#include <OnixS/SURF/MarketData/FieldIds.h>
Definition at line 30 of file FieldIds.h.
enum Enum |
Enumerator | |
---|---|
PROD_PERM |
Product permissions information. |
RDNDISPLAY |
Display information for the IDN terminal device. |
DSPLY_NAME |
Expanded name for the instrument. |
RDN_EXCHID |
Identifier for the exchange on which the instrument trades. |
TIMACT |
Time when the head-end updated a certain field or fields in the record. Which field depends on the instrument. |
TRDPRC_1 |
Last trade price or value. |
TRDPRC_2 |
Previous last trade prices or values. |
TRDPRC_3 |
Previous last trade prices or values. |
TRDPRC_4 |
Previous last trade prices or values. |
TRDPRC_5 |
Previous last trade prices or values. |
NETCHNG_1 |
Difference between latest trading price or value and the historic closing value or settlement price. |
HIGH_1 |
Today's highest transaction value. |
LOW_1 |
Today's lowest transaction value. |
PRCTCK_1 |
The direction of trading from the previous trade. |
CURRENCY |
The currency in which the instrument is quoted. |
TRADE_DATE |
The date of the value in the field TRDPRC_1. |
ACTIV_DATE |
The date when the time in TIMACT was updated. |
TRDTIM_1 |
Time of the value in the TRDPRC_1. |
OPEN_PRC |
Today's opening price or value. The source of this field depends upon the market and instrument type. |
HST_CLOSE |
Most recent non-zero closing value or settlement price. |
BID |
Latest bid price.For US Composite stock and equity market maker super records the best bid price. For OM type option markets the block bid price. |
BID_1 |
Previous latest bid prices the first being most recent. |
BID_2 |
Previous latest bid prices the first being most recent. |
ASK |
Latest ask price.For US Composite stock and equity market maker super records the best ask price. For OM type option markets the block ask price. |
ASK_1 |
Previous latest ask prices the first being most recent. |
ASK_2 |
Previous latest ask prices the first being most recent. |
NEWS |
News retrieval page code. |
NEWS_TIME |
Time of generation of news item whose page code is given by NEWS. |
BIDSIZE |
The quantity bid at the latest bid price - in the case of equity market maker super records the total quantity bid at the best bid price. For Australian futures the number of buying contracts. |
ASKSIZE |
The quantity offered at the latest ask price - in the case of equity market maker super records the total quantity offered at the best ask price. For Australian futures the number of selling contracts. |
ACVOL_1 |
Today's total trading volume. |
EARNINGS |
Latest reported earnings per share. |
YIELD |
For equities the dividend per share expressed as a percentage of the price. For bonds this is the current or simple yield i.e. the interest expressed as a percentage of the price. |
PERATIO |
Ratio of stock price to earnings per share. |
DIVIDENDTP |
Latest reported dividend type. |
DIVPAYDATE |
Date on which dividend will be paid. |
EXDIVDATE |
The date on which the issue will trade ex-dividend. |
CTS_QUAL |
For NYSE and AMEX listed stocks, the trade price qualifier. |
CONTR_MNTH |
The month in which a contract becomes deliverable if not liquidated or traded out before the date specified. |
BLKCOUNT |
Number of block trades today. |
BLKVOLUM |
Today's total block trading volume.Updated whenever a trade of over 10 000 shares occurs. |
TRDXID_1 |
Exchange identifier of the latest trade.US Composites only. |
OPEN1 |
For commodities the first or only opening price in an open range. |
OPEN2 |
For commodities the second opening price in an open range. |
OPNRNGTP |
Today's open range price(s) type. |
CLOSE1 |
For commodities today's first or only closing price. |
CLOSE2 |
For commodities today's second closing price. Zero if there is only one closing price. |
CLSRNGTP |
Today's closing range price(s) type. |
TRD_UNITS |
The price units in which the issue trades. |
LOTSZUNITS |
Lot size units. Defines physical units in which a contract trades. |
LOT_SIZE |
contract size. For equities the number of shares traded in a round lot. The smallest quantity of a future which may be traded. For options the |
PCTCHNG |
Percentage change in the latest trade price or value from the historic close. |
OPEN_BID |
First bid price of the day; for US Composites the first best bid price. |
DJTIME |
Time of latest Dow Jones news story on the company. |
OPEN_ASK |
First ask price of the day; for US Composites the first best ask price. |
CLOSE_BID |
Last bid price of the day. For US Composites the last best bid price. |
CLOSE_ASK |
Last ask price of the day. For US Composites the last best ask price. |
LOCHIGH |
Highest transaction value during the life of the contract. |
LOCLOW |
Lowest transaction value during the life of the contract. |
OPINT_1 |
Open interest. The total number of option or futures contracts that have not been closed or in the case of commodities liquidated or offset by delivery. |
OPINTNC |
Open interest net change. The difference between the current and previous open interest. |
STRIKE_PRC |
Strike price; the price at which an option is exercisable. |
EXPIR_DATE |
The date on which the future option or warrant expires. |
MATUR_DATE |
The date on which a bond matures. |
COUPN_RATE |
The interest rate assigned to a bond when it is issued. |
SETTLE |
Settlement price. The official closing price of a futures or option contract set by the clearing house at the end of the trading day. |
DIVIDEND |
The latest reported dividend to be paid per share to shareholders. |
NAVOLCODE |
NASD volume code. For NASD bid/ask issues this indicates which day's official volume is contained in today's accumulated volume field. |
UPLIMIT |
Upper trading limit for today's trading. |
LOLIMIT |
Lower limit for today's trading. |
NUM_MOVES |
Number of trades today. For indices the number of times the index has been calculated. |
OFFCL_CODE |
Unique numeric code assigned to the instrument. |
HSTCLSDATE |
Date of the most recent non-zero closing price as held in HST_CLOSE FID 21 and HST_CLOSE2 FID 963. |
TOT_VOLUME |
Today's total market volume. |
VOLUME_ADV |
Accumulated volume of issues that have advanced today. |
VOLUME_DEC |
Accumulated volume of issues that have declined today. |
VOLUME_UNC |
Accumulated volume of issues that are unchanged today. |
ISSUES_ADV |
Number of issues which have advanced today. |
ISSUES_DEC |
Number of issues which have declined today. |
ISSUES_UNC |
Number of issues unchanged today. |
MOVES_ADV |
Accumulated moves of issues that have advanced today. |
MOVES_DEC |
Accumulated moves of issues that have declined today. |
MOVES_UNC |
Accumulated moves of issues that are unchanged today. |
YRHIGH |
The highest value this year or period. The content of this field is further qualified by FID 1075. |
YRLOW |
The lowest value this year or period. The content of this field is further qualified by FID 1076. |
PRV_YRHIGH |
The highest value during the previous calendar year. |
PRV_YRLOW |
The lowest value during the previous calendar year. |
LIFE_HIGH |
The highest value ever achieved by this issue. |
LIFE_LOW |
The lowest value ever achieved by this issue. |
EPYHSTCLOS |
The historic close for the issue at the final trading day in the previous calendar year. |
LIMIT_IND |
Indicates if a commodity or commodity option has reached its upper or lower trading limit. |
TURNOVER |
The daily turnover revenue or value of all shares for either a particular instrument or an exchange. Currently supplied by New Zealand SE Hong Kong SE and Copenhagen SE. Cleared during the pre-market clear. The value is scaled according to the field TN. |
NEW_LOWS |
Number of issues making a new yearly low today. |
COUPN_DATE |
The date on which the next bond interest payment is made. |
RATING |
The rating for a bond. For example for US bonds this could be the Standard and Poor's rating. Where explicitly named rating fields are present in the same record this field will hold the lowest rating of them all. |
BOND_TYPE |
The type of instrument - provides further granularity to FID 259 RECORDTYPE where required. |
BCKGRNDPAG |
Page on the international monitor system containing information relevant to the instrument. The code for an individual company is displayed for all exchanges on which the company trades. |
TOT_ISSUES |
The number of issues which have traded today. |
ISSUE_DATE |
The date on which the bond prospectus was issued. |
NEW_HIGHS |
Number of issues which have made a new yearly high today. |
PUTCALLIND |
Indicates whether option is a put or a call. |
YCHIGH_IND |
Year or contract high & low indicators. These indicate whether a new year or contract high or low has been established today. |
YCLOW_IND |
Year or contract high & low indicators. These indicate whether a new year or contract high or low has been established today. |
CALL_DATE |
When a bond is redeemed prior to its expiry date the call date is the date of redemption. |
RATING_ID |
The identity of the security rating agency whose rating is defined in the field RATING FID103. |
BID_NET_CH |
The difference between the latest bid and the historic closing bid. |
BID_TICK_1 |
The direction of bidding from the previous bid. Can be calculated from either the bid price or for forward rates the offset from the bid price. |
DAYS_MAT |
The number of days to maturity ('countdown') for a debt instrument. |
CUM_EX_MKR |
Cum/ex security marker. |
PRC_QL_CD |
Price qualifier code for equities, bonds, and options, generally related to the quote price. |
NASDSTATUS |
For NASD and SEAQ issues this indicates the market status. |
NAVALUE |
Net asset value for US over the counter mutual funds. |
NAV_NETCHN |
Difference between last and previous closing net asset value. |
ASSETS |
Assets for US over the counter money market funds. |
AV_MATRTY |
Average maturity in days of US over the counter money market funds. |
YLD_7DAY |
7 day yield of money market funds. |
EFF7DYLD |
Effective 7 day yield of money market funds. |
SESSION1HI |
First session high & low prices of Japanese security. |
SESSION1LO |
First session high & low prices of Japanese security. |
SESSION2HI |
Second session high & low prices of a Japanese security. |
SESSION2LO |
Second session high & low prices of a Japanese security. |
DURATION |
The duration of a debt instrument. |
PRC_QL2 |
Second price qualifier code. Generally the trade price qualifier. |
YLDTOMAT |
For debt instruments the yield to maturity which is the yield taking into account the price discount or premium over face value. |
MKT_ST_IND |
Indicates the current futures market status including whether a fast market condition exists. |
MID_PRICE |
The mid-price between the bid and ask prices supplied by the London ISE. Cleared during the pre-market clear. |
MID_NET_CH |
The difference between the current mid-price held in MID_PRICE and the historic mid-price HST_MID. Cleared during the pre-market clear. |
MID_CLOSE |
The closing mid-price. |
TDY_UN_CLS |
Today's unofficial closing price as supplied by an exchange such as LIFFE. Cleared during the pre-market clear. |
AM_CLOSE |
The closing prices of the morning and afternoon trading on GAFTA. |
PM_CLOSE |
The closing prices of the morning and afternoon trading on GAFTA. |
EUROCLR_NO |
Euroclear number. |
CEDEL_NO |
CEDEL number. |
VALOREN_NO |
Valoren number. |
TDY_OF_CLS |
Today's official closing price reported for Italian equities. |
CONTE_CLS |
Contante close. Cash price on Italian bond market. |
TERM_CLS |
Termine close. Forward closing price on Italian bond market. |
CASH_AVGE |
Average price input once a month. |
OFF_BND_NO |
Official bond number for Italian bonds. |
FOOTNOTE1 |
Footnotes for mutual and money market funds. |
FOOTNOTE2 |
Footnotes for mutual and money market funds. |
NAVDATE |
Date of net asset value. |
OFFER |
Mutual fund offer price. |
CAPGAIN_1 |
Capital gains. |
SPLTDIV_1 |
Stock split/dividend. |
NAVALUE_1 |
Previous day net asset value of mutual fund. |
NAVDAT_1 |
Date of previous day's net asset value. |
YTM_BID |
For debt instruments the yield to maturity of the of bid & ask prices. |
YTM_ASK |
For debt instruments the yield to maturity of the of bid & ask prices. |
YTM_HIGH |
For debt instruments the daily high & low of the yield to maturity. |
YTM_LOW |
For debt instruments the daily high & low of the yield to maturity. |
YTM_HIFLAG |
A flag indicating whether the trade which generated the yield to maturity high field value YTM_HIGH resulted from one party 'hitting' the bid or 'taking' the ask. |
YTM_LOFLAG |
A flag indicating whether the trade which generated the yield to maturity low field value YTM_LOW resulted from one party 'hitting' the bid or 'taking' the ask. |
BUYER_ID |
Codes identifying the broker on the buy/sell side of a trade reported by the Consolidated Canadian ticker CCN. |
SELLER_ID |
Codes identifying the broker on the buy/sell side of a trade reported by the Consolidated Canadian ticker CCN. |
KASS_PRC |
The Kassakurse price; the cash price established daily. |
PRTY_PRICE |
Parity price. Value in local currency of foreign stocks quoted on local exchanges on their own domestic exchanges. Used in Switzerland Japan. |
FPRC_1_MTH |
Forward price of Swiss equities. |
FPRC_2_MTH |
Forward price of Swiss equities. |
FPRC_3_MTH |
Forward price of Swiss equities. |
FPRC_6_MTH |
Forward price of Swiss equities. |
FPRC_9_MTH |
Forward price of Swiss equities. |
YIELD_32ND |
For debt instruments the yield value of 1/32nd. |
YTM_OPEN |
For debt instruments the day's opening yield to maturity. |
KERB_PRC1 |
Kerb price for Italian equities and the London Commodities Exchange. The unofficial trading price when the market has closed. For the London Commodities Exchange only the latest kerb price is held. |
KERB_PRC2 |
Kerb price for Italian equities and the London Commodities Exchange. The unofficial trading price when the market has closed. For the London Commodities Exchange only the latest kerb price is held. |
KERB_PRC3 |
Kerb price for Italian equities and the London Commodities Exchange. The unofficial trading price when the market has closed. For the London Commodities Exchange only the latest kerb price is held. |
KERB_PRC4 |
Kerb price for Italian equities and the London Commodities Exchange. The unofficial trading price when the market has closed. For the London Commodities Exchange only the latest kerb price is held. |
KERB_PRC5 |
Kerb price for Italian equities and the London Commodities Exchange. The unofficial trading price when the market has closed. For the London Commodities Exchange only the latest kerb price is held. |
TRDVOL_1 |
Transactional volume of the trade price reported in TRDPRC_1. |
BASISVALUE |
For debt instruments the dollar value of a single basis point. |
ISSUE_PRC |
The price at which the issue was initially allocated. |
YTM_OPFLAG |
For debt instruments a flag indicating whether the yield to maturity open field value in YTM_OPEN resulted from a trade where one party 'hit' the bid or 'took' the ask. |
NO_BUYERS |
Number of buyers. |
NO_SELLERS |
Number of sellers. |
RISKFACTOR |
The risk factors are calculated daily by LIFFE and indicate the risk of an option relative to that of the related futures contract. They are used as the basis of the option margining system. |
SHORTADDON |
Additional element of margin required by LIFFE on short options positions reflecting higher risk than in long positions. |
TOT_MOVES |
The total number of moves today. |
STATUS_1 |
Stop codes entered by the operations staff. |
STATUS_2 |
Stop codes entered by the operations staff. |
STATUS_3 |
Stop codes entered by the operations staff. |
STATUS_4 |
Stop codes entered by the operations staff. |
STATUS_5 |
Stop codes entered by the operations staff. |
STATUS_6 |
Stop codes entered by the operations staff. |
STATUS_7 |
Stop codes entered by the operations staff. |
HIGHTP_1 |
Indicates today's highest transaction type as held in HIGH_1 FID 12. |
LOWTP_1 |
Indicates today's lowest transaction type as held in LOW_1 FID 13. |
LOT_SIZE_A |
The lot size field which defines the number of contracts physicals or equities traded for a particular instrument. |
OPENEXID |
For US composite quotes the exchange identifier of the exchange where the opening price was made. |
CLSEXID |
For US composite quotes the exchange identifier of the exchange from where the historic close originates. |
LF_HGH_DAT |
Dates on which the life high and Low were established. |
LF_LOW_DAT |
Dates on which the life high and Low were established. |
BID_HIGH_1 |
Today's highest and lowest bid prices. |
BID_LOW_1 |
Today's highest and lowest bid prices. |
YRBIDHIGH |
The highest and lowest bids this calendar year. |
YRBIDLOW |
The highest and lowest bids this calendar year. |
HST_CLSBID |
The historic closing bid i.e. the last non-zero closing bid. |
HSTCLBDDAT |
The historical closing bid date. |
YRBDHI_IND |
Indicator showing whether or not the highest bid this calendar year was made today. |
YRBDLO_IND |
Indicator showing whether or not the lowest bid this calendar year was made today. |
NUM_BIDS |
The number of bids made for a NASDAQ bid ask quoted equity. |
MKT_MKR_ID |
A four character market maker identifier. |
MKT_SOURCE |
The source of the market maker quote e.g. SEAQ. For non-exchange sourced quotes this indicates the city from which the quote came. |
MKT_MKR_NM |
The name of the market maker. |
ROW64_1 |
Fields corresponding to the 14 rows of text on the Monitor page for the Monitor Gateway record template. These are also used as general 64-character text fields in other records. |
ROW64_2 |
Fields corresponding to the 14 rows of text on the Monitor page for the Monitor Gateway record template. These are also used as general 64-character text fields in other records. |
ROW64_3 |
Fields corresponding to the 14 rows of text on the Monitor page for the Monitor Gateway record template. These are also used as general 64-character text fields in other records. |
ROW64_4 |
Fields corresponding to the 14 rows of text on the Monitor page for the Monitor Gateway record template. These are also used as general 64-character text fields in other records. |
ROW64_5 |
Fields corresponding to the 14 rows of text on the Monitor page for the Monitor Gateway record template. These are also used as general 64-character text fields in other records. |
ROW64_6 |
Fields corresponding to the 14 rows of text on the Monitor page for the Monitor Gateway record template. These are also used as general 64-character text fields in other records. |
ROW64_7 |
Fields corresponding to the 14 rows of text on the Monitor page for the Monitor Gateway record template. These are also used as general 64-character text fields in other records. |
ROW64_8 |
Fields corresponding to the 14 rows of text on the Monitor page for the Monitor Gateway record template. These are also used as general 64-character text fields in other records. |
ROW64_9 |
Fields corresponding to the 14 rows of text on the Monitor page for the Monitor Gateway record template. These are also used as general 64-character text fields in other records. |
ROW64_10 |
Fields corresponding to the 14 rows of text on the Monitor page for the Monitor Gateway record template. These are also used as general 64-character text fields in other records. |
ROW64_11 |
Fields corresponding to the 14 rows of text on the Monitor page for the Monitor Gateway record template. These are also used as general 64-character text fields in other records. |
ROW64_12 |
Fields corresponding to the 14 rows of text on the Monitor page for the Monitor Gateway record template. These are also used as general 64-character text fields in other records. |
ROW64_13 |
Fields corresponding to the 14 rows of text on the Monitor page for the Monitor Gateway record template. These are also used as general 64-character text fields in other records. |
ROW64_14 |
Fields corresponding to the 14 rows of text on the Monitor page for the Monitor Gateway record template. These are also used as general 64-character text fields in other records. |
SPECRLDATE |
Date of special release. |
SP_NAVALUE |
Special release beginning net asset value. |
SPNAVALUE1 |
Special release closing net asset value. |
SPEC_CAP |
Special release capital gains. |
SPECDIV |
Special release dividend. |
PRV_KASSA |
The previous reported day's cash or kassakurs price. |
PNAC |
News access code. |
PREV_LR |
Previous record pointer. |
NEXT_LR |
Next record pointer. |
REF_COUNT |
Count of the number of references in a record. |
LINK_1 |
References to the Data Records. All references are defined using the Marketstream Alpha Name (DIF 1). Null references are represented using the null Alpha Name definition. |
LINK_2 |
References to the Data Records. All references are defined using the Marketstream Alpha Name (DIF 1). Null references are represented using the null Alpha Name definition. |
LINK_3 |
References to the Data Records. All references are defined using the Marketstream Alpha Name (DIF 1). Null references are represented using the null Alpha Name definition. |
LINK_4 |
References to the Data Records. All references are defined using the Marketstream Alpha Name (DIF 1). Null references are represented using the null Alpha Name definition. |
LINK_5 |
References to the Data Records. All references are defined using the Marketstream Alpha Name (DIF 1). Null references are represented using the null Alpha Name definition. |
LINK_6 |
References to the Data Records. All references are defined using the Marketstream Alpha Name (DIF 1). Null references are represented using the null Alpha Name definition. |
LINK_7 |
References to the Data Records. All references are defined using the Marketstream Alpha Name (DIF 1). Null references are represented using the null Alpha Name definition. |
LINK_8 |
References to the Data Records. All references are defined using the Marketstream Alpha Name (DIF 1). Null references are represented using the null Alpha Name definition. |
LINK_9 |
References to the Data Records. All references are defined using the Marketstream Alpha Name (DIF 1). Null references are represented using the null Alpha Name definition. |
LINK_10 |
References to the Data Records. All references are defined using the Marketstream Alpha Name (DIF 1). Null references are represented using the null Alpha Name definition. |
LINK_11 |
References to the Data Records. All references are defined using the Marketstream Alpha Name (DIF 1). Null references are represented using the null Alpha Name definition. |
LINK_12 |
References to the Data Records. All references are defined using the Marketstream Alpha Name (DIF 1). Null references are represented using the null Alpha Name definition. |
LINK_13 |
References to the Data Records. All references are defined using the Marketstream Alpha Name (DIF 1). Null references are represented using the null Alpha Name definition. |
LINK_14 |
References to the Data Records. All references are defined using the Marketstream Alpha Name (DIF 1). Null references are represented using the null Alpha Name definition. |
UNIQUE_SN |
This field - the unique story number - enables the recipient to link together successive parts of a news story and provide a unique reference. |
PROC_DATE |
Date when NPS or other head-end processed item. |
PROC_TIME |
Time when NPS or other head-end processed item. |
FINAL_LINE |
The final line text of a story. |
SEG_TEXT |
255 byte take segment text field. |
RECORDTYPE |
Field which indicates the type of record and also the type of data in that record. |
SEG_FORW |
Forward pointer initially used by PPD to point to the next take of a story. |
SEG_BACK |
Backward pointer initially used by PPD to point to the previous take of a story. |
NO_TAKES |
Count of the number of takes in the story or for chaining the number of link records in a chain. |
CUR_TAKE |
Current take number or for chaining the number of the current link record in the chain. |
BCAST_TEXT |
Variable length broadcast text field. |
TRADE_1 |
Redundant field. To be deleted. |
BID_TIME |
Time of the latest update to the BID field FID 22. |
ASK_TIME |
Time of the latest update to the ASK field FID 25. |
ACT_TP_1 |
For each of the last activity fields defined in PRIMACT_1 to PRIMACT_5 an associated activity indicator which indicates the nature of the last activity field. |
ACT_TP_2 |
For each of the last activity fields defined in PRIMACT_1 to PRIMACT_5 an associated activity indicator which indicates the nature of the last activity field. |
ACT_TP_3 |
For each of the last activity fields defined in PRIMACT_1 to PRIMACT_5 an associated activity indicator which indicates the nature of the last activity field. |
ACT_TP_4 |
For each of the last activity fields defined in PRIMACT_1 to PRIMACT_5 an associated activity indicator which indicates the nature of the last activity field. |
ACT_TP_5 |
For each of the last activity fields defined in PRIMACT_1 to PRIMACT_5 an associated activity indicator which indicates the nature of the last activity field. |
SEC_ACT_1 |
The activity type may involve one or two fields. In the latter case these field holds the second half of the most recent activity. SEC_ACT_n is associated with PRIMACT_n. |
SEC_ACT_2 |
The activity type may involve one or two fields. In the latter case these field holds the second half of the most recent activity. SEC_ACT_n is associated with PRIMACT_n. |
SEC_ACT_3 |
The activity type may involve one or two fields. In the latter case these field holds the second half of the most recent activity. SEC_ACT_n is associated with PRIMACT_n. |
SEC_ACT_4 |
The activity type may involve one or two fields. In the latter case these field holds the second half of the most recent activity. SEC_ACT_n is associated with PRIMACT_n. |
SEC_ACT_5 |
The activity type may involve one or two fields. In the latter case these field holds the second half of the most recent activity. SEC_ACT_n is associated with PRIMACT_n. |
SC_ACT_TP1 |
An indicator which describes the nature of the secondary activity field SEC_ACT_n. SC_ACT_TPn refers to SEC_ACT_n. |
SC_ACT_TP2 |
An indicator which describes the nature of the secondary activity field SEC_ACT_n. SC_ACT_TPn refers to SEC_ACT_n. |
SC_ACT_TP3 |
An indicator which describes the nature of the secondary activity field SEC_ACT_n. SC_ACT_TPn refers to SEC_ACT_n. |
SC_ACT_TP4 |
An indicator which describes the nature of the secondary activity field SEC_ACT_n. SC_ACT_TPn refers to SEC_ACT_n. |
SC_ACT_TP5 |
An indicator which describes the nature of the secondary activity field SEC_ACT_n. SC_ACT_TPn refers to SEC_ACT_n. |
OPEN_TIME |
Time at which the opening value held in the fields OPEN_PRC/ OPEN_PRC2 was made. |
HIGH_TIME |
Time at which the high value held in the fields HIGH_1/ SEC_HIGH was made. |
LOW_TIME |
Time at which the low value held in the fields LOW_1/ SEC_LOW was made. |
SETTLEDATE |
The date of the settlement price held in the SETTLE field. |
ASK_VOLUME |
The volume of stock available to be sold at the current price held in the TRDPRC_1 field. Originally but no longer required for the Taiwan SE. |
NO_BIDMMKR |
The number of market-makers currently making the best bid for a particular equity. |
NO_ASKMMKR |
The number of market-makers currently making the best ask for a particular equity. |
BID_MMID1 |
Identifiers showing three market-makers on the bid side of a quote. For ISE these represent the three best-bid market-makers BID_MMID1 representing the market-maker who has made the best bid. |
BID_MMID2 |
Identifiers showing three market-makers on the bid side of a quote. For ISE these represent the three best-bid market-makers BID_MMID1 representing the market-maker who has made the best bid. |
BID_MMID3 |
Identifiers showing three market-makers on the bid side of a quote. For ISE these represent the three best-bid market-makers BID_MMID1 representing the market-maker who has made the best bid. |
ASK_MMID1 |
Identifiers showing three market-makers on the ask side of a quote. For ISE these represent the three best-ask market-makers ASK_MMID1 representing the market-maker who has made the best ask. |
ASK_MMID2 |
Identifiers showing three market-makers on the ask side of a quote. For ISE these represent the three best-ask market-makers ASK_MMID1 representing the market-maker who has made the best ask. |
ASK_MMID3 |
Identifiers showing three market-makers on the ask side of a quote. For ISE these represent the three best-ask market-makers ASK_MMID1 representing the market-maker who has made the best ask. |
