volumes.
The date when the conversion percentage FID 942 was updated.
Predefined FIDs. Do not use while this description is in place.
Customer ask quantity at levels 1-25.
Timestamps for 25x80 pages.
The activity volume at today's limit high and limit low prices.
Earning per share consolidated the latest and previous 3 years.
Predefined FIDs. Do not use while this description is in place.
Alias name (short name) of the RIC. Big RIC equivalent.
Predefined FIDs. Do not use while this description is in place.
The five best ask sizes associated with the fields BEST_ASK1 to BEST_ASK5.
Program data bytes. Unused data bytes are padded with zero.
Dividend per share parent full-term the latest and previous 4 years.
Footnotes for mutual and money market funds.
Sequence Number of a Not Last Trade.
The value of the nth settlement item the latest year. (where n = 18..30).
Allowance of Liquidity Provider - Yes or No.
The Bonds corresponding swap point.
Predefined FIDs. Do not use while this description is in place.
Trade indicators for FID TRDPRC_1 thru TRDPRC_5.
Generic Text Field (14 characters)10 for Local Language.
Ordinary profit % change consolidated the latest and previous 3 years.
4th thru 10th best MMID, Bid side.
Source of Opening Bid and Ask.
Predefined FIDs. Do not use while this description is in place.
Capital change allotment ratio (numerator) the latest and previous.
Time of today's low ask price.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
To point to same Enumerated table as RDNEXCHD2.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
ISIN of underlying instrument.
Predefined FIDs. Do not use while this description is in place.
Earnings per share, Consensus forecast value for current fiscal year.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest year.
The value of the nth settlement item the latest year. (where n = 18..30).
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Last Trade Value of the last session displayed as rate.
The Ask Price of the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
Twenty-character generic text fields.
For debt instruments the yield value of 1/32nd.
The date of the latest 5 contract dates.
Calculated volume Period 2 Currency 1. Calculated volume Period 2 Currency 1.
The latest 5 days' total value of outstanding shares.
Sell Volume by Domestic Investor.
Ratio of lots for the leg.
Number of Orders in the nth Ranked MBP Ask Side Row.
Currency variant no.1 thru 5 RIC.
Year-to-date Excess swap Percentage.
Spread value of compared JGB issue.
Nominal Annual Portfolio Convexity Unhedged.
The duration of a debt instrument.
names etc can be updated on request in future Record Template releases.
Disclosed/Undisclosed Ask volumes.
Broadcast News story time.
This is the certificate type name, like BAREM,TURBO,DISCOUNT.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Buy Order Quantity Cumulative Total.
A generic rating field whose source is identified by the field RATING_2.
Total value of new funds.
The value of the nth settlement item the latest but two.
The value of the nth settlement item the latest year. (where n = 18..30).
Accumulated volume from put-through deal.
Local Language equivalent of SW_GURANTR.
The Maximum Coupon is the lifetime floor on the coupon rate.
The date of the mark-to-market price or yield updated.
Number of items sourced from that provider that are stale.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
Capital change increased shares the latest and previous.
Predefined FIDs. Do not use while this description is in place.
Capital change subscription per share the latest and previous.
Underlying Assets 1 thru 5.
The difference between an investment trusts buy and sell volume.
Time of today's 2nd lowest trade.
Time to maturity. Usually indicates the tenor bucket of the instrument.
The time at which the value in SESS1_VOL was set. Reported by the TSE.
Settlement date parent full term the latest and previous 4 years.
Pre Rating. Rating for Registered Bonds.
First ask price of the day; for US Composites the first best ask price.
Market commentary indicator.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The yield corresponding to price in A_PRICE_#.
Undisclosed volume for buyers.
Bid & Ask sides of match volatility.
Month to date Unhedged Index Return (USD).
The relative level of the Bid price.
The number of big lot trade deals done so far.
The total number of non-displayed orders in the Ask Side MBP book.
Today's highest transaction value.
Maximum redemption value at the expiration of a derivatives contract.
1st latest contributor short name, CTBTR_1 being the most recent.
Real Annual Yield Hedged.
Customer ask quantity at levels 1-25.
The value of the nth settlement item the latest but two.
Correction Last / Not Last Indicator.
Generic ask price qualifier associated with the ORDER_ASK field.
2nd latest dealing code, DLG_CODE1 being the most recent.
Previous latest bid prices the first being most recent.
Liquidity provider bid/ask size.
Buy or Sell associated with the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
The Date associated with the Order Priority Time Stamp.
Dividend type enumerated fields.
Spare general time fields.
The number of items that mention scored entity in history period 4.
Time of TRDPRC_2 - 5 respectively.
Buy or Sell associated with the Nth leg of a spread.
For CDS. Basis point quote value that ripples from BID_SPRD2.
Buy or Sell associated with the Nth leg of a spread.
Capital change adjustment factor the latest one and previous.
Minimum size of an order that is guaranteed to be filled upon submission.
Predefined FIDs. Do not use while this description is in place.
Standard deviation of bids for tranches included in the index.
The strike price of the option associated with the Nth leg of a spread.
EUTaxSwissTID TIDEU Price Date.
Percentage of market capatalisation included in sector weightings.
Ordinary profit % change parent full-term the latest and previous 4 years.
Opening, Intraday and Closing auction prices.
Predefined FIDs. Do not use while this description is in place.
Net change value between LEG 5 and 6.
Matched price during pre-market trading for broken basket trade.
Outlook. In the long term Outlook shows the direction of credit rating.
17 character equivalents to LINK_n.
Number of north side communication outages since last Line Handler restart.
Predefined FIDs. Do not use while this description is in place.
Total Return Index hedged.
names etc can be updated on request in future Record Template releases.
The underlying contract type associated with the Nth leg of a spread.
Moving average of the n last working days indicator values.
Describes kind of alert, be informational, maintenance, change or problem.
3 flag fields further qualifying the MID PRICE fields MID_n.
Ten-character generic text fields.
Turnover of Pre-Open and After-hour Markets.
The number of players making at the nth level Bid Price (where n = 1..25).
Indicator to clarify sections in Japanese SE or JASDAQ.
For IRS. 3 Month bps change.
The relative level of the Bid price.
PSA mortgage prepayment speed.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Date of the most recent non-zero closing price as held in HST_CLOSE5.
Today's 4th highest trade.
Predefined FIDs. Do not use while this description is in place.
The initial public offering price.
Upfront Bid traded with fixed coupon of 500 bps.
The type of coupon payment.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement value the latest but one (where n = 18..30).
Previous last trade prices or values.
Number of Orders in the nth Ranked MBP Bid Side Row.
Seven Australian Stock Exchange trade condition codes.
Predefined FIDs. Do not use while this description is in place.
Big RIC equivalent of LONGLINKn.
Accumulated Bid size 1 - 11.
The yields of the lifetime high and low.
Capital change adjustment factor the latest one and previous.
The complete name of the security.
Provider of 1st thru 10th Best Ask Prices.
Instrument classification - top level.
Disclosed/Undisclosed Bid volumes.
Buy Order Quantity Cumulative Total.
The weighted average time to principal repayment displayed in months.
The relative level of the Bid price.
Nominal Semi-Annual Portfolio Modified Duration Unhedged.
Sell order Liquidity provider quantity.
255 byte take segment text field.
Predefined FIDs. Do not use while this description is in place.
The closing bid-side mortgage yield at 3:00 , 4:00 & 5:00 p.m.
Price of the most recent cancelled trade.
Item ID of 1st thru 5th historic linked item.
18 Month Loan Spread for a Cash Loan.
Non-block trade count first and second sessions.
The weighting of a stock within an index.
The yield corresponding to price in B_PRICE_#.
Time of today's 5th highest trade.
Equity yield of underlying linked equity for convertible bond.
The yield corresponding to price in B_PRICE_#.
The Bid Quantity of the nth Level (where n = 1..25).
Disclosed/Undisclosed Ask volumes.
Internal TR team responsible for maintaining instrument.
Identifiers showing the market-makers on the bid side of a quote.
Predefined FIDs. Do not use while this description is in place.
The seniority of Debt for Credit Instruments.
6 month value of new, settlement & outstanding shares.
Item ID of 1st thru 5th historic linked item.
Country in which a bond is officially issued.
Predefined FIDs. Do not use while this description is in place.
Dividend Pay Dates 1 & 2.
Opening, Intraday and Closing auction volumes.
The value of the nth settlement value the latest but one (where n = 18..30).
Bookvalue per share consolidated forecast 1.
Physical statistic stock volume or percentage.
Capital change subscription per share the latest and previous.
Number of bid/ask at closing auction for L2 OMM.
Indicator for Second thru Tenth Ask price.
The RIC associated with the Nth leg of a spread.
The first and second halves respectively of the resumption price range.
For CDS. Identifier to show whether a price is calculated or traded.
Flag field qualifying the secondary activity field SEC_ACT_1.
Predefined FIDs. Do not use while this description is in place.
Latest Market Maker BID & Ask prices and quantities.
Datestamps for 25x80 pages.
For CDS. Y/N Flag for identifying the traded convention CDS.
The relative level of the Bid price.
The Ask Quantity of the nth Level (where n = 1..25).
Instrument name of SPREAD1.
The RIC associated with the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
The Bid Quantity of the nth Level (where n = 1..25).
Bookvalue per share consolidated the latest and previous 3 years.
Buy and Sell order identifiers for cancelled trades.
Generic type fields used to qualify the generic yields shown directly above.
Predefined FIDs. Do not use while this description is in place.
Numbers of Warrants Bought on a particular day.
Chain to show underlying price sources to an instrument.
Identifies all domestic markets trading options.
The direction of trading from the previous trade.
Issuer name for a bond (24 characters).
Bookvalue per share consolidated the latest and previous 3 years.
Transactional volume of the trade price reported in TRDPRC_1.
Cancelled Unique identifiers to Bid and Ask customers.
Numerical value indicating whether a book is Normal, Locked, or Crossed.
The relative level of the Ask price.
Canceled trade Indicator.
Predefined FIDs. Do not use while this description is in place.
Ex-Dividend - Adjustment.
Strike price with added version number in alphanumeric format.
Ordinary profit parent interim the latest year and previous 2 years.
Predefined FIDs. Do not use while this description is in place.
The number of players making at the nth level Ask Price (where n = 1..25).
Big RIC equivalent of LONGLINKn.
Overnight, and 1, 2 & 3 week Repurchase Agreement rate.
Indicates whether option is a put or a call.
Lifetime Ceiling. Maximum amortizing rate.
Field to show preliminary prepayment rate net change.
Deal Capture (DC) instance or position.
Net income consolidated forecast 1.
Weight of security in Global Focus InvG Index.
Broker ask quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
For Money/FX instruments, data for the New York trading day.
Identifiers showing the market-makers on the ASK side of a quote.
The direction of compound yield for TSE JGB small lot.
Accumulated Ask size 1 - 11.
Weight of security in Eurozone Focus Index.
Net income parent interim forecast.
Local language contributor name for second activity.
The value of the nth settlement item the latest year.
The Ask Quantity of the nth Level (where n = 1..25).
The number of players making at the nth level Ask Price (where n = 1..25).
The value of the nth settlement item the latest but three.
Net change of total value of outstanding shares.
Buy order Liquidity provider quantity.
Generic Text Field (14 characters)10 for Local Language.
Chain FID with identical usage as the LONGLINK set of FIDS.
Return over different timescales.
The value of the nth settlement item the latest but four.
The second level lower trading limit for today's trading.
The value of price settlement item consolidated forecast 2.
Generic Text Field (14 characters)10 for Local Language.
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs).
Predefined FIDs. Do not use while this description is in place.
4th latest Activity Date.
Identifies all foreign markets trading the asset.
Indicator to clarify Nikkei 225/300 Index equity.
Capital change adjustment factor the latest one and previous.
Predefined FIDs. Do not use while this description is in place.
Today's 2nd lowest bid price.
Rolling 52 weeks High Price break indicator.
Nominal Semi-Annual Modified Duration Unhedged.
The weighted average price so far of all the trade price fields TRDPRC_n.
1st thru 10th Ask size by Market maker.
The relative level of the Bid price.
The Ask Quantity of the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but four.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Disclosed/Undisclosed Ask volumes.
Last ask price of the day. For US Composites the last best ask price.
Date of low trade for calendar month.
Disclosed/Undisclosed Ask volumes.
Number of analysts providing forecasts for FY2.