P_BUY_Q |
The primary & secondary buy-queue lengths reported by Hong Kong SE. Cleared during the pre-market clear. |
S_BUY_Q |
The primary & secondary buy-queue lengths reported by Hong Kong SE. Cleared during the pre-market clear. |
P_ASK_Q |
The primary & secondary ask-queue lengths reported by Hong Kong SE. Cleared during the pre-market clear. |
S_ASK_Q |
The primary & secondary ask-queue lengths reported by Hong Kong SE. Cleared during the pre-market clear. |
SESSION1 |
First to sixth session prices. For the Tokyo Commodity Exchange for Industry the first morning session price. Cleared during the pre-market clear. |
SESSION2 |
First to sixth session prices. For the Tokyo Commodity Exchange for Industry the first morning session price. Cleared during the pre-market clear. |
SESSION3 |
First to sixth session prices. For the Tokyo Commodity Exchange for Industry the first morning session price. Cleared during the pre-market clear. |
SESSION4 |
First to sixth session prices. For the Tokyo Commodity Exchange for Industry the first morning session price. Cleared during the pre-market clear. |
SESSION5 |
First to sixth session prices. For the Tokyo Commodity Exchange for Industry the first morning session price. Cleared during the pre-market clear. |
SESSION6 |
First to sixth session prices. For the Tokyo Commodity Exchange for Industry the first morning session price. Cleared during the pre-market clear. |
SESS1_FLAG |
For session trading instruments such as TCEI futures six session flags associated with a single session price as defined above in the fields SESSION1 through SESSION6. |
SESS2_FLAG |
For session trading instruments such as TCEI futures six session flags associated with a single session price as defined above in the fields SESSION1 through SESSION6. |
SESS3_FLAG |
For session trading instruments such as TCEI futures six session flags associated with a single session price as defined above in the fields SESSION1 through SESSION6. |
SESS4_FLAG |
For session trading instruments such as TCEI futures six session flags associated with a single session price as defined above in the fields SESSION1 through SESSION6. |
SESS5_FLAG |
For session trading instruments such as TCEI futures six session flags associated with a single session price as defined above in the fields SESSION1 through SESSION6. |
SESS6_FLAG |
For session trading instruments such as TCEI futures six session flags associated with a single session price as defined above in the fields SESSION1 through SESSION6. |
ROW80_1 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_2 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_3 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_4 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_5 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_6 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_7 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_8 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_9 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_10 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_11 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_12 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_13 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_14 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_15 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_16 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_17 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_18 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_19 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_20 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_21 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_22 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_23 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_24 |
Eighty character text fields corresponding to a row of data in a page-style record. |
ROW80_25 |
Eighty character text fields corresponding to a row of data in a page-style record. |
OPTION_XID |
An ASCII string holding up to six exchange identifiers of where options on an equity are traded. |
OPEN_TONE |
Open price qualifier associated with the OPEN_PRC field supplied for US government securities. |
TRADE_TONE |
Trade price qualifier associated with the TRDPRC_1 field supplied for Japanese instruments and US government securities. Cleared during the pre-market clear. |
BID_TONE |
Japanese bid price qualifier associated with the BID field. This is cleared during the pre-market clear. |
ASK_TONE |
Japanese ask price qualifier associated with the ASK field. This is cleared during the pre-market clear. |
CLOSE_TONE |
Closing price qualifier associated with the HST_CLOSE field. Supplied for Japanese instruments and US Government securities. |
STOP_HIGH |
Flag indicating that trading has occurred at the upper limit permissible supplied for Japanese instruments. This is cleared during the pre-market clear. |
STOP_LOW |
Flag indicating that trading has occurred at the lower permissible limit supplied for Japanese instruments. This is cleared during the pre-market clear. |
YRHIGHDAT |
Date on which the year or contract high as held in the YRHIGH and LOCHIGH fields respectively was made. |
YRLOWDAT |
Date on which the year or contract low as held in the YRLOW and LOCLOW fields respectively was made. |
DOM_EX_MKR |
Security marker for a foreign company trading on a Japanese stock exchange indicating the status of the company on its own domestic market. |
DOM_STATUS |
Market status of the domestic market of a foreign company trading on a Japanese stock exchange. |
PBR |
For Japanese equities the price to book ratio. |
VOL_FLAG |
Trading volume qualifier associated with the ACVOL_1 field and cleared during the pre-market clear. Used for Japanese instruments and US futures. |
RT_YIELD_1 |
The five most recent yields received for Japanese bonds and futures and money market instruments. |
RT_YIELD_2 |
The five most recent yields received for Japanese bonds and futures and money market instruments. |
RT_YIELD_3 |
The five most recent yields received for Japanese bonds and futures and money market instruments. |
RT_YIELD_4 |
The five most recent yields received for Japanese bonds and futures and money market instruments. |
RT_YIELD_5 |
The five most recent yields received for Japanese bonds and futures and money market instruments. |
YLD_NETCHG |
The net change of the current real-time yield from the historic closing yield. This field is cleared during the pre-market clear. |
BID_YIELD |
The bid yield for Japanese instruments cleared during the pre-market clear. |
ASK_YIELD |
The ask yield for Japanese instruments cleared during the pre-market clear. |
OPEN_YLD |
The opening yield of the day for Japanese instruments cleared during the pre-market clear. |
HIGH_YLD |
The day's highest yield as held in the RT_YIELD_1 field. This is cleared during the pre-market clear. |
LOW_YLD |
The day's lowest yield as held in the RT_YIELD_1 field. This is cleared during the pre-market clear. |
HST_CLSYLD |
The historic closing yield i.e. the last non-zero closing yield derived once daily outside market hours from the RT_YIELD_1 field. |
OPINT_2 |
Previous day's open interest. This is derived once daily from the OPINT_1 field. |
OPINT_DATE |
The date of the open interest value held in the OPINT_1 field. This is derived once daily. |
ISS_AMOUNT |
The total number of debt instruments issued under a single issue. |
YLD_TICK |
The yield tick - the direction of latest yield from the previous yield. The field is derived from RT_YIELD_1 and RT_YIELD_2 if the latter is non-zero or from RT_YIELD_1 and HST_CLSYLD otherwise. If HST_CLSYLD is zero then the field is not calculated. |
IRGPRC |
A cancelled inserted retransmitted or irregular price. |
IRGVOL |
The volume associated with the price held in the field IRGPRC (FID 372). |
IRGCOND |
An indicator of the type of price held in the field IRGPRC (FID 372). |
TIMCOR |
The time of a price correction - the time of update to either the IRGPRC (FID 372) or INSPRC (FID 376) fields. |
INSPRC |
When an exchange sends a correction report with details of both the cancelled and inserted price this field holds the inserted price. |
INSVOL |
The volume associated with the price held in the field INSPRC (FID 376). |
INSCOND |
An indication of the type of price held in the field INSPRC (FID 376). |
SALTIM |
Time of the last trade with precision in seconds - the time of the last update to the field TRDPRC_1 (FID 6). |
TNOVER_SC |
The scaling factor for the TURNOVER field FID 100. |
PARITY99 |
For Japanese convertible bond indices parity greater than or equal to 100. |
PARITY100 |
For Japanese convertible bond indices parity less than 100. |
HST_VOL |
The previous day's accumulated volume. |
SESS_HIFLG |
For session trading instruments an indication of during which session the daily high price was made. |
SESS_LOFLG |
For session trading instruments an indication of during which session the daily low price was made. |
SSPRNG1 |
The first and second halves respectively of the suspension price range. |
SSPRNG2 |
The first and second halves respectively of the suspension price range. |
SSPRNGTP |
An indicator showing the type of prices held in the suspension range fields SSPRNG1 and SSPRNG2. |
RSMRNG1 |
The first and second halves respectively of the resumption price range. |
RSMRNG2 |
The first and second halves respectively of the resumption price range. |
RSMRNGTP |
An indicator showing the type of prices held in the resumption range fields RSMRNG1 and RSMRNG2. |
VOL_DATE |
The date when a particular volume occurred at present that held in HST_VOL. |
PRIMACT_1 |
Primary last activity fields the most recent held in PRIMACT_1. |
PRIMACT_2 |
Primary last activity fields the most recent held in PRIMACT_1. |
PRIMACT_3 |
Primary last activity fields the most recent held in PRIMACT_1. |
PRIMACT_4 |
Primary last activity fields the most recent held in PRIMACT_1. |
PRIMACT_5 |
Primary last activity fields the most recent held in PRIMACT_1. |
EQUIV_YLD |
This is a treasury bill yield calculated according to money market standards using a simple rather than compound interest formula. |
SESSION7 |
Seventh session price. For Kobe Rubber Exchange the fourth afternoon session price. |
SESS7_FLAG |
Session flag associated with the 7th session price SESSION7 above. |
SESS1_VOL |
Volumes for the first to seventh trading sessions respectively whose latest price is indicated in the fields SESSION1 through SESSION7. |
SESS2_VOL |
Volumes for the first to seventh trading sessions respectively whose latest price is indicated in the fields SESSION1 through SESSION7. |
SESS3_VOL |
Volumes for the first to seventh trading sessions respectively whose latest price is indicated in the fields SESSION1 through SESSION7. |
SESS4_VOL |
Volumes for the first to seventh trading sessions respectively whose latest price is indicated in the fields SESSION1 through SESSION7. |
SESS5_VOL |
Volumes for the first to seventh trading sessions respectively whose latest price is indicated in the fields SESSION1 through SESSION7. |
SESS6_VOL |
Volumes for the first to seventh trading sessions respectively whose latest price is indicated in the fields SESSION1 through SESSION7. |
SESS7_VOL |
Volumes for the first to seventh trading sessions respectively whose latest price is indicated in the fields SESSION1 through SESSION7. |
SELL_FRESH |
The number of new sale transactions (short positions) for the market day. Reported by Kobe Rubber Exchange. |
BUY_FRESH |
The number of new purchase transactions (long positions) for the market day. Reported by Kobe Rubber Exchange. |
LIQUIDTN |
The number of transactions which closed out a long position during the market day. Reported by Kobe Rubber Exch. |
SHORTCOVER |
The number of transactions which covered a short position during the market day. Reported by Kobe Rubber Exchange. |
EXERCISED |
The number of options contracts exercised during the trading day. |
ORDER_BID |
Generic secondary bid field whose content is further described by the bid flag O_BID_TONE (FID 1065). For OM type options markets this is the order-book bid. |
ORDER_ASK |
Generic secondary ask field whose content is further described by the ask flag O_ASK_TONE (FID 1066). For OM type options markets this is the order-book ask. |
BEST_BID1 |
The five best bids as contributed by market-makers with the best in BEST_BID1. Note that these fields are not rippled. |
BEST_BID2 |
The five best bids as contributed by market-makers with the best in BEST_BID1. Note that these fields are not rippled. |
BEST_BID3 |
The five best bids as contributed by market-makers with the best in BEST_BID1. Note that these fields are not rippled. |
BEST_BID4 |
The five best bids as contributed by market-makers with the best in BEST_BID1. Note that these fields are not rippled. |
BEST_BID5 |
The five best bids as contributed by market-makers with the best in BEST_BID1. Note that these fields are not rippled. |
BEST_ASK1 |
The five best asks as contributed by market-makers with the best in BEST_ASK1. Note that these fields are not rippled. |
BEST_ASK2 |
The five best asks as contributed by market-makers with the best in BEST_ASK1. Note that these fields are not rippled. |
BEST_ASK3 |
The five best asks as contributed by market-makers with the best in BEST_ASK1. Note that these fields are not rippled. |
BEST_ASK4 |
The five best asks as contributed by market-makers with the best in BEST_ASK1. Note that these fields are not rippled. |
BEST_ASK5 |
The five best asks as contributed by market-makers with the best in BEST_ASK1. Note that these fields are not rippled. |
IDN_SERNO |
Network termination serial number. If the termination is a keystation this is a physical identifier of the keystation which is checked by the keystation on retrieval of the permissions record. |
REC_COUNT |
Number of permissions records for this network termination. |
REV_LEVEL |
Revision level of the permissions record. |
REG_COUNT |
Number of (consecutive) REG_FIELDs in use in this record. |
FILTER1 |
This field is used to allow KCDs to filter permissions records identifying the node group to which a KCD or KCD device belongs. |
DEVICETYPE |
Used to identify the type of device that is being permissioned. |
REG_ID1 |
The REG_ID1 field identifies the permissions register whose contents are held in the corresponding REG_FIELD1. |
REG_FIELD1 |
The REG_ID1 field identifies the permissions register whose contents are held in the corresponding REG_FIELD1. |
REG_ID2 |
The REG_ID1 field identifies the permissions register whose contents are held in the corresponding REG_FIELD1. |
REG_FIELD2 |
The REG_ID1 field identifies the permissions register whose contents are held in the corresponding REG_FIELD1. |
REG_ID3 |
The REG_ID1 field identifies the permissions register whose contents are held in the corresponding REG_FIELD1. |
REG_FIELD3 |
The REG_ID1 field identifies the permissions register whose contents are held in the corresponding REG_FIELD1. |
REG_ID4 |
The REG_ID1 field identifies the permissions register whose contents are held in the corresponding REG_FIELD1. |
REG_FIELD4 |
The REG_ID1 field identifies the permissions register whose contents are held in the corresponding REG_FIELD1. |
REG_ID5 |
The REG_ID1 field identifies the permissions register whose contents are held in the corresponding REG_FIELD1. |
REG_FIELD5 |
The REG_ID1 field identifies the permissions register whose contents are held in the corresponding REG_FIELD1. |
PROG_ID |
Contains a reference to the first program record of the associated program. The reference is formatted using the alphaname character set. This field is updated using a DRS operator command. |
EXECUTE_IP |
Instruction pointer of the program's initial start address. |
EXECUTE_CS |
Code segment of the program's initial start address. |
REGISTR_0 |
Sixteen registers which may optionally be used for component register initialisation. |
REGISTR_1 |
Sixteen registers which may optionally be used for component register initialisation. |
REGISTR_2 |
Sixteen registers which may optionally be used for component register initialisation. |
REGISTR_3 |
Sixteen registers which may optionally be used for component register initialisation. |
REGISTR_4 |
Sixteen registers which may optionally be used for component register initialisation. |
REGISTR_5 |
Sixteen registers which may optionally be used for component register initialisation. |
REGISTR_6 |
Sixteen registers which may optionally be used for component register initialisation. |
REGISTR_7 |
Sixteen registers which may optionally be used for component register initialisation. |
REGISTR_8 |
Sixteen registers which may optionally be used for component register initialisation. |
REGISTR_9 |
Sixteen registers which may optionally be used for component register initialisation. |
REGISTR_10 |
Sixteen registers which may optionally be used for component register initialisation. |
REGISTR_11 |
Sixteen registers which may optionally be used for component register initialisation. |
REGISTR_12 |
Sixteen registers which may optionally be used for component register initialisation. |
REGISTR_13 |
Sixteen registers which may optionally be used for component register initialisation. |
REGISTR_14 |
Sixteen registers which may optionally be used for component register initialisation. |
REGISTR_15 |
Sixteen registers which may optionally be used for component register initialisation. |
DATREC_CNT |
Count of the number of subsequent program data records which comprise the component's program image. |
LD_ADD_IP |
Instruction pointer of the load address. |
LD_ADD_CS |
Code segment of the load address. |
BYTE_COUNT |
Count of valid program data bytes contained in the following SECTOR fields. |
CHECKSUM |
Checksum used for verifying the program header record contents. When the checksum is added to the summation of all other fields in the record the result is zero. |
SECTOR_1 |
Program data bytes. Unused data bytes are padded with zero. |
SECTOR_2 |
Program data bytes. Unused data bytes are padded with zero. |
SECTOR_3 |
Program data bytes. Unused data bytes are padded with zero. |
SECTOR_4 |
Program data bytes. Unused data bytes are padded with zero. |
SECTOR_5 |
Program data bytes. Unused data bytes are padded with zero. |
SECTOR_6 |
Program data bytes. Unused data bytes are padded with zero. |
SECTOR_7 |
Program data bytes. Unused data bytes are padded with zero. |
SECTOR_8 |
Program data bytes. Unused data bytes are padded with zero. |
SRCOFDATA |
Source of Data. |
SRC_REF1 |
Source Reference. The reference that uniquely identifies the deal. For a dealing conversation it is the conversation number. For a Matching deal it is the Match-ID. |
DATEOFDEAL |
The date and time in GMT at which a dealing conversation started or a Matching ticket was received. |
TIMEOFDEAL |
The date and time in GMT at which a dealing conversation started or a Matching ticket was received. |
DEALER_ID |
Dealer ID. Dealer ID of the user who was logged on to the keystation where the Dealing conversation was held or the Matching ticket was delivered (cf 549). |
DATE_CONFM |
The date and time in GMT when the deal was confirmed. For a dealing conversation this is when the [CONFIRM] key is pressed. In the case of matching all tickets are automatically confirmed. |
TIME_CONFM |
The date and time in GMT when the deal was confirmed. For a dealing conversation this is when the [CONFIRM] key is pressed. In the case of matching all tickets are automatically confirmed. |
CONFIRM_ID |
Confirmed-by ID. The dealer ID of the user who was logged on to the keystation where the ticket was confirmed (cf 550). |
BANK1DCODE |
Bank 1 Dealing Code. The tcid of the bank dealt with in an online conversation. In a captured conversation this field may be #### if the tcid is not known. If the conversation contains the text COUNTERPARTY IS ... or BROKER IS ... this a single space. |
BANK1DNAME |
Bank 1 Name. The answerback of the bank dealt with in an online conversation. In a captured conversation this field contains the command-line counterparty name added between pressing the keys [CAPTURE] and [TRANSMIT/RETURN]. |
BRKR_DCODE |
Broker Dealing Code. The tcid of a broker. This field is blank unless the conversation contains the text COUNTERPARTY IS... when it contains the tcid of the counterparty to the conversation. |
BRKR_NAME |
Broker Name. This field is blank unless the conversation contains the text COUNTERPARTY IS... when it contains the online answerback or the conversation contains the text BROKER IS yyyy.... when the field contains the text yyyy... |
CIF_REASON |
Reason for sending (CIF). |
BANK2_NAME |
Bank 2 Name. A single space in current implementations of the Ticket Output Feed. |
DEAL_TYPE |
Deal Type. |
PERIOD1 |
Period 1. The period between the date of the deal and when the transaction will take place or when the first and second legs of the transaction will take place. |
PERIOD2 |
Period 2. The period between the date of the deal and when the transaction will take place or when the first and second legs of the transaction will take place. |
CCY1 |
The Swift codes of the currencies in the deal. |
CCY2 |
The Swift codes of the currencies in the deal. |
DVOL_CCY1 |
Deal Volume Currency 1. The volume of currency quoted in the deal including a decimal point and cents. |
DEP_RATE |
Deposit Rate. The interest rate in a deposit deal. |
SWAP_RATE |
Swap rate. The rate at which a Swap rate was agreed. It may contain plus signs and/or spaces. |
EXRATEPER1 |
Exchange Rate Period 1. The rate for exchange at the first or only period of the deal. |
EXRATEPER2 |
Exchange Rate Period 2. The rate for exchange at the second leg of a two-leg deal. |
RATE_DIR |
Rate Direction. |
VDATE_P1C1 |
Value Date Period 1 Currency 1. The actual dates in GMT on which each payment is to take place. |
VDATE_P1C2 |
Value Date Period 1 Currency 2. The actual dates in GMT on which each payment is to take place. |
VDATE_P2C1 |
Value Date Period 2 Currency 1. The actual dates in GMT on which each payment is to take place. |
VDATE_P2C2 |
Value Date Period 2 Currency 2. The actual dates in GMT on which each payment is to take place. |
INST_P1_C1 |
Payment Instruction Period 1 Currency 1. Instructions specifying how each payment is to be made. |
INST_P1_C2 |
Payment Instruction Period 1 Currency 2. Instructions specifying how each payment is to be made. |
INST_P2_C1 |
Payment Instruction Period 2 Currency 1. Instructions specifying how each payment is to be made. |
INST_P2_C2 |
Payment Instruction Period 2 Currency 2. Instructions specifying how each payment is to be made. |
OLDESTID |
Oldest deal Identifier. The identifier of the oldest deal in the database. If the database is empty the field contains tcid#0. |
OLDESTDATE |
Oldest deal date. The date and time in GMT of the oldest deal in the database. |
OLDESTTIME |
Oldest deal Time. If the database is empty each field contains a single space. |
LATESTID |
Latest Deal Identifier. The data Identifier of the newest deal in the database (see section 4.4.5). If the database is empty the field contains tcid#0. |
LATESTDATE |
The date and time in GMT of the newest deal in the database. |
LATESTTIME |
The date and time in GMT of the newest deal in the database. |
SEC_SRCREF |
Secondary Source reference. For matching deals the Matching Trade-ID. |
DEALMETHOD |
Method of deal. |
RATE_C1USD |
Rate Currency 1 against USD. The spot rate for each currency against the US dollar at the time the deal was confirmed as supplied by Reuters. |
RATE_C2USD |
Rate Currency 2 against USD. The rate maybe used by the User Computer for limits calculations. |
BRATE_USD |
Rate Base Currency against USD. The base currency rate against the US dollar may be set and fixed by the user. |
BASE_CCY |
Base Currency. The SWIFT code of the currency chosen to be the bank's local base currency (see 543). |
CVOL_P1_C2 |
Calculated volume Period 1 Currency 2. Currency volumes calculated by Dealing 2000. |
CVOL_P2_C2 |
Calculated volume Period 2 Currency 2. Currency volumes calculated by Dealing 2000. |
CVOL_P2_C1 |
Calculated volume Period 2 Currency 1. Calculated volume Period 2 Currency 1. |
CONV_TEXT |
Conversation text. The full text of the conversation associated with the deal formatted exactly as the printed conversation. |
DEALERNAME |
Dealer Name. The user name of the dealer who was logged on to the keystation where the Dealing conversation was held or the matching ticket was delivered (cf504). |
CONFBYNAME |
Confirmed-by Name. The user name of the dealer who was logged on to the keystation where the ticket was confirmed (cf 507). |
LOCAL_TCID |
Local TCID. The tcid of the local Dealing 2000 installation. |
REVIEW_NUM |
Review reference number. The conversation number i.e. the number that can be used to review the conversation. |
COMMENTTXT |
Comment text. Up to two lines of comment from a Dealing Conversation or a Match Deal separated by carriage return line feed characters. If there is no comment text this field will contain a single space. |
FRA_FIXING |
FRA Fixing date. The date on which the parties to the FRA deal will re-establish contact to resolve the outcome. |
FRA_SETTLE |
FRA Settlement date. The date on which the balance of an FRA deal is to change hands. |
FRA_MAT |
FRA Maturity Date. The date on which the period of an FRA deal ends. |
IMM_INDICA |
IMM Indicator. |
D2000_VNUM |
Dealing 2000 Version Number. The overall version number of the Dealing 2000 installation. |
OUT_PPRATE |
Outright Points Premium Rate. In the outright deal the premium above spot at which the deal was struck (maybe negative) see 560. The field may contain a plus sign. |
SPOT_BASIS |
Spot Basis Rate. In an outright deal the spot basis rate used to agree the deal. Spot Basis + Premium=Dealt rate. |
USR_DEF_T1 |
User-defined Title 1. From release 3.30 the user can define the title and content of three ticket fields. This is the title of the first field. |
USR_DEF_D1 |
User-defined data 1. The content of the first user-defined ticket field which is entered via the Graphical Ticket Editor (GTE). |
USR_DEF_T2 |
User-defined Title 2. From release 3.30 the user can define the title and content of three ticket fields. This is the title of the first field. |
USR_DEF_D2 |
User-defined data 2. The content of the first user-defined ticket field which is entered via the Graphical Ticket Editor (GTE). |
USR_DEF_T3 |
User-defined Title 3. From release 3.30 the user can define the title and content of three ticket fields. This is the title of the first field. |
USR_DEF_D3 |
User-defined data 3. The content of the first user-defined ticket field which is entered via the Graphical Ticket Editor (GTE). |
CONTRA_ID |
ID of the original if this is a Contra. If a user accidentally confirms a deal with incorrect data a contra-entry can be produced by pressing a single key. |
CPY_CONVID |
ID of previous if this is a next. Users may strike multiple deals in one conversation but Dealing 2000 only extracts one deal from the conversation automatically. |
PURE_DTYPE |
Pure Deal-type. |
VOL_OF_INT |
Volume of Interest. In a deposit deal the difference between the volume given at the start of the period and received at the end. |
ELAPSDDAYS |
Days elapsed during deal. The number of elapsed days covered by the duration of the deal. May be used by the User Computer to verify calculations made by Dealing 2000. |
YEARLENGTH |
Year Length. The length of the financial year used in calculations: either 360 or 365. |
PRICE_CONV |
Price convention. |
CIF_INTMSG |
Interest message (CIF). The interest message sent out by this keystation on a Contact or received by this keystation on an incoming call. Used by the Current Interest Feed only. |
BIC_C1_P1 |
SWIFT-BIC Currency-1 Period-1. Standardised payment instructions in SWIFT_BIC format. These correspond respectively to free format fields 529-532. |
BIC_C2_P1 |
SWIFT-BIC Currency-2 Period-1. Standardised payment instructions in SWIFT_BIC format. These correspond respectively to free format fields 529-532. |
BIC_C1_P2 |
SWIFT-BIC Currency-1 Period-2. Standardised payment instructions in SWIFT_BIC format. These correspond respectively to free format fields 529-532. |
BIC_C2_P2 |
SWIFT-BIC Currency-2 Period-2. Standardised payment instructions in SWIFT_BIC format. These correspond respectively to free format fields 529-532. |