Used to report company's compliance with public disclosure requirements.
The number of days that interest has accrued towards the next coupon payment.
The relative level of the Ask price.
The Ask Quantity of the nth Level (where n = 1..25).
Sell order Liquidity provider quantity.
The relative level of the Ask price.
Previous last trade discount.
NIS bond rating agency rating.
Predefined FIDs. Do not use while this description is in place.
Today's 5th lowest bid price.
The number of players making at the nth level Bid Price (where n = 1..25).
The strike price of the option associated with the Nth leg of a spread.
The Ask Quantity of the nth Level (where n = 1..25).
names etc can be updated on request in future Record Template releases.
Ratio of lots for the leg.
Chain FID with identical usage as the LONGLINK set of FIDS.
DDS equivalent of the IDN FID DSO_ID. Has its own set of values.
Life Low Price break Indicator.
The time when the value in FIDs 932 and 933 respectively was reported.
Primary last activity fields the most recent held in PRIMACT_1.
Net income parent full-term forecast 1 & 2.
5th latest Activity Date.
Source IDs for Bid Prices. Use same Enum table as TRDXID_1 (FID 44).
The number of players making at the nth level Ask Price (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
8th latest contributor short name, CTBTR_1 being the most recent.
Predefined FIDs. Do not use while this description is in place.
7th latest Activity Date.
Nine character identification number assigned to U.S. securities.
Weight of security in US Vanilla Index.
The number of players making at the nth level Bid Price (where n = 1..25).
Rolling 52 weeks Low Price break indicator.
Weight of security in Europe InvG (EUR) Index.
The underlying contract type associated with the Nth leg of a spread.
The value of the nth settlement item the latest but four.
3rd latest Activity Date.
Highest & Lowest Bid of 3rd Session.
Predefined FIDs. Do not use while this description is in place.
1st thru 10th Ask size by Market maker.
Predefined FIDs. Do not use while this description is in place.
Ratio of lots for the leg.
Name of currency in which the instrument is denominated.
Indicates today's lowest transaction type as held in LOW_1 FID 13.
Indicator for Second thru Tenth Ask price.
The value of the nth settlement item the latest year.
Link to the RIC for Covered Warrants related to the instrument.
Number of Orders in the nth Ranked MBP Bid Side Row.
Flag field qualifying the secondary activity field SEC_ACT_5.
Sell order Liquidity provider quantity.
The theoretical life high and low values.
Reference Loan Credit Default Swap.
Accumulated Bid size 1 - 11.
Security background info.
Predefined FIDs. Do not use while this description is in place.
The relative level of the Bid price.
Identifiers showing the market-makers on the ASK side of a quote.
The yield corresponding to price in B_PRICE_#.
The yield corresponding to price in A_PRICE_#.
Revenue, Consensus forecast value for next fiscal year.
IP Address of the NIC Card.
For IRS. 1 day bps change.
Predefined FIDs. Do not use while this description is in place.
Traditional MBP RIC for MarketFeed IDN.
Previous Days Margin Long.
Predefined FIDs. Do not use while this description is in place.
Capital change date the latest and previous.
Bid & Ask sides of implied volatility.
Sell Order Quantity Cumulative Total.
Capital change date the latest and previous.
The volume of main and foreign board trade deals done so far.
Number of Order Book Trades during the day, as opposed to Quote drive trades.
The yield corresponding to price in A_PRICE_#.
The RIC associated with the appropriate leg of a spread.
Period end Date of current Fiscal Quarter.
A pointer to a record holding background contributor information.
Most recent option-adjusted spreads.
Buy or Sell associated with the Nth leg of a spread.
6th latest Activity Date.
Program data bytes. Unused data bytes are padded with zero.
The value of the nth settlement item the latest but four.
The Ask Quantity of the nth Level (where n = 1..25).
Broker bid quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
Weight of security in Asia FocusVanilla Index.
Number of ask orders displayed (top 10 consolidated).
Net income parent interim forecast.
Buy or Sell associated with the Nth leg of a spread.
The expiration date of the appropriate leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Previous latest bid prices the first being most recent.
The RIC associated with the appropriate leg of a spread.
Real Semi-Annual Portfolio Modified Duration Unhedged.
Customer quantity of a security at N price level.
Effective Gearing Ratio of a Warrant Price to Share Price.
Interest basis and floating rate index.
Volume of the most recent cancelled trade.
Ordinary profit % change parent full-term the latest and previous 4 years.
Life High Price break Indicator.
VWAP for Evening Session.
This field should display the Convexity BIAS.
The relative level of the Ask price.
Buy Order Quantity Cumulative Total.
Sell Order Quantity Cumulative Total.
Short Description - short item description.
The Minimum Coupon is the lifetime cap on the coupon rate.
Foreigner Remain Invest Ratio.
Seventeen-character stock RIC field.
First session high & low prices of Japanese security.
Generic flags applicable to GEN_VALn.
Discount margin to call. The Discount Margin assuming early call of the bond.
Weight of security in Global Focus Index.
Generic flags applicable to GEN_VALn.
Latest reported dividend type.
Theoretical open. Initially used for Dow Jones Indices.
Retransmission Indicator.
Five rippled trade-price time fields.
Generic Text Fields (14 Characters).
Previous latest bid prices the first being most recent.
Twenty-character generic text fields.
Book value per share parent interim the latest but n (where n = 1..3).
The value of the nth settlement item the latest but four.
Predefined FIDs. Do not use while this description is in place.
3 month value of net balance, net balance change & turnover.
Generic Text Fields (14 Characters).
Predefined FIDs. Do not use while this description is in place.
End character of big figure.
Today's 5th highest trade.
The latest 5 days' total value of volume.
For Money/FX instruments, data for the New York trading day.
The high and low from the previous calendar week.
Identifiers showing the market-makers on the ASK side of a quote.
Two months after the current month.
Spread 2 with another instrument defined in SPREADREF2.
Customer bid quantity at levels 1-25.
One of a stack of three rippled generic time fields.
Predefined FIDs. Do not use while this description is in place.
Ten-character generic text fields.
The strike price of the option associated with the Nth leg of a spread.
Accumulated Bid size 1 - 11.
Total number of Market Orders on the Bid side of the book.
4th latest dealing code, DLG_CODE1 being the most recent.
Previous latest ask prices the first being most recent.
Issue amount x Last Price.
Big RIC equivalent of LONGLINKn.
Predefined FIDs. Do not use while this description is in place.
std::string enumToString(RecordType::Enum)
Returns string representation.
Sampling period in seconds of the gap count (x).
The Ask Quantity of the nth Level (where n = 1..25).
Today's 4th lowest trade.
Return over different timescales.
Predefined FIDs. Do not use while this description is in place.
The Bid Price for the nth Level (where n = 1..25).
The expiration date of the appropriate leg of a spread.
The relative level of the Bid price.
Trade Price Netchange calcuation against previous quarter.
Predefined FIDs. Do not use while this description is in place.
Underlying Assets 1 thru 5.
Overnight, and 1, 2 & 3 week Repurchase Agreement rate.
Identifiers showing the market-makers on the ASK side of a quote.
Indicator for Second thru Tenth Ask price.
Percentage of market capatalisation included in sector weightings.
Maximum percentage of shares outstanding that Sub-regional investors can own.
Dividend per share, Actual value for last reported annual period.
Earnings Per Share 1-6 (IBES).
Rippled trade-price time fields. Not a ripple chain.
The relative level of the Bid price.
Generic Text Field (14 characters)10 for Local Language.
Settlement date consolidated full term the latest and previous 3 years.
The limitation amount for CP issue.
Predefined FIDs. Do not use while this description is in place.
Native sale condition of Last trade.
Predefined FIDs. Do not use while this description is in place.
Instruction pointer of the program's initial start address.
Identifiers showing the market-makers on the bid side of a quote.
Predefined FIDs. Do not use while this description is in place.
the calculation used in order to report an economic data release.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The frequency of interest payments on a debt instrument.
Predefined FIDs. Do not use while this description is in place.
Conversation status on the keystation.
Price for top non-displayed Ask.
Indicative equilibrium price and volume.
4th latest contributor location, CTBLOC_1 being the most recent.
The theoretical life high and low values.
Yield of the Most recent last trade.
Date of update of After Hour Market information.
Price Cash Flow Ratio parent full-term forecasts 1 & 2.
Most recent but one mortgage yield.
Chain FID with identical usage as the LONGLINK set of FIDS.
Hedge Ratio value 1Yr ago.
Initial margin calculated for one sold contract.
Predefined FIDs. Do not use while this description is in place.
Field detailing if convertible issue is an exchangeable issue.
names etc can be updated on request in future Record Template releases.
Accumulated Ask size 1 - 11.
Total volume made by buy side.
Ordinary profit consolidated the latest and previous 3 years.
Time of the value in the TRDPRC_1.
Predefined FIDs. Do not use while this description is in place.
Field to display the number of shares designated for Index weighting.
Measure of Atmospheric moisture.
The expiration date of the Nth leg of a spread.
The Bid Quantity of the nth Level (where n = 1..25).
The RIC associated with the Nth leg of a spread.
The Bid Price for the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
Statistic output/production volume.
The latest price from put-through deal.
Predefined FIDs. Do not use while this description is in place.
Broker bid quantity at levels 1-25.
The related note term for the cash loan.
7 day yield of money market funds.
Predefined FIDs. Do not use while this description is in place.
GMT timestamp of the last gap detected by the provider.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but 2. (where n = 18..30).
The value of the nth settlement item the latest year.
Total size of the Market Orders on the Ask side of the book.
Liquidity Provider holding amount per listed share.
The value of the nth settlement item the latest but one.
The third level upper trading limit for todays trading.
Nominal Clean Price Index.
Total value of new shares.
Accumulated Volume of Block and Basket trading during after-hour market.
Precipitation type i.e. rain, snow, sleet etc.
This provide a link to HOLIDAY list applying for the instrument.
Weight of security in US Focus InvGrade Index.
Predefined FIDs. Do not use while this description is in place.
Ratio of lots for the leg.
The date on which the issue will trade ex-dividend with cash dividend.
Previous Price including accrued interest.
3 month value of new, settlement & outstanding funds.
Predefined FIDs. Do not use while this description is in place.
Special Background <xxxx. TK1>.
Predefined FIDs. Do not use while this description is in place.
External trade - net change.
Value of YR_PCTCH for the previous year.
For CDS. Basis point quote value that ripples from ASK_SPREAD (FID 3296).
The value of the nth settlement item the latest but one.
Bond issue date the latest and previous.
Name of Market Makers 2-5.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The time by when the closing run process is applied.
Book value per share consolidated forecast 2.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The change in pressure over a given time & location.
Twenty-character generic text fields.
Local Language equivalent of COLLATE1, COLLATE2 & COLLATE3.
Unhedged Cash Paid (USD).
Lower band limit value for a Bollinger indicator analytic.
Twenty-character generic text fields.
Swift BIC value for updates in FIDs TRDPRC_1 thru TRDPRC_5.
Number of 1st thru 5th Bid Quotes.
Mkt Shortselling Total Turnover.
Disclosed/Undisclosed Bid volumes.
Buy Order Quantity Cumulative Total.
The format of the take as supplied by Editorial e.g. tabular or text.
MLSI field for GN_TXT24_1.
Session type enumerated type field.
The value of the nth settlement item the latest but one.
Ordinary profit % change parent interim forecast.
Predefined FIDs. Do not use while this description is in place.
The underlying contract type associated with the Nth leg of a spread.
Buy or Sell associated with the Nth leg of a spread.
The time when the value in FID 924 was reported.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but two.
Twenty-character generic text fields.
Previous latest ask prices the first being most recent.
Total sky coverage, taking into account all amounts at all levels.
Capital change allotment ratio (denominator) the latest and previous.
The offer side of the quote.
Put through transaction volume (HASTC and HOSE).
The strike price of the option associated with the Nth leg of a spread.
For Money/FX instruments, data for the New York trading day.
Timestamps for 25x80 pages.
Percentage of issues that are unchanged.
Dividend Pay Exchange Dates 1 & 2.
Sell Order Quantity Cumulative Total.
Turnover of Block and Basket trading during Regular session.
Upper trading limit for today's trading.
Basis of the deliverable bond.
The 5 best Bid Discount values.
Multiplier or divisor applied to price.
Predefined FIDs. Do not use while this description is in place.
A flag qualifying the value in FIDs 932 and 933 respectively.
Percentage weighting within a particular index sector.
Predefined FIDs. Do not use while this description is in place.
Disclosed/Undisclosed Bid volumes.
Today's 5th highest ASK price.
Broker bid quantity at levels 1-25.
Today's High Price and Low Price fluctuation.
The date of the previous open interest held in the OPINT_2 field.
Units in which the equity price is expressed.
Metadata that describes the type of Economic Indicator.
Book value per share parent interim the latest but n (where n = 1..3).
The value of the nth settlement item the latest but one.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predominant sentiment category, integer representation.
Percentage weighting within a particular index sector.
Net change value between LEG 7 and 8.
9th latest dealing code, DLG_CODE1 being the most recent.
Volume Of Theoretical Trade.
Predefined FIDs. Do not use while this description is in place.
Number of RICs added since previous day.
Ratio of lots for the leg.
The number of players making at the nth level Bid Price (where n = 1..25).
Moving average of the n last working days indicator values.
Broker bid quantity at levels 1-25.
Price for top non-displayed Bid.
Percentage weighting within a particular index sector.
Total value of net balance change.
Previous conv price & ratio.
3rd latest contributor location, CTBLOC_1 being the most recent.
The yield corresponding to price in A_PRICE_#.
Bond type enumerated fields.
Accumulated Volume of After-hour.
1, 2 & 3 month Repurchase Agreement rate.
Previous latest bid prices the first being most recent.
Previous Price including accrued interest.
The expiration date of the Nth leg of a spread.
Percentage weighting within a particular index sector.
Predefined FIDs. Do not use while this description is in place.
Instrument Trading Status.
The latest 5 days' total value of volume.
Previous Prepayment Rate 3.
The value of the nth settlement value the latest but one (where n = 18..30).
Portion of dividend which tax has been paid.
Item ID of 4th most recent linked item across all News Feeds.
Indicates if the rate is quoted inverse to the US Dollar.
Qualifying flag for FID 930.
The Bid Quantity of the nth Level (where n = 1..25).
The latest 5 days' total value of net balance.
The latest 5 days' total value of outstanding funds.
Predefined FIDs. Do not use while this description is in place.
The type of security supporting the repurchase agreement.
The relative level of the Ask price.
Predefined FIDs. Do not use while this description is in place.
60 Day at-the-money implied volatility index for put options.
fields (FIDs 30 & 31) respectively. Their meaning is market dependent.
Percentage of market capatalisation included in sector weightings.
Predefined FIDs. Do not use while this description is in place.
A pointer to a record holding background contributor information.
Ten-character generic text fields.
Predefined FIDs. Do not use while this description is in place.
DDS FID. The service providing the item.
The jurisdiction under which the fund is legally incorporated.
Predefined FIDs. Do not use while this description is in place.
Earnings Per Share 1-6 (IBES).
Generic Statistical Value.
names etc can be updated on request in future Record Template releases.
Accumulated Volume of Block and Basket trading.
ISIN of instrument that is to be added, dropped or changed.
The current price of the spread leg.
The latest 5 days' total value of margin ratio.
Capital change adjustment factor the latest one and previous.
Twenty-character generic text fields.
Qualifying flag associated with the value in FID 916.
Price Flag of Parent Stock (CB only).
The margin sell position from Tokyo SE.
Predefined FIDs. Do not use while this description is in place.
Capital change increased shares the latest and previous.
The underlying contract type associated with the Nth leg of a spread.
Primary and secondary settlement item names.
Predefined FIDs. Do not use while this description is in place.
Last day's closing yield.
Sell order Liquidity provider quantity.
names etc can be updated on request in future Record Template releases.
Volume of Trade which triggered a circuit breaker.
News Time in milliseconds.
Disclosed/Undisclosed Ask volumes.
Twenty-character generic text fields.
Currency code(s) where today is a market holiday.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
High per second message rate inbound to the Line Handler.
Predefined FIDs. Do not use while this description is in place.
Code indicating on which exchange the instrument (bond) is listed.
9th latest contributor short name, CTBTR_1 being the most recent.
The strike price of the option associated with the Nth leg of a spread.
Generic date field - applies to GEN_VAL2 where appropriate.
Difference between Dealer Buy Volume minus Dealer Sell Volume.
The expiration date of the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Customer ask quantity at levels 1-25.
Sell Order Quantity Cumulative Total.
For Money/FX instruments, data for the London trading day.
The series number of the index.
The value of the nth settlement item the latest year. (where n = 18..30).
The source market of a Market Participant quote.
The effective date of the latest capital change.
Timestamps for 25x80 pages.
Predefined FIDs. Do not use while this description is in place.
Primary and secondary settlement item names.
Date of fixing used for settlement.
The strike price of the option associated with the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Disclosed/Undisclosed Ask volumes.
AM session low bid & ask.
Rebuild/Retransmission Indicator.
Predefined FIDs. Do not use while this description is in place.
Quote time given in seconds.
Predefined FIDs. Do not use while this description is in place.
The final coupon date before redemption.
The lowest value ever achieved by this issue.
Buy order Liquidity provider quantity.
RIC field containing pointer to 'preferred' link record.
The price at which the next put option will be exercised.
Broker bid quantity at levels 1-25.
The expiration date of the Nth leg of a spread.
Buy order Liquidity provider quantity.
Buy Order Quantity Cumulative Total.
The foreigners buy volume.
Earnings per share, Actual value for last reported annual period.
Percentage change total return.
Predefined FIDs. Do not use while this description is in place.
Return over different timescales.
The relative level of the Bid price.
Predefined FIDs. Do not use while this description is in place.
Probability that news item has positive sentiment.
Ripple stack FIDs for TRDVOL_1.
The Ask Quantity of the nth Level (where n = 1..25).
Nominal Annual Modified Duration Hedged.
Time at which the high value held in the fields HIGH_1/ SEC_HIGH was made.
Total mortgage remaining.
The value of the nth settlement item the latest but three.
Period end Date of last Fiscal Quarter.
The value of the nth settlement item the latest but one.
Number of warrants bought.
4th thru 10th best MMID, Ask side.
Predefined FIDs. Do not use while this description is in place.
Time of the latest update to the BID field FID 22.
The size of implied price at bid and ask.
Buy Order Quantity Cumulative Total.
Organisation Identifier 2.
Forecast dividend of the underlying security.
The value of secondary settlement item parent interim forecast.
Real Annual Modified Duration Hedged.
The measurement of the leverage of an option.
The value of the nth settlement item the latest but three.
For Japanese convertible bond indices parity greater than or equal to 100.
The difference in percentage terms between the GRS_NOTL_1 and GRS_NOTL_2.
Total number of ask orders displayed (full depth).
Net income parent full-term the latest and previous 4 years.
Diluted book value per share parent full-term forecast n (where n = 1..2).
Weight of security in Spare #2 Index.
Time of the last VWAP (All Day) update.
Displays the composite yield for fixed income instruments.
Buy or Sell associated with the Nth leg of a spread.
New RIC for merged companies.
Latest Market Maker BID & Ask prices and quantities.
Weight of security in Europe Inv Grade Index.
Sell Order Quantity Cumulative Total.
The yield corresponding to price in B_PRICE_#.
The settlement date of the latest and previous 4 years.
Price Rate of Return Index Value in local currency terms unhedged.
The value of prime settlement item parent interim the latest year but 2.
Common Frequency Yield to Worst.
Buy or Sell associated with the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest year. (where n = 18..30).
Predefined FIDs. Do not use while this description is in place.
Modified Option Adjusted Convexity.
The location of a price report for energy spot prices.
The scaling factor of the block ACVOL.
Accumulated trading Value.
Disclosed/Undisclosed Ask volumes.
For IRS. 6 Month bps change.
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs).
Bond issue date the latest and previous.
Predefined FIDs. Do not use while this description is in place.
Current yield historical close for TSE JGB small lot.
The latest bid price in odd-lot trading session.
Provider of 1st thru 10th Best Ask Prices.
Annual Portfolio Convexity.
6 month value of settlement funds.
the URL link to further information about an economic indicator.
Number of Orders in the nth Ranked MBP Ask Side Row.
Trading value of regular session.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The number of seconds the call was in the incoming call queue.
Convertible credit spread input volume.
The five best bid sizes associated with the fields BEST_BID1 to BEST_BID5.
Today's total market volume.
Primary last activity fields the most recent held in PRIMACT_1.
Sell Order Quantity Cumulative Total.
Predefined FIDs. Do not use while this description is in place.
Timestamps for 25x80 pages.
The yield corresponding to price in B_PRICE_#.
The relative level of the Ask price.
Ordinary profit % change parent interim the latest ands previous 2 years.
3 month value of new, settlement & outstanding shares.
Local language market maker name.
Predefined FIDs. Do not use while this description is in place.
Foreigner Net Hold Volume.
Total volume made by sell side.
PM session high bid & ask.
Previous 1 thru 5 day High Price and Low Price fluctuation percentages.
Predefined FIDs. Do not use while this description is in place.
Stop codes entered by the operations staff.
Further text qualifying Organisation Identifier 1.
The number of players making at the nth level Bid Price (where n = 1..25).
names etc can be updated on request in future Record Template releases.
Predefined FIDs. Do not use while this description is in place.
Today's 3rd lowest ASK price.
Predefined FIDs. Do not use while this description is in place.
Percentage weighting within a particular index sector.
Provider of 1st thru 10th Best Ask Prices.
The RIC associated with the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but four.
The expiration date of the Nth leg of a spread.
Price Earning Ratio 1-6 (IBES).
The value of the nth settlement item the latest but four.
Number of RICs changed since previous day.
The geographic code of the Reuters Classification Scheme.
The scaling factor for the MKT_VALUE field (FID 2150).
Undisclosed volume for buyers.
Aggregate volume required at a particular bid price level.
Predefined FIDs. Do not use while this description is in place.
30 Day at-the-money implied volatility index for put options.
Sample RICs for illustration of alert.
The high and low from the previous 52 weeks.
Currency code(s) where maturity or end date is a market holiday.
Date of announcement of a debt issue.
Predefined FIDs. Do not use while this description is in place.
Date of listing in Exchange or starting of trade.
The currency for the price within the GEN_VALn field.
The time when the value in FIDs 932 and 933 respectively was reported.
The yield corresponding to price in A_PRICE_#.
Source of Closing Bid and Ask.
Count of the number of references in a record.
Date of the conversion ratio.
Ordinary profit % change parent interim the latest ands previous 2 years.
The date on which the coupon is next reset.
Buy order Liquidity provider quantity.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Sell Order Quantity Cumulative Total.
Indicator for Second thru Tenth Bid price.
Gross price of an instrument.
The yield corresponding to price in A_PRICE_#.
The five best ask sizes associated with the fields BEST_ASK1 to BEST_ASK5.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
The yield corresponding to price in A_PRICE_#.
Net Assets Value for Fund_1.
The value of the nth settlement item the latest but four.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
Displays the theoretical frequency of update.
Source ID for update in FID TRDPRC_1 thru TRDPRC_5.
Bookvalue per share consolidated the latest and previous 3 years.
Bond issue date the latest and previous.
Name of underlying instrument.
Second bid price qualifier.
Official cleared volume for SSFs.
Previous latest ask prices the first being most recent.
Local Total Return Index Today.
The value of the nth settlement item the latest but four.
The value of the nth settlement item the latest but two.
Conversion parity in percent of face.
Unique identifier to Bid and Ask customers.
For Money/FX instruments, data for the London trading day.
The volume of odd lot trade deals done so far.
Original Settlement Date.
Real Semi-Annual Portfolio Convexity Unhedged.
Time of today's 3rd lowest trade.
Weight of security in Spare #3 Index.
Financial Status Indicator.
Disclosed/Undisclosed Bid volumes.
The expiration date of the Nth leg of a spread.
Source ID for update in FID TRDPRC_1 thru TRDPRC_5.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Accumulated Volume of Block and Basket trading during Pre-open market.
The currency for the price within the GEN_VALn field.
the latest actual data for an economic release.
Yield to maturity for FID366.
The version number of the overview datafeed protocol being used by the COG.
Capital change increased shares the latest and previous.
Predefined FIDs. Do not use while this description is in place.
The RIC associated with the second leg of a spread.
Identifiers showing the market-makers on the bid side of a quote.
Preliminary prepayment date for fixed income instruments.
Identifiers showing the market-makers on the ASK side of a quote.