CREDIT_RED |
D2000-2 Credit Reduction. D2000-2 Credit Reduction is USD attributed to the current deal. Will only contain data when FID 500 = 2. |
CREDIT_REM |
D2000-2 Credit Remaining. D2000-2 Credit Remaining after adjustment following the current deal. Will only contain data when FID 500 = 2. |
SBASE_CCY2 |
Base Currency 2. SWIFT code of the second base currency chosen by the local bank. |
SBASE_CCY3 |
Base Currency 3. SWIFT code of the third base currency chosen by the local bank. |
BASE_C2USD |
Rate Base Currency 2 versus USD. The rate of base currency 2 against the USD at the time of the deal. (May be set and fixed by the user). |
BASE_C3USD |
Rate Base Currency 3 versus USD. The rate of base currency 3 against the USD at the time of the deal. (May be set and fixed by the user). |
LOC_ANSBCK |
The Answerback of the local server. |
DLG_STATUS |
The latest Dealing 2000 status message. |
CON_KYSTAT |
The number of keystations which have connected to the COG. |
ACT_KYSTAT |
The number of keystations which have connected to the COG and which have users logged on. |
CRRNT_DATE |
The current date as reported by the server. |
CRRNT_TIME |
The current time as reported by the server. |
COG_KPALIV |
COG keep alive counter which increments every 15 seconds (running from 0 to 9999 and then starting again. |
INSRT_LINE |
The text of the insert line. This includes the service and function identifiers at the start (e.g. 'MON VIEW'). |
RESPN_LINE |
The text of the response line (not including the status message). |
KSTAT_ALIV |
An indication of whether the COG has a connection to the keystation (1 if there is a connection 0 if there is not). |
CRRNT_CONV |
Which of the four conversation channels (1-4) is the current conversation on the keystation (0 if there is no current conversation). |
C1_CONVNUM |
Which conversation number (1-4) the keystation is currently displaying for conversation channel 1 (0 if the channel is not currently displayed). |
C2_CONVNUM |
Which conversation number (1-4) the keystation is currently displaying for conversation channel 2 (0 if the channel is not currently displayed). |
C3_CONVNUM |
Which conversation number (1-4) the keystation is currently displaying for conversation channel 3 (0 if the channel is not currently displayed). |
C4_CONVNUM |
Which conversation number (1-4) the keystation is currently displaying for conversation channel 4 (0 if the channel is not currently displayed). |
COG_VERSN |
The version number of the COG. This may be up to 10 alpha numeric characters plus decimal points. |
PROT_VERSN |
The version number of the overview datafeed protocol being used by the COG. |
CALL_NUMBR |
An arbitrary number to uniquely identify the call. |
CALLR_TCID |
The TCID of the callers's terminal. |
INTRST_MES |
The interest message specified in the call. |
DEALER_FLG |
The dealer flag specified in the call. |
CALL_LETTR |
The letter used to specify the call on a keystation. |
CALL_DELAY |
The number of seconds the call was in the incoming call queue. |
WITHD_REAS |
The reason why the call was withdrawn. |
BID_SIDE |
The bid side of the quote. For a spot rate or outright deal this is the actual rate; for a forward deal it is the forward difference; for a deposit or FRA deal it is the interest rate. |
OFFER_SIDE |
The offer side of the quote. |
CONVR_STAT |
Conversation status on the keystation. |
ROW1_TIME |
Time fields associated with a row of text in a paged data record. ROWn_TIME corresponds to the field ROW64_n. |
ROW2_TIME |
Time fields associated with a row of text in a paged data record. ROWn_TIME corresponds to the field ROW64_n. |
ROW3_TIME |
Time fields associated with a row of text in a paged data record. ROWn_TIME corresponds to the field ROW64_n. |
ROW4_TIME |
Time fields associated with a row of text in a paged data record. ROWn_TIME corresponds to the field ROW64_n. |
ROW5_TIME |
Time fields associated with a row of text in a paged data record. ROWn_TIME corresponds to the field ROW64_n. |
ROW6_TIME |
Time fields associated with a row of text in a paged data record. ROWn_TIME corresponds to the field ROW64_n. |
ROW7_TIME |
Time fields associated with a row of text in a paged data record. ROWn_TIME corresponds to the field ROW64_n. |
ROW8_TIME |
Time fields associated with a row of text in a paged data record. ROWn_TIME corresponds to the field ROW64_n. |
ROW9_TIME |
Time fields associated with a row of text in a paged data record. ROWn_TIME corresponds to the field ROW64_n. |
ROW10_TIME |
Time fields associated with a row of text in a paged data record. ROWn_TIME corresponds to the field ROW64_n. |
ROW11_TIME |
Time fields associated with a row of text in a paged data record. ROWn_TIME corresponds to the field ROW64_n. |
ROW12_TIME |
Time fields associated with a row of text in a paged data record. ROWn_TIME corresponds to the field ROW64_n. |
ROW13_TIME |
Time fields associated with a row of text in a paged data record. ROWn_TIME corresponds to the field ROW64_n. |
ROW14_TIME |
Time fields associated with a row of text in a paged data record. ROWn_TIME corresponds to the field ROW64_n. |
STORY_ID |
A unique sequential identifier that allows for message loss detection. Used by NPS and KABS. |
COMPANY_ID |
A list of the RICs contained in the take as supplied by editorial to NPS and KABS. Represented as a string with each RIC separated by a space character with a maximum of four RICs per take. |
NW_PRODUCT |
A list of market-interest codes supplied by Editorial to NPS and KABS. Represented as a string with each code separated by a space character. There is a maximum of 15 products per take. |
NW_TOPIC |
A list of Topic codes as supplied by Editorial. This is a string with each topic separated by a space. Maximum of four topics per take. |
NAMED_ITEM |
The name of the item or market report supplied by editorial to NPS and KABS. |
TAKE_SEQNO |
A sequential number designating the take sequence number based on temporal order of receipt. Contains 0 for alerts 1 for the first take of a story and 2 through 255 for subsequent takes. |
NUM_SEGS |
The number of text messages to follow that relate to the take. |
STORY_TYPE |
The type of take as supplied by editorial. |
TABTEXT |
The format of the take as supplied by Editorial e.g. tabular or text. |
CROSS_REF |
The name of the original version of the news story required for Kanji news. |
ATTRIBTN |
The source of the story e.g. Reuters AP. |
BY_LINE |
The author of the news story. Field may consist of Kanji. |
MORE_NEWS |
Specifies the signoff required at the end of this part of the story. |
BCAST_REF |
A cross-reference to broadcast news data; for use in quotations records. |
MON_PAGES |
The Monitor page code field of NTM. Required to support alert processing on Monitor when sourced from a reverse alert terminal with Broadcast News input. |
BEST_BSIZ1 |
The five best bid sizes associated with the fields BEST_BID1 to BEST_BID5. |
BEST_BSIZ2 |
The five best bid sizes associated with the fields BEST_BID1 to BEST_BID5. |
BEST_BSIZ3 |
The five best bid sizes associated with the fields BEST_BID1 to BEST_BID5. |
BEST_BSIZ4 |
The five best bid sizes associated with the fields BEST_BID1 to BEST_BID5. |
BEST_BSIZ5 |
The five best bid sizes associated with the fields BEST_BID1 to BEST_BID5. |
BEST_ASIZ1 |
The five best ask sizes associated with the fields BEST_ASK1 to BEST_ASK5. |
BEST_ASIZ2 |
The five best ask sizes associated with the fields BEST_ASK1 to BEST_ASK5. |
BEST_ASIZ3 |
The five best ask sizes associated with the fields BEST_ASK1 to BEST_ASK5. |
BEST_ASIZ4 |
The five best ask sizes associated with the fields BEST_ASK1 to BEST_ASK5. |
BEST_ASIZ5 |
The five best ask sizes associated with the fields BEST_ASK1 to BEST_ASK5. |
NO_BIDMKR2 |
The number of market makers associated with the best bids held in the fields BEST_BID2 to BEST_BID5. The number of market makers associated with the field BEST_BID1 is defined above as FID 291. |
NO_BIDMKR3 |
The number of market makers associated with the best bids held in the fields BEST_BID2 to BEST_BID5. The number of market makers associated with the field BEST_BID1 is defined above as FID 291. |
NO_BIDMKR4 |
The number of market makers associated with the best bids held in the fields BEST_BID2 to BEST_BID5. The number of market makers associated with the field BEST_BID1 is defined above as FID 291. |
NO_BIDMKR5 |
The number of market makers associated with the best bids held in the fields BEST_BID2 to BEST_BID5. The number of market makers associated with the field BEST_BID1 is defined above as FID 291. |
NO_ASKMKR2 |
The number of market makers associated with the best asks held in the fields BEST_ASK2 to BEST_ASK5. The number of market makers associated with the field BEST_ASK1 is defined above as FID 292. |
NO_ASKMKR3 |
The number of market makers associated with the best asks held in the fields BEST_ASK2 to BEST_ASK5. The number of market makers associated with the field BEST_ASK1 is defined above as FID 292. |
NO_ASKMKR4 |
The number of market makers associated with the best asks held in the fields BEST_ASK2 to BEST_ASK5. The number of market makers associated with the field BEST_ASK1 is defined above as FID 292. |
NO_ASKMKR5 |
The number of market makers associated with the best asks held in the fields BEST_ASK2 to BEST_ASK5. The number of market makers associated with the field BEST_ASK1 is defined above as FID 292. |
DATE_LINE |
Date of the news story being issued as well as the location. This field may contain Kanji. |
PROD_CODE |
Contains one or more codes generated by editorial which identify the markets to which the story is of interest. This field replaces FID 717 NW_PRODUCT. |
TOPIC_CODE |
Provides the main content related coding for the news story. Generated by editorial. This field replaces FID 718 NW_TOPIC. |
CO_IDS |
Consists of one or more variable length strings which identify companies to which the story relates. Generated by editorial. This field replaces FID 716 COMPANY_ID. |
LANG_IND |
A two character field designating the language in which all textual fields are written. |
TEXT_WIDTH |
If the news item is tabulated (i.e. TABTEXT set to T) this field indicates the width of the text expressed as the maximum number of printable characters across the screen. |
PRIORITY |
Indicates the urgency of an item an alert having top priority of 1. |
MEDIA_CODE |
Generated by editorial to convey the ANPA/IPTC type of category code. |
SLUG |
Used by editorial as the keyword/headline/dateline. |
SP_QUOTE |
Special quotation data for stock index futures sent by the Tokyo and Osaka SE the day after a contract has expired to prevent market manipulation on contract expiry. |
HST_SESVOL |
Generally the previous session volume. For the Kobe Rubber Exchange the previous day's post-closing session volume whilst for TIFFE the previous session volume. |
PRV_HIGH |
The previous trading day's or session's high value. This is currently required for TIFFE. |
PRV_LOW |
The previous trading day's or session's low value. This is currently required for TIFFE. |
PRV_OPEN |
The previous trading day's or session's open value. This is currently required for TIFFE. |
PRV_LAST |
The previous trading day's or session's last value. This is currently required for TIFFE. |
SESS1_OPEN |
The opening value for the first session reported by the TSE. |
SESS1_OTIM |
The time at which the value in SESS1_OPEN was set reported by the TSE. |
SESS1_HTIM |
The time at which the value in SESSION1HI was set reported by the TSE. |
SESS1_LTIM |
The time at which the value in SESSION1LO was set reported by the TSE. |
SESS1_CLS |
The closing value of the first session reported by the TSE. |
SESS1_CTIM |
The time at which the value in SESS1_CLS was set. Reported by the TSE. |
SESS1_VTIM |
The time at which the value in SESS1_VOL was set. Reported by the TSE. |
SESS2_OPEN |
The opening value for the second session. Reported by the TSE. |
SESS2_OTIM |
The time at which the value in SESS2_OPEN was set. Reported by the TSE. |
SESS2_HTIM |
The time at which the value in SESSION2HI was set. Reported by the TSE. |
SESS2_LTIM |
The time at which the value in SESSION2LO was set. Reported by the TSE. |
EXRTS_DATE |
The date on which a stock goes ex-rights. |
RTS_TYPE |
The type of rights for a rights issue. As reported by Tokyo SE this can be allotment) 'COMBIN' (combination) 'SPLITS' (share splits). |
RTS_VALUE |
Amount of the capital increase or ratio of the split associated with a rights issue. |
BUYMARGIN |
The margin buy position from Tokyo SE. |
BUYMAR_NC |
The net change of the current buy margin from the previous. |
SELLMARGIN |
The margin sell position from Tokyo SE. |
SELLMAR_NC |
The net change of the current sell margin from the previous. |
MARGIN_RTO |
The buy margin position divided by the sell margin position. |
SESS1_OYLD |
Reported by the Tokyo SE for Japanese bond futures the first session open, high, low. |
SESS1_HYLD |
Reported by the Tokyo SE for Japanese bond futures the first session open, high, low. |
SESS1_LYLD |
Reported by the Tokyo SE for Japanese bond futures the first session open, high, low. |
SESS1_CYLD |
Reported by the Tokyo SE for Japanese bond futures the first session open, high, low. |
SESS2_OYLD |
Reported by the Tokyo SE for Japanese bond futures the second session open, high & low price yields. |
SESS2_HYLD |
Reported by the Tokyo SE for Japanese bond futures the second session open, high & low price yields. |
SESS2_LYLD |
Reported by the Tokyo SE for Japanese bond futures the second session open, high & low price yields. |
LOCHI_YLD |
Reported by the Tokyo SE for Japanese bond futures the life of contract high & low price yields. |
LOCLO_YLD |
Reported by the Tokyo SE for Japanese bond futures the life of contract high & low price yields. |
DEALT_VL1 |
The five latest volumes the most recent being DEALT_VL1. The value of DEALT_VLn is scaled as indicated in DVOLn_SC and the meaning is qualified by the field VOL_TPn. |
DEALT_VL2 |
The five latest volumes the most recent being DEALT_VL1. The value of DEALT_VLn is scaled as indicated in DVOLn_SC and the meaning is qualified by the field VOL_TPn. |
DEALT_VL3 |
The five latest volumes the most recent being DEALT_VL1. The value of DEALT_VLn is scaled as indicated in DVOLn_SC and the meaning is qualified by the field VOL_TPn. |
DEALT_VL4 |
The five latest volumes the most recent being DEALT_VL1. The value of DEALT_VLn is scaled as indicated in DVOLn_SC and the meaning is qualified by the field VOL_TPn. |
DEALT_VL5 |
The five latest volumes the most recent being DEALT_VL1. The value of DEALT_VLn is scaled as indicated in DVOLn_SC and the meaning is qualified by the field VOL_TPn. |
LEG1_RIC |
The RIC associated with the first leg of a spread. |
LEG2_RIC |
The RIC associated with the second leg of a spread. |
LEG1_TYPE |
The underlying contract type of the first and second legs respectively of a spread. |
LEG2_TYPE |
The underlying contract type of the first and second legs respectively of a spread. |
LONGLINK1 |
17 character equivalents to LINK_n. |
LONGLINK2 |
17 character equivalents to LINK_n. |
LONGLINK3 |
17 character equivalents to LINK_n. |
LONGLINK4 |
17 character equivalents to LINK_n. |
LONGLINK5 |
17 character equivalents to LINK_n. |
LONGLINK6 |
17 character equivalents to LINK_n. |
LONGLINK7 |
17 character equivalents to LINK_n. |
LONGLINK8 |
17 character equivalents to LINK_n. |
LONGLINK9 |
17 character equivalents to LINK_n. |
LONGLINK10 |
17 character equivalents to LINK_n. |
LONGLINK11 |
17 character equivalents to LINK_n. |
LONGLINK12 |
17 character equivalents to LINK_n. |
LONGLINK13 |
17 character equivalents to LINK_n. |
LONGLINK14 |
17 character equivalents to LINK_n. |
LONGPREVLR |
17 character equivalent to PREV_LR. |
LONGNEXTLR |
17 character equivalent to NEXT_LR. |
LEG1_STR |
The strike price of the underlying option of the first and second legs of a spread. |
LEG2_STR |
The strike price of the underlying option of the first and second legs of a spread. |
LEG1_EXP |
The expiration date of the first and second legs respectively of a spread. |
LEG2_EXP |
The expiration date of the first and second legs respectively of a spread. |
DVOL1_SC |
The scaling to be applied to the dealt volume in order to derive the true value. DVOLn_SC corresponds to DEALT_VLn and SEC_VOLn. |
DVOL2_SC |
The scaling to be applied to the dealt volume in order to derive the true value. DVOLn_SC corresponds to DEALT_VLn and SEC_VOLn. |
DVOL3_SC |
The scaling to be applied to the dealt volume in order to derive the true value. DVOLn_SC corresponds to DEALT_VLn and SEC_VOLn. |
DVOL4_SC |
The scaling to be applied to the dealt volume in order to derive the true value. DVOLn_SC corresponds to DEALT_VLn and SEC_VOLn. |
DVOL5_SC |
The scaling to be applied to the dealt volume in order to derive the true value. DVOLn_SC corresponds to DEALT_VLn and SEC_VOLn. |
CROSS_SC |
The scaling to be applied to prices e.g. FOREX cross rate in order to derive the true value. |
DLG_CODE1 |
1st latest dealing code, DLG_CODE1 being the most recent. |
DLG_CODE2 |
2nd latest dealing code, DLG_CODE1 being the most recent. |
DLG_CODE3 |
3rd latest dealing code, DLG_CODE1 being the most recent. |
DLG_CODE4 |
4th latest dealing code, DLG_CODE1 being the most recent. |
DLG_CODE5 |
5th latest dealing code, DLG_CODE1 being the most recent. |
CTBTR_1 |
1st latest contributor short name, CTBTR_1 being the most recent. |
CTBTR_2 |
2nd latest contributor short name, CTBTR_1 being the most recent. |
CTBTR_3 |
3rd latest contributor short name, CTBTR_1 being the most recent. |
CTBTR_4 |
4th latest contributor short name, CTBTR_1 being the most recent. |
CTBTR_5 |
5th latest contributor short name, CTBTR_1 being the most recent. |
CTB_LOC1 |
1st latest contributor location, CTBLOC_1 being the most recent. |
CTB_LOC2 |
2nd latest contributor location, CTBLOC_1 being the most recent. |
CTB_LOC3 |
3rd latest contributor location, CTBLOC_1 being the most recent. |
CTB_LOC4 |
4th latest contributor location, CTBLOC_1 being the most recent. |
CTB_LOC5 |
5th latest contributor location, CTBLOC_1 being the most recent. |
CTB_PAGE1 |
1st latest contributor page, CTB_PAGE1 being the most recent. |
CTB_PAGE2 |
2nd latest contributor page, CTB_PAGE1 being the most recent. |
CTB_PAGE3 |
3rd latest contributor page, CTB_PAGE1 being the most recent. |
CTB_PAGE4 |
4th latest contributor page, CTB_PAGE1 being the most recent. |
CTB_PAGE5 |
5th latest contributor page, CTB_PAGE1 being the most recent. |
YH_YIELD |
The yields of the year high and low. |
YL_YIELD |
The yields of the year high and low. |
LH_YIELD |
The yields of the lifetime high and low. |
LL_YIELD |
The yields of the lifetime high and low. |
AMT_OS |
For debt or equity instruments the number outstanding and therefore still tradable. |
AMT_OS_SC |
The scaling of the amount outstanding field AMT_OS. |
NRG_TERMS1 |
For energy spot records two text fields giving details about the terms of the spot commodity e.g. FOB CIF. Input by editorial. |
NRG_TERMS2 |
For energy spot records two text fields giving details about the terms of the spot commodity e.g. FOB CIF. Input by editorial. |
NRG_SPEC1 |
For energy spot records three text fields giving specific details about the spot commodity e.g. sulphur content specific gravity. These are input by editorial. |
NRG_SPEC2 |
For energy spot records three text fields giving specific details about the spot commodity e.g. sulphur content specific gravity. These are input by editorial. |
NRG_SPEC3 |
For energy spot records three text fields giving specific details about the spot commodity e.g. sulphur content specific gravity. These are input by editorial. |
NRG_CMT |
A single character editorially-input field which qualifies spot energy data. |
PRC_AREA |
The location of a price report for energy spot prices. |
DATE_RANGE |
The date range of an instrument e.g. spread spot commodity to which a quote refers. |
BENCH_PRC |
Benchmark price for crude oil. |
BENCH_DATE |
The date of the benchmark price BENCH_PRC FID 1155. |
NETBACK |
A netback is a valuation of a crude oil based on the price of its refined products allowing for freight. |
COMM_TYPE |
For spot energy records an indication of whether the quote is for crude oil or a crude oil product. |
NRG_UNITS |
For spot energy quotes an indication of the units in which the prices are being quoted. |
NRG_SIZE |
For spot energy quotes an indication of the quantity of the commodity for which the quote is good. |
FIXING_1 |
For the Taiwan dollar latest and previous fixing values. |
FIXING_2 |
For the Taiwan dollar latest and previous fixing values. |
PAY_FREQ |
The frequency of interest payments on a debt instrument. |
OFF_CD_IND |
An indication of the source of the code in the official code field OFFCL_CODE FID 78. |
MIK_RATING |
The Mikuni rating of a debt instrument. |
CNV_DATE |
The date on or from which a convertible bond may be converted into other securities. |
CNV_PRICE |
The share price at which the principal amount of a convertible bond may be used to acquire shares in owned by or related to the issuing company. |
CNV_PARITY |
The price at which a convertible instrument must sell for it to equal the current shares to be received upon conversion. |
PREMIUM |
For warrants and convertible securities the premium over or discount to the converted security price that the current price implies taking into account the conversion rate and the rate of exchange where appropriate. |
VALUE_DT1 |
1st latest Activity Date. |
VALUE_DT2 |
2nd latest Activity Date. |
VALUE_DT3 |
3rd latest Activity Date. |
VALUE_DT4 |
4th latest Activity Date. |
VALUE_DT5 |
5th latest Activity Date. |
VALUE_TM1 |
1st latest Activity Time. The corresponding date field is VALUE_DT1. |
VALUE_TM2 |
2nd latest Activity Time. The corresponding date field is VALUE_DT2. |
VALUE_TM3 |
3rd latest Activity Time. The corresponding date field is VALUE_DT3. |
VALUE_TM4 |
4th latest Activity Time. The corresponding date field is VALUE_DT4. |
VALUE_TM5 |
5th latest Activity Time. The corresponding date field is VALUE_DT5. |
MOD_DURTN |
Modified duration a measure of the sensitivity of a bond's price to changes in yield points change in yield the price would change inversely by 0.4). |
PRC_VOLTY |
Price volatility - an indication of price sensitivity. |
ANNC_DATE |
Date of announcement of a debt issue. |
WNT_DATE1 |
Respectively the start and finish dates of the life of a warrant i.e. the period over which a warrant can be exercised. |
WNT_DATE2 |
Respectively the start and finish dates of the life of a warrant i.e. the period over which a warrant can be exercised. |
THEO_HIGH |
The theoretical high value. For Dow Jones averages this is calculated by DJ and is based on the end-of-day highs for all components of the average. |
THEO_LOW |
The theoretical low value. For Dow Jones averages this is calculated by DJ and is based on the end-of-day lows for all components of the average. |
THEO_YRHI |
The theoretical year high and low values. |
THEO_YRLO |
The theoretical year high and low values. |
THEO_LFHI |
The theoretical life high and low values. |
THEO_LFLO |
The theoretical life high and low values. |
THEO_LHDAT |
The dates of the theoretical life high and low values. |
THEO_LLDAT |
The dates of the theoretical life high and low values. |
WNT_PARITY |
The parity of a warrant. The intrinsic value of the warrant expressed as a percentage of the original bond denomination. |
FLOOR_VOL |
For bonds reported via the Oslo Bors feed the floor volume which is the number traded today on the stock floor as opposed to off-floor and out of hours. |
IA_DATE |
For bonds reported via the Oslo Bors feed the interest adjustment date. This applies to FRN's and is the date when the interest rate is fixed usually about 7 working days before the coupon date. |
AMT_OS_DAT |
For bonds reported via the Oslo Bors feed the date when the amount outstanding (FID 965 AMT_OS) was reported. Banks report this information infrequently. |
ATTN_BID |
Bid and ask fields respectively from the TSE 64 kbps feed that only members of the TSE within Japan are allowed to see. |
ATTN_ASK |
Bid and ask fields respectively from the TSE 64 kbps feed that only members of the TSE within Japan are allowed to see. |
ATTN_BTIME |
The time at which the value in FIDs 902 and 903 respectively was report ed. |
ATTN_ATIME |
The time at which the value in FIDs 902 and 903 respectively was report ed. |
ATTN_BFLAG |
Flags qualifying the values in FIDs 902 (ATTN_BID) and 903 (ATTN_ASK) respectively. |
ATTN_AFLAG |
Flags qualifying the values in FIDs 902 (ATTN_BID) and 903 (ATTN_ASK) respectively. |
ATTN_BSIZE |
The size of the bid and ask in FIDs 902 (ATTN_BID) and 903 (ATTN_ASK) respectively. |
ATTN_ASIZE |
The size of the bid and ask in FIDs 902 (ATTN_BID) and 903 (ATTN_ASK) respectively. |
ATTN_BYLD |
The yield of the bid and ask in FIDs 902 (ATTN_BID) and 903 (ATTN_ASK) respectively. |
ATTN_AYLD |
The yield of the bid and ask in FIDs 902 (ATTN_BID) and 903 (ATTN_ASK) respectively. |
SLOT_TRADE |
The latest trade price for small lots reported by the TSE 64k feed for Japanese government bonds. |
SLOT_TTONE |
Qualifying flag for the value in FID 912. |
SLOT_TTIME |
The time when the value in FID 912 was reported. |
SLOT_TNETC |
The net change of the small lot trade price reported by the TSE 64k feed for Japanese government bonds. |
SLOT_VOL |
The volume of small lots traded reported by the TSE 64k feed for Japanese government bonds. |
SLOT_VFLAG |
Qualifying flag associated with the value in FID 916. |
SLOT_BID |
The bid & ask prices for small lots reported by the TSE 64k feed for Japanese government bonds. |
SLOT_ASK |
The bid & ask prices for small lots reported by the TSE 64k feed for Japanese government bonds. |
SLOT_BFLAG |
Qualifying flag for the value in FIDs 918 (SLOT_BID) & 929 (SLOT_ASK) respectively. |
SLOT_AFLAG |
Qualifying flag for the value in FIDs 918 (SLOT_BID) & 929 (SLOT_ASK) respectively. |
SLOT_BTIME |
The time when the value in FID 918 (SLOT_BID) & 929 (SLOT_ASK) respectively were reported. |
SLOT_ATIME |
The time when the value in FID 918 (SLOT_BID) & 929 (SLOT_ASK) respectively were reported. |
SPLL_HIGH |
The daily high & low values of special large lot trades reported by the TSE 64k feed for Japanese government bonds. |
SPLL_LOW |
The daily high & low values of special large lot trades reported by the TSE 64k feed for Japanese government bonds. |
SPLL_HYLD |
The yield of the values in FID 924 (SPLL_HIGH) & 925 (SPLL_LOW). |
SPLL_LYLD |
The yield of the values in FID 924 (SPLL_HIGH) & 925 (SPLL_LOW). |
SPLL_HTIME |
The times when the values in FID 924 (SPLL_HIGH) & 925 (SPLL_LOW) were reported. |
SPLL_LTIME |
The times when the values in FID 924 (SPLL_HIGH) & 925 (SPLL_LOW) were reported. |
SPLL_VOL |
The volume of special large lot trades reported by the TSE 64k feed for Japanese government bonds. |
SPLL_VFLAG |
Qualifying flag for FID 930. |
SLOT_ATBID |
For small lot trades of Japanese government bonds reported over the TSE 64k feed the bid and ask respectively which can only be viewed by members of the TSE within Japan. |
SLOT_ATASK |
For small lot trades of Japanese government bonds reported over the TSE 64k feed the bid and ask respectively which can only be viewed by members of the TSE within Japan. |
SLOT_ABFLG |
A flag qualifying the value in FIDs 932 and 933 respectively. |
SLOT_AAFLG |
A flag qualifying the value in FIDs 932 and 933 respectively. |
SLOT_ABTIM |
The time when the value in FIDs 932 and 933 respectively was reported. |
SLOT_AATIM |
The time when the value in FIDs 932 and 933 respectively was reported. |
JCR_RATING |
JCR bond rating agency rating. |
JBR_RATING |
JBRI bond rating agency rating. |
NIS_RATING |
NIS bond rating agency rating. |
COUPN_DAT2 |
Second coupon payment date when more than one is provided. |
CNV_PCT |
The percentage of a convertible debt instrument or warrant issue that has been converted/exercised. |
CNV_PDATE |
The date when the conversion percentage FID 942 was updated. |
CNV_PR_DAT |
The date when the conversion price CNV_PRICE FID 872 was updated. |
AMT_NONCNV |
The amount of a convertible debt instrument or warrant that has not been converted or exercised into the underlying instrument. |
CNV_DATE2 |
The date up till when a convertible debt instrument can be converted. |
WNT_RATIO |
Ratio which represents the warrants per face value usually the value one but occasionally different. |