Spread 3 with another instrument defined in SPREADREF3.
Settlement date parent full term the latest and previous 4 years.
The first and second halves respectively of the resumption price range.
Tomorrow's base price.
Big RIC equivalent of LONGLINKn.
Twenty-character generic text fields.
Accumulated Ask size 1 - 11.
Sell or buy Applicable Order.
Undisclosed volume for buyers.
The value of the nth settlement item the latest but four.
The date the bond is auctioned.
Ratio of lots for the leg.
The Ask Quantity of the nth Level (where n = 1..25).
Current yield net change for TSE JGB small lot.
Predefined FIDs. Do not use while this description is in place.
Number of Orders in the nth Ranked MBP Bid Side Row.
1st thru 10th Ask size by Market maker.
4th thru 10th best MMID, Bid side.
Broker bid quantity at levels 1-25.
The strike price of the option associated with the Nth leg of a spread.
Indicative Optimized Portfolio Value.
Net income parent full-term the latest and previous 4 years.
The underlying contract type associated with the appropriate leg of a spread.
Customer bid quantity at levels 1-25.
Real Straight Convexity Unhedged.
The time at which the value in SESS1_OPEN was set reported by the TSE.
Datestamps for 25x80 pages.
Predefined FIDs. Do not use while this description is in place.
Price of last trade of Type 1 (Korea SE).
The number of players making at the nth level Bid Price (where n = 1..25).
SubMarket Indicator (associated with last trade).
Predefined FIDs. Do not use while this description is in place.
Latest Price of Parent Stock (CB only).
The Virtual Weighted Average Price of the trades in the auction period.
Twenty-character generic text fields.
Flag field qualifying the secondary activity field SEC_ACT_6.
The most recent non-zero unadjusted Closing Price.
Ratio of lots for the leg.
The five best bid sizes associated with the fields BEST_BID1 to BEST_BID5.
Broker bid quantity at levels 1-25.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
The underlying contract type associated with the Nth leg of a spread.
Weight of security in Asia Index.
Bond issue amount the latest one and previous.
Datestamps for 25x80 pages.
Ordinary profit % change parent full-term forecast 1 & 2.
Generic Text Field (14 characters)10 for Local Language.
Number of Orders in the nth Ranked MBP Ask Side Row.
Foreigner's trading limit ratio(issue).
Basis Value 2 with another instrument.
Time of the last trade in odd-lot trading session with precision to seconds.
Predefined FIDs. Do not use while this description is in place.
Amortizing Interest Rate.
Customer bid quantity at levels 1-25.
Earnings Per Share 1-6 (IBES).
Correction Threshold Check Indicator.
Previous latest bid sizes the first being most recent.
9th latest Activity Time. The corresponding date field is VALUE_DT9.
Item ID of 1st historic linked item across all News Feeds.
Sell Order Quantity Cumulative Total.
Option Adjusted Spread Bid.
The value of the nth settlement item the latest year. (where n = 18..30).
Dividend per share parent interim forecast (small).
Indicator for Second thru Tenth Ask price.
Tomorrows base price Flag.
Upfront Ask traded with fixed coupon of 100 bps.
The number of odd lot trade deals done so far.
Predefined FIDs. Do not use while this description is in place.
1st latest dealing code, DLG_CODE1 being the most recent.
Capital change allotment ratio (denominator) the latest and previous.
Opening, Intraday and Closing auction volumes.
Opening, Intraday and Closing auction prices.
Predefined FIDs. Do not use while this description is in place.
Statistic import volume or pecentage.
Start and End dates of Liquidity Provider.
Predefined FIDs. Do not use while this description is in place.
Program data bytes. Unused data bytes are padded with zero.
Predefined FIDs. Do not use while this description is in place.
The date on which the first coupon is paid.
Predefined FIDs. Do not use while this description is in place.
Special terms trading flag (maps to Quotron Cash-All-Day flag).
Generic flags applicable to GEN_VALn.
Broker ask quantity at levels 1-25.
News associated to the industry sector a company/entity belongs to.
Real Semi-Annual Modified Duration Hedged.
3 month value of net balance, net balance change & turnover.
Initial Period in months.
Number of related items in history periods 1 - 5.
Earnings per share, Consensus forecast value for next fiscal year.
Previous latest bid prices the first being most recent.
Item ID of 1st thru 5th most recent linked item.
ISMA yield (Semi-annual).
Generic Text Fields (14 Characters).
Basis value 3 with another instrument.
Net Coupon. Gross Coupon minus the servicing fee.
The discount of the lifetime low.
Predefined FIDs. Do not use while this description is in place.
Today's 2nd highest trade.
Forward price of Swiss equities.
Time of generation of news item whose page code is given by NEWS.
Date of change backgrounds of bonds about the above.
Time security was originally halted, associated with HALT_DATE.
The strike price of the option associated with the Nth leg of a spread.
The direction of trading from the previous trade.
The yields of the year high and low.
8th latest dealing code, DLG_CODE1 being the most recent.
Reference field for the Base Rate linked to credit instruments.
1st latest contributor location, CTBLOC_1 being the most recent.
The weighted average time to maturity displayed in months.
The Bid Price for the nth Level (where n = 1..25).
Sell Order Quantity Cumulative Total.
Indicator to clarify System/Post traded equities in Japanese SE.
The closing prices of the morning and afternoon trading on GAFTA.
Ask, Bid, Last and Close or Settle Implied Volatilities.
Number of ask orders displayed (top 10 consolidated).
Predefined FIDs. Do not use while this description is in place.
Customer ask quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Interest rate for Forward Rate Agreements.
Timestamps for 25x80 pages.
Number of Orders in the nth Ranked MBP Ask Side Row.
The strike price of the option associated with the Nth leg of a spread.
Buy volume of Dealers Trading.
Sum of spreads of a CDS Index/Tranche/Basket.
Contributor name for second activity.
Last trading date for contract.
7th latest contributor short name, CTBTR_1 being the most recent.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Nominal Straight Convexity Hedged.
Date security was originally halted.
Broker ask quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
The time when the value in FID 918 was reported.
the primary source for an economic data release.
Return over different timescales.
Disclosed/Undisclosed Ask volumes.
The theoretical closing price.
The date of the Carry Forward Price (CARRYFW_PR).
Volume of bid orders displayed (top 10 consolidated).
Predefined FIDs. Do not use while this description is in place.
For Money/FX instruments, data for the London trading day.
Capital change subscription per share the latest and previous.
Predefined FIDs. Do not use while this description is in place.
Three 16 character text fields for flexible representation of data.
The total bid and ask quantities that are included in spread trading.
Fitting (Interest expenses).
Turnover of Type 1 Trades.
The interest message specified in the call.
Redemption Yield - Annualised.
Native alphanumeric trade condition code.
Size of prices in FIDs 953 and 954.
Capital change allotment ratio (numerator) the latest and previous.
Control Price - price that guides the automatic management of negotiations.
The latest 5 days' total value of outstanding shares.
For Money/Fx instruments, data for the Tokyo trading day.
Predefined FIDs. Do not use while this description is in place.
Buy or Sell associated with the Nth leg of a spread.
Market Open, Low and High.
Used by editorial as the keyword/headline/dateline.
Customer bid quantity at levels 1-25.
Government Bond Guarantee.
The RIC associated with the appropriate leg of a spread.
Real Annual Portfolio Convexity Unhedged.
Trade indicators for FID TRDPRC_1 thru TRDPRC_5.
Predefined FIDs. Do not use while this description is in place.
Timestamps for 25x80 pages.
Source IDs for Ask Prices. Use same Enum table as TRDXID_1 (FID 44).
30 Day at-the-money implied volatility index.
Start date of contract or deal period.
names etc can be updated on request in future Record Template releases.
4th latest contributor short name, CTBTR_1 being the most recent.
Overnight, and 1, 2 & 3 week Repurchase Agreement rate.
1st latest contributor page, CTB_PAGE1 being the most recent.
Capital adjustment factor and date.
One of a stack of three rippled generic time fields.
Bid and Ask deal source numbers for cancelled trades.
The Bid Price for the nth Level (where n = 1..25).
Capital change type enumerated fields.
Sell order Liquidity provider quantity.
Short sell value (in money).
Twenty-character generic text fields.
Option Adjusted Spread Ask.
Predefined FIDs. Do not use while this description is in place.
The date on which a bond matures.
Mandarory convertible upper strike.
Exchange delivery settlement price.
Sell order Liquidity provider quantity.
Net income parent interim the latest and previous 2 years.
The buy margin position divided by the sell margin position.
Dates on which the life high and Low were established.
Yield type field describing the type of yields held in the SEC_YIELD_n stack.
The number of days to maturity ('countdown') for a debt instrument.
Predefined FIDs. Do not use while this description is in place.
4th latest Activity Time. The corresponding date field is VALUE_DT4.
The Bid Quantity of the nth Level (where n = 1..25).
Customer ask quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
Defines whether the gap stats are per message or per frame.
Chain FID with identical usage as the LONGLINK set of FIDS.
Buy order Liquidity provider quantity.
Weight of security in Spare #4 Index.
Predefined FIDs. Do not use while this description is in place.
Transactional volumes corresponding to latest price fields.
Sell Order Quantity Cumulative Total.
Predefined FIDs. Do not use while this description is in place.
The strike price of the option associated with the Nth leg of a spread.
Trade Price percentage change calculation against 10th previous day.
Percentage change value between LEG 5 and 6.
Classification of Financial Instruments Code as descfibed in ISO 10962.
Liquidity provider Bid, Ask, Bid size and Ask size.
End of convertible period.
Predefined FIDs. Do not use while this description is in place.
Balloon Price. Price at which borrower pays back principal on balloon date.
The expiration date of the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Small lots primary latest activity flag.
Predefined FIDs. Do not use while this description is in place.
Spare general volume fields.
Predefined FIDs. Do not use while this description is in place.
Month to date Coupon Return.
Predefined FIDs. Do not use while this description is in place.
Indicator for Second thru Tenth Bid price.
The yields of the lifetime high and low.
Weight of security in Eurozone Index.
Predefined FIDs. Do not use while this description is in place.
Stop codes entered by the operations staff.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
For Money/FX instruments, data for the New York trading day.
Real Semi-Annual Convexity Hedged.
Liquidity provider Bid, Ask, Bid size and Ask size.
The time when the value in FID 912 was reported.
Earning per share parent interim the latest and previous 2 years.
Predefined FIDs. Do not use while this description is in place.
Username of application with the largest outbound message rate.
Predefined FIDs. Do not use while this description is in place.
Periodic Payment Cap. Maximum periodic percent increase/ decrease in payment.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Customer bid quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
The number of players making at the nth level Bid Price (where n = 1..25).
Issue amount (no. of shares) net change.
Second generic time given in milliseconds.
Facility Size, Original currency displayed in millions.
Moving average of the n last working days indicator values.
Flag field qualifying the primary activity field PRIMACT_1.
Previous latest bid prices the first being most recent.
The number of players making at the nth level Bid Price (where n = 1..25).
Capital change increased shares the latest and previous.
Buy or Sell associated with the Nth leg of a spread.
Count of relevant news items in last 30 days.
The number of players making at the nth level Ask Price (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Turnover - extended to 45bit precision.
Special release beginning net asset value.
Nominal Semi-Annual Yield Unhedged.
Predefined FIDs. Do not use while this description is in place.
Instrument name of SPREAD2.
Block trade count second session.
Predefined FIDs. Do not use while this description is in place.
Thirty-two character generic text fields.
Previous RIC if RIC has been changed.
Name of Market Makers 2-5.
The direction of compound yield.
Fixed Income field for general use 7.
Field to display the Current Month - used for MBS.
The second level upper trading limit for today's trading.
The relative level of the Bid price.
Real Annual Convexity Hedged.
Highest & Lowest Bid of 3rd Session.
Reference Opt Adjusted Spread.
Disclosed/Undisclosed Bid volumes.
3 month value of new, settlement & outstanding funds.
Indicator identifying the type of high value in the THRD_HIGH field.
Ask, Bid, Last and Close or Settle Implied Volatilities.
The number of bids made for a NASDAQ bid ask quoted equity.
Customer ask quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
Broker bid quantity at levels 1-25.
Percentage change of current close price comparing to 3 month historic close.
Predefined FIDs. Do not use while this description is in place.
Date on which trade fixes against a reference rate.
Disclosed/Undisclosed Ask volumes.
Predefined FIDs. Do not use while this description is in place.
Chain FID with identical usage as the LONGLINK set of FIDS.
Replacement for FID PUTCALLIND (109) with extended index enumeration values.
The total number of debt instruments issued under a single issue.
Nominal Semi-Annual Modified Duration Hedged.
The number of issued warrants cancelled on previous day.
Earning per share parent interim forecast.
Predefined FIDs. Do not use while this description is in place.
The number of items that mention scored entity in history period 3.
Source ID for update in FID LOW_1.
Sinking Fund Schedule (Start & End Dates).
Predefined FIDs. Do not use while this description is in place.
Is contingent convertible.
Standard Market Size for MiFID reporting.
Warrant Premium Gearing Ratio.
Item ID of 5th historic linked item across all News Feeds.
Sixteen character generic text fields.
Predefined FIDs. Do not use while this description is in place.
Fixed Income field for general use 6.
The implied price at bid and ask..
Fifth generic time given in milliseconds.
Customer ask quantity at levels 1-25.
Previous last trade prices or values.
Sell Order Quantity Cumulative Total.
Disclosed/Undisclosed Bid volumes.
The Bid Price for the nth Level (where n = 1..25).
The value of the nth settlement item the latest but three.
Disclosed/Undisclosed Bid volumes.
Settlement date consolidated full term the latest and previous 3 years.
The primary options chain that relates to this underlying RIC.
Predefined FIDs. Do not use while this description is in place.
For IRS. 1 Month bps change.
Today's 3rd lowest trade.
Predefined FIDs. Do not use while this description is in place.
Flag field qualifying the secondary activity field SEC_ACT_7.
The expiration date of the Nth leg of a spread.
Customer ask quantity at levels 1-25.
The yield corresponding to price in A_PRICE_#.
Local Language equivalent of swap provider.
Number of ask order (Base).
The Ask Price of the nth Level (where n = 1..25).
Start and End dates of Liquidity Provider.
Revision level of the permissions record.
Spare general numeric fields.
Predefined FIDs. Do not use while this description is in place.
The RIC associated with the first leg of a spread. Big RIC equivalent.
Number of issues not quoted today.
Total value of outstanding funds.
Sixth & seventh colour indicators. Similar to COLID_1.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Indicator for Second thru Tenth Bid price.
Date of Latest Closing Price.
Predefined FIDs. Do not use while this description is in place.
Ordinary profit % change parent full-term forecast 1 & 2.
Previous latest ask sizes the first being most recent.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
Dividend per share for the latest but 1 commemorative or special dividend.
Probability that news item has neutral sentiment.
Chain FID with identical usage as the LONGLINK set of FIDS.
Upfront Ask traded with fixed coupon of 500 bps.
Buy Order Quantity Cumulative Total.
Broker ask quantity at levels 1-25.
VWAP for one single issue trade.
Previous trading days volume weighted average yield price.
Predefined FIDs. Do not use while this description is in place.
Ordinary profit parent interim the latest year and previous 2 years.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
Broker bid quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
Time of quote in milliseconds.
Month to date Excess Returns.
The Bid Price for the nth Level (where n = 1..25).
Ordinary profit % change parent full-term the latest and previous 4 years.
The Bid Price for the nth Level (where n = 1..25).
Weighted Average Bid and Ask Prices.
Buy or Sell associated with the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Primary last activity fields the most recent held in PRIMACT_1.
Predefined FIDs. Do not use while this description is in place.
Ratio of lots for the leg.
The type of take as supplied by editorial.
Previous Price excluding accrued interest.
Broker bid quantity at levels 1-25.
Earning per share parent full-term forecast 1 & 2.
The expiration date of the appropriate leg of a spread.
Buy Order Quantity Cumulative Total.
Book value per share parent interim the latest but n (where n = 1..3).
The underlying contract type associated with the Nth leg of a spread.
The Bid Price for the nth Level (where n = 1..25).
Bookvalue per share consolidated the latest and previous 3 years.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Diluted earnings per share parent interim the latest but n(where n = 1..3).
Today's total market value (in money).
TRFIT Chain that the RIC should be placed on.
The Ask Price of the nth Level (where n = 1..25).
The value of the nth settlement value the latest but one (where n = 18..30).
Percentage weighting within a particular index sector.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The number of word used in the sentiment calculation.
Previous day net asset value of mutual fund.
Predefined FIDs. Do not use while this description is in place.
Sell Order Quantity Cumulative Total.
3rd latest contributor short name, CTBTR_1 being the most recent.
Identifies Trade Reporting Facility SubMarket Center - US Equities.
The tranche level name (e.g. equity, senior, super senior..) of an index.
Symbol of underlying instrument.
Twenty-character generic text fields.
Ordinary profit % change parent interim forecast.
Ratio of lots for the leg.
Consensus Estimates Currency.
Transactional volumes corresponding to latest price fields.
Price of trade which triggered a circuit breaker.
Number of Orders in the nth Ranked MBP Bid Side Row.
The number of combined bid and ask orders included in spread trading.
Organisation Identifier 1.
The Ask Quantity of the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Diluted earnings per share parent interim the latest but n(where n = 1..3).
Predefined FIDs. Do not use while this description is in place.
1st thru 10th Ask size by Market maker.
Date corresponding to ALT SETTLE.
The RIC associated with the Nth leg of a spread.
Net change for Compound Yield.
Ratio of lots for the leg.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
names etc can be updated on request in future Record Template releases.
3 flag fields further qualifying the MID PRICE fields MID_n.
Floating Rate Note formula.
Predefined FIDs. Do not use while this description is in place.
The 5 best Bid Discount values.
The relative level of the Bid price.
The number of players making at the nth level Bid Price (where n = 1..25).
Date the loan agreement was signed.
The strike price of the option associated with the Nth leg of a spread.
Burnout Factor of an MBS bond.
The yield corresponding to price in B_PRICE_#.
1st thru 10th Bid size by Market maker.
Date for HST CLOSE 2 (#963).
Twenty-four character generic text fields.
Turnover of Block and Basket trading during Regular session.
Local language instrument name.
Previous rolling 52 weeks Low Price.
The Bid Quantity of the nth Level (where n = 1..25).
between weights and volumes.
Customer ask quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
1, 2 & 3 month Repurchase Agreement rate.
The Ask Quantity of the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
General purpose spread field.
Turnover for calculation of Volume Weighted Average Price.
Enumerated/Standardized Halt Reason Code.
Predefined FIDs. Do not use while this description is in place.
The maximum tradeable quantity of an instrument in a single trade.
Current/most recent weather update.
Predefined FIDs. Do not use while this description is in place.
Price Earning Ratio 1-6 (IBES).
Book value per share parent full-term forecast 2.
Trade indicators for FID TRDPRC_1 thru TRDPRC_5.
Reference Opt Adjusted Price Change.
The latest 5 days' total value of volume.
Underlying Assets 1 thru 5.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Chain FID with identical usage as the LONGLINK set of FIDS.
The RIC associated with the Nth leg of a spread.
Customer ask quantity at levels 1-25.
Nominal Clean Price Index Hedged Yesterday.
Disclosed/Undisclosed Ask volumes.
The value of the nth settlement item the latest but four.
Label for stock analyst rating.
Time Of Theoretical Trade.
Session VWAP for fixed trade.
Identifiers showing the market-makers on the ASK side of a quote.
The yield corresponding to price in B_PRICE_#.
Chain FID with identical usage as the LONGLINK set of FIDS.
Capital change type enumerated fields.
Predefined FIDs. Do not use while this description is in place.
Period end Date of current Fiscal Annual.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The relative level of the Ask price.
Accumulated Bid size 1 - 11.
Indicator for Second thru Tenth Bid price.
Real Total Return Index Unhedged Yesterday.
Sum of Accumulated Volume for a week.
Turnover of Block and Basket trading during after-hour market.
Trend flag with the intra-day volatility interruption in force.
Attachment point expressed in percentage terms.
Cash paid by the bond month-to-date with daily reinvestment at 1-month LIBID.
Year to date Total Return Percentage in Local Currency Terms.
The time when the value in FIDs 932 and 933 respectively was reported.
Modified Option Adjusted Duration.
Forward price of Swiss equities.
Time of original trade being cancelled, 1 second granularity.
Capital change adjustment factor the latest one and previous.
Capital change increased shares the latest and previous.
Predefined FIDs. Do not use while this description is in place.
Source ID for update that is being applied to the FID YRHIGH.
Predefined FIDs. Do not use while this description is in place.
The 5 best Ask Discount values.
1st thru 10th Ask size by Market maker.
Data Health market status indicator.
The value of the nth settlement item the latest but four.
Remain Bid and Ask quantities.
The difference in percentage terms between the CONTR_OS_1 and CONTR_OS_2.
Percentage of market capatalisation included in sector weightings.
Twenty-four character generic text fields.
Predefined FIDs. Do not use while this description is in place.
Percentage of market capatalisation included in sector weightings.
The Bid Quantity of the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
Identifiers showing the market-makers on the bid side of a quote.
The strike price of the option associated with the Nth leg of a spread.
Accumulated moves of issues that have advanced today.
FRA Maturity Date. The date on which the period of an FRA deal ends.
Transactional volumes corresponding to latest price fields.
The highest and lowest bids this calendar year.
Disclosed/Undisclosed Bid volumes.
Predefined FIDs. Do not use while this description is in place.
Hedge Ratio value 9 months ago.
The relative level of the Bid price.
Registration Period 2. The start date effective for registered bonds.
Customer ask quantity at levels 1-25.
Disclosed/Undisclosed Ask volumes.
Buy order Liquidity provider quantity.
Modified Duration to Maturity in semi annual terms.
Code indicating on which exchange the instrument (bond) is listed.
Buy Market Order Quantity Cumulative Total.
A third quote count field.
General purpose numeric field.
Time and Date that the order on the order book expires.
Currency code(s) where start or value date is a market holiday.
The direction of trading from the previous trade.
Predefined FIDs. Do not use while this description is in place.
Generic flags applicable to GEN_VALn.
6 month value of new funds.
Current yield for TSE JGB small lot.
Current Line Handler Message Rate In and Out.
30 events relative strength indicator value.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
The first and second halves respectively of the suspension price range.
The underlying contract type associated with the Nth leg of a spread.
The number of players making at the nth level Ask Price (where n = 1..25).
Real Semi-Annual Portfolio Yield Hedged.
Price to Earnings Ratio for FY0, based on last reported Actual.
Any form of water particles from the atmosphere.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
Broker bid quantity at levels 1-25.
The latest 5 days' total value of outstanding shares.
Reference Opt Adjusted Spread Price.
Predefined FIDs. Do not use while this description is in place.
The discount of the year low.
Predefined FIDs. Do not use while this description is in place.
The historical closing discount.
Exchange Data Source for Swiss Instruments.
Last / Not Last Indicator.
The number of players making at the nth level Ask Price (where n = 1..25).
The strike price of the option associated with the Nth leg of a spread.
Provider of 1st thru 10th Best Ask Prices.
The numeric identifier for the context of field usage.
Predefined FIDs. Do not use while this description is in place.
The underlying contract type associated with the Nth leg of a spread.
Indicator for Second thru Tenth Ask price.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Sell or buy Applicable Order.
Number of shares to needed make the standard value trade.
Display name of instrument that is to be added, dropped or changed.
Negotiable Shares outstanding (for Shanghai scaled in Millions.
Predefined FIDs. Do not use while this description is in place.
Dividend per share, Consensus forecast value for next fiscal year.
Predefined FIDs. Do not use while this description is in place.
Ordinary profit parent full-term forecast 1 & 2.
Time of delivery of the intramarket differential price.
The yield corresponding to price in A_PRICE_#.
Customer ask quantity at levels 1-25.
Customer bid quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The weighting of a stock within an index.
Gross Price Index Unhedged.
Nominal Clean Price Index Hedged.
Net income parent full-term forecast 1 & 2.
Real Semi-Annual Yield Unhedged.
Undisclosed volume for buyers.
Predefined FIDs. Do not use while this description is in place.
Volume of bid orders displayed (top 10 consolidated).
Official bond number for Italian bonds.
Predefined FIDs. Do not use while this description is in place.
Indicator for Second thru Tenth Ask price.
The Bid Quantity of the nth Level (where n = 1..25).
Primary last activity fields the most recent held in PRIMACT_1.
The expiration date of the Nth leg of a spread.
Date of high trade for calendar week.