SESS1_HFLG |
Flags for the first session high and low and second session high and low respectively currently quoted for Japanese instruments (see FIDs 126 to 129 inclusive). These can take the values 'H' and 'L' meaning trading at stop high and stop low limits respect. |
SESS1_LFLG |
Flags for the first session high and low and second session high and low respectively currently quoted for Japanese instruments (see FIDs 126 to 129 inclusive). These can take the values 'H' and 'L' meaning trading at stop high and stop low limits respect. |
SESS2_HFLG |
Flags for the first session high and low and second session high and low respectively currently quoted for Japanese instruments (see FIDs 126 to 129 inclusive). These can take the values 'H' and 'L' meaning trading at stop high and stop low limits respect. |
SESS2_LFLG |
Flags for the first session high and low and second session high and low respectively currently quoted for Japanese instruments (see FIDs 126 to 129 inclusive). These can take the values 'H' and 'L' meaning trading at stop high and stop low limits respect. |
PCT_VOLUME |
Volume expressed as a percentage. For Instinet this is the percentage of total market volume represented by Instinet. |
WTD_AVE1 |
Weighted average fields. For Instinet WTD_AVE1 is the average volume-weighted bid price whilst WTD_AVE2 is the average volume-weighted ask price. |
WTD_AVE2 |
Weighted average fields. For Instinet WTD_AVE1 is the average volume-weighted bid price whilst WTD_AVE2 is the average volume-weighted ask price. |
QTE_CNT1 |
Two quote count fields. For Instinet QTE_CNT1 is a count of Instinet subscribers currently quoting a stock whilst QTE_CNT2 is a count of subscribers who have quoted the stock in the past. |
QTE_CNT2 |
Two quote count fields. For Instinet QTE_CNT1 is a count of Instinet subscribers currently quoting a stock whilst QTE_CNT2 is a count of subscribers who have quoted the stock in the past. |
SEC_HIGH |
Secondary high value field corresponding to the HIGH_1 field for those quotations involving more than one high field. For certain Bond Rics this will display the Ask High value. |
SEC_HI_TP |
Indicator identifying the type of high value in the SEC_HIGH field. |
SEC_LOW |
Secondary low value field corresponding to the LOW_1 field for those quotations involving more than one low field. For certain Bond Rics this will display the Ask low value. |
SEC_LO_TP |
Indicator identifying the type of low value in the SEC_LOW field. |
OPEN_PRC2 |
A secondary open field corresponding to OPEN_PRC for those quotation types involving more than one open field. |
OPEN_TYPE |
Open fields indicator identifying the type of open prices held in the fields OPEN_PRC/OPEN_PRC2. |
HST_CLOSE2 |
A secondary close field corresponding to HST_CLOSE for those quotation types involving more than one close field. |
CLOSE_TYPE |
Close fields indicator identifying the type of close prices held in the fields HST_CLOSE/HST_CLOSE2. |
RATING_2 |
A generic rating field whose source is identified by the field RATING_2. |
RATING_ID2 |
Rating agency identifier whose ratings are given in the field RATING_2. |
BKGD_REF |
A pointer to a record holding background information relating to the record in which the pointer occurs. |
CTBTR_BKGD |
A pointer to a record holding background contributor information. |
YIELD_TP |
Yield type field describing the type of yields held in the RT_YIELD_n/SEC_YLD_n stacks. |
SEC_YLD_1 |
yield field. Their meaning is further described by the YIELD_TP field. Five secondary yield fields corresponding to the yield stack RT_YIELD_n for those quotation types which require more than a single |
SEC_YLD_2 |
Five secondary yield fields corresponding to the yield stack RT_YIELD_n for those quotation types which require more than a single yield field. Their meaning is further described by the YIELD_TP field. |
SEC_YLD_3 |
Five secondary yield fields corresponding to the yield stack RT_YIELD_n for those quotation types which require more than a single yield field. Their meaning is further described by the YIELD_TP field. |
SEC_YLD_4 |
Five secondary yield fields corresponding to the yield stack RT_YIELD_n for those quotation types which require more than a single yield field. Their meaning is further described by the YIELD_TP field. |
SEC_YLD_5 |
Five secondary yield fields corresponding to the yield stack RT_YIELD_n for those quotation types which require more than a single yield field. Their meaning is further described by the YIELD_TP field. |
ACT_FLAG1 |
Flag field qualifying the primary activity field PRIMACT_1. |
ACT_FLAG2 |
Flag field qualifying the primary activity field PRIMACT_2. |
ACT_FLAG3 |
Flag field qualifying the primary activity field PRIMACT_3. |
ACT_FLAG4 |
Flag field qualifying the primary activity field PRIMACT_4. |
ACT_FLAG5 |
Flag field qualifying the primary activity field PRIMACT_5. |
SC_AFLAG1 |
Flag field qualifying the secondary activity field SEC_ACT_1. |
SC_AFLAG2 |
Flag field qualifying the secondary activity field SEC_ACT_2. |
SC_AFLAG3 |
Flag field qualifying the secondary activity field SEC_ACT_3. |
SC_AFLAG4 |
Flag field qualifying the secondary activity field SEC_ACT_4. |
SC_AFLAG5 |
Flag field qualifying the secondary activity field SEC_ACT_5. |
SEC_VOL1 |
The five latest secondary volumes whose meaning is explicitly described in VOL_TPn. Each field is an additional volume field for the DEALT_VOLn stack for those transaction types which require more than a single volume field. |
SEC_VOL2 |
The five latest secondary volumes whose meaning is explicitly described in VOL_TPn. Each field is an additional volume field for the DEALT_VOLn stack for those transaction types which require more than a single volume field. |
SEC_VOL3 |
The five latest secondary volumes whose meaning is explicitly described in VOL_TPn. Each field is an additional volume field for the DEALT_VOLn stack for those transaction types which require more than a single volume field. |
SEC_VOL4 |
The five latest secondary volumes whose meaning is explicitly described in VOL_TPn. Each field is an additional volume field for the DEALT_VOLn stack for those transaction types which require more than a single volume field. |
SEC_VOL5 |
The five latest secondary volumes whose meaning is explicitly described in VOL_TPn. Each field is an additional volume field for the DEALT_VOLn stack for those transaction types which require more than a single volume field. |
VOL_TP1 |
The five latest volume types describing the volumes held in each DEALT_VLn/SEC_VOLn pair. |
VOL_TP2 |
The five latest volume types describing the volumes held in each DEALT_VLn/SEC_VOLn pair. |
VOL_TP3 |
The five latest volume types describing the volumes held in each DEALT_VLn/SEC_VOLn pair. |
VOL_TP4 |
The five latest volume types describing the volumes held in each DEALT_VLn/SEC_VOLn pair. |
VOL_TP5 |
The five latest volume types describing the volumes held in each DEALT_VLn/SEC_VOLn pair. |
GEN_TEXT16 |
A general purpose 16 character text field. |
GEN_VAL1 |
Four general purpose numerical fields. The meaning of these is market dependent and described by the following fields GVn_TEXT. |
GEN_VAL2 |
Four general purpose numerical fields. The meaning of these is market dependent and described by the following fields GVn_TEXT. |
GEN_VAL3 |
Four general purpose numerical fields. The meaning of these is market dependent and described by the following fields GVn_TEXT. |
GEN_VAL4 |
Four general purpose numerical fields. The meaning of these is market dependent and described by the following fields GVn_TEXT. |
GV1_TEXT |
Four text fields each describing the value in the corresponding generic field GEN_VALn. |
GV2_TEXT |
Four text fields each describing the value in the corresponding generic field GEN_VALn. |
GV3_TEXT |
Four text fields each describing the value in the corresponding generic field GEN_VALn. |
GV4_TEXT |
Four text fields each describing the value in the corresponding generic field GEN_VALn. |
QCNT1_IND |
Two indicator fields flagging the content of the FIDs 955 QTE_CNT1 and 956 QTE_CNT2 respectively. |
QCNT2_IND |
Two indicator fields flagging the content of the FIDs 955 QTE_CNT1 and 956 QTE_CNT2 respectively. |
NM_IND |
Indicator field flagging the content of FID 77 NUM_MOVES. |
SOURCE_ID |
Indicates to an IDN component the source of a data record. This field is not part of any record template definition and is used locally. |
REC_STATUS |
Indicates to an IDN component the status of a record e.g. a record in the KCD cache may be 'up to date'. This field is not part of any record template definition and is used locally. |
RESP_TYPE |
Indicates to an IDN component how a record was satisfied e.g. via a snapshot. This field is not part of any record template definition and is used locally. |
VALUE_TS1 |
1st latest Activity Time in seconds. The corresponding date field is VALUE_DT1. |
VALUE_TS2 |
2nd latest Activity Time in seconds. The corresponding date field is VALUE_DT2. |
VALUE_TS3 |
3rd latest Activity Time in seconds. The corresponding date field is VALUE_DT3. |
VALUE_TS4 |
4th latest Activity Time in seconds. The corresponding date field is VALUE_DT4. |
VALUE_TS5 |
5th latest Activity Time in seconds. The corresponding date field is VALUE_DT5. |
TAKE_TIME |
Time in seconds required for broadcast news failure recovery. |
BS_FLAG |
fields (FIDs 30 & 31) respectively. Their meaning is market dependent. Single character flags further qualifying the bidsize and asksize |
AS_FLAG |
Single character flags further qualifying the bidsize and asksize fields (FIDs 30 & 31) respectively. Their meaning is market dependent. |
IRGXID |
This field will be used to transmit the Exchange Identifier of all CTS trades designated as 'not last' trades. |
IRGBUY |
Canadian Equity Exchanges 'New Buyer' field for 'not last' trades/cancellation messages. |
IRGSELL |
Canadian Equity Exchanges 'New Seller' field for 'not last' trades/cancellation messages. |
SEQNUM |
This field contains the message sequence number. For NMTS this is a six-digit number. |
PRNTYP |
Label for SIAC trade reports signifying whether the trade report print contains a single, double or triple trade. |
PRNTBCK |
A field transmitted by RQS on receipt of a correction message from SIAC containing the 'print back' count. This count is derived by SIAC and directly references the erroneous print received from the participating Exchange. |
STORY_TIME |
Broadcast News story time. |
QUOTIM |
Quote time given in seconds. |
STOCK_RIC |
The RIC of the underlying equity for an option. |
STORY_DATE |
Broadcast News story date. |
GV1_DATE |
Generic date field - applies to GEN_VAL1 where appropriate. |
GEN_VAL5 |
Generic value fields whose use is dependent on the context in which they occur. |
GEN_VAL6 |
Generic value fields whose use is dependent on the context in which they occur. |
GEN_VAL7 |
Generic value fields whose use is dependent on the context in which they occur. |
GEN_VAL8 |
Generic value fields whose use is dependent on the context in which they occur. |
GEN_VAL9 |
Generic value fields whose use is dependent on the context in which they occur. |
GEN_VAL10 |
Generic value fields whose use is dependent on the context in which they occur. |
GV5_TEXT |
Generic six character text fields each describing the value in the corresponding generic field GEN_VALn. |
GV6_TEXT |
Generic six character text fields each describing the value in the corresponding generic field GEN_VALn. |
GV7_TEXT |
Generic six character text fields each describing the value in the corresponding generic field GEN_VALn. |
GV8_TEXT |
Generic six character text fields each describing the value in the corresponding generic field GEN_VALn. |
GV9_TEXT |
Generic six character text fields each describing the value in the corresponding generic field GEN_VALn. |
GV10_TEXT |
Generic six character text fields each describing the value in the corresponding generic field GEN_VALn. |
GV1_FLAG |
Generic flags applicable to GEN_VALn. |
GV2_FLAG |
Generic flags applicable to GEN_VALn. |
GV3_FLAG |
Generic flags applicable to GEN_VALn. |
GV4_FLAG |
Generic flags applicable to GEN_VALn. |
GV5_FLAG |
Generic flags applicable to GEN_VALn. |
GV6_FLAG |
Generic flags applicable to GEN_VALn. |
GV7_FLAG |
Generic flags applicable to GEN_VALn. |
GV8_FLAG |
Generic flags applicable to GEN_VALn. |
GV9_FLAG |
Generic flags applicable to GEN_VALn. |
GV10_FLAG |
Generic flags applicable to GEN_VALn. |
GV2_DATE |
Generic date field - applies to GEN_VAL2 where appropriate. |
GN_TXT16_2 |
Three 16 character text fields for flexible representation of data. |
GN_TXT16_3 |
Three 16 character text fields for flexible representation of data. |
GN_TXT16_4 |
Three 16 character text fields for flexible representation of data. |
OFF_CD_IN2 |
Unique numeric code assigned to the instrument and indication of source of code. |
OFFC_CODE2 |
Unique numeric code assigned to the instrument and indication of source of code. |
NOMINAL |
Nominal value of share. |
CURR_COUPN |
Current coupon rate. |
SEG_TEXT_2 |
255 byte take segment text field. |
SEG_TEXT_3 |
255 byte take segment text field. |
GV1_TIME |
Generic time given in seconds. |
GV2_TIME |
Second generic time given in seconds. |
BIDSIZE_2 |
Second bid size field. |
ASKSIZE_2 |
Second ask size field. |
O_BID_TONE |
Generic bid price qualifier associated with the ORDER_BID field. |
O_ASK_TONE |
Generic ask price qualifier associated with the ORDER_ASK field. |
EXCHTIM |
The exchange time with precision in seconds. |
CONDCODE_1 |
General two-character condition code field - initially being used to hold trade qualifier codes for TAS (2 codes one in each character). |
CONDCODE_2 |
General two-character condition code field - initially being used to hold irregular trade qualifier codes for TAS (2 codes one in each character). |
COLID_1 |
1st thru 5th colour indicator. Sent from head-end. Determines display colour of any field or group of fields on a display. The field with which it will be associated is determined by IDN display rules. |
COLID_2 |
1st thru 5th colour indicator. Sent from head-end. Determines display colour of any field or group of fields on a display. The field with which it will be associated is determined by IDN display rules. |
COLID_3 |
1st thru 5th colour indicator. Sent from head-end. Determines display colour of any field or group of fields on a display. The field with which it will be associated is determined by IDN display rules. |
COLID_4 |
1st thru 5th colour indicator. Sent from head-end. Determines display colour of any field or group of fields on a display. The field with which it will be associated is determined by IDN display rules. |
COLID_5 |
1st thru 5th colour indicator. Sent from head-end. Determines display colour of any field or group of fields on a display. The field with which it will be associated is determined by IDN display rules. |
YRHI_IND |
Indicates to greater detail the content of FID 90 YR HIGH. |
YRLO_IND |
Indicates to greater detail the content of FID 91 YR LOW. |
BETA_VAL |
Beta value - the sensitivity of the instrument based on index returns. |
CONV_FAC |
Conversion factor. In the commodities market this is used to convert between weights and volumes. |
BYTE_BMAP |
Single byte bit map field initially used to carry Monitor network A page attributes in 64x14 page records. |
PREF_DISP |
The 'preferred' display template number. |
PREF_LINK |
RIC field containing pointer to 'preferred' link record. |
CURRENCY_2 |
Additional currency fields with identical enumerations to the original CURRENCY field FID 15. |
CURRENCY_3 |
Additional currency fields with identical enumerations to the original CURRENCY field FID 15. |
CURRENCY_4 |
Additional currency fields with identical enumerations to the original CURRENCY field FID 15. |
CURRENCY_5 |
Additional currency fields with identical enumerations to the original CURRENCY field FID 15. |
STK_RIC_17 |
Seventeen-character stock RIC field. |
BASE_PRC |
Base price of today's trading. |
LIMIT_FLCT |
Limit price fluctuation. |
GN_TXT16_5 |
Sixteen character generic text fields. |
GN_TXT16_6 |
Sixteen character generic text fields. |
GN_TXT24_1 |
Twenty-four character generic text fields. |
GN_TXT24_2 |
Twenty-four character generic text fields. |
GN_TXT24_3 |
Twenty-four character generic text fields. |
GN_TXT24_4 |
Twenty-four character generic text fields. |
GN_TXT32_1 |
Thirty-two character generic text fields. |
GN_TXT32_2 |
Thirty-two character generic text fields. |
GN_TXT32_3 |
Thirty-two character generic text fields. |
GN_TXT32_4 |
Thirty-two character generic text fields. |
GV1_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated 'GEN_VALx' generic numeric fields (FIDs 996 to FID 999 and FIDs 1029 to 1034). |
GV2_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated 'GEN_VALx' generic numeric fields (FIDs 996 to FID 999 and FIDs 1029 to 1034). |
GV3_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated 'GEN_VALx' generic numeric fields (FIDs 996 to FID 999 and FIDs 1029 to 1034). |
GV4_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated 'GEN_VALx' generic numeric fields (FIDs 996 to FID 999 and FIDs 1029 to 1034). |
GV5_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated 'GEN_VALx' generic numeric fields (FIDs 996 to FID 999 and FIDs 1029 to 1034). |
GV6_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated 'GEN_VALx' generic numeric fields (FIDs 996 to FID 999 and FIDs 1029 to 1034). |
GV7_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated 'GEN_VALx' generic numeric fields (FIDs 996 to FID 999 and FIDs 1029 to 1034). |
GV8_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated 'GEN_VALx' generic numeric fields (FIDs 996 to FID 999 and FIDs 1029 to 1034). |
GV9_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated 'GEN_VALx' generic numeric fields (FIDs 996 to FID 999 and FIDs 1029 to 1034). |
GV10_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated 'GEN_VALx' generic numeric fields (FIDs 996 to FID 999 and FIDs 1029 to 1034). |
GTIM1_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated generic time fields GV1_TIME and GV2_TIME (FIDs 1061 and 1062). |
GTIM2_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated generic time fields GV1_TIME and GV2_TIME (FIDs 1061 and 1062). |
GDAT1_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated generic date fields GV1_DATE and GV2_DATE (FIDs 1028 and 1051). |
GDAT2_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated generic date fields GV1_DATE and GV2_DATE (FIDs 1028 and 1051). |
GTX1_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated generic text fields GEN_TEXT16 and GN_TXT16_2.GN_TXT16_6 (FIDs 995 1052 1053 1054 1269 and 1270). |
GTX2_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated generic text fields GEN_TEXT16 and GN_TXT16_2.GN_TXT16_6 (FIDs 995 1052 1053 1054 1269 and 1270). |
GTX3_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated generic text fields GEN_TEXT16 and GN_TXT16_2.GN_TXT16_6 (FIDs 995 1052 1053 1054 1269 and 1270). |
GTX4_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated generic text fields GEN_TEXT16 and GN_TXT16_2.GN_TXT16_6 (FIDs 995 1052 1053 1054 1269 and 1270). |
GTX5_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated generic text fields GEN_TEXT16 and GN_TXT16_2.GN_TXT16_6 (FIDs 995 1052 1053 1054 1269 and 1270). |
GTX6_TYPE |
Generic enumerated type flag fields with associated four-character headings for use on generic displays to indicate the content of the associated generic text fields GEN_TEXT16 and GN_TXT16_2.GN_TXT16_6 (FIDs 995 1052 1053 1054 1269 and 1270). |
YRHI_FLAG |
Third high value field in addition to the HIGH_1 and SEC_HIGH fields for those quotations involving more than two high field. |
YRLO_FLAG |
Third high value field in addition to the HIGH_1 and SEC_HIGH fields for those quotations involving more than two high field. |
YIELD_FLAG |
Third high value field in addition to the HIGH_1 and SEC_HIGH fields for those quotations involving more than two high field. |
THRD_HIGH |
Third high value field in addition to the HIGH_1 and SEC_HIGH fields for those quotations involving more than two high field. |
THRD_HI_TP |
Indicator identifying the type of high value in the THRD_HIGH field. |
THRD_LOW |
Third low value field in addition to the LOW_1 and SEC_LOW fields for those quotations involving more than two low field. |
THRD_LO_TP |
Indicator identifying the type of low value in the THRD_LOW field. |
CLOSE2_TP |
Close fields indicator identifying the type of close price held in the field HST_CLOSE2 FID 963. |
HSTCL2_DAT |
Date of the third close price HST_CLOSE2 FID 963. |
HST_CLOSE3 |
A third close field in addition to HST_CLOSE and HST_CLOSE2 for those quotation types involving more than two close fields. |
CLOSE3_TP |
Close fields indicator identifying the type of close price held in the field HST_CLOSE3 FID 1343. |
HSTCL3_DAT |
Date of the third close price HST_CLOSE3 FID 1343. |
SECOND_TS1 |
The second activity time in seconds. |
QTE_CNT3 |
A third quote count field. |
QCNT3_IND |
Indicator field flagging the content of the FID 1347 QTE_CNT3. |
SALE_YIELD |
Rate of return of a security over its life from the date of purchase to redemption. |
ACCR_INT |
Interest which has accumulated on a security since payment. |
PARCL_SIZE |
Unit size field. |
DSPLY_NMLL |
Local language instrument name. |
MKT_MKR_LL |
Local language market maker name. |
CTBTR_1LL |
The five latest local language contributor names CTBTR_1LL being the most recent. |
CTBTR_2LL |
The five latest local language contributor names CTBTR_1LL being the most recent. |
CTBTR_3LL |
The five latest local language contributor names CTBTR_1LL being the most recent. |
CTBTR_4LL |
The five latest local language contributor names CTBTR_1LL being the most recent. |
CTBTR_5LL |
The five latest local language contributor names CTBTR_1LL being the most recent. |
ROW99_1 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_2 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_3 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_4 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_5 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_6 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_7 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_8 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_9 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_10 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_11 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_12 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_13 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_14 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_15 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_16 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_17 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_18 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_19 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
ROW99_20 |
Ninety nine character text fields corresponding to a row of data in a page-style record in local language. |
VOL_X_PRC1 |
Numeric field to contain a value equivalent to the product of latest trade volume and latest trade price (TRDVOL_1 x TRDPRC_1). |
OFF_OPNBID |
Official open bid & ask price fields. |
OFF_OPNASK |
Official open bid & ask price fields. |
SESSION_TP |
Session type enumerated type field. |
DSO_ID |
Data source owner identification field. |
CALL_PRC |
Call price field. |
DH_FEED_ST |
Data Health feed status indicator. |
DH_MKT_ST |
Data Health market status indicator. |
DH_MKT_INF |
Data Health market information. |
RB_RTX_IND |
Rebuild/Retransmission Indicator. |
ERROR_DESC |
Error description indicator. |
ERROR_DATE |
Date of last error. |
ERROR_TIME |
Time today of last error. |
CLOSE_TIME |
Market close time. |
AVERG_PRC |
The weighted average price so far of all the trade price fields TRDPRC_n. |
FLOOR_PRC |
The lowest traded price permitted for the current trading day for a stock before it is halted. |
CEILG_PRC |
The highest traded price permitted for trading the following day for a stock before it is halted. |
BG_LOT_VAL |
The threshold turnover a stock can accumulate before it is forced to trade on the big lot board. |
MN_FRN_DL |
The number of main and foreign board trade deals done so far. |
MN_FRN_VOL |
The volume of main and foreign board trade deals done so far. |
MN_FRN_VAL |
The turnover of main and foreign board trade deals done so far. |
BIG_DEAL |
The number of big lot trade deals done so far. |
BIG_VOL |
The volume of big lot trade deals done so far. |
BIG_VAL |
The turnover of big lot trade deals done so far. |
ODD_DEAL |
The number of odd lot trade deals done so far. |
ODD_VOLUME |
The volume of odd lot trade deals done so far. |
ODD_VALUE |
The value of odd lot trade deals done so far. |
ISS_TP_FLG |
Issue Type Flag. |
EXT_NET_CH |
External trade - net change. |
EXT_LAST |
External trade - last. |
EXT_VOLUME |
External trade - volume. |
EXT_CLSDAT |
External trade - close date. |
EXT_CLOSE |
External trade - close price. |
AM_HI_BID |
AM session high bid & ask. |
AM_HI_ASK |
AM session high bid & ask. |
AM_LO_BID |
AM session low bid & ask. |
AM_LO_ASK |
AM session low bid & ask. |
PM_HI_BID |
PM session high bid & ask. |
PM_HI_ASK |
PM session high bid & ask. |
PM_LO_BID |
PM session low bid & ask. |
PM_LO_ASK |
PM session low bid & ask. |
STOCK_PRC |
Stock price. |
CONV_COST |
Conversion cost. |
COLID_6 |
Sixth & seventh colour indicators. Similar to COLID_1. |
COLID_7 |
Sixth & seventh colour indicators. Similar to COLID_1. |
SNP_CLSYLD |
Snap Closing Yield. |
UPC71_REST |
A flag which indicates whether or not a Nasdaq security is UPC-71 'RESTRICTED'. |
BIDVAL_1 |
Previous latest bid prices the first being most recent. |
BIDVAL_2 |
Previous latest bid prices the first being most recent. |
BIDVAL_3 |
Previous latest bid prices the first being most recent. |
BIDVAL_4 |
Previous latest bid prices the first being most recent. |
BIDVAL_5 |
Previous latest bid prices the first being most recent. |
BIDSIZ_1 |
Previous latest bid sizes the first being most recent. |
BIDSIZ_2 |
Previous latest bid sizes the first being most recent. |
BIDSIZ_3 |
Previous latest bid sizes the first being most recent. |
BIDSIZ_4 |
Previous latest bid sizes the first being most recent. |
BIDSIZ_5 |
Previous latest bid sizes the first being most recent. |
ASKVAL_1 |
Previous latest ask prices the first being most recent. |
ASKVAL_2 |
Previous latest ask prices the first being most recent. |
ASKVAL_3 |
Previous latest ask prices the first being most recent. |
ASKVAL_4 |
Previous latest ask prices the first being most recent. |
ASKVAL_5 |
Previous latest ask prices the first being most recent. |
ASKSIZ_1 |
Previous latest ask sizes the first being most recent. |
ASKSIZ_2 |
Previous latest ask sizes the first being most recent. |
ASKSIZ_3 |
Previous latest ask sizes the first being most recent. |
ASKSIZ_4 |
Previous latest ask sizes the first being most recent. |
ASKSIZ_5 |
Previous latest ask sizes the first being most recent. |
CONVEXITY |
A measure of the sensitivity of a bond's price to a change in yield. The calculation is derived from the difference between a straight line and a convex curve. |
AUCTN_DATE |
The date the bond is auctioned. |
EXDIV_RULE |
The rule for calculating the ex dividend date. |
SETT_RULE |
The rule for calculating the settlement date. |
VALUE_DATE |
The date to which interest accrues for settlement. |
DAY_COUNT |
The number of days in the year and month on which interest is calculated for a particular bond. |
YLD_TO_CLL |
The yield calculated to the next call date. |
PUT_PRC |
The price at which the next put option will be exercised. |
PUT_DATE |
The date at which the next put option could be exercised. |
YLD_TO_PUT |
The yield calculated to the next put date. |
SINK_DATE |
The date at which the next predetermined amount of bonds in the Sinking Fund will be redeemed. |
SINK_PRC |
The price at which the next predetermined amount of bonds in the Sinking Fund will be redeemed. |
SINK_AMT |
The amount of bonds to be redeemed at the next Sinking Fund date on the schedule. |
YLD_TO_AV |
The yield to average life is a calculation which determines the yield to the average life of all bonds of that issue. The average life is calculated by taking into account the Sinking Fund repayments each year and the final payment at maturity. |