The number of players making at the nth level Ask Price (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Price Earning Ratio 1-6 (IBES).
3rd latest Activity Time. The corresponding date field is VALUE_DT3.
Settlement date parent full term forecast 1 & 2.
Big RIC equivalent of LONGLINKn.
4th thru 10th best MMID, Bid side.
4th thru 10th best MMID, Ask side.
The current date as reported by the server.
6th latest contributor location, CTB_LOC1 being the most recent.
Chain FID with identical usage as the LONGLINK set of FIDS.
Predefined FIDs. Do not use while this description is in place.
Floating Rate Note Index value.
The scaling factor of the block TURNOVER.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Identifiers showing the market-makers on the bid side of a quote.
Predefined FIDs. Do not use while this description is in place.
Time, in number of milliseconds past midnight, of the imbalance.
Previous Days Margin Short.
Unique identifier to Bid and Ask customers.
Base Price calculated times.
Bid size of market order.
Predefined FIDs. Do not use while this description is in place.
Outlook. In the long term Outlook shows the direction of credit rating.
Percentage change increase?.
Predefined FIDs. Do not use while this description is in place.
The underlying contract type associated with the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Today's opening bid-side mortgage yield.
Implied Volatility for pricing CDS options.
Number of 1st thru 5th Ask Quotes.
Trading volume of regular session.
30 days moving average volume.
Buy or Sell associated with the Nth leg of a spread.
Number of Lots Traded in a day. Accumulated Volume divided by the Lot Size.
Buy order Liquidity provider quantity.
Bond issue coupon the latest one and previous.
This field should display the Actual Settlement Value.
Most recent bond-equivalent yield.
Reference pages where Buyer/Seller ID codes are fully explained.
The currency in which the instrument is quoted.
Value currency has redenominated at.
Predefined FIDs. Do not use while this description is in place.
Real Portfolio Duration Unhedged.
For Japanese convertible bond indices parity less than 100.
Yield to Worst semi-annual.
Parity Price (Main or Secondary Board) in PM Session.
Item ID of 1st thru 5th most recent linked item.
The Bid Price for the nth Level (where n = 1..25).
Net change of 6 month value of outstanding shares.
Type of change to an instrument on IDN Data network.
The yield corresponding to price in A_PRICE_#.
The Bid Price for the nth Level (where n = 1..25).
Count of relevant news items in last 7 days.
The expiration date of the Nth leg of a spread.
The relative level of the Bid price.
The difference between the latest bid and the historic closing bid.
Market/session indicator.
Volume of Futures exchanged for Swaps.
Market Action Type. Includes the status of the most recent session.
Date that at knock-out or other contract barrier was breached.
A six character market maker identifier.
One of a stack of three rippled generic time fields.
Code indicating on which exchange the instrument (bond) is listed.
Period end Date of last Fiscal Annual.
Generic flags applicable to GEN_VALn.
Time of today's highest ask price.
Contingent conversion trigger.
90 Day at-the-money implied volatility index for put options.
Percentage weighting within a particular index sector.
For commodities the first or only opening price in an open range.
Previous 1 thru 5 day High Price and Low Price fluctuation percentages.
Date of last Type 1 Trade (Korea SE).
Previous latest bid prices the first being most recent.
Summary information for use within the news for common platform environment.
Ratio of lots for the leg.
Bond issue conversion or excercise price the latest and previous.
Predefined FIDs. Do not use while this description is in place.
The RIC associated with the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
The security price 1, 2 & 3 months forward from the current month.
Big RIC equivalent of LONGLINKn.
Nominal Semi-Annual Portfolio Yield Hedged.
The letter used to specify the call on a keystation.
Number of ask price levels existing at any one time in the market.
Predefined FIDs. Do not use while this description is in place.
2 Character NASDAQ Market maker location.
Previous latest bid prices the first being most recent.
Predefined FIDs. Do not use while this description is in place.
The facility code to identify a bond issued.
The Bid Quantity of the nth Level (where n = 1..25).
The first and second halves respectively of the suspension price range.
Predefined FIDs. Do not use while this description is in place.
Currency variant no.1 thru 5 RIC.
Settlement date parent full term the latest and previous 4 years.
The TCID of the callers's terminal.
Capital change date the latest and previous.
Unique trade identification.
Predefined FIDs. Do not use while this description is in place.
Buy and Sell order identifiers.
Ordinary profit parent full-term the latest and previous 4 years.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
4th latest contributor page, CTB_PAGE1 being the most recent.
Upfront Mid traded with fixed coupon of 500 bps.
Buy Order Quantity Cumulative Total.
The value of the nth settlement item the latest but two.
Percentage change of current close price comparing to 1 month historic close.
Customer bid quantity at levels 1-25.
correction flag for actual data entered incorrectly and subsequently amended.
Dividend per share parent full-term the latest and previous 4 years.
Predefined FIDs. Do not use while this description is in place.
Previous latest ask prices the first being most recent.
Transactional volume of the trade price reported in TRDPRC_1. With decimals.
The value of the nth settlement item the latest but four.
Predefined FIDs. Do not use while this description is in place.
The sell volume of an Investment Trust.
TRFIT Product code associated to that bond.
The Ask Price of the nth Level (where n = 1..25).
2nd latest Activity Time. The corresponding date field is VALUE_DT2.
Name of Market Makers 2-5.
The lowest value during the previous calendar year.
Provider of 1st thru 10th Best Ask Prices.
Identifiers showing the market-makers on the bid side of a quote.
Accumulated Bid size 1 - 11.
The total number of non-displayed orders in the Bid Side MBP book.
The relative level of the Ask price.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
1st latest Activity Date.
The number of items that mention scored entity in history period 5.
Source ID for update that is being applied to the FID BID.
For Money/Fx instruments, data for the Tokyo trading day.
Count of relevant news items in last 90 days.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest year.
Predefined FIDs. Do not use while this description is in place.
Maximum percentage of shares outstanding that Non-regional investors can own.
Disclosed/Undisclosed Ask volumes.
3rd latest dealing code, DLG_CODE1 being the most recent.
Weight of security in US Index.
3 flag fields further qualifying the BID SPREAD fields BID_SPn.
Identifiers showing the market-makers on the bid side of a quote.
Percentage of market capatalisation included in sector weightings.
Predefined FIDs. Do not use while this description is in place.
Capital change subscription per share the latest and previous.
Capital change allotment ratio (denominator) the latest and previous.
Diluted book value per share parent interim forecast n (where n = 1..2).
1st thru 10th Bid size by Market maker.
Predefined FIDs. Do not use while this description is in place.
Compound yield net change for TSE JGB small lot.
Timestamps for 25x80 pages.
Predefined FIDs. Do not use while this description is in place.
Generic time fields in Seconds.
The Ask Price of the nth Level (where n = 1..25).
The yield corresponding to price in A_PRICE_#.
Number of issues which have advanced today.
Diluted book value per share parent full-term forecast n (where n = 1..2).
The value of prime settlement item parent interim the latest year but 1.
The strike price of the option associated with the Nth leg of a spread.
Market status on order book.
Generic flags applicable to GEN_VALn.
Outlook. In the long term Outlook shows the direction of credit rating.
For IRS. 2 week bps change.
Predefined FIDs. Do not use while this description is in place.
Timestamps for 25x80 pages.
Diluted earnings per share parent full-term forecast.
Alternate Trading Venue 2.
Predefined FIDs. Do not use while this description is in place.
Volume for calculation of Volume Weighted Average Price.
The Discount Spread for a Cash Loan.
Total Return Index Value.
Previous conv price & ratio.
Weight of security in Japan Focus Index.
The RIC associated with the first leg of a spread.
The five best ask sizes associated with the fields BEST_ASK1 to BEST_ASK5.
Weight of security in Spare #7 Index.
Predefined FIDs. Do not use while this description is in place.
Field to show model prepayment rate.
Summary information for use within the news for common platform environment.
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs).
CP Backline. Non/Expansion/Reduction.
The value of prime settlement item consolidated forecast 1.
The value of price settlement item consolidated forecast 2.
Big RIC equivalent of LONGLINKn.
Last price for calculation (non-zero value).
Predefined FIDs. Do not use while this description is in place.
External trade - close date.
Signed Strike Price accurate to 8 decimal digits.
Theoretical price FID. Not stack.
Previous latest bid prices the first being most recent.
Second session high & low prices of a Japanese security.
Today's 4th highest bid price.
Predefined FIDs. Do not use while this description is in place.
Ratio of lots for the leg.
Disclosed/Undisclosed Ask volumes.
The auction time with precision in seconds.
Net income parent interim the latest and previous 2 years.
The Post and Panel ID where a security is auctioned/traded.
Predefined FIDs. Do not use while this description is in place.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
Threshold Check Indicator.
The value of the nth settlement item the latest but two.
Number of legs for spread contracts.
Predefined FIDs. Do not use while this description is in place.
Buy and Sell order identifiers.
Buy Order Quantity Cumulative Total.
17 character equivalent to PREV_LR.
4th thru 10th best MMID, Bid side.
Sell order Liquidity provider quantity.
The number of players making at the nth level Ask Price (where n = 1..25).
Twenty-character generic text fields.
Basis point spread value calculated using the Bid yield.
Nominal Annual Portfolio Convexity Hedged.
30 Day at-the-money implied volatility index for call options.
VWAP for one fixed trade.
The value of the nth settlement item the latest year. (where n = 18..30).
Month-to-date Total Return %.
Nominal Month-to-Date Return Hedged.
Text directionality indicator.
The yield calculated to the next put date.
The number of players making at the nth level Ask Price (where n = 1..25).
The margin buy position from Tokyo SE.
Predefined FIDs. Do not use while this description is in place.
Number of related items in history periods 1 - 5.
Accumulated volume of issues that have advanced today.
Date on which dividend will be paid.
17 character equivalents to LINK_n.
The relative level of the Bid price.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
For the Taiwan dollar latest and previous fixing values.
For Money/FX instruments, data for the New York trading day.
Time of the most recent north side communication outage.
The share price divided by the warrants price.
Previous latest ask prices the first being most recent.
17 character equivalents to LINK_n.
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs).
Predefined FIDs. Do not use while this description is in place.
Convexity to Worst in semi-annual terms.
The cancel issue amount (no. of shares) on the previous business day.
Buy or Sell associated with the Nth leg of a spread.
10th latest contributor short name, CTBTR_1 being the most recent.
For CDS. Basis point quote value that ripples from MID_SPRD2.
Predefined FIDs. Do not use while this description is in place.
Mkt Shortselling Total Volume.
Predefined FIDs. Do not use while this description is in place.
Buy Order Quantity Cumulative Total.
Volume Weighted Average Price.
Predefined FIDs. Do not use while this description is in place.
The expiration date of the first and second legs respectively of a spread.
Weight of security in Japan Inv Grade Index.
Block unit - number of shares per block.
Buy or Sell associated with the Nth leg of a spread.
Dividend Cut-Off for a Convertible Bond.
Accumulated Ask size 1 - 11.
Date issuing body close share register.
Predefined FIDs. Do not use while this description is in place.
Accumulated Volume of pre-open market.
The value of the nth settlement item the latest but four.
Label for restricted stock indicator.
The yield corresponding to price in A_PRICE_#.
The number of players making at the nth level Bid Price (where n = 1..25).
Today's closing range price(s) type.
The value of the nth settlement item the latest but one.
Remaining years to maturity.
Link to Zero Curve chain.
Price of Block or Large Lot Bid.
Auction Ask and Closing Ask size.
Predefined FIDs. Do not use while this description is in place.
The strike price of the option associated with the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Number of bid order (Base).
Standard Price. Given by Tokyo Commodity Exchange.
Accumulated Volume scaling factor.
For Money/FX instruments, data for the New York trading day.
Predefined FIDs. Do not use while this description is in place.
Twenty-four character generic text fields.
Predefined FIDs. Do not use while this description is in place.
Capital change type enumerated fields.
No. of shares that foreign investors can place order.
The Ask Quantity of the nth Level (where n = 1..25).
Sell Order Quantity Cumulative Total.
The time at which the value in SESS2_OPEN was set. Reported by the TSE.
Unallocated distribution.
Predefined FIDs. Do not use while this description is in place.
Frequency of the SPS publication in milliseconds.
4 year Loan Spread for a Cash Loan.
Customer bid quantity at levels 1-25.
Daily Cumulative Total Retrun.
Volume of ask orders displayed (top 10 consolidated).
The future base interest Rate implied from the cash or derivatives market.
Value of restricted stock indicator.
Trade indicators for FID TRDPRC_1 thru TRDPRC_5.
Twenty-character generic text fields.
Correction Retransmission Indicator.
1st latest Activity Time. The corresponding date field is VALUE_DT1.
Predefined FIDs. Do not use while this description is in place.
News access code. Big RIC equivalent.
Predefined FIDs. Do not use while this description is in place.
Indicator for Second thru Tenth Bid price.
Exchange delivery settlement price.
Provider of 1st thru 10th Best Ask Prices.
Nominal Portfolio Duration Hedged.
Warrant Custody period (start & end).
Dividend Pay date of Interim Dividend.
17 character equivalents to LINK_n.
Predefined FIDs. Do not use while this description is in place.
Weight of security in Europe Focus Index.
Turnover of Block and Basket trading during Pre-open market.
Identifies all foreign markets trading options.
Traded value - extended to 45bit precision.
Earnings Per Share 1-6 (IBES).
country code relating to this data.
4th thru 10th best MMID, Bid side.
Customer ask quantity at levels 1-25.
Diluted book value per share parent interim forecast n (where n = 1..2).
Order ID of Contra Order that was executed in a trade.
Big RIC equivalent of LONGLINKn.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but two.
Sell Order Quantity Cumulative Total.
Disclosed/Undisclosed Ask volumes.
Broker ask quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
Auction Bid and Closing Bid size.
Nominal Annual Convexity Hedged.
Fitting (Interest coverage).
Previous latest bid prices the first being most recent.
The number of players making at the nth level Ask Price (where n = 1..25).
The name of the original version of the news story required for Kanji news.
Predefined FIDs. Do not use while this description is in place.
The relative level of the Ask price.
Today's High Price and Low Price fluctuation percentage.
The Bid Quantity of the nth Level (where n = 1..25).
Generic Text Fields (14 Characters).
Disclosed/Undisclosed Bid volumes.
The first sentence in which the scored entity is mentioned.
External trade - close price.
Initial margin calculated for one bought contract.
Indicative auction details.
RIC showing second rate used for settlement.
Net income consolidated forecast 2.
Date of the third close price HST_CLOSE2 FID 963.
Weight of security in Other Markets Index.
Flag to indicate if the index RIC is for most recent series.
Buy Market Order Quantity with Closing condition.
The yield corresponding to price in A_PRICE_#.
The value of the nth settlement item the latest but two.
Predefined FIDs. Do not use while this description is in place.
Customer ask quantity at levels 1-25.
Twenty-character generic text fields.
Predefined FIDs. Do not use while this description is in place.
The RIC of the underlying equity for an option.
17 character equivalents to LINK_n.
The Upper trading limit based on Static Reference price and percentage range.
The closing prices of the morning and afternoon trading on GAFTA.
Flag field qualifying the primary activity field PRIMACT_10.
Previous Prepayment Rate 1.
The discount of the lifetime high.
The yield corresponding to price in A_PRICE_#.
The strike price of the option associated with the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Diluted earnings per share parent full-term forecast.
The relative level of the Bid price.
Predefined FIDs. Do not use while this description is in place.
Disclosed/Undisclosed Ask volumes.
Size of the last update to the news story body in characters.
Exchange News retrieval code.
Trade indicators for FID TRDPRC_1 thru TRDPRC_5.
A flag field further qualifying ASK SPREAD field.
Scheduled principal payment.
Capital change type enumerated fields.
Predefined FIDs. Do not use while this description is in place.
Close Info for fixed trade.
Sell order Liquidity provider quantity.
The date of a normal trade, with no short sales, odd lots, etc.
Twenty-character generic text fields.
Predefined FIDs. Do not use while this description is in place.
Last market data update received Time, used by SPS.
Trade through exempt flags for last price and IRG price, for US instruments.
Code segment of the program's initial start address.
Predefined FIDs. Do not use while this description is in place.
Today's opening bid-side bond-equivalent yield.
The relative level of the Ask price.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
First session high & low prices of Japanese security.
Semi-Annual Portfolio Yield.
Item ID of 2nd most recent linked item across all News Feeds.
Accumulated Volume of Block and Basket trading during Pre-open market.
PM session low bid & ask.
Predefined FIDs. Do not use while this description is in place.
Next estimated prepayment rate.
Provider of 1st thru 10th Best Ask Prices.
The date of the latest 5 contract dates.
Predefined FIDs. Do not use while this description is in place.
The latest reported dividend to be paid per share to shareholders.
Predefined FIDs. Do not use while this description is in place.
The number of players making at the nth level Ask Price (where n = 1..25).
Local Language equivalent of COLLATE1, COLLATE2 & COLLATE3.
Disclosed/Undisclosed Ask volumes.
The value of the nth settlement item the latest but 2. (where n = 18..30).
The value of the nth settlement item the latest but two.
The dates of the theoretical life high and low values.
Accumulated Ask size 1 - 11.
Broker ask quantity at levels 1-25.
The relative level of the Ask price.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement value the latest but one (where n = 18..30).
Predefined FIDs. Do not use while this description is in place.
The time at which the value in SESSION1LO was set reported by the TSE.
Predefined FIDs. Do not use while this description is in place.
Broker bid quantity at levels 1-25.
Price rise Participation rate.
Summary information for use within the news for common platform environment.
names etc can be updated on request in future Record Template releases.
Summary information for use within the news for common platform environment.
The average (HK$) per Callable Bull/Bear contracts sold.
GMT timestamp from the provider at the point of SPS transmission.
Sell order Liquidity provider quantity.
The historic closing bid i.e. the last non-zero closing bid.
Previous latest ask prices the first being most recent.
The number of main and foreign board trade deals done so far.
Stop codes entered by the operations staff.
The Ask Price of the nth Level (where n = 1..25).
The time at which the value in FIDs 902 and 903 respectively was report ed.
The underlying contract type associated with the Nth leg of a spread.
Option Adjusted Price Value Basis Point.
Remaining Days (based on T+0).
Predefined FIDs. Do not use while this description is in place.
Last Trade Discount, mainly for the bond traded in discounted price.
Opening, Intraday and Closing auction prices.
Customer ask quantity at levels 1-25.
The value of the nth settlement item the latest but 2. (where n = 18..30).
The yield corresponding to price in B_PRICE_#.
Predefined FIDs. Do not use while this description is in place.
Ordinary profit % change consolidated the latest and previous 3 years.
Predefined FIDs. Do not use while this description is in place.
The projected prepayment rate for a particular mortgage issue (months).
Earning per share parent full-term the latest and previous 4 years.
Predefined FIDs. Do not use while this description is in place.
Provider of 1st thru 10th Best Ask Prices.
For Money/FX instruments, data for the London trading day.
The number of players making at the nth level Bid Price (where n = 1..25).
The relative level of the Bid price.
Predefined FIDs. Do not use while this description is in place.
The total quantity of displayed shares on the Bid Side MBP book.
The side of the market which a Spread Leg represents.
Reference to Swap Point (i.e. link to Swaps Curve).
Ratio of lots for the leg.
The relative level of the Ask price.
For Money/FX instruments, data for the New York trading day.
Timestamps for 25x80 pages.
Unique numeric code assigned to the instrument.
Today's highest and lowest bid prices.
Buy or Sell associated with the Nth leg of a spread.
The number of players making at the nth level Bid Price (where n = 1..25).
Buy or Sell associated with the Nth leg of a spread.
The relative level of the Ask price.
Local language contributor name for second activity.
The value of price settlement item consolidated forecast 2.
Timestamps for 25x80 pages.
Next ARM payment adjustment date.
Chain FID with identical usage as the LONGLINK set of FIDS.
Previous latest ask sizes the first being most recent.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Generic Text Fields (14 Characters).
Real Straight Yield Hedged.
7 events relative strength indicator value.
Dividend per share parent full-term the latest and previous 4 years.
The rule for calculating the settlement date.
Prodcode values for use in the news for common platform environment.
Time of TRDPRC_2 - 5 respectively.
Predefined FIDs. Do not use while this description is in place.
Percentage of market capatalisation included in sector weightings.
Rippled trade-price time fields. Not a ripple chain.
Number of Listed Shares for Calculation of Indices.
255 byte take segment text field.
Local language contributor name for second activity.
Predefined FIDs. Do not use while this description is in place.
Disclosed/Undisclosed Bid volumes.
Maximum charge applied to investors initial purchase. Stored as a %.
Disclosed/Undisclosed Bid volumes.
Buy or Sell associated with the Nth leg of a spread.
6 month value of turnover.
Price to Earnings Ratio for FY1.
The value of secondary settlement item consolidated forecast 1.
For debt instruments the daily high & low of the yield to maturity.
The yield corresponding to price in B_PRICE_#.
255 byte take segment text field.
Predefined FIDs. Do not use while this description is in place.
The underlying contract type associated with the Nth leg of a spread.
IP Address of application with the largest outbound message rate.
Buy order Liquidity provider quantity.
Return over different timescales.
Predefined FIDs. Do not use while this description is in place.
Flag field qualifying the primary activity field PRIMACT_9.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Pre Rating. Rating for Registered Bonds.
Generic flags applicable to GEN_VALn.
Previous latest ask sizes the first being most recent.
The underlying contract type associated with the Nth leg of a spread.
Nominal Annual Yield Unhedged.
Bid and Ask Trade types for cancelled trades.
Predefined FIDs. Do not use while this description is in place.
The market side of the order imbalance.
Buy order Liquidity provider quantity.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Source ID for update that is being applied to the FID HST_CLOSE.
Cancelled Unique identifiers to Bid and Ask customers.
Flag for Bearered or non-Bearered bonds.
Aggregate volume required at a particular sell price level.
Floating Number of Shares.
Indicates to greater detail the content of FID 91 YR LOW.
The date on which the future option or warrant expires.
Program data bytes. Unused data bytes are padded with zero.
Weight of security in Spare #1 Index.
Predefined FIDs. Do not use while this description is in place.
Public Information related to stock/Data Classification.
Predefined FIDs. Do not use while this description is in place.
Real Annual Yield Unhedged.
The total number of words in the item.
Accumulated Volume of Block and Basket trading during regular session.
The underlying contract type associated with the Nth leg of a spread.
Net change value between LEG 3 and 4.
Foreigner's trading limit ratio(personal).
Predefined FIDs. Do not use while this description is in place.
The strike price of the option associated with the Nth leg of a spread.
Original Take down - Original sale take down.
Premium multiplier (scaling) to provide the total price of the position.
Orderbook (on market) trades.
Customer ask quantity at levels 1-25.
The number of text messages to follow that relate to the take.
Percentage weighting within a particular index sector.
Predefined FIDs. Do not use while this description is in place.
Rippled trade-price time fields. Not a ripple chain.
Net income consolidated the latest and previous 3 years.
Predefined FIDs. Do not use while this description is in place.
Broker quantity of a security at N price level.
The time at which the value in SESSION1LO was set reported by the TSE.
Field detailing if convertible issue is a mandatory issue.
8th latest contributor location, CTB_LOC1 being the most recent.
Volume weighted average yield price.
Sell order Liquidity provider quantity.
Percentage of Bid Orders shown on the Bid side of the aggregated book.
Holds upto 3x2 charcater trade condition codes.
Citigroup daily return index hedged.
Correction value for FID defined by IRGFID.
Option Adjusted Price Value Basis Point Conversion.
Identifier for the exchange on which the instrument trades.
Predefined FIDs. Do not use while this description is in place.
Capital change allotment ratio (denominator) the latest and previous.
The exercise amount(no. of shares) on the previous business day.
The total quantity of shares on the Ask Side MBP book.
Time of VWAP update in PM Session.
The value of the nth settlement item the latest but four.
Time at which the value in SESS2_VOL was set.
Price cut-off threshold specified as an absolute value.
Sell Order Quantity Cumulative Total.
Displays the average price for Fixed Income instruments.
Accumulated Bid size 1 - 11.
Identifiers showing the market-makers on the ASK side of a quote.
The RIC of the appropriate IBOR index from which the coupon is calculated.
Predefined FIDs. Do not use while this description is in place.
Customer bid quantity at levels 1-25.
Order Queue under Best Bid_1 and Best Ask_1.
6 month value of outstanding funds.
Predefined FIDs. Do not use while this description is in place.
Yield to maturity for FID364.