STRIKE_EX |
The Strike Exchange Rate is a fixed or floating exchange rate applying to the exercise price of the warrant. |
NEUTRL_PRC |
Neutral price. |
STRIKE_RAT |
The strike ratio is the number of equity shares per warrant. |
INC_DIFF |
The Income differential shows the difference in income between the bond and the underlying stock. |
WNT_GEAR |
The ratio of share price to warrant price when expressed in the same currency. |
ADJUST_CLS |
The last value available for close which is stored for Graphics also adjusted for capital changes. |
PRVSTR_PRC |
Previous strike price. |
PRVSTR_RAT |
Previous strike ratio. |
SMP_MARGIN |
The average cash return per annum on the FRN through out its life relative to its index. |
DSC_MARGIN |
The Discount Margin is a measure of return from a FRN relative to that from its index rate e.g. LIBOR calculated by discounting future cash flows on a money market basis. |
IBOR_BASIS |
The RIC of the appropriate IBOR index from which the coupon is calculated. |
IBOR_SPRD |
Spread +/- Index. The number of basis points above or below the index from the coupon is calculated. |
RESET_FREQ |
Reset frequency. The frequency with which the coupon changes. |
RESET_DATE |
The date on which the coupon is next reset. |
MIN_COUPN |
The Minimum Coupon is the lifetime cap on the coupon rate. |
MAX_COUPN |
The Maximum Coupon is the lifetime floor on the coupon rate. |
DSCMRG_CLL |
Discount margin to call. The Discount Margin assuming early call of the bond. |
DSCMRG_PUT |
Discount margin to put. The Discount Margin assuming early put of the bond. |
PAYBK_YRS |
The number of years a convertible is held before the additional income of the convertible compared to the equity compensates for the conversion premium paid. |
CNVEX_RATE |
The Conversion Exchange Rate is the fixed (sometimes current) exchange rate for the conversion. |
CNV_RATIO |
The Conversion Ratio is the number of shares per nominal amount of bond. |
CNV_CH_DAT |
Conv change date. |
PRVCNV_PRC |
Previous conv price & ratio. |
PRVCNV_RAT |
Previous conv price & ratio. |
REDEM_DATE |
Redemption date. |
ISS_AMT_SC |
Amount issued scaling factor - identical enumeration to AMT_OS_SC FID 965. |
MATRIX_PRC |
Matrix price. |
SEG_FORW17 |
Forward pointer used to point to the next take of a story. This is the 17 character equivalent of the SEG_FORW field (FID 260) which is 10 characters. |
SEG_BACK17 |
Backward pointer used to point to the previous take of a story. This is the 17 character equivalent of the SEG_BACK field (FID 261) which is 10 characters. |
CNV_PREM |
The conversion premium indicates positive/negative percent if the cost of converting into the share is above or below the current cost in the market. |
GEN_YLD_1 |
Three generic yield fields which are qualified by the enumerated type fields GN_YLD1_TP (FID 1493) to GN_YLD3_TP (FID 1495). |
GEN_YLD_2 |
Three generic yield fields which are qualified by the enumerated type fields GN_YLD1_TP (FID 1493) to GN_YLD3_TP (FID 1495). |
GEN_YLD_3 |
Three generic yield fields which are qualified by the enumerated type fields GN_YLD1_TP (FID 1493) to GN_YLD3_TP (FID 1495). |
GN_YLD1_TP |
Generic type fields used to qualify the generic yields shown directly above. |
GN_YLD2_TP |
Generic type fields used to qualify the generic yields shown directly above. |
GN_YLD3_TP |
Generic type fields used to qualify the generic yields shown directly above. |
WEIGHTING |
The weighting of a stock within an index. |
LBUY |
Number of bid price levels existing at any one time in the market. |
LSELL |
Number of ask price levels existing at any one time in the market. |
QTY_BUY |
Aggregate volume required at a particular bid price level. |
QTY_SELL |
Aggregate volume required at a particular sell price level. |
STOCK_TYPE |
This field details stock class Bearer/registered status and any other security feature affecting security holder rights. |
ASX_TC_CD1 |
Seven Australian Stock Exchange trade condition codes. |
ASX_TC_CD2 |
Seven Australian Stock Exchange trade condition codes. |
ASX_TC_CD3 |
Seven Australian Stock Exchange trade condition codes. |
ASX_TC_CD4 |
Seven Australian Stock Exchange trade condition codes. |
ASX_TC_CD5 |
Seven Australian Stock Exchange trade condition codes. |
ASX_TC_CD6 |
Seven Australian Stock Exchange trade condition codes. |
ASX_TC_CD7 |
Seven Australian Stock Exchange trade condition codes. |
CONV_FAC2 |
between weights and volumes. |
SPEC_GRAV |
Undisclosed volume for buyers. |
NRG_NTBACK |
Undisclosed volume for buyers. |
NRG_SWING |
Undisclosed volume for buyers. |
NRG_TOP |
Undisclosed volume for buyers. |
NRG_CRACK |
Undisclosed volume for buyers. |
NRG_FRGHT |
Undisclosed volume for buyers. |
NRG_5DAY |
Undisclosed volume for buyers. |
NRG_21DAY |
Undisclosed volume for buyers. |
DISQTY_BUY |
Undisclosed volume for buyers. |
DISQTY_SLL |
Undisclosed volume for sellers. |
SRCE_10_ID |
Ten character source Id field. |
FOR_AVAIL |
Foreign availability. |
FOR_PREM |
Foreign premium. |
ROW66_1 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_2 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_3 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_4 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_5 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_6 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_7 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_8 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_9 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_10 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_11 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_12 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_13 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_14 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_15 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_16 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_17 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_18 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_19 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_20 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_21 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_22 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_23 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_24 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
ROW66_25 |
Sixty-six character text fields corresponding to a partial row of data in a page-style record. |
RW1_TIMSC |
Timestamps for 25x80 pages. |
RW2_TIMSC |
Timestamps for 25x80 pages. |
RW3_TIMSC |
Timestamps for 25x80 pages. |
RW4_TIMSC |
Timestamps for 25x80 pages. |
RW5_TIMSC |
Timestamps for 25x80 pages. |
RW6_TIMSC |
Timestamps for 25x80 pages. |
RW7_TIMSC |
Timestamps for 25x80 pages. |
RW8_TIMSC |
Timestamps for 25x80 pages. |
RW9_TIMSC |
Timestamps for 25x80 pages. |
RW10_TIMSC |
Timestamps for 25x80 pages. |
RW11_TIMSC |
Timestamps for 25x80 pages. |
RW12_TIMSC |
Timestamps for 25x80 pages. |
RW13_TIMSC |
Timestamps for 25x80 pages. |
RW14_TIMSC |
Timestamps for 25x80 pages. |
RW15_TIMSC |
Timestamps for 25x80 pages. |
RW16_TIMSC |
Timestamps for 25x80 pages. |
RW17_TIMSC |
Timestamps for 25x80 pages. |
RW18_TIMSC |
Timestamps for 25x80 pages. |
RW19_TIMSC |
Timestamps for 25x80 pages. |
RW20_TIMSC |
Timestamps for 25x80 pages. |
RW21_TIMSC |
Timestamps for 25x80 pages. |
RW22_TIMSC |
Timestamps for 25x80 pages. |
RW23_TIMSC |
Timestamps for 25x80 pages. |
RW24_TIMSC |
Timestamps for 25x80 pages. |
RW25_TIMSC |
Timestamps for 25x80 pages. |
RW1_DATE |
Datestamps for 25x80 pages. |
RW2_DATE |
Datestamps for 25x80 pages. |
RW3_DATE |
Datestamps for 25x80 pages. |
RW4_DATE |
Datestamps for 25x80 pages. |
RW5_DATE |
Datestamps for 25x80 pages. |
RW6_DATE |
Datestamps for 25x80 pages. |
RW7_DATE |
Datestamps for 25x80 pages. |
RW8_DATE |
Datestamps for 25x80 pages. |
RW9_DATE |
Datestamps for 25x80 pages. |
RW10_DATE |
Datestamps for 25x80 pages. |
RW11_DATE |
Datestamps for 25x80 pages. |
RW12_DATE |
Datestamps for 25x80 pages. |
RW13_DATE |
Datestamps for 25x80 pages. |
RW14_DATE |
Datestamps for 25x80 pages. |
RW15_DATE |
Datestamps for 25x80 pages. |
RW16_DATE |
Datestamps for 25x80 pages. |
RW17_DATE |
Datestamps for 25x80 pages. |
RW18_DATE |
Datestamps for 25x80 pages. |
RW19_DATE |
Datestamps for 25x80 pages. |
RW20_DATE |
Datestamps for 25x80 pages. |
RW21_DATE |
Datestamps for 25x80 pages. |
RW22_DATE |
Datestamps for 25x80 pages. |
RW23_DATE |
Datestamps for 25x80 pages. |
RW24_DATE |
Datestamps for 25x80 pages. |
RW25_DATE |
Datestamps for 25x80 pages. |
ROW74_1 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_2 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_3 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_4 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_5 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_6 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_7 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_8 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_9 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_10 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_11 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_12 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_13 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_14 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_15 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_16 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_17 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_18 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_19 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_20 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_21 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_22 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_23 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_24 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
ROW74_25 |
Seventy-four character text fields corresponding to a partial row of data in a page-style record. |
COLID_8 |
Eighth colour indicator. Similar to COLID_1. |
BID_TONE_2 |
Second bid price qualifier. |
ASK_TONE_2 |
Second ask price qualifier. |
AQ_BID |
Auto-quote bid. |
AQ_ASK |
Auto-quote ask. |
BID_TICK_2 |
Direction of bid. |
ASK_TICK_1 |
Direction of ask. |
ASK_TICK_2 |
Direction of ask. |
TRDTONEA_1 |
Trade Price Qualifiers. |
TRDTONEA_2 |
Trade Price Qualifiers. |
TRDTONEA_3 |
Trade Price Qualifiers. |
TRDTONEA_4 |
Trade Price Qualifiers. |
TRDTONEA_5 |
Trade Price Qualifiers. |
TRDTONEB_1 |
Trade Price Qualifiers. |
TRDTONEB_2 |
Trade Price Qualifiers. |
TRDTONEB_3 |
Trade Price Qualifiers. |
TRDTONEB_4 |
Trade Price Qualifiers. |
TRDTONEB_5 |
Trade Price Qualifiers. |
THEO_VALUE |
Theoretical Value. |
IMP_VOLT |
Implied Volatility. |
PUT_CALL |
Indicates whether option is a put or a call. |
TRANVOL_1 |
Transactional volumes corresponding to latest price fields. |
TRANVOL_2 |
Transactional volumes corresponding to latest price fields. |
TRANVOL_3 |
Transactional volumes corresponding to latest price fields. |
TRANVOL_4 |
Transactional volumes corresponding to latest price fields. |
TRANVOL_5 |
Transactional volumes corresponding to latest price fields. |
LOWER_SPRD |
Lower spread value. |
UPPER_SPRD |
Upper spread value. |
HEADLINE |
Headline. |
CTRY_ISSUE |
Country in which a bond is officially issued. |
CTRY_ISSR |
Country of Issuer. |
RATING_3 |
A generic rating field whose source is identified by the field RATING_ID3. |
RATING_ID3 |
Rating agency identifier whose ratings are given in the field RATING_3. |
FST_COUPON |
The amount paid on the first coupon date. |
FST_CPNDAT |
The date on which the first coupon is paid. |
ACCR_DAYS |
The number of days that interest has accrued towards the next coupon payment. |
THRD_BUY_Q |
The third fourth and fifth buy-queue lengths reported by HKSE. Cleared during the pre-market clear. |
FRTH_BUY_Q |
The third fourth and fifth buy-queue lengths reported by HKSE. Cleared during the pre-market clear. |
FFTH_BUY_Q |
The third fourth and fifth buy-queue lengths reported by HKSE. Cleared during the pre-market clear. |
THRD_ASK_Q |
The third fourth and fifth ask-queue lengths reported by HKSE. Cleared during the pre-market clear. |
FRTH_ASK_Q |
The third fourth and fifth ask-queue lengths reported by HKSE. Cleared during the pre-market clear. |
FFTH_ASK_Q |
The third fourth and fifth ask-queue lengths reported by HKSE. Cleared during the pre-market clear. |
GN_TX20_1 |
Twenty-character generic text fields. |
GN_TX20_2 |
Twenty-character generic text fields. |
GN_TX20_3 |
Twenty-character generic text fields. |
GN_TX20_4 |
Twenty-character generic text fields. |
GN_TX20_5 |
Twenty-character generic text fields. |
GN_TX20_6 |
Twenty-character generic text fields. |
GN_TX20_7 |
Twenty-character generic text fields. |
GN_TX20_8 |
Twenty-character generic text fields. |
GN_TX20_9 |
Twenty-character generic text fields. |
GN_TX20_10 |
Twenty-character generic text fields. |
GN_TX20_11 |
Twenty-character generic text fields. |
GN_TX20_12 |
Twenty-character generic text fields. |
GN_TX20_13 |
Twenty-character generic text fields. |
GN_TX20_14 |
Twenty-character generic text fields. |
GN_TX20_15 |
Twenty-character generic text fields. |
GN_TX20_16 |
Twenty-character generic text fields. |
GN_TX20_17 |
Twenty-character generic text fields. |
GN_TX20_18 |
Twenty-character generic text fields. |
GN_TX20_19 |
Twenty-character generic text fields. |
GN_TX20_20 |
Twenty-character generic text fields. |
AREA_ID |
Creator of MS message. |
SF_NAME |
Source feed name. |
SPARE_NM1 |
Spare general numeric fields. |
SPARE_NM2 |
Spare general numeric fields. |
SPARE_NM3 |
Spare general numeric fields. |
SPARE_NM4 |
Spare general numeric fields. |
SPARE_VL1 |
Spare general volume fields. |
SPARE_VL2 |
Spare general volume fields. |
SPARE_DT1 |
Spare general date fields. |
SPARE_DT2 |
Spare general date fields. |
SPARE_TM1 |
Spare general time fields. |
SPARE_TM2 |
Spare general time fields. |
SPARE_TS1 |
Spare general time in seconds fields. |
SPARE_TS2 |
Spare general time in seconds fields. |
SPARE_ET1 |
Spare general single-byte enumerated type fields. |
SPARE_ET2 |
Spare general single-byte enumerated type fields. |
SL_PRIMACT |
Small lots primary latest activity. |
SL_YTM |
Small lots yield to maturity. |
SL_PRIMFLG |
Small lots primary latest activity flag. |
ACVOL_TIM |
Accumulated volume time. |
SL_ACTTIME |
Small lots latest activity time, closing value, closing value flag and closing date. |
SL_HSTCLS |
Small lots latest activity time, closing value, closing value flag and closing date. |
SL_HCLSFLG |
Small lots latest activity time, closing value, closing value flag and closing date. |
SL_HCLSDAT |
Small lots latest activity time, closing value, closing value flag and closing date. |
RDN_EXCHD2 |
Identifier for the exchange on which the instrument trades. This field is a two-byte replacement for FID4 RDN_EXCHID and contains a super-set of this field's range of values. |
QF_STATUS |
Quick or Final status. |
CONT_DATE |
Contract date. |
SHRNEW |
Total value of new shares. |
SHRSETL |
Total value of settlement shares. |
SHROUTG |
Total value of outstanding shares. |
SHR_NC |
Net change of total value of outstanding shares. |
FNDNEW |
Total value of new funds. |
FNDSETL |
Total value of settlement funds. |
FNDOUTG |
Total value of outstanding funds. |
FND_NC |
Net change of total value of outstanding funds. |
NETBLNC |
Total value of net balance. |
NETBLNCH |
Total value of net balance change. |
SHRNEW3M |
3 month value of new, settlement & outstanding shares. |
SHRSETL3M |
3 month value of new, settlement & outstanding shares. |
SHROUTG3M |
3 month value of new, settlement & outstanding shares. |
SHR_NC3M |
Net change of 3 month value of outstanding shares. |
FNDNEW3M |
3 month value of new, settlement & outstanding funds. |
FNDSETL3M |
3 month value of new, settlement & outstanding funds. |
FNDOUTG3M |
3 month value of new, settlement & outstanding funds. |
FND_NC3M |
Net change of 3 month value of outstanding funds. |
NETBLNC3M |
3 month value of net balance, net balance change & turnover. |
NETBLNCH3M |
3 month value of net balance, net balance change & turnover. |
TURNOVER3M |
3 month value of net balance, net balance change & turnover. |
SHRNEW6M |
6 month value of new, settlement & outstanding shares. |
SHRSETL6M |
6 month value of new, settlement & outstanding shares. |
SHROUTG6M |
6 month value of new, settlement & outstanding shares. |
SHR_NC6M |
Net change of 6 month value of outstanding shares. |
FNDNEW6M |
6 month value of new funds. |
FNDSETL6M |
6 month value of settlement funds. |
FNDOUTG6M |
6 month value of outstanding funds. |
FND_NC6M |
Net change of 6 month value of outstanding funds. |
NETBLNC6M |
6 month value of net balance. |
NETBLNCH6M |
6 month value of net balance change. |
TURNOVER6M |
6 month value of turnover. |
MGN_PRICE |
Margin price. |
SHTSLRTO |
Short Sale Ratio. |
INTRST_DAY |
Number of interest days. |
BKWD_ST |
Backwardation status. |
BKWDATION |
Backwardation. |
STOCKSHTGE |
Stock shortage. |
APPLICSELL |
Sell or buy Applicable Order. |
APPLICBUY |
Sell or buy Applicable Order. |
RENEW_PRC |
Renewal price. |
CONTDATE_1 |
The date of the latest 5 contract dates. |
CONTDATE_2 |
The date of the latest 5 contract dates. |
CONTDATE_3 |
The date of the latest 5 contract dates. |
CONTDATE_4 |
The date of the latest 5 contract dates. |
CONTDATE_5 |
The date of the latest 5 contract dates. |
SHROUTG_1 |
The latest 5 days' total value of outstanding shares. |
SHROUTG_2 |
The latest 5 days' total value of outstanding shares. |
SHROUTG_3 |
The latest 5 days' total value of outstanding shares. |
SHROUTG_4 |
The latest 5 days' total value of outstanding shares. |
SHROUTG_5 |
The latest 5 days' total value of outstanding shares. |
FNDOUTG_1 |
The latest 5 days' total value of outstanding funds. |
FNDOUTG_2 |
The latest 5 days' total value of outstanding funds. |
FNDOUTG_3 |
The latest 5 days' total value of outstanding funds. |
FNDOUTG_4 |
The latest 5 days' total value of outstanding funds. |
FNDOUTG_5 |
The latest 5 days' total value of outstanding funds. |
NETBLNC_1 |
The latest 5 days' total value of net balance. |
NETBLNC_2 |
The latest 5 days' total value of net balance. |
NETBLNC_3 |
The latest 5 days' total value of net balance. |
NETBLNC_4 |
The latest 5 days' total value of net balance. |
NETBLNC_5 |
The latest 5 days' total value of net balance. |
MGNRTO_1 |
The latest 5 days' total value of margin ratio. |
MGNRTO_2 |
The latest 5 days' total value of margin ratio. |
MGNRTO_3 |
The latest 5 days' total value of margin ratio. |
MGNRTO_4 |
The latest 5 days' total value of margin ratio. |
MGNRTO_5 |
The latest 5 days' total value of margin ratio. |
VOLUME_1 |
The latest 5 days' total value of volume. |
VOLUME_2 |
The latest 5 days' total value of volume. |
VOLUME_3 |
The latest 5 days' total value of volume. |
VOLUME_4 |
The latest 5 days' total value of volume. |
VOLUME_5 |
The latest 5 days' total value of volume. |
OPEN_DATE |
Open date. |
CNV_PTY_NO |
Conversion parity number. |
CP_ADJ_FCT |
Capital adjustment factor and date. |
CP_ADJ_DAT |
Capital adjustment factor and date. |
GV3_DATE |
Generic date field - applies to GEN_VAL3 where appropriate. |
MAN_AUTO |
Manual/automatic trading indicator. |
LST_PRCTCK |
Last price tick. |
CALL_PRC2 |
Second call price. |
GN_TXT2_1 |
Two-character generic text fields. |
GN_TXT2_2 |
Two-character generic text fields. |
GN_TXT2_3 |
Two-character generic text fields. |
GN_TXT10_1 |
Ten-character generic text fields. |
GN_TXT10_2 |
Ten-character generic text fields. |
GN_TXT10_3 |
Ten-character generic text fields. |
GN_TXT10_4 |
Ten-character generic text fields. |
CALL_DATE2 |
Second call date. |
LSTBID_IND |
Last bid indicator. |
LSTASK_IND |
Last ask indicator. |
PR_VAL1_1 |
The value of prime settlement item parent full-term the latest and previous 4 years. |
PR_VAL1_2 |
The value of prime settlement item parent full-term the latest and previous 4 years. |
PR_VAL1_3 |
The value of prime settlement item parent full-term the latest and previous 4 years. |
PR_VAL1_4 |
The value of prime settlement item parent full-term the latest and previous 4 years. |
PR_VAL1_5 |
The value of prime settlement item parent full-term the latest and previous 4 years. |
PR_VAL2_1 |
The value of prime settlement item parent full-term forecast 1 v& 2. |
PR_VAL2_2 |
The value of prime settlement item parent full-term forecast 1 v& 2. |
PR_VAL3_1 |
The value of prime settlement item parent interim the latest year. |
PR_VAL3_2 |
The value of prime settlement item parent interim the latest year but 1. |
PR_VAL3_3 |
The value of prime settlement item parent interim the latest year but 2. |
PR_VAL4_1 |
The value of prime settlement item consolidated the latest and previous 3 years. |
PR_VAL4_2 |
The value of prime settlement item consolidated the latest and previous 3 years. |
PR_VAL4_3 |
The value of prime settlement item consolidated the latest and previous 3 years. |
PR_VAL4_4 |
The value of prime settlement item consolidated the latest and previous 3 years. |
PR_VAL5_1 |
The value of prime settlement item consolidated forecast 1. |
PR_PCH1_1 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
PR_PCH1_2 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
PR_PCH1_3 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
PR_PCH1_4 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
PR_PCH1_5 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
PR_PCH2_1 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
PR_PCH2_2 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
PR_PCH3_1 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
PR_PCH3_2 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
PR_PCH3_3 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
PR_PCH4_1 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
PR_PCH4_2 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
PR_PCH4_3 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
PR_PCH4_4 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
PR_PCH5_1 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
SC_VAL1_1 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
SC_VAL1_2 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
SC_VAL1_3 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
SC_VAL1_4 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
SC_VAL1_5 |
The value of secondary settlement item parent full-term the latest and previous 4 years. |
SC_VAL2_1 |
The value of secondary settlement item parent full-term forecast 1 & 2. |
SC_VAL2_2 |
The value of secondary settlement item parent full-term forecast 1 & 2. |
SC_VAL3_1 |
The value of secondary settlement item parent interim the latest and previous 2 years. |
SC_VAL3_2 |
The value of secondary settlement item parent interim the latest and previous 2 years. |
SC_VAL3_3 |
The value of secondary settlement item parent interim the latest and previous 2 years. |
SC_VAL4_1 |
The value of secondary settlement item consolidated the latest and previous 3 years. |
SC_VAL4_2 |
The value of secondary settlement item consolidated the latest and previous 3 years. |
SC_VAL4_3 |
The value of secondary settlement item consolidated the latest and previous 3 years. |
SC_VAL4_4 |
The value of secondary settlement item consolidated the latest and previous 3 years. |
SC_VAL5_1 |
The value of secondary settlement item consolidated forecast 1. |
ORDICM1_1 |
Ordinary profit parent full-term the latest and previous 4 years. |
ORDICM1_2 |
Ordinary profit parent full-term the latest and previous 4 years. |
ORDICM1_3 |
Ordinary profit parent full-term the latest and previous 4 years. |
ORDICM1_4 |
Ordinary profit parent full-term the latest and previous 4 years. |
ORDICM1_5 |
Ordinary profit parent full-term the latest and previous 4 years. |
ORDICM2_1 |
Ordinary profit parent full-term forecast 1 & 2. |
ORDICM2_2 |
Ordinary profit parent full-term forecast 1 & 2. |
ORDICM3_1 |
Ordinary profit parent interim the latest year and previous 2 years. |
ORDICM3_2 |
Ordinary profit parent interim the latest year and previous 2 years. |
ORDICM3_3 |
Ordinary profit parent interim the latest year and previous 2 years. |
ORDICM4_1 |
Ordinary profit consolidated the latest and previous 3 years. |
ORDICM4_2 |
Ordinary profit consolidated the latest and previous 3 years. |
ORDICM4_3 |
Ordinary profit consolidated the latest and previous 3 years. |
ORDICM4_4 |
Ordinary profit consolidated the latest and previous 3 years. |
ORDICM5_1 |
Ordinary profit consolidated forecast 1. |
ORDPCH1_1 |
Ordinary profit % change parent full-term the latest and previous 4 years. |
ORDPCH1_2 |
Ordinary profit % change parent full-term the latest and previous 4 years. |
ORDPCH1_3 |
Ordinary profit % change parent full-term the latest and previous 4 years. |
ORDPCH1_4 |
Ordinary profit % change parent full-term the latest and previous 4 years. |
ORDPCH1_5 |
Ordinary profit % change parent full-term the latest and previous 4 years. |
ORDPCH2_1 |
Ordinary profit % change parent full-term forecast 1 & 2. |
ORDPCH2_2 |
Ordinary profit % change parent full-term forecast 1 & 2. |
ORDPCH3_1 |
Ordinary profit % change parent interim the latest ands previous 2 years. |
ORDPCH3_2 |
Ordinary profit % change parent interim the latest ands previous 2 years. |
ORDPCH3_3 |
Ordinary profit % change parent interim the latest ands previous 2 years. |
ORDPCH4_1 |
Ordinary profit % change consolidated the latest and previous 3 years. |
ORDPCH4_2 |
Ordinary profit % change consolidated the latest and previous 3 years. |
ORDPCH4_3 |
Ordinary profit % change consolidated the latest and previous 3 years. |
ORDPCH4_4 |
Ordinary profit % change consolidated the latest and previous 3 years. |
ORDPCH5_1 |
Ordinary profit % change consolidated forecast 1. |
NETICM1_1 |
Net income parent full-term the latest and previous 4 years. |
NETICM1_2 |
Net income parent full-term the latest and previous 4 years. |
NETICM1_3 |
Net income parent full-term the latest and previous 4 years. |
NETICM1_4 |
Net income parent full-term the latest and previous 4 years. |
NETICM1_5 |
Net income parent full-term the latest and previous 4 years. |
NETICM2_1 |
Net income parent full-term forecast 1 & 2. |
NETICM2_2 |
Net income parent full-term forecast 1 & 2. |
NETICM3_1 |
Net income parent interim the latest and previous 2 years. |
NETICM3_2 |
Net income parent interim the latest and previous 2 years. |
NETICM3_3 |
Net income parent interim the latest and previous 2 years. |
NETICM4_1 |
Net income consolidated the latest and previous 3 years. |
NETICM4_2 |
Net income consolidated the latest and previous 3 years. |
NETICM4_3 |
Net income consolidated the latest and previous 3 years. |
NETICM4_4 |
Net income consolidated the latest and previous 3 years. |
NETICM5_1 |
Net income consolidated forecast 1. |
EPS1_1 |
Earning per share parent full-term the latest and previous 4 years. |
EPS1_2 |
Earning per share parent full-term the latest and previous 4 years. |
EPS1_3 |
Earning per share parent full-term the latest and previous 4 years. |
EPS1_4 |
Earning per share parent full-term the latest and previous 4 years. |
EPS1_5 |
Earning per share parent full-term the latest and previous 4 years. |
EPS2_1 |
Earning per share parent full-term forecast 1 & 2. |
EPS2_2 |
Earning per share parent full-term forecast 1 & 2. |
EPS3_1 |
Earning per share parent interim the latest and previous 2 years. |
EPS3_2 |
Earning per share parent interim the latest and previous 2 years. |
EPS3_3 |
Earning per share parent interim the latest and previous 2 years. |
EPS4_1 |
Earning per share consolidated the latest and previous 3 years. |
EPS4_2 |
Earning per share consolidated the latest and previous 3 years. |
EPS4_3 |
Earning per share consolidated the latest and previous 3 years. |
EPS4_4 |
Earning per share consolidated the latest and previous 3 years. |
EPS5_1 |
Earning per share consolidated forecast 1. |
DPS1_1 |
Dividend per share parent full-term the latest and previous 4 years. |
DPS1_2 |
Dividend per share parent full-term the latest and previous 4 years. |
DPS1_3 |
Dividend per share parent full-term the latest and previous 4 years. |
DPS1_4 |
Dividend per share parent full-term the latest and previous 4 years. |
DPS1_5 |
Dividend per share parent full-term the latest and previous 4 years. |
DPS2_1 |