Customer bid quantity at levels 1-25.
Ordinary profit consolidated the latest and previous 3 years.
Date of most recent north side communication outage.
Broker ask quantity at levels 1-25.
Predefined FIDs. Do not use while this description is in place.
Weight of security in European Focus Invest Index.
A generic rating field whose source is identified by the field RATING_ID3.
The date of the settlement price held in the SETTLE field.
Second field to display the composite yield for fixed income instruments.
Buy or Sell associated with the Nth leg of a spread.
The relative level of the Bid price.
5th latest contributor page, CTB_PAGE1 being the most recent.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
Generic Text Field (14 characters)10 for Local Language.
Predefined FIDs. Do not use while this description is in place.
Undisclosed volume for buyers.
Predefined FIDs. Do not use while this description is in place.
The Bid Price for the nth Level (where n = 1..25).
Disclosed/Undisclosed Ask volumes.
Bond type enumerated fields.
The value of the nth settlement item the latest year.
Surplus auction volume when there are more sellers than buyers.
Broker bid quantity at levels 1-25.
Currency variant no.1 thru 5 RIC.
Price including accrued interest.
For Money/FX instruments, data for the New York trading day.
Lot size units. Defines physical units in which a contract trades.
Predefined FIDs. Do not use while this description is in place.
Remain Bid and Ask quantities for cancelled trade.
Maximum possible redemption of a product at its maturity.
Chain FID with identical usage as the LONGLINK set of FIDS.
The value of the nth settlement item the latest but 2. (where n = 18..30).
Predefined FIDs. Do not use while this description is in place.
Dividend date the latest one but 1.
Married Deal Corrected Price.
Capital change adjustment factor the latest one and previous.
4th thru 10th best MMID, Bid side.
Accumulated Ask size 1 - 11.
Ratio of lots for the leg.
5 days moving average volume.
Capital change subscription per share the latest and previous.
Time of original trade being cancelled, millisecond granularity.
Size of the current version of the news story body in characters.
For Money/FX instruments, data for the London trading day.
Previous latest bid prices the first being most recent.
Predefined FIDs. Do not use while this description is in place.
The Swift codes of the currencies in the deal.
Line Handler name (string).
Predefined FIDs. Do not use while this description is in place.
Today's 2nd highest ASK price.
The current price of the spread leg.
Chain FID with identical usage as the LONGLINK set of FIDS.
Predefined FIDs. Do not use while this description is in place.
Chain FID with identical usage as the LONGLINK set of FIDS.
Number of Orders in the nth Ranked MBP Ask Side Row.
Predefined FIDs. Do not use while this description is in place.
Explanation of the instrument.
Last trade price or value.
Accumulated Bid size 1 - 11.
Number of shares currently owned by Sub-regional nationals.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The value of the nth settlement item the latest but 2. (where n = 18..30).
Customer bid quantity at levels 1-25.
The Ask Price of the nth Level (where n = 1..25).
Provider process up time in seconds.
The relative level of the Ask price.
Predefined FIDs. Do not use while this description is in place.
Indicates the kind of price held in FID IRGPRC (372).
Hedge Ratio value 6 months ago.
Ordinary profit % change consolidated the latest and previous 3 years.
Market Open, Low and High.
The scaling factor for the TURNOVER field FID 100.
Datestamps for 25x80 pages.
Bond type enumerated fields.
Yearly total trading volume.
Represents the RIC of the underlying index for an Exchange Traded Fund (ETF).
Total volume of all bid orders (full depth).
Predefined FIDs. Do not use while this description is in place.
Primary last activity fields the most recent held in PRIMACT_1.
Predefined FIDs. Do not use while this description is in place.
Ordinary profit % change parent full-term the latest and previous 4 years.
Nominal Annual Portfolio Modified Duration Hedged.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The number of combined bid and ask orders included in spread trading.
The date on which the bond prospectus was issued.
Spare general single-byte enumerated type fields.
Predefined FIDs. Do not use while this description is in place.
For IRS. 3 week bps change.
Second session high & low prices of a Japanese security.
Date associated with OFF_CLOSE.
Generic flags applicable to GEN_VALn.
Predefined FIDs. Do not use while this description is in place.
Instrument's TAS RIC.
Underlying Assets 1 thru 5.
Broker ask quantity at levels 1-25.
Percentage of market capatalisation included in sector weightings.
Number of Orders in the nth Ranked MBP Ask Side Row.
Predefined FIDs. Do not use while this description is in place.
GMT timestamp of the Peak Gap Count.
Currency variant no.1 thru 5 RIC.
The RIC associated with the Nth leg of a spread.
17 character equivalents to LINK_n.
Ratio of lots for the leg.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The yield corresponding to price in B_PRICE_#.
Bond issue amount the latest one and previous.
The Ask Quantity of the nth Level (where n = 1..25).
Fixed Income field for general use 2.
Buy or Sell associated with the Nth leg of a spread.
Buy or Long Stop Margin Ratio.
Predefined FIDs. Do not use while this description is in place.
The time at which the value in SESSION1HI was set reported by the TSE.
Native Condition code associated with the most recent Ask.
Difference in Mid yield of current contract and TBA (To-be-announced).
17 character equivalents to LINK_n.
Identifiers showing the market-makers on the ASK side of a quote.
The yield corresponding to price in A_PRICE_#.
Swift BIC value for updates in FIDs TRDPRC_1 thru TRDPRC_5.
Earning per share parent full-term the latest and previous 4 years.
The ask yield for Japanese instruments cleared during the pre-market clear.
Datestamps for 25x80 pages.
Pre Rating. Rating for Registered Bonds.
The value of price settlement item consolidated forecast 2.
3 month value of net balance, net balance change & turnover.
Buy order Liquidity provider quantity.
The expiration date of the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Real Straight Convexity Hedged.
Buy or Sell associated with the Nth leg of a spread.
Shortselling turnover in value.
Number of RICs deleted since previous day.
The number of shares not paired at the current reference price.
Bond issue coupon the latest one and previous.
Buy Order Quantity Cumulative Total.
Predefined FIDs. Do not use while this description is in place.
Indicator for Second thru Tenth Bid price.
Prepaid principal payment.
Yields for Mortgage securities.
Predefined FIDs. Do not use while this description is in place.
The Ask Quantity of the nth Level (where n = 1..25).
Predefined FIDs. Do not use while this description is in place.
The name of the index that determines the rate of the ARM security.
Net change between the latest value and 1 week ago value.
Predefined FIDs. Do not use while this description is in place.
The underlying contract type associated with the Nth leg of a spread.
2nd latest contributor location, CTBLOC_1 being the most recent.
Number of collateral companies.
The time at which the value in SESSION2LO was set. Reported by the TSE.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The final line text of a story.
Predefined FIDs. Do not use while this description is in place.
Accumulated moves of issues that have declined today.
The number of players making at the nth level Bid Price (where n = 1..25).
The Ask Quantity of the nth Level (where n = 1..25).
Market price premium to bond floor.
Last traded price of the previous day.
Settlement date consolidated full term the latest and previous 3 years.
Further text qualifying Organisation Identifier 2.
Predefined FIDs. Do not use while this description is in place.
Previous month and latest close pct change.
Indicates to greater detail the content of FID 90 YR HIGH.
Total return yield data calculated for bonds.
Source ID for update that is being applied to the FID OPEN_PRC.
The latest 5 days' total value of outstanding funds.
Predefined FIDs. Do not use while this description is in place.
3 month value of new, settlement & outstanding funds.
Predefined FIDs. Do not use while this description is in place.
Special release capital gains.
Chain FID with identical usage as the LONGLINK set of FIDS.
17 character equivalents to LINK_n.
Predefined FIDs. Do not use while this description is in place.
Diluted earnings per share parent interim forecast n (where n = 1..2).
The number of players making at the nth level Ask Price (where n = 1..25).
Period end Date of next Fiscal Quarter.
The value of secondary settlement item parent interim forecast.
Equity or underlying volatility.
Provider of 1st thru 10th Best Bid Prices.
Time of generation of news item whose page code is given by NEWS.
Spare general single-byte enumerated type fields.
Ordinary profit consolidated the latest and previous 3 years.
Total number of daily arbitrator gaps, filled or unfilled.
The RIC associated with the Nth leg of a spread.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
total return for the last 6 months.
3 flag fields further qualifying the BID SPREAD fields BID_SPn.
Predefined FIDs. Do not use while this description is in place.
Modified Convexity of an instrument.
Predefined FIDs. Do not use while this description is in place.
The implied price at bid and ask..
Predefined FIDs. Do not use while this description is in place.
Dividend per share parent interim forecast (small).
Generic flags applicable to GEN_VALn.
Predefined FIDs. Do not use while this description is in place.
Volume weighted average price from exchange.
Record classification for terminal/end-user applications.
The previous day's accumulated volume.
The Ask Price of the nth Level (where n = 1..25).
The value of the nth settlement item the latest but four.
Net Assets Value for Fund_2.
The theoretical year high and low values.
Seven Australian Stock Exchange trade condition codes.
Source of Closing Bid and Ask.
4th thru 10th best MMID, Ask side.
The relative level of the Ask price.
Item ID of most recent linked item across all News Feeds.
Ratio of lots for the leg.
Datestamps for 25x80 pages.
Chain FID with identical usage as the LONGLINK set of FIDS.
For debt instruments the yield to maturity of the of bid & ask prices.
Time today of last error.
The relative level of the Bid price.
Number of Orders in the nth Ranked MBP Bid Side Row.
Predefined FIDs. Do not use while this description is in place.
8th latest Activity Date.
Flag field qualifying the secondary activity field SEC_ACT_9.
The RIC associated with the fourth leg of a spread.
Capital change new amount of issued shares the latest and previous.
Previous Prepayment Rate 2.
Number of Orders in the nth Ranked MBP Bid Side Row.
Predefined FIDs. Do not use while this description is in place.
10th latest Activity Time. The corresponding date field is VALUE_DT10.
The direction of trading from the previous trade.
The number of issues which have traded today.
Predefined FIDs. Do not use while this description is in place.
The currency for the price within the GEN_VALn field.
Month to date Total Return Hedged.
The date of the mark-to-market price or yield updated.
The interest rate assigned to a bond when it is issued.
Numerical value indicating the rule used to rank an order in an orderbook.
Indicator for Second thru Tenth Ask price.
Predefined FIDs. Do not use while this description is in place.
Broker bid quantity at levels 1-25.
The number of players making at the nth level Bid Price (where n = 1..25).
The Bid Quantity of the nth Level (where n = 1..25).
Average price input once a month.
Source ID for update in FID TRDPRC_1 thru TRDPRC_5.
Sinking Fund Schedule (Start & End Dates).
Three months after the current month.
Price used to estimate the value of the asset.
Weight of security in US Inv Grade Index.
Bookvalue per share consolidated the latest and previous 3 years.
Buy or Sell associated with the Nth leg of a spread.
Previous latest bid prices the first being most recent.
Asset Swap Spread year to date basis points.
Bid-side Bond-equivalent yield.
The version number of the index.
Provider of 1st thru 10th Best Bid Prices.
The scaling factor for the ACVOL_1 field FID 32.
Predefined FIDs. Do not use while this description is in place.
Datestamps for 25x80 pages.
Denotes the type of yield curve the instrument belongs to.
Previous latest ask prices the first being most recent.
Predefined FIDs. Do not use while this description is in place.
Rule for MBO>MBP Aggregation.
Average per second message rate inbound to the Line Handler.
One of a stack of three rippled generic time fields.
Book Value per share parent full-term the latest but n (where n = 0..4).
Predefined FIDs. Do not use while this description is in place.
For CDS. Entity Level/Index Family Identifier.
Buy Order Quantity Cumulative Total.
States which domains the system processes.
Primary last activity fields the most recent held in PRIMACT_1.
Previous latest bid sizes the first being most recent.
Buy Order Quantity with Closing condition for Japanese market Zaraba trading.
Local Language equivalent of REG_AGENCY.
Predefined FIDs. Do not use while this description is in place.
Predefined FIDs. Do not use while this description is in place.
The yield corresponding to price in B_PRICE_#.
Today's limit fluctuation.
Previous latest bid sizes the first being most recent.
The date on which the issue will trade ex-dividend.
The number of players making at the nth level Ask Price (where n = 1..25).
3 month value of new, settlement & outstanding shares.
Generic flags applicable to GEN_VALn.
Cumulative density function.