Dividend per share parent full-term forecast 1 & 2. |
DPS2_2 |
Dividend per share parent full-term forecast 1 & 2. |
DPS3_1 |
Dividend per share parent interim the latest and previous 2 years. |
DPS3_2 |
Dividend per share parent interim the latest and previous 2 years. |
DPS3_3 |
Dividend per share parent interim the latest and previous 2 years. |
BPS4_1 |
Bookvalue per share consolidated the latest and previous 3 years. |
BPS4_2 |
Bookvalue per share consolidated the latest and previous 3 years. |
BPS4_3 |
Bookvalue per share consolidated the latest and previous 3 years. |
BPS4_4 |
Bookvalue per share consolidated the latest and previous 3 years. |
BPS5_1 |
Bookvalue per share consolidated forecast 1. |
GNTXT24_LL |
MLSI field for GN_TXT24_1. |
SELTRM1_1 |
Settlement date parent full term the latest and previous 4 years. |
SELTRM1_2 |
Settlement date parent full term the latest and previous 4 years. |
SELTRM1_3 |
Settlement date parent full term the latest and previous 4 years. |
SELTRM1_4 |
Settlement date parent full term the latest and previous 4 years. |
SELTRM1_5 |
Settlement date parent full term the latest and previous 4 years. |
SELTRM2_1 |
Settlement date parent full term forecast 1 & 2. |
SELTRM2_2 |
Settlement date parent full term forecast 1 & 2. |
SELTRM3_1 |
Settlement date parent interim the latest and previous 2 years. |
SELTRM3_2 |
Settlement date parent interim the latest and previous 2 years. |
SELTRM3_3 |
Settlement date parent interim the latest and previous 2 years. |
SELTRM4_1 |
Settlement date consolidated full term the latest and previous 3 years. |
SELTRM4_2 |
Settlement date consolidated full term the latest and previous 3 years. |
SELTRM4_3 |
Settlement date consolidated full term the latest and previous 3 years. |
SELTRM4_4 |
Settlement date consolidated full term the latest and previous 3 years. |
SELTRM5_1 |
Settlement date consolidated full term forecast 1. |
PR_TXT |
Primary and secondary settlement item names. |
SC_TXT |
Primary and secondary settlement item names. |
STLVAL1_1 |
The value of the nth settlement item the latest year. |
STLVAL1_2 |
The value of the nth settlement item the latest year. |
STLVAL1_3 |
The value of the nth settlement item the latest year. |
STLVAL1_4 |
The value of the nth settlement item the latest year. |
STLVAL1_5 |
The value of the nth settlement item the latest year. |
STLVAL1_6 |
The value of the nth settlement item the latest year. |
STLVAL1_7 |
The value of the nth settlement item the latest year. |
STLVAL1_8 |
The value of the nth settlement item the latest year. |
STLVAL1_9 |
The value of the nth settlement item the latest year. |
STLVAL1_10 |
The value of the nth settlement item the latest year. |
STLVAL1_11 |
The value of the nth settlement item the latest year. |
STLVAL1_12 |
The value of the nth settlement item the latest year. |
STLVAL1_13 |
The value of the nth settlement item the latest year. |
STLVAL1_14 |
The value of the nth settlement item the latest year. |
STLVAL1_15 |
The value of the nth settlement item the latest year. |
STLVAL1_16 |
The value of the nth settlement item the latest year. |
STLVAL1_17 |
The value of the nth settlement item the latest year. |
STLVAL2_1 |
The value of the nth settlement item the latest but one. |
STLVAL2_2 |
The value of the nth settlement item the latest but one. |
STLVAL2_3 |
The value of the nth settlement item the latest but one. |
STLVAL2_4 |
The value of the nth settlement item the latest but one. |
STLVAL2_5 |
The value of the nth settlement item the latest but one. |
STLVAL2_6 |
The value of the nth settlement item the latest but one. |
STLVAL2_7 |
The value of the nth settlement item the latest but one. |
STLVAL2_8 |
The value of the nth settlement item the latest but one. |
STLVAL2_9 |
The value of the nth settlement item the latest but one. |
STLVAL2_10 |
The value of the nth settlement item the latest but one. |
STLVAL2_11 |
The value of the nth settlement item the latest but one. |
STLVAL2_12 |
The value of the nth settlement item the latest but one. |
STLVAL2_13 |
The value of the nth settlement item the latest but one. |
STLVAL2_14 |
The value of the nth settlement item the latest but one. |
STLVAL2_15 |
The value of the nth settlement item the latest but one. |
STLVAL2_16 |
The value of the nth settlement item the latest but one. |
STLVAL2_17 |
The value of the nth settlement item the latest but one. |
STLVAL3_1 |
The value of the nth settlement item the latest but two. |
STLVAL3_2 |
The value of the nth settlement item the latest but two. |
STLVAL3_3 |
The value of the nth settlement item the latest but two. |
STLVAL3_4 |
The value of the nth settlement item the latest but two. |
STLVAL3_5 |
The value of the nth settlement item the latest but two. |
STLVAL3_6 |
The value of the nth settlement item the latest but two. |
STLVAL3_7 |
The value of the nth settlement item the latest but two. |
STLVAL3_8 |
The value of the nth settlement item the latest but two. |
STLVAL3_9 |
The value of the nth settlement item the latest but two. |
STLVAL3_10 |
The value of the nth settlement item the latest but two. |
STLVAL3_11 |
The value of the nth settlement item the latest but two. |
STLVAL3_12 |
The value of the nth settlement item the latest but two. |
STLVAL3_13 |
The value of the nth settlement item the latest but two. |
STLVAL3_14 |
The value of the nth settlement item the latest but two. |
STLVAL3_15 |
The value of the nth settlement item the latest but two. |
STLVAL3_16 |
The value of the nth settlement item the latest but two. |
STLVAL3_17 |
The value of the nth settlement item the latest but two. |
STLVAL4_1 |
The value of the nth settlement item the latest but three. |
STLVAL4_2 |
The value of the nth settlement item the latest but three. |
STLVAL4_3 |
The value of the nth settlement item the latest but three. |
STLVAL4_4 |
The value of the nth settlement item the latest but three. |
STLVAL4_5 |
The value of the nth settlement item the latest but three. |
STLVAL4_6 |
The value of the nth settlement item the latest but three. |
STLVAL4_7 |
The value of the nth settlement item the latest but three. |
STLVAL4_8 |
The value of the nth settlement item the latest but three. |
STLVAL4_9 |
The value of the nth settlement item the latest but three. |
STLVAL4_10 |
The value of the nth settlement item the latest but three. |
STLVAL4_11 |
The value of the nth settlement item the latest but three. |
STLVAL4_12 |
The value of the nth settlement item the latest but three. |
STLVAL4_13 |
The value of the nth settlement item the latest but three. |
STLVAL4_14 |
The value of the nth settlement item the latest but three. |
STLVAL4_15 |
The value of the nth settlement item the latest but three. |
STLVAL4_16 |
The value of the nth settlement item the latest but three. |
STLVAL4_17 |
The value of the nth settlement item the latest but three. |
STLVAL5_1 |
The value of the nth settlement item the latest but four. |
STLVAL5_2 |
The value of the nth settlement item the latest but four. |
STLVAL5_3 |
The value of the nth settlement item the latest but four. |
STLVAL5_4 |
The value of the nth settlement item the latest but four. |
STLVAL5_5 |
The value of the nth settlement item the latest but four. |
STLVAL5_6 |
The value of the nth settlement item the latest but four. |
STLVAL5_7 |
The value of the nth settlement item the latest but four. |
STLVAL5_8 |
The value of the nth settlement item the latest but four. |
STLVAL5_9 |
The value of the nth settlement item the latest but four. |
STLVAL5_10 |
The value of the nth settlement item the latest but four. |
STLVAL5_11 |
The value of the nth settlement item the latest but four. |
STLVAL5_12 |
The value of the nth settlement item the latest but four. |
STLVAL5_13 |
The value of the nth settlement item the latest but four. |
STLVAL5_14 |
The value of the nth settlement item the latest but four. |
STLVAL5_15 |
The value of the nth settlement item the latest but four. |
STLVAL5_16 |
The value of the nth settlement item the latest but four. |
STLVAL5_17 |
The value of the nth settlement item the latest but four. |
STLITEM_1 |
Settlement item names. |
STLITEM_2 |
Settlement item names. |
STLITEM_3 |
Settlement item names. |
STLITEM_4 |
Settlement item names. |
STLITEM_5 |
Settlement item names. |
STLITEM_6 |
Settlement item names. |
STLITEM_7 |
Settlement item names. |
STLITEM_8 |
Settlement item names. |
STLITEM_9 |
Settlement item names. |
STLITEM_10 |
Settlement item names. |
STLITEM_11 |
Settlement item names. |
STLITEM_12 |
Settlement item names. |
STLITEM_13 |
Settlement item names. |
STLITEM_14 |
Settlement item names. |
STLITEM_15 |
Settlement item names. |
STLITEM_16 |
Settlement item names. |
STLITEM_17 |
Settlement item names. |
STLDATE1 |
The settlement date of the latest and previous 4 years. |
STLDATE2 |
The settlement date of the latest and previous 4 years. |
STLDATE3 |
The settlement date of the latest and previous 4 years. |
STLDATE4 |
The settlement date of the latest and previous 4 years. |
STLDATE5 |
The settlement date of the latest and previous 4 years. |
ALLOT1_1 |
Capital change allotment ratio (denominator) the latest and previous. |
ALLOT1_2 |
Capital change allotment ratio (denominator) the latest and previous. |
ALLOT1_3 |
Capital change allotment ratio (denominator) the latest and previous. |
ALLOT1_4 |
Capital change allotment ratio (denominator) the latest and previous. |
ALLOT1_5 |
Capital change allotment ratio (denominator) the latest and previous. |
ALLOT1_6 |
Capital change allotment ratio (denominator) the latest and previous. |
ALLOT2_1 |
Capital change allotment ratio (numerator) the latest and previous. |
ALLOT2_2 |
Capital change allotment ratio (numerator) the latest and previous. |
ALLOT2_3 |
Capital change allotment ratio (numerator) the latest and previous. |
ALLOT2_4 |
Capital change allotment ratio (numerator) the latest and previous. |
ALLOT2_5 |
Capital change allotment ratio (numerator) the latest and previous. |
ALLOT2_6 |
Capital change allotment ratio (numerator) the latest and previous. |
INCSHR_1 |
Capital change increased shares the latest and previous. |
INCSHR_2 |
Capital change increased shares the latest and previous. |
INCSHR_3 |
Capital change increased shares the latest and previous. |
INCSHR_4 |
Capital change increased shares the latest and previous. |
INCSHR_5 |
Capital change increased shares the latest and previous. |
INCSHR_6 |
Capital change increased shares the latest and previous. |
SUBSCR_1 |
Capital change subscription per share the latest and previous. |
SUBSCR_2 |
Capital change subscription per share the latest and previous. |
SUBSCR_3 |
Capital change subscription per share the latest and previous. |
SUBSCR_4 |
Capital change subscription per share the latest and previous. |
SUBSCR_5 |
Capital change subscription per share the latest and previous. |
SUBSCR_6 |
Capital change subscription per share the latest and previous. |
ADJFCT_1 |
Capital change adjustment factor the latest one and previous. |
ADJFCT_2 |
Capital change adjustment factor the latest one and previous. |
ADJFCT_3 |
Capital change adjustment factor the latest one and previous. |
ADJFCT_4 |
Capital change adjustment factor the latest one and previous. |
ADJFCT_5 |
Capital change adjustment factor the latest one and previous. |
ADJFCT_6 |
Capital change adjustment factor the latest one and previous. |
NEWSHR_1 |
Capital change new amount of issued shares the latest and previous. |
NEWSHR_2 |
Capital change new amount of issued shares the latest and previous. |
NEWSHR_3 |
Capital change new amount of issued shares the latest and previous. |
NEWSHR_4 |
Capital change new amount of issued shares the latest and previous. |
NEWSHR_5 |
Capital change new amount of issued shares the latest and previous. |
NEWSHR_6 |
Capital change new amount of issued shares the latest and previous. |
ISSAMNT_1 |
Bond issue amount the latest one and previous. |
ISSAMNT_2 |
Bond issue amount the latest one and previous. |
ISSAMNT_3 |
Bond issue amount the latest one and previous. |
ISSAMNT_4 |
Bond issue amount the latest one and previous. |
ISSAMNT_5 |
Bond issue amount the latest one and previous. |
CNVPRC_1 |
Bond issue conversion or excercise price the latest and previous. |
CNVPRC_2 |
Bond issue conversion or excercise price the latest and previous. |
CNVPRC_3 |
Bond issue conversion or excercise price the latest and previous. |
CNVPRC_4 |
Bond issue conversion or excercise price the latest and previous. |
CNVPRC_5 |
Bond issue conversion or excercise price the latest and previous. |
COUPON_1 |
Bond issue coupon the latest one and previous. |
COUPON_2 |
Bond issue coupon the latest one and previous. |
COUPON_3 |
Bond issue coupon the latest one and previous. |
COUPON_4 |
Bond issue coupon the latest one and previous. |
COUPON_5 |
Bond issue coupon the latest one and previous. |
DPS_1 |
Dividend per share for the latest commemorative or special dividend. |
DPS_2 |
Dividend per share for the latest but 1 commemorative or special dividend. |
CCHTYPE_1 |
Capital change type enumerated fields. |
CCHTYPE_2 |
Capital change type enumerated fields. |
CCHTYPE_3 |
Capital change type enumerated fields. |
CCHTYPE_4 |
Capital change type enumerated fields. |
CCHTYPE_5 |
Capital change type enumerated fields. |
CCHTYPE_6 |
Capital change type enumerated fields. |
DIVTYPE_1 |
Dividend type enumerated fields. |
DIVTYPE_2 |
Dividend type enumerated fields. |
CCHDATE_1 |
Capital change date the latest and previous. |
CCHDATE_2 |
Capital change date the latest and previous. |
CCHDATE_3 |
Capital change date the latest and previous. |
CCHDATE_4 |
Capital change date the latest and previous. |
CCHDATE_5 |
Capital change date the latest and previous. |
CCHDATE_6 |
Capital change date the latest and previous. |
ISSDATE_1 |
Bond issue date the latest and previous. |
ISSDATE_2 |
Bond issue date the latest and previous. |
ISSDATE_3 |
Bond issue date the latest and previous. |
ISSDATE_4 |
Bond issue date the latest and previous. |
ISSDATE_5 |
Bond issue date the latest and previous. |
DIVDATE_1 |
Dividend date the latest one. |
DIVDATE_2 |
Dividend date the latest one but 1. |
BNDTYPE_1 |
Bond type enumerated fields. |
BNDTYPE_2 |
Bond type enumerated fields. |
BNDTYPE_3 |
Bond type enumerated fields. |
BNDTYPE_4 |
Bond type enumerated fields. |
BNDTYPE_5 |
Bond type enumerated fields. |
YR_PCTCH |
Year percentage change. The percentage change of the instrument computed on the 'end of previous year historical close' (EPYHSTCLS). |
EPYR_PCTCH |
Value of YR_PCTCH for the previous year. |
RIC_DESC |
This FID holds the Enumerated type value which is associated with the Local Language description of the RIC. |
INSTU_NAME |
This FID holds the Enumerated type value which is associated with the Local Language description of futures instrument name. |
INDEX_NAME |
This FID holds the Enumerated type value which is associated with the Local Language description of index name. |
TILE_DESC |
This FID holds the Enumerated type value which is associated with the Local Language description of Money Tile/Futures Chain name. |
CTBTR_ID1 |
This FID holds the Enumerated type value which is associated with the Local Language description of Money Contributor name. |
CTBTR_ID2 |
This FID holds the Enumerated type value which is associated with the Local Language description of Money Contributor name. |
CTBTR_ID3 |
This FID holds the Enumerated type value which is associated with the Local Language description of Money Contributor name. |
CTBLOC_ID1 |
This FID holds the Enumerated type value which is associated with the Local Language description of Money Contributor Location code. |
CTBLOC_ID2 |
This FID holds the Enumerated type value which is associated with the Local Language description of Money Contributor Location code. |
CTBLOC_ID3 |
This FID holds the Enumerated type value which is associated with the Local Language description of Money Contributor Location code. |
ISSUES_NOQ |
Number of issues not quoted today. |
DIV_FREQ |
Dividend frequency. |
AMT_ISSUE |
Total amount of issued share. |
ACVO_X_PR1 |
ACVOL_1 x TRDPRC_1. |
IMP_VOLTA |
Implied volatility of ASK price. |
IMP_VOLTB |
Implied volatility of BID price. |
HST_VOLT |
Historical volatility. |
WEEKLY_NC |
Weekly net change. |
WEEKLY_PC |
Weekly percent change. |
WEEKLY_VOL |
Sum of Accumulated Volume for a week. |
MKT_VALUE |
Issue amount x Last Price. |
MN30_NC |
Difference between Last and TRDPRC_1 30 minutes ago. |
MN30_PC |
Percentage change in Last and TRDPRC_1 30 minutes ago. |
FACE_VAL |
Face value. |
SL_HCYLD |
Historical Closing Yield to Maturity for JSB Small Lots. |
INDX_ID |
Indicator to clarify Nikkei 225/300 Index equity. |
SECT_ID |
Indicator to clarify sections in Japanese SE or JASDAQ. |
TRAD_ID |
Indicator to clarify System/Post traded equities in Japanese SE. |
MRGN_ID |
Indicator to clarify margin type. |
BOND_NO |
Issue Number of Bond. |
LIST_DATE |
Date of listing in Exchange or starting of trade. |
TRDTIM_2 |
Time of TRDPRC_2 - 5 respectively. |
TRDTIM_3 |
Time of TRDPRC_2 - 5 respectively. |
TRDTIM_4 |
Time of TRDPRC_2 - 5 respectively. |
TRDTIM_5 |
Time of TRDPRC_2 - 5 respectively. |
GNTXT52_LL |
52 character text field. |
HST_CLSASK |
The historic closing ask i.e. the last non-zero closing ask. |
HSTCLAKDAT |
The historical closing ask date. |
MID_PCT_CH |
Mid price percent change. |
TRD_VALUE |
Traded value. |
BASE_PRC1 |
Today's base price. |
BASE_PRC2 |
Tomorrow's base price. |
BASE_NETC |
Net change of today's and tomorrow's base price. |
BASE_PCTC |
Percent change of today's and tomorrow's base price. |
LIMIT_FL1 |
Today's limit fluctuation. |
LIMIT_FL2 |
Tomorrow's limit fluctuation. |
POOL_NUMBR |
Assigned number designating the particular group of mortgages underlying the security. |
CUSIP |
Nine character identification number assigned to U.S. securities. |
GROSS_CPN |
Gross Coupon. Weighted average mortgage note rate. |
SERV_FEE |
Servicing fee provided to the mortgage servicer to service the loan. |
NET_CPN |
Net Coupon. Gross Coupon minus the servicing fee. |
AGE |
Age of the loan in months. |
ORIG_WAM |
Original Weighted Average Maturity. The weighted average of the original terms to maturity of the mortgage underlying the pool. |
CURR_WAM |
Current Weighted Average Maturity. The weighted average of the remaining terms to maturity. |
DELAY |
The number of days from when the mortgage payment is made by the borrower to when the holder of the security receives the coupon payment. |
POOL_FACTR |
Pool Factor. The ratio of the current principal balance to its original principal balance expressed as a decimal. |
BALN_AMORT |
Balloon Amortization. Period over which amortization is calculated. |
MORT_YLD |
Bid-side Mortgage yield based on monthly cash flows. |
MORT_YLD1 |
Most recent mortgage yield. |
MORT_YLD2 |
Most recent but one mortgage yield. |
MTYLD_OPN |
Today's opening bid-side mortgage yield. |
CLOS3_MYLD |
The closing bid-side mortgage yield at 3:00 , 4:00 & 5:00 p.m. |
CLOS4_MYLD |
The closing bid-side mortgage yield at 3:00 , 4:00 & 5:00 p.m. |
CLOS5_MYLD |
The closing bid-side mortgage yield at 3:00 , 4:00 & 5:00 p.m. |
BEY |
Bid-side Bond-equivalent yield. |
BEY1 |
Most recent bond-equivalent yield. |
BEY2 |
Most recent but one bond-equivalent yield. |
BEY_OPEN |
Today's opening bid-side bond-equivalent yield. |
CLOSE3_BEY |
The closing bid-side bond-equivalent yield at 3:00, 4:00 & 5:00 p.m. |
CLOSE4_BEY |
The closing bid-side bond-equivalent yield at 3:00, 4:00 & 5:00 p.m. |
CLOSE5_BEY |
The closing bid-side bond-equivalent yield at 3:00, 4:00 & 5:00 p.m. |
OAS |
Option-adjusted spread. |
OAS1 |
Most recent option-adjusted spreads. |
OAS2 |
Most recent but one option-adjusted spreads. |
OAS_OPEN |
Today's opening option-adjusted spread. |
CLOSE3_OAS |
The closing option-adjusted spread at 3:00, 4:00 & 5:00 p.m. |
CLOSE4_OAS |
The closing option-adjusted spread at 3:00, 4:00 & 5:00 p.m. |
CLOSE5_OAS |
The closing option-adjusted spread at 3:00, 4:00 & 5:00 p.m. |
AVG_LIFE |
Average Life. The average number of years to repayment of principal. |
EFF_DURTN |
Effective Duration. Simulated measure of duration which measures change in price given change in rates. |
EFF_CONVX |
Effective Convexity. Simulated measure of convexity. |
ESPRD_TSRY |
Spread-to-Treasury. Basis point difference between yield of MBS and U.S. Treasury. |
TSRY_BENCH |
The U.S. Treasury Benchmark. Comparable average life Treasury. |
PRC_DURTN |
Price Duration. |
PRC_CONVX |
Price Convexity. |
CLOSE3_BID |
Closing Bid/Ask prices at 3:00 4:00 or 5:00 pm any of which may be used as the official close. |
CLOSE3_ASK |
Closing Bid/Ask prices at 3:00 4:00 or 5:00 pm any of which may be used as the official close. |
CLOSE4_BID |
Closing Bid/Ask prices at 3:00, 4:00, or 5:00 pm any of which may be used as the official close. |
CLOSE4_ASK |
Closing Bid/Ask prices at 3:00, 4:00, or 5:00 pm any of which may be used as the official close. |
CLOSE5_BID |
Closing Bid/Ask prices at 3:00, 4:00, or 5:00 pm any of which may be used as the official close. |
CLOSE5_ASK |
Closing Bid/Ask prices at 3:00, 4:00, or 5:00 pm any of which may be used as the official close. |
FWD1_DROP |
Forward Month Drop. The difference in security prices between the current month and the forward month. |
FWD2_DROP |
The difference in security prices between the one-month forward and the two-month forward issues. |
FWD3_DROP |
The difference in security prices between the two-month forward and the three-month forward issues. |
FWD1_PRICE |
The security price 1, 2 & 3 months forward from the current month. |
FWD2_PRICE |
The security price 1, 2 & 3 months forward from the current month. |
FWD3_PRICE |
The security price 1, 2 & 3 months forward from the current month. |
BALN_PRICE |
Balloon Price. Price at which borrower pays back principal on balloon date. |
ACIN_FACTR |
Accrued Interest per dollar of principal times 100. |
OVN_REPO |
Overnight, and 1, 2 & 3 week Repurchase Agreement rate. |
WK1_REPO |
Overnight, and 1, 2 & 3 week Repurchase Agreement rate. |
WK2_REPO |
Overnight, and 1, 2 & 3 week Repurchase Agreement rate. |
WK3_REPO |
Overnight, and 1, 2 & 3 week Repurchase Agreement rate. |
MO1_REPO |
1, 2 & 3 month Repurchase Agreement rate. |
MO2_REPO |
1, 2 & 3 month Repurchase Agreement rate. |
MO3_REPO |
1, 2 & 3 month Repurchase Agreement rate. |
NET_MARGN |
Net Margin. Basis point difference between net coupon and index. |
PD_PM_CAP |
Periodic Payment Cap. Maximum periodic percent increase/ decrease in payment. |
PR_CPN_CAP |
Periodic Coupon Cap. Maximum periodic increase/decrease in amortizing rate expressed in basis points. |
LIFE_CEIL |
Lifetime Ceiling. Maximum amortizing rate. |
PAYRST_FRQ |
Payment Reset Frequency. Frequency at which payments are reset. |
CPNRST_FRQ |
Coupon Reset Frequency. Frequency at which coupon is reset. |
BAL_RESET |
Pct Balance Reset. Percent of pool balance with coupon resetting in stated month. |
NEGAM_LIM |
Negative Amortization Limit Pct. Maximum percent increase in pool balance due to negative amortization. |
PAY_RECFRQ |
Payment Recast Frequency. Frequency at which payment is adjusted without regard to payment cap. |
INDEXRT_PR |
Projected Index Rate. Projected change in reference rate used to reset ARM coupon. |
TTLM_PMNT |
Total Mortgage Payment. |
INTRST_CAN |
Interest Payment. |
INTRST_RTE |
Interest Rate. |
INT_PENLTY |
Penalty Interest. |
PRINC_CAN |
Principal payment. |
PR_SCHEDLD |
Scheduled principal payment. |
PR_PREPAY |
Prepaid principal payment. |
MTG_LIQUID |
Liquidation. |
PR_ADJUST |
Adjustment. |
MTGS_REMNG |
Total mortgage remaining. |
MTGS_LQDTD |
Liquidated. |
MTGS_SUBST |
Substituted. |
TIERPRD_MO |
Tiered Period in months. |
GRADT_PRD |
Graduation Period. |
INCRSE_AN |
Annual Increase. |
I_AMRT_RTE |
Amortizing Interest Rate. |
INTLPRD_MO |
Initial Period in months. |
PSA |
PSA mortgage prepayment speed. |
CPR |
Constant Prepayment Rate. The percentage of the mortgage balance outstanding for the previous month. |
SMM |
Single Monthly Mortality. The % of outstanding principal balance prepaid each month. |
SECUR_NAME |
The complete name of the security. |
ISSR_NAME |
Issuer of the security. |
DROP_TW |
Indicates whether drops from current to forward months have tightened or widened from the previous trading day. |
REPO_ISSUE |
The type of security supporting the repurchase agreement. |
INDX_NAME |
The name of the index that determines the rate of the ARM security. |
MONTH_PRC |
The current settlement month. |
MONTH1_PRC |
The next month after the current month. |
MONTH2_PRC |
Two months after the current month. |
MONTH3_PRC |
Three months after the current month. |
INTCALC_PD |
Interest calculation period (daily/monthly). |
BAL_DATE |
Date when balloon payment is due. |
CPN_NXTAJ |
Next ARM coupon adjustment date. |
PAY_NXTAJ |
Next ARM payment adjustment date. |
PAY_NXTREC |
Next ARM payment recast. |
CONV_FROM |
Beginning of convertible period. |
CONV_TO |
End of convertible period. |
FACTR_DATE |
Factor Date. |
AVG_PRC |
The underlying market price. This is the average of the first best bid/ask prices of the future instrument. It is used for volatility calculations. |
ASK_NET_CH |
The difference between the latest ask and the historic closing ask. |
TIME_MATUR |
The to maturity for a debt instrument qualified by the field MATUR_FLAG (2364) which indicates whether the units of time involved are years, months, weeks or days. |
GEN_VAL11 |
Generic value fields whose use is dependent on the context in which they occur. |
GEN_VAL12 |
Generic value fields whose use is dependent on the context in which they occur. |
GEN_VAL13 |
Generic value fields whose use is dependent on the context in which they occur. |
GEN_VAL14 |
Generic value fields whose use is dependent on the context in which they occur. |
GEN_VAL15 |
Generic value fields whose use is dependent on the context in which they occur. |
GEN_VAL16 |
Generic value fields whose use is dependent on the context in which they occur. |
GNTXT18_LL |
18 character text field. |
REF_YIELD |
Simple yield of reference bond. |
BID_IMPVLT |
Bid & Ask sides of implied volatility. |
ASK_IMPVLT |
Bid & Ask sides of implied volatility. |
BID_TCKVLT |
Bid & Ask side of ticker volatility. |
ASK_TCKVLT |
Bid & Ask side of ticker volatility. |
BID_MCHVLT |
Bid & Ask sides of match volatility. |
ASK_MCHVLT |
Bid & Ask sides of match volatility. |
PFRJGB_NO |
Issue number of reference JGB. |
RJGB_PRICE |
Price of reference JGB. |
CRT_YIELD |
Current yield. |
DELTA |
Delta. |
GAMMA |
Gamma. |
THETA |
Theta. |
VEGA |
Vega. |
RHO |
Rho. |
CLT_FNCTON |
Cumulative density function. |
INTR_VAL |
Intrinsic value. |
TIME_VAL |
Time value. |
STRPR_IND |
Strike price indication. |
BID_IVTONE |
The direction of trading from the previous trade. |
ASK_IVTONE |
The direction of trading from the previous trade. |
BID_TVTONE |
The direction of trading from the previous trade. |
ASK_TVTONE |
The direction of trading from the previous trade. |
BID_MVTONE |
The direction of trading from the previous trade. |
ASK_MVTONE |
The direction of trading from the previous trade. |
ALIAS |
Alias name (short name) of the RIC. |
SPEC_TRADE |
Special terms trading flag (maps to Quotron Cash-All-Day flag). |
ODD_LOT |
Transaction mode (size of trading). |
FCAST_EARN |
Forecasted earnings. |
EARANK_RAT |
Earnings rank ratio. |
FCAST_DATE |
Date of the Forecast. |
YEAR_FCAST |
Year forecast. |
MKT_STRN |
Market strength. |
MKT_WEAK |
Market weakness. |
MKT_CHNG |
Market change. |
MKT_VOLT |
Market volatility. |
TRADE_CNT1 |
Non-block trade count first and second sessions. |
TRADE_CNT2 |
Non-block trade count first and second sessions. |
BLKCNT_2 |
Block trade count second session. |
BLKUNIT |
Block unit - number of shares per block. |
THEO_OPEN |
Theoretical open. Initially used for Dow Jones Indices. |
GV11_FLAG |
Generic flags applicable to GEN_VALn. |
GV12_FLAG |
Generic flags applicable to GEN_VALn. |
GV13_FLAG |
Generic flags applicable to GEN_VALn. |
GV14_FLAG |
Generic flags applicable to GEN_VALn. |
GV15_FLAG |
Generic flags applicable to GEN_VALn. |
GV16_FLAG |
Generic flags applicable to GEN_VALn. |
GV11_TEXT |
Generic six character text fields each describing the value in the corresponding generic field GEN_VALn. |
GV12_TEXT |
Generic six character text fields each describing the value in the corresponding generic field GEN_VALn. |
GV13_TEXT |
Generic six character text fields each describing the value in the corresponding generic field GEN_VALn. |
GV14_TEXT |
Generic six character text fields each describing the value in the corresponding generic field GEN_VALn. |
GV15_TEXT |
Generic six character text fields each describing the value in the corresponding generic field GEN_VALn. |
GV16_TEXT |
Generic six character text fields each describing the value in the corresponding generic field GEN_VALn. |
HST_CLSYL2 |
The second historic closing yield i.e. the last non-zero closing yield derived once daily outside market hours from the SEC_YLD_1 field. |
YLD_NETCH2 |
The net change of the current second yield SEC_YLD_1 from second historic closing yield. This field is cleared during pre-market clear. |
YCR_BID_1 |
The five most recent current bid yields received for Japanese bonds and futures and money market instruments. |
YCR_BID_2 |
The five most recent current bid yields received for Japanese bonds and futures and money market instruments. |
YCR_BID_3 |
The five most recent current bid yields received for Japanese bonds and futures and money market instruments. |
YCR_BID_4 |
The five most recent current bid yields received for Japanese bonds and futures and money market instruments. |
YCR_BID_5 |
The five most recent current bid yields received for Japanese bonds and futures and money market instruments. |
HST_YCRBID |
The historic closing current bid yield i.e. the last non-zero closing bid yield derived once daily outside market hours from the YCR_BID_1 field. |
YCR_BIDNCH |
The net change of the current bid yield YCR_BID_1 from the historic closing current bid yield. This field is cleared during pre-market clear. |
YCR_ASK_1 |
The five most recent current ask yields received for Japanese bonds and futures and money market instruments. |
YCR_ASK_2 |
The five most recent current ask yields received for Japanese bonds and futures and money market instruments. |
YCR_ASK_3 |
The five most recent current ask yields received for Japanese bonds and futures and money market instruments. |
YCR_ASK_4 |
The five most recent current ask yields received for Japanese bonds and futures and money market instruments. |
YCR_ASK_5 |
The five most recent current ask yields received for Japanese bonds and futures and money market instruments. |
HST_YCRASK |
The historic closing current ask yield i.e. the last non-zero closing ask yield derived once daily outside market hours from the YCR_ASK_1 field. |
YCR_ASKNCH |
The net change of the current ask yield YCR_ASK_1 from the historic closing current ask yield. This field is cleared during pre-market clear. |
YTM_BID_1 |
The five most recent bid yields to maturity received for Japanese bonds and futures and money market instruments. |
YTM_BID_2 |
The five most recent bid yields to maturity received for Japanese bonds and futures and money market instruments. |
YTM_BID_3 |
The five most recent bid yields to maturity received for Japanese bonds and futures and money market instruments. |
YTM_BID_4 |
The five most recent bid yields to maturity received for Japanese bonds and futures and money market instruments. |
YTM_BID_5 |
The five most recent bid yields to maturity received for Japanese bonds and futures and money market instruments. |
HST_YTMBID |
The historic closing bid yield to maturity i.e. the last non-zero closing bid yield to maturity derived once daily outside market hours from the YTM_BID_1 field. |
YTM_BIDNCH |
The net change of the bid yield to maturity YTM_BID_1 from the historic closing bid yield to maturity. This field is cleared during pre-market clear. |
YTM_ASK_1 |
The five most recent ask yields to maturity received for Japanese bonds and futures and money market instruments. |
YTM_ASK_2 |
The five most recent ask yields to maturity received for Japanese bonds and futures and money market instruments. |
YTM_ASK_3 |
The five most recent ask yields to maturity received for Japanese bonds and futures and money market instruments. |
YTM_ASK_4 |
The five most recent ask yields to maturity received for Japanese bonds and futures and money market instruments. |
YTM_ASK_5 |
The five most recent ask yields to maturity received for Japanese bonds and futures and money market instruments. |
HST_YTMASK |
The historic closing ask yield to maturity i.e. the last non-zero closing ask yield derived once daily outside market hours from the YTM_ASK_1 field. |
YTM_ASKNCH |
The net change of the ask yield to maturity YTM_ASK_1 from the historic closing ask yield to maturity. This field is cleared during pre-market clear. |
MATUR_UNIT |
This field qualifies the time to maturity field (TIME_MATUR) and indicates whether the units of time involved are years, months, weeks or days. |
BID_CURRCY |
The currency for the BID field. |
ASK_CURRCY |
The currency for the ASK field. |
GV1_CURRCY |
The currency for the price within the GEN_VALn field. |
GV2_CURRCY |
The currency for the price within the GEN_VALn field. |
GV3_CURRCY |
The currency for the price within the GEN_VALn field. |
GV4_CURRCY |
The currency for the price within the GEN_VALn field. |
GV5_CURRCY |
The currency for the price within the GEN_VALn field. |
IBEX35_IND |
Indicator to show whether the instrument is included in the IBEX 35 Index or not. Will contain Y or N. |
BUYSELL_ID |
Reference pages where Buyer/Seller ID codes are fully explained. |
WEIGHT_SPR |
The difference between the weighted average bid price and the weighted average ask price divided by the mid value of these two prices. E.g. (B - A) ----— (B + A)/2 where B is the weighted average bid price and A is the weighted average ask price. |
SLOT_YNETC |
Small lots yield net change. |
BVPS4_1 |
Bookvalue per share consolidated the latest and previous 3 years. |
BVPS4_2 |
Bookvalue per share consolidated the latest and previous 3 years. |
BVPS4_3 |
Bookvalue per share consolidated the latest and previous 3 years. |
BVPS4_4 |
Bookvalue per share consolidated the latest and previous 3 years. |
BVPS5_1 |
Bookvalue per share consolidated forecast 1. |
SECTR_CODE |
Industrial sector code. |
IRGMOD |
A modifier to the enumerated type field IRGCOND (FID374) which is in turn an indicator of the type of price held in the field IRGPRC (FID 372). |
INSMOD |
A modifier to the enumerated type field INSCOND (FID378) which is in turn an indicator of the type of price held in the field INSPRC (FID 376). |
PRCTIM_1 |
Rippled trade-price time fields. Not a ripple chain. |
PRCTIM_2 |
Rippled trade-price time fields. Not a ripple chain. |
PRCTIM_3 |
Rippled trade-price time fields. Not a ripple chain. |
PRCTIM_4 |
Rippled trade-price time fields. Not a ripple chain. |
PRCTIM_5 |
Rippled trade-price time fields. Not a ripple chain. |
WEIGHTING2 |
The weighting of a stock within an index. |
WEIGHTING3 |
The weighting of a stock within an index. |
BEST_BID6 |
Extension to the group of fields (436-440 BESTBID1..5) to collectively cover the ten best bids as contributed by market-makers with the best in BEST_BID1. Note that these fields are not rippled. |
BEST_BID7 |
Extension to the group of fields (436-440 BESTBID1..5) to collectively cover the ten best bids as contributed by market-makers with the best in BEST_BID1. Note that these fields are not rippled. |
BEST_BID8 |
Extension to the group of fields (436-440 BESTBID1..5) to collectively cover the ten best bids as contributed by market-makers with the best in BEST_BID1. Note that these fields are not rippled. |
BEST_BID9 |
Extension to the group of fields (436-440 BESTBID1..5) to collectively cover the ten best bids as contributed by market-makers with the best in BEST_BID1. Note that these fields are not rippled. |
BEST_BID10 |
Extension to the group of fields (436-440 BESTBID1..5) to collectively cover the ten best bids as contributed by market-makers with the best in BEST_BID1. Note that these fields are not rippled. |
BEST_ASK6 |
Extension to the group of fields (441-445 BEST_ASK1..5) to collectively cover the ten best asks as contributed by market-makers with the best in BEST_ASK1. Note that these fields are not rippled. |
BEST_ASK7 |
Extension to the group of fields (441-445 BEST_ASK1..5) to collectively cover the ten best asks as contributed by market-makers with the best in BEST_ASK1. Note that these fields are not rippled. |
BEST_ASK8 |
Extension to the group of fields (441-445 BEST_ASK1..5) to collectively cover the ten best asks as contributed by market-makers with the best in BEST_ASK1. Note that these fields are not rippled. |
BEST_ASK9 |
Extension to the group of fields (441-445 BEST_ASK1..5) to collectively cover the ten best asks as contributed by market-makers with the best in BEST_ASK1. Note that these fields are not rippled. |
BEST_ASK10 |
Extension to the group of fields (441-445 BEST_ASK1..5) to collectively cover the ten best asks as contributed by market-makers with the best in BEST_ASK1. Note that these fields are not rippled. |
BEST_BSIZ6 |
One of five best bid sizes associated with the fields BEST_BID6 to BEST_BID10. |
BEST_BSIZ7 |
One of five best bid sizes associated with the fields BEST_BID6 to BEST_BID10. |
BEST_BSIZ8 |
One of five best bid sizes associated with the fields BEST_BID6 to BEST_BID10. |
BEST_BSIZ9 |
One of five best bid sizes associated with the fields BEST_BID6 to BEST_BID10. |
BEST_BSZ10 |
One of five best bid sizes associated with the fields BEST_BID6 to BEST_BID10. |
BEST_ASIZ6 |
One of five best ask sizes associated with the fields BEST_ASK6 to BEST_ASK10. |
BEST_ASIZ7 |
One of five best ask sizes associated with the fields BEST_ASK6 to BEST_ASK10. |
BEST_ASIZ8 |
One of five best ask sizes associated with the fields BEST_ASK6 to BEST_ASK10. |
BEST_ASIZ9 |
One of five best ask sizes associated with the fields BEST_ASK6 to BEST_ASK10. |
BEST_ASZ10 |
One of five best ask sizes associated with the fields BEST_ASK6 to BEST_ASK10. |
NO_BIDMKR6 |
The number of market makers associated with the best bid held in the appropriate field in the range BEST_BID6 to BEST_BID10. |
NO_BIDMKR7 |
The number of market makers associated with the best bid held in the appropriate field in the range BEST_BID6 to BEST_BID10. |
NO_BIDMKR8 |
The number of market makers associated with the best bid held in the appropriate field in the range BEST_BID6 to BEST_BID10. |
NO_BIDMKR9 |
The number of market makers associated with the best bid held in the appropriate field in the range BEST_BID6 to BEST_BID10. |
NO_BIDMK10 |
The number of market makers associated with the best bid held in the appropriate field in the range BEST_BID6 to BEST_BID10. |
NO_ASKMKR6 |
The number of market makers associated with the best ask held in the appropriate field in the range BEST_ASK6 to BEST_ASK10. |
NO_ASKMKR7 |
The number of market makers associated with the best ask held in the appropriate field in the range BEST_ASK6 to BEST_ASK10. |
NO_ASKMKR8 |
The number of market makers associated with the best ask held in the appropriate field in the range BEST_ASK6 to BEST_ASK10. |
NO_ASKMKR9 |
The number of market makers associated with the best ask held in the appropriate field in the range BEST_ASK6 to BEST_ASK10. |
NO_ASKMK10 |
The number of market makers associated with the best ask held in the appropriate field in the range BEST_ASK6 to BEST_ASK10. |
CTB_2A_1 |
Contributor name for second activity. |
CTB_2A_2 |
Contributor name for second activity. |
CTB_2A_3 |
Contributor name for second activity. |
CTB_2B_1 |
Contributor name for second activity. |
CTB_2B_2 |
Contributor name for second activity. |
CTB_2B_3 |
Contributor name for second activity. |
CTB_2A_1LL |
Local language contributor name for second activity. |
CTB_2A_2LL |
Local language contributor name for second activity. |
CTB_2A_3LL |
Local language contributor name for second activity. |
CTB_2B_1LL |
Local language contributor name for second activity. |
CTB_2B_2LL |
Local language contributor name for second activity. |
CTB_2B_3LL |
Local language contributor name for second activity. |
GV2A_RTIM1 |
One of a stack of three rippled generic time fields. |
GV2A_RTIM2 |
One of a stack of three rippled generic time fields. |
GV2A_RTIM3 |
One of a stack of three rippled generic time fields. |
GV2B_RTIM1 |
One of a stack of three rippled generic time fields. |
GV2B_RTIM2 |
One of a stack of three rippled generic time fields. |
GV2B_RTIM3 |
One of a stack of three rippled generic time fields. |
SLOT_CMPND |
Compound yield for TSE JGB small lot. |
SLOT_CMPNC |
Compound yield net change for TSE JGB small lot. |
SL_HCCMP |
Compound yield historical close. for TSE JGB small lot. |
SL_CRTYLD |
Current yield for TSE JGB small lot. |
SL_CRTYNC |
Current yield net change for TSE JGB small lot. |
SL_HCCRTY |
Current yield historical close for TSE JGB small lot. |
CMP_YIELD |
Compound yield. |
CMP_YLDNC |
Compound yield net change. |
CMP_YLDHC |
Compound yield historical close. |
CRT_YLDNC |
Current yield net change. |
CRT_YLDHC |
Current yield historical close. |
TIM_TO_MAT |
Time to maturity. |
BS_PNT_VAL |
Based Point Value. |
SL_CMPTCK |
The direction of compound yield for TSE JGB small lot. |
SL_CRTYTCK |
The direction of current yield for TSE JGB small lot. |
CMP_YLDTCK |
The direction of compound yield. |
CRT_YLDTCK |
The direction of current yield. |
A_PRICE_1 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_2 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_3 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_4 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_5 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_6 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_7 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_8 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_9 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_10 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_11 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_12 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_13 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_14 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_15 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_16 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_17 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_18 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_19 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_20 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_21 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_22 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_23 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_24 |
The Ask Price of the nth Level (where n = 1..25). |
A_PRICE_25 |
The Ask Price of the nth Level (where n = 1..25). |
B_PRICE_1 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_2 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_3 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_4 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_5 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_6 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_7 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_8 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_9 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_10 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_11 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_12 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_13 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_14 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_15 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_16 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_17 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_18 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_19 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_20 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_21 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_22 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_23 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_24 |
The Bid Price for the nth Level (where n = 1..25). |
B_PRICE_25 |
The Bid Price for the nth Level (where n = 1..25). |
A_QTY_1 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_2 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_3 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_4 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_5 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_6 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_7 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_8 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_9 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_10 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_11 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_12 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_13 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_14 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_15 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_16 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_17 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_18 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_19 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_20 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_21 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_22 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_23 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_24 |
The Ask Quantity of the nth Level (where n = 1..25). |
A_QTY_25 |
The Ask Quantity of the nth Level (where n = 1..25). |
B_QTY_1 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_2 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_3 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_4 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_5 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_6 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_7 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_8 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_9 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_10 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_11 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_12 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_13 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_14 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_15 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_16 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_17 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_18 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_19 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_20 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_21 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_22 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_23 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_24 |
The Bid Quantity of the nth Level (where n = 1..25). |
B_QTY_25 |
The Bid Quantity of the nth Level (where n = 1..25). |
A_NPLRS_1 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_2 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_3 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_4 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_5 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_6 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_7 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_8 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_9 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_10 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_11 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_12 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_13 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_14 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_15 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_16 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_17 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_18 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_19 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_20 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_21 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_22 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_23 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_24 |
The number of players making at the nth level Ask Price (where n = 1..25). |
A_NPLRS_25 |
The number of players making at the nth level Ask Price (where n = 1..25). |
B_NPLRS_1 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_2 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_3 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_4 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_5 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_6 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_7 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_8 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_9 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_10 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_11 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_12 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_13 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_14 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_15 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_16 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_17 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_18 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_19 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_20 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_21 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_22 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_23 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_24 |
The number of players making at the nth level Bid Price (where n = 1..25). |
B_NPLRS_25 |
The number of players making at the nth level Bid Price (where n = 1..25). |
A_DISQY_1 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_2 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_3 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_4 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_5 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_6 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_7 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_8 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_9 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_10 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_11 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_12 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_13 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_14 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_15 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_16 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_17 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_18 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_19 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_20 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_21 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_22 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_23 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_24 |
Disclosed/Undisclosed Ask volumes. |
A_DISQY_25 |
Disclosed/Undisclosed Ask volumes. |
B_DISQY_1 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_2 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_3 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_4 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_5 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_6 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_7 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_8 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_9 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_10 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_11 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_12 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_13 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_14 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_15 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_16 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_17 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_18 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_19 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_20 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_21 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_22 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_23 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_24 |
Disclosed/Undisclosed Bid volumes. |
B_DISQY_25 |
Disclosed/Undisclosed Bid volumes. |
A_LEVEL_1 |
The relative level of the Ask price. |
A_LEVEL_2 |
The relative level of the Ask price. |
A_LEVEL_3 |
The relative level of the Ask price. |
A_LEVEL_4 |
The relative level of the Ask price. |
A_LEVEL_5 |
The relative level of the Ask price. |
A_LEVEL_6 |
The relative level of the Ask price. |
A_LEVEL_7 |
The relative level of the Ask price. |
A_LEVEL_8 |
The relative level of the Ask price. |
A_LEVEL_9 |
The relative level of the Ask price. |
A_LEVEL_10 |
The relative level of the Ask price. |
A_LEVEL_11 |
The relative level of the Ask price. |
A_LEVEL_12 |
The relative level of the Ask price. |
A_LEVEL_13 |
The relative level of the Ask price. |
A_LEVEL_14 |
The relative level of the Ask price. |
A_LEVEL_15 |
The relative level of the Ask price. |
A_LEVEL_16 |
The relative level of the Ask price. |
A_LEVEL_17 |
The relative level of the Ask price. |
A_LEVEL_18 |
The relative level of the Ask price. |
A_LEVEL_19 |
The relative level of the Ask price. |
A_LEVEL_20 |
The relative level of the Ask price. |
A_LEVEL_21 |
The relative level of the Ask price. |
A_LEVEL_22 |
The relative level of the Ask price. |
A_LEVEL_23 |
The relative level of the Ask price. |
A_LEVEL_24 |
The relative level of the Ask price. |
A_LEVEL_25 |
The relative level of the Ask price. |
B_LEVEL_1 |
The relative level of the Bid price. |
B_LEVEL_2 |
The relative level of the Bid price. |
B_LEVEL_3 |
The relative level of the Bid price. |
B_LEVEL_4 |
The relative level of the Bid price. |
B_LEVEL_5 |
The relative level of the Bid price. |
B_LEVEL_6 |
The relative level of the Bid price. |
B_LEVEL_7 |
The relative level of the Bid price. |
B_LEVEL_8 |
The relative level of the Bid price. |
B_LEVEL_9 |
The relative level of the Bid price. |
B_LEVEL_10 |
The relative level of the Bid price. |
B_LEVEL_11 |
The relative level of the Bid price. |
B_LEVEL_12 |
The relative level of the Bid price. |
B_LEVEL_13 |
The relative level of the Bid price. |
B_LEVEL_14 |
The relative level of the Bid price. |
B_LEVEL_15 |
The relative level of the Bid price. |
B_LEVEL_16 |
The relative level of the Bid price. |
B_LEVEL_17 |
The relative level of the Bid price. |
B_LEVEL_18 |
The relative level of the Bid price. |
B_LEVEL_19 |
The relative level of the Bid price. |
B_LEVEL_20 |
The relative level of the Bid price. |
B_LEVEL_21 |
The relative level of the Bid price. |
B_LEVEL_22 |
The relative level of the Bid price. |
B_LEVEL_23 |
The relative level of the Bid price. |
B_LEVEL_24 |
The relative level of the Bid price. |
B_LEVEL_25 |
The relative level of the Bid price. |
S_STRIKE |
Signed Strike Price accurate to 8 decimal digits. |
MM_LOC |
2 Character NASDAQ Market maker location. |
MM_DESK |
Market maker satellite Trading Desk location. |
LSTTRDDATE |
Last trading date for contract. |
ATM_FLAG |
At the Money Flag. |
AM_RANGE |
Price range in AM Session. |
PM_RANGE |
Price range in PM Session. |
DAY_RANGE |
Price range in Day Session. |
CARRY_COST |
Carry cost. |
GEN_YLD_4 |
General purpose numeric field. |
GEN_YLD_5 |
General purpose numeric field. |
GN_YLD4_TP |
Generic type fields used to qualify the generic yields shown directly above. |
GN_YLD5_TP |
Generic type fields used to qualify the generic yields shown directly above. |
SQ_DATE |
Special Quotation date. |
GV4_DATE |
Generic date field. |
GV5_DATE |
Generic date field. |
GV3_TIME |
Generic time fields in Seconds. |
GV4_TIME |
Generic time fields in Seconds. |
GV5_TIME |
Generic time fields in Seconds. |
SESS2_VTIM |
Time at which the value in SESS2_VOL was set. |
NETT_ASSET |
Net assets owned by shareholders at balance date. |
FRANKING |
Portion of dividend which tax has been paid. |
MKT_CAP |
Market Capitalisation of a security. |
WEIGHT1 |
Percentage weighting within a particular index sector. |
WEIGHT2 |
Percentage weighting within a particular index sector. |
WEIGHT3 |
Percentage weighting within a particular index sector. |
WEIGHT4 |
Percentage weighting within a particular index sector. |
WEIGHT5 |
Percentage weighting within a particular index sector. |
WEIGHT6 |
Percentage weighting within a particular index sector. |
WEIGHT7 |
Percentage weighting within a particular index sector. |
WEIGHT8 |
Percentage weighting within a particular index sector. |
WEIGHT9 |
Percentage weighting within a particular index sector. |
WEIGHT10 |
Percentage weighting within a particular index sector. |
WEIGHT11 |
Percentage weighting within a particular index sector. |
WEIGHT12 |
Percentage weighting within a particular index sector. |
WEIGHT13 |
Percentage weighting within a particular index sector. |
WEIGHT14 |
Percentage weighting within a particular index sector. |
WEIGHT15 |
Percentage weighting within a particular index sector. |
D_COUNT_1 |
Percentage of market capatalisation included in sector weightings. |
D_COUNT_2 |
Percentage of market capatalisation included in sector weightings. |
D_COUNT_3 |
Percentage of market capatalisation included in sector weightings. |
D_COUNT_4 |
Percentage of market capatalisation included in sector weightings. |
D_COUNT_5 |
Percentage of market capatalisation included in sector weightings. |
D_COUNT_6 |
Percentage of market capatalisation included in sector weightings. |
D_COUNT_7 |
Percentage of market capatalisation included in sector weightings. |
D_COUNT_8 |
Percentage of market capatalisation included in sector weightings. |
D_COUNT_9 |
Percentage of market capatalisation included in sector weightings. |
D_COUNT_10 |
Percentage of market capatalisation included in sector weightings. |
D_COUNT_11 |
Percentage of market capatalisation included in sector weightings. |
D_COUNT_12 |
Percentage of market capatalisation included in sector weightings. |
D_COUNT_13 |
Percentage of market capatalisation included in sector weightings. |
D_COUNT_14 |
Percentage of market capatalisation included in sector weightings. |
D_COUNT_15 |
Percentage of market capatalisation included in sector weightings. |
D_COUNT_16 |
Percentage of market capatalisation included in sector weightings. |
BOOKS_CLS |
Date issuing body close share register. |
BPS1_1 |
Book Value per share parent full-term the latest but n (where n = 0..4). |
BPS1_2 |
Book Value per share parent full-term the latest but n (where n = 0..4). |
BPS1_3 |
Book Value per share parent full-term the latest but n (where n = 0..4). |
BPS1_4 |
Book Value per share parent full-term the latest but n (where n = 0..4). |
BPS1_5 |
Book Value per share parent full-term the latest but n (where n = 0..4). |
BPS2_1 |
Book value per share parent full-term forecast 1. |
BPS2_2 |
Book value per share parent full-term forecast 2. |
BPS3_1 |
Book value per share parent interim the latest but n (where n = 1..3). |
BPS3_2 |
Book value per share parent interim the latest but n (where n = 1..3). |
BPS3_3 |
Book value per share parent interim the latest but n (where n = 1..3). |
BPS5_2 |
Book value per share consolidated forecast 2. |
BPS6_1 |
Book value per share parent interim forecast (large). |
BPS6_2 |
Book value per share parent interim forecast (large). |
DPS2_3 |
Dividend Per share data. |
DPS2_4 |
Dividend Per share data. |
DPS6_1 |
Dividend per share parent interim forecast (small). |
DPS6_2 |
Dividend per share parent interim forecast (small). |
DPS6_3 |
Dividend per share parent interim forecast (small). |
DPS6_4 |
Dividend per share parent interim forecast (small). |
EPS5_2 |
Earning per share consolidated forecast. |
EPS6_1 |
Earning per share parent interim forecast. |
EPS6_2 |
Earning per share parent interim forecast. |
NETICM5_2 |
Net income consolidated forecast 2. |
NETICM6_1 |
Net income parent interim forecast. |
NETICM6_2 |
Net income parent interim forecast. |
ORDICM5_2 |
Ordinary profit consolidated forecast. |
ORDICM6_1 |
Ordinary profit parent interim forecast. |
ORDICM6_2 |
Ordinary profit parent interim forecast. |
ORDPCH5_2 |
Ordinary profit % change consolidated forecast 2. |
ORDPCH6_1 |
Ordinary profit % change parent interim forecast. |
ORDPCH6_2 |
Ordinary profit % change parent interim forecast. |
PR_PCH5_2 |
The value of price settlement item consolidated forecast 2. |
PR_PCH6_1 |
The value of price settlement item consolidated forecast 2. |
PR_PCH6_2 |
The value of price settlement item consolidated forecast 2. |
PR_VAL5_2 |
The value of price settlement item consolidated forecast 2. |
PR_VAL6_1 |
The value of prime settlement item parent interim forecast. |
PR_VAL6_2 |
The value of prime settlement item parent interim forecast. |
SC_VAL5_2 |
The value of secondary settlement item consolidated forecast 2. |
SC_VAL6_1 |
The value of secondary settlement item parent interim forecast. |
SC_VAL6_2 |
The value of secondary settlement item parent interim forecast. |
STLVAL1_18 |
The value of the nth settlement item the latest year. (where n = 18..30). |
STLVAL1_19 |
The value of the nth settlement item the latest year. (where n = 18..30). |
STLVAL1_20 |
The value of the nth settlement item the latest year. (where n = 18..30). |
STLVAL1_21 |
The value of the nth settlement item the latest year. (where n = 18..30). |
STLVAL1_22 |
The value of the nth settlement item the latest year. (where n = 18..30). |
STLVAL1_23 |
The value of the nth settlement item the latest year. (where n = 18..30). |
STLVAL1_24 |
The value of the nth settlement item the latest year. (where n = 18..30). |
STLVAL1_25 |
The value of the nth settlement item the latest year. (where n = 18..30). |
STLVAL1_26 |
The value of the nth settlement item the latest year. (where n = 18..30). |
STLVAL1_27 |
The value of the nth settlement item the latest year. (where n = 18..30). |
STLVAL1_28 |
The value of the nth settlement item the latest year. (where n = 18..30). |
STLVAL1_29 |
The value of the nth settlement item the latest year. (where n = 18..30). |
STLVAL1_30 |
The value of the nth settlement item the latest year. (where n = 18..30). |
STLVAL2_18 |
The value of the nth settlement value the latest but one (where n = 18..30). |
STLVAL2_19 |
The value of the nth settlement value the latest but one (where n = 18..30). |
STLVAL2_20 |
The value of the nth settlement value the latest but one (where n = 18..30). |
STLVAL2_21 |
The value of the nth settlement value the latest but one (where n = 18..30). |
STLVAL2_22 |
The value of the nth settlement value the latest but one (where n = 18..30). |
STLVAL2_23 |
The value of the nth settlement value the latest but one (where n = 18..30). |
STLVAL2_24 |
The value of the nth settlement value the latest but one (where n = 18..30). |
STLVAL2_25 |
The value of the nth settlement value the latest but one (where n = 18..30). |
STLVAL2_26 |
The value of the nth settlement value the latest but one (where n = 18..30). |
STLVAL2_27 |
The value of the nth settlement value the latest but one (where n = 18..30). |
STLVAL2_28 |
The value of the nth settlement value the latest but one (where n = 18..30). |
STLVAL2_29 |
The value of the nth settlement value the latest but one (where n = 18..30). |
STLVAL2_30 |
The value of the nth settlement value the latest but one (where n = 18..30). |
STLVAL3_18 |
The value of the nth settlement item the latest but 2. (where n = 18..30). |
STLVAL3_19 |
The value of the nth settlement item the latest but 2. (where n = 18..30). |
STLVAL3_20 |
The value of the nth settlement item the latest but 2. (where n = 18..30). |
STLVAL3_21 |
The value of the nth settlement item the latest but 2. (where n = 18..30). |
STLVAL3_22 |
The value of the nth settlement item the latest but 2. (where n = 18..30). |
STLVAL3_23 |
The value of the nth settlement item the latest but 2. (where n = 18..30). |
STLVAL3_24 |
The value of the nth settlement item the latest but 2. (where n = 18..30). |
STLVAL3_25 |
The value of the nth settlement item the latest but 2. (where n = 18..30). |
STLVAL3_26 |
The value of the nth settlement item the latest but 2. (where n = 18..30). |
STLVAL3_27 |
The value of the nth settlement item the latest but 2. (where n = 18..30). |
STLVAL3_28 |
The value of the nth settlement item the latest but 2. (where n = 18..30). |
STLVAL3_29 |
The value of the nth settlement item the latest but 2. (where n = 18..30). |
STLVAL3_30 |
The value of the nth settlement item the latest but 2. (where n = 18..30). |
STLVAL4_18 |
The value of the nth settlement item the latest but three. (where n = 18..30). |
STLVAL4_19 |
The value of the nth settlement item the latest but three. (where n = 18..30). |
STLVAL4_20 |
The value of the nth settlement item the latest but three. (where n = 18..30). |
STLVAL4_21 |
The value of the nth settlement item the latest but three. (where n = 18..30). |
STLVAL4_22 |
The value of the nth settlement item the latest but three. (where n = 18..30). |
STLVAL4_23 |
The value of the nth settlement item the latest but three. (where n = 18..30). |
STLVAL4_24 |
The value of the nth settlement item the latest but three. (where n = 18..30). |
STLVAL4_25 |
The value of the nth settlement item the latest but three. (where n = 18..30). |
STLVAL4_26 |
The value of the nth settlement item the latest but three. (where n = 18..30). |
STLVAL4_27 |
The value of the nth settlement item the latest but three. (where n = 18..30). |
STLVAL4_28 |
The value of the nth settlement item the latest but three. (where n = 18..30). |
STLVAL4_29 |
The value of the nth settlement item the latest but three. (where n = 18..30). |
STLVAL4_30 |
The value of the nth settlement item the latest but three. (where n = 18..30). |
STLVAL5_18 |
The value of the nth settlement item the latest but four. |
STLVAL5_19 |
The value of the nth settlement item the latest but four. |
STLVAL5_20 |
The value of the nth settlement item the latest but four. |
STLVAL5_21 |
The value of the nth settlement item the latest but four. |
STLVAL5_22 |
The value of the nth settlement item the latest but four. |
STLVAL5_23 |
The value of the nth settlement item the latest but four. |
STLVAL5_24 |
The value of the nth settlement item the latest but four. |
STLVAL5_25 |
The value of the nth settlement item the latest but four. |
STLVAL5_26 |
The value of the nth settlement item the latest but four. |
STLVAL5_27 |
The value of the nth settlement item the latest but four. |
STLVAL5_28 |
The value of the nth settlement item the latest but four. |
STLVAL5_29 |
The value of the nth settlement item the latest but four. |
STLVAL5_30 |
The value of the nth settlement item the latest but four. |
DEPS1_1 |
Diluted earnings per share patent full-term the latest but n (where n = 1..5). |
DEPS1_2 |
Diluted earnings per share patent full-term the latest but n (where n = 1..5). |
DEPS1_3 |
Diluted earnings per share patent full-term the latest but n (where n = 1..5). |
DEPS1_4 |
Diluted earnings per share patent full-term the latest but n (where n = 1..5). |
DEPS1_5 |
Diluted earnings per share patent full-term the latest but n (where n = 1..5). |
DEPS2_1 |
Diluted earnings per share parent full-term forecast. |
DEPS2_2 |
Diluted earnings per share parent full-term forecast. |
DEPS3_1 |
Diluted earnings per share parent interim the latest but n(where n = 1..3). |
DEPS3_2 |
Diluted earnings per share parent interim the latest but n(where n = 1..3). |
DEPS3_3 |
Diluted earnings per share parent interim the latest but n(where n = 1..3). |
DEPS4_1 |
Diluted earnings per share consolidated full-term the latest but n (where n = 1..4). |
DEPS4_2 |
Diluted earnings per share consolidated full-term the latest but n (where n = 1..4). |
DEPS4_3 |
Diluted earnings per share consolidated full-term the latest but n (where n = 1..4). |
DEPS4_4 |
Diluted earnings per share consolidated full-term the latest but n (where n = 1..4). |
DEPS5_1 |
Diluted earnings per share consolidated full-term forecast n (where n = 1..2). |
DEPS5_2 |
Diluted earnings per share consolidated full-term forecast n (where n = 1..2). |
DEPS6_1 |
Diluted earnings per share parent interim forecast n (where n = 1..2). |
DEPS6_2 |
Diluted earnings per share parent interim forecast n (where n = 1..2). |
DBPS1_1 |
Diluted book value per share parent full-term the latest but n (where n = 1..5). |
DBPS1_2 |
Diluted book value per share parent full-term the latest but n (where n = 1..5). |
DBPS1_3 |
Diluted book value per share parent full-term the latest but n (where n = 1..5). |
DBPS1_4 |
Diluted book value per share parent full-term the latest but n (where n = 1..5). |
DBPS1_5 |
Diluted book value per share parent full-term the latest but n (where n = 1..5). |
DBPS2_1 |
Diluted book value per share parent full-term forecast n (where n = 1..2). |
DBPS2_2 |
Diluted book value per share parent full-term forecast n (where n = 1..2). |
DBPS3_1 |
Diluted book value per share parent interim the latest but n (where n = 1..3). |
DBPS3_2 |
Diluted book value per share parent interim the latest but n (where n = 1..3). |
DBPS3_3 |
Diluted book value per share parent interim the latest but n (where n = 1..3). |
DBPS4_1 |
Diluted book value per share consolidated full-term the latest but n (where n =1..4). |
DBPS4_2 |
Diluted book value per share consolidated full-term the latest but n (where n =1..4). |
DBPS4_3 |
Diluted book value per share consolidated full-term the latest but n (where n =1..4). |
DBPS4_4 |
Diluted book value per share consolidated full-term the latest but n (where n =1..4). |
DBPS5_1 |
The diluted book value per share consolidated full-term forecast n (where n = 1..2). |
DBPS5_2 |
The diluted book value per share consolidated full-term forecast n (where n = 1..2). |
DBPS6_1 |
Diluted book value per share parent interim forecast n (where n = 1..2). |
DBPS6_2 |
Diluted book value per share parent interim forecast n (where n = 1..2). |
PS_OST |
Outstanding of potential shares. |
DS_OST |
Outstanding of diluted shares. |
PS_RATIO |
Potential shares ratio. |
STLITEM_18 |
Settlement item names. |
STLITEM_19 |
Settlement item names. |
STLITEM_20 |
Settlement item names. |
STLITEM_21 |
Settlement item names. |
STLITEM_22 |
Settlement item names. |
STLITEM_23 |
Settlement item names. |
STLITEM_24 |
Settlement item names. |
STLITEM_25 |
Settlement item names. |
STLITEM_26 |
Settlement item names. |
STLITEM_27 |
Settlement item names. |
STLITEM_28 |
Settlement item names. |
STLITEM_29 |
Settlement item names. |
STLITEM_30 |
Settlement item names. |
RENEW_DATE |
Renewal date. |
SELTRM5_2 |
Settlement date consolidated full term forecast 2. |
SELTRM6_1 |
Settlement date parent interim forecast 1. |
SELTRM6_2 |
Settlement date parent interim forecast 2. |
PS_DATE |
Potential shares ratio. |
ST_FRAG |
The Flag of accounting standards. |
ACVOL_DATE |
The date when volume held in the ACVOL_1 field occurred. |
OPINT_DAT2 |
The date of the previous open interest held in the OPINT_2 field. |
OR_SALE_PR |
Original sale price. |
MIN_DESC |
Minimum Description - very short item description. |
ORIG_CONC |
Original Take down - Original sale take down. |
SHORT_DESC |
Short Description - short item description. |
ORIG_TAKDN |
Original Take down - Original sale take down. |
INSTRUCTNS |
Instructions - Item instructions that become part of Bid Wanted descriptions. |
ORIG_SALSZ |
original Sale Size. |
BW_COMMENT |
Bid Wanted comment - Time limit status for bid wanted. |
ORIG_MGR |
Original Manager. |
ORIG_SETDT |
Original Settlement Date. |
ORIG_SALDT |
Original Sale Date. |
MOD_DURTN1 |
Modified duration a measure of the sensitivity of a bond's price to changes in yield points change in yield the price would change inversely by 0.4). |
MOD_DURTN2 |
Modified duration a measure of the sensitivity of a bond's price to changes in yield points change in yield the price would change inversely by 0.4). |
MOD_DURTN3 |
Modified duration a measure of the sensitivity of a bond's price to changes in yield points change in yield the price would change inversely by 0.4). |
ISS_NAME24 |
Issuer name for a bond (24 characters). |
ADMIN_COM |
An instrument which manages corporate bonds. A company which is trusted by the issuer and manages the bonds for the creditors on issue of bearer bonds. |
AMT_USE |
Amount of fund proceeds. |
ARRANGER |
Arranger. An instrument arranges to issue bonds smoothly when issuers conclude contracts with buyers directly. |
BEARER |
Flag for Bearered or non-Bearered bonds. |
BULLET |
Flag indicating whether the bonds are redeemed once or not. |
CO_MANAGER |
Co Lead Manager. A manager who participates in some of the functions of the lead manager usually takes a share of the praecipuum but does not run the books of an issue. |
COL_AGENCY |
Collateral Agency. An institution appointed by the borrower to hold securities or other property pledged by the borrower to secure repayment of a loan or bond issue in the event of default. |
COLLA_TYPE |
The type of collateral. There are Non-collateral/Collateral/General Security/Company Security/etc. |
DENOM_INC |
Denomination Increment. The minimum incremental amount of the bond's face value that can be purchased (when the amount purchased is restricted to be a minimum denomination plus any multiple of the denomination increment). |
EXCH_RATE |
Float Exchange Rate. |
FIN_COVEN |
Financial covenant. |
FITTING1 |
Fitting (Interest expenses). |
FITTING2 |
Fitting (Interest coverage). |
FITTING3 |
Fitting (Interest on borrowing). |
FIX_RATE |
Fixed Exchange Rate. |
GUARA_TYPE |
The type of guarantee. There is Government Guarantee/Parent Guarantee/Bank Guarantee/Parent Inferior Guarantee/Bank Inferior Guarantee. |
GUARANTOR |
Guarantor. The company guaranteeing the credit for buyers. |
ISS_MARKET |
Issue Market. |
ISSUER |
Issuer Name. |
JGB_ISSUE |
JGB Issue Number. |
LD_MANAGER |
Lead Manager. The leader of a new issue responsible for the overall coordination distribution and documentation of a primary market issue. |
LL_ADMIN |
Local language equivalent of ADMIN_COM. |
LL_ARRANGR |
Local language equivalent of ARRANGER. |
LL_CO_MGR |
Local language equivalent of CO_MANAGER. |
LL_COL_CMY |
Local Language equivalent of COLL_CMPNY. |
LL_FINCOV |
Local Language equivalent of FIN_COVEN. |
LL_GUARNT |
Local Language equivalent of GUARANTOR. |
LL_ISSUER |
Local Language equivalent of ISSUER. |
LL_LD_MGR |
Local Language equivalent of LD_MANAGER. |
LL_RG_AGE |
Local Language equivalent of REG_AGENCY. |
LL_TRUSTEE |
Local Language equivalent of TRUSTEE. |
LST_CPN_DT |
Final coupon date before redemption. |
MIN_DENOM |
Minimum Denomination. The minimum face value of a bond that can be purchased in units of issuing currency. |
NXT_CPNDAT |
Next Coupon Date. |
PRV_COUPON |
Previous Coupon Rate. |
PRV_CPNDAT |
Previous Coupon Date. |
RATING_4 |
Credit Rating 4. |
RATING_5 |
Credit Rating 5. |
RATING_ID4 |
Credit Rating Agency 4. |
RATING_ID5 |
Credit Rating Agency 5. |
RDM_AMT |
Redemption Amount. |
RDM_CUR |
Redemption Currency. |
RDM_METHOD |
Redemption Method. |
REDEM_PRC |
Redemption Price. Indicates the percentage of par value of principal paid to redeem the bond or any portion of the bond. |
REG_AGENCY |
Registrar. An institution appointed by the borrower who records the ownership of registered securities. The registrar works with the transfer agent and keeps files of the owners of a bond issue. |
SINK_SCHD1 |
Sinking Fund Schedule (Start & End Dates). |
SINK_SCHD2 |
Sinking Fund Schedule (Start & End Dates). |
TRUSTEE |
Trustee. An institution appointed by the issuer who represents the interests of the investors in a particular issue of securities. The trustee is responsible for the security of the cash flows and their timely payment to investors. |
TYPE_USE |
Method of fund proceeds. |
VAL_DT_RUL |
Rule indicating the convention used to determine the value date. |
FIN_CPN_DT |
The final coupon date before redemption. |
TAX_RATE |
The local tax rate withheld on income streams (such as interest payments). |
ACT_REPO |
Actual Repo Date. |
BASISVAL2 |
Basis Value 2 with another instrument. |
BASVAL1REF |
Compared instrument name of BASISVALUE. |
BASVAL2REF |
Compared instrument name of BASISVAL2. |
BORRW_COST |
Borrowing cost. |
CHEAP_TD1 |
Cheapest to deliver 1 & 2. |
CHEAP_TD2 |
Cheapest to deliver 1 & 2. |
CNT_MNTH1 |
Contract months 1 & 2. |
CNT_MNTH2 |
Contract months 1 & 2. |
CNV_FCTR1 |
Conversion Factors 1 & 2. |
CNV_FCTR2 |
Conversion Factors 1 & 2. |
CPN_TYPE |
The type of coupon payment. |
DCNT_BASIS |
Day Count Basis. |
DELIV_PRC1 |
Delivery Prices 1 & 2. |
DELIV_PRC2 |
Delivery Prices 1 & 2. |
FUT_PRC1 |
Future Prices 1 & 2.. |
FUT_PRC2 |
Future Prices 1 & 2.. |
GV_DATE3 |
Third Generic Date. |
IMP_REPO |
Implied Repo Date. |
IRR |
Internal Rate of Return. |
ISSUE_SYLD |
Issue Simple Yield. |
NC_CURYLD |
Net Change for Current Yield. |
NC_COMYLD |
Net change for Compound Yield. |
NC_SIMYLD |
Net change for Simple Yield. |
SETTLE1 |
Settlement price 1 & 2. |
SETTLE2 |
Settlement price 1 & 2. |
SHORT_RATE |
Short Rate of Interest. |
SPREAD1 |
Spread 1 with another instrument defined in SPREADREF1. |
SPREAD2 |
Spread 2 with another instrument defined in SPREADREF2. |
SPREADREF1 |
Instrument name of SPREAD1. |
SPREADREF2 |
Instrument name of SPREAD2. |
SWAP_SPRD |
Swap Spread. |
SWAP_YLD |
Swap Yield. |
YEN_VALUE |
Yen Value of 0.01. |
YLD_VALUE |
Yield Value of 0.01. |
ACTN_DAT1 |
Action Date. |
ACTN_DAT2 |
Action Date. |
ACTN_DAT3 |
Action Date. |
ACTN_DAT4 |
Action Date. |
ACTN_DAT5 |
Action Date. |
ANN_DATE1 |
Announcement Date. |
ANN_DATE2 |
Announcement Date. |
ANN_DATE3 |
Announcement Date. |
ANN_DATE4 |
Announcement Date. |
ANN_DATE5 |
Announcement Date. |
BND_TP_TXT |
Bond Type for Text format. This allows for CB/Discount CB/WB/CP/Registered CP/Registered Bonds/Repackage Bonds/Samurai Bonds/Shogun Bonds/Daimyo Bonds/etc. |
COLLATE1 |
Collateral Company 1. |
COLLATE2 |
Collateral Company 2. |
COLLATE3 |
Collateral Company 3. |
CP_AMT |
The limitation amount for CP issue. |
CP_BCLINE |
CP Backline. Non/Expansion/Reduction. |
CP_FCHNG1 |
Flag for changing the limitation of amounts for issue CP. Possible values include No/Expansion/Reduction. |
CP_FCHNG2 |
Flag for changing the limitation of amounts for issue CP. Possible values include No/Expansion/Reduction. |
INT_TYPE |
Type of Interest. |
KEEPWELL |
Keepwell. |
LL_COLLA1 |
Local Language equivalent of COLLATE1, COLLATE2 & COLLATE3. |
LL_COLLA2 |
Local Language equivalent of COLLATE1, COLLATE2 & COLLATE3. |
LL_COLLA3 |
Local Language equivalent of COLLATE1, COLLATE2 & COLLATE3. |
LL_KEEPWLL |
Local Language equivalent of KEEPWELL. |
LL_SWGUAR |
Local Language equivalent of SW_GURANTR. |
LL_SWPROV |
Local Language equivalent of swap provider. |
MTN_DATE |
MTN Programmed Date. |
MTN_LIMIT |
The limitation of issue amount for issue MTN. |
NUM_COLLA |
Number of collateral companies. |
NUM_RATING |
Number of rating. |
OUTLOOK1 |
Outlook. In the long term Outlook shows the direction of credit rating. |
OUTLOOK2 |
Outlook. In the long term Outlook shows the direction of credit rating. |
OUTLOOK3 |
Outlook. In the long term Outlook shows the direction of credit rating. |
OUTLOOK4 |
Outlook. In the long term Outlook shows the direction of credit rating. |
OUTLOOK5 |
Outlook. In the long term Outlook shows the direction of credit rating. |
PR_RATING1 |
Pre Rating. Rating for Registered Bonds. |
PR_RATING2 |
Pre Rating. Rating for Registered Bonds. |
PR_RATING3 |
Pre Rating. Rating for Registered Bonds. |
PR_RATING4 |
Pre Rating. Rating for Registered Bonds. |
PR_RATING5 |
Pre Rating. Rating for Registered Bonds. |
PRE_CW1 |
Former Credit Watch. |
PRE_CW2 |
Former Credit Watch. |
PRE_CW3 |
Former Credit Watch. |
PRE_CW4 |
Former Credit Watch. |
PRE_CW5 |
Former Credit Watch. |
PRINC_CUR |
Principal Currency. |
PRINC_TYPE |
Principal Type. There are Dual Currency/Reverse Dual Currency Bonds/Foreign Exchange Rate Link Bonds/Long Term Prime Rate Link Bonds/etc. |
RAT_FCHNG |
Flag for rating change. |
RATING_CW1 |
Credit Watch for Credit Rating. Credit rating for issues included in Credit Watch list will be changed within 3 months. There are Positive/Negative/Stable/Developing. |
RATING_CW2 |
Credit Watch for Credit Rating. Credit rating for issues included in Credit Watch list will be changed within 3 months. There are Positive/Negative/Stable/Developing. |
RATING_CW3 |
Credit Watch for Credit Rating. Credit rating for issues included in Credit Watch list will be changed within 3 months. There are Positive/Negative/Stable/Developing. |
RATING_CW4 |
Credit Watch for Credit Rating. Credit rating for issues included in Credit Watch list will be changed within 3 months. There are Positive/Negative/Stable/Developing. |
RATING_CW5 |
Credit Watch for Credit Rating. Credit rating for issues included in Credit Watch list will be changed within 3 months. There are Positive/Negative/Stable/Developing. |
RATING_TYP |
Rating Type. Actual/Pre. |
REG_LIMIT |
The limitation of issue amount for registered bonds. |
REG_PRD1 |
Registration Period 1. The start date effective for registered bonds. |
REG_PRD2 |
Registration Period 2. The start date effective for registered bonds. |
REG_PRD3 |
Registration Period 3. The start date effective for registered bonds. |
REG_PRD4 |
Registration Period 4. The start date effective for registered bonds. |
SECTR_AVE |
Sector Average. |
SUB_METHOD |
Subscription Method. There are Public Offering/Private placement/Preferred to stockholders. |
SW_GURANTR |
Swap Guarantor. |
SW_PROVIDR |
Swap provider. |
TC_DATE |
Date of change backgrounds of bonds about the above. |
TC_FCHNG |
Flag for change backgrounds of bonds. There are Call/Complete convertible for CB/Merger/etc. |
TICK_1 |
Tick for Credit Rating. |
TICK_2 |
Tick for Credit Rating. |
TICK_3 |
Tick for Credit Rating. |
TICK_4 |
Tick for Credit Rating. |
TICK_5 |
Tick for Credit Rating. |
BASISVAL3 |
Basis value 3 with another instrument. |
BASVAL3REF |
Reference instrument name for BASISVAL3. |
BEST_YASK |
Best ask yield. |
BEST_YBID |
Best bid yield. |
ISMA_YLDAN |
ISMA yield (annual). |
ISMA_YLDSA |
ISMA yield (Semi-annual). |
JGB_MAT_DT |
Maturity date of compared JGB issue. |
JGB_SPREAD |
Spread value of compared JGB issue. |
JGB_YLD |
Compared JGB yield. |
LIBOR |
Libor rate. |
SMP_YIELD |
Simple yield. |
SPREAD3 |
Spread 3 with another instrument defined in SPREADREF3. |
SPREADREF3 |
Instrument name of SPREAD3. |
US_YIELD |
Compound Yield (US.style). |
APPL_CODE |
Record classification for terminal/end-user applications. |
IRGFID |
Fid number of data in IRGVAL. |
IRGVAL |
Correction value for FID defined by IRGFID. |
RT_YLD_TP |
Yield type field describing the type of yields held in the RT_YIELD_n stack. |
SEC_YLD_TP |
Yield type field describing the type of yields held in the SEC_YIELD_n stack. |
RTYLD_ATP1 |
For each of the last yield activity fields defined in RT_YIELD_1 to RT_YIELD_5 (FIDs 356-360) an associated activity indicator describing the content of the last yield activity field (e.g. RTYLD_ATP1 refers to RT_YIELD_1). |
RTYLD_ATP2 |
For each of the last yield activity fields defined in RT_YIELD_1 to RT_YIELD_5 (FIDs 356-360) an associated activity indicator describing the content of the last yield activity field (e.g. RTYLD_ATP1 refers to RT_YIELD_1). |
RTYLD_ATP3 |
For each of the last yield activity fields defined in RT_YIELD_1 to RT_YIELD_5 (FIDs 356-360) an associated activity indicator describing the content of the last yield activity field (e.g. RTYLD_ATP1 refers to RT_YIELD_1). |
RTYLD_ATP4 |
For each of the last yield activity fields defined in RT_YIELD_1 to RT_YIELD_5 (FIDs 356-360) an associated activity indicator describing the content of the last yield activity field (e.g. RTYLD_ATP1 refers to RT_YIELD_1). |
RTYLD_ATP5 |
For each of the last yield activity fields defined in RT_YIELD_1 to RT_YIELD_5 (FIDs 356-360) an associated activity indicator describing the content of the last yield activity field (e.g. RTYLD_ATP1 refers to RT_YIELD_1). |
RTYLD_FLG1 |
For each of the last yield activity fields defined in RT_YIELD_1 to RT_YIELD_5 (FIDs 356-360) a flag field to allow further qualification of the content of the last yield activity field (e.g. RTYLD_FLG1). |
RTYLD_FLG2 |
For each of the last yield activity fields defined in RT_YIELD_1 to RT_YIELD_5 (FIDs 356-360) a flag field to allow further qualification of the content of the last yield activity field (e.g. RTYLD_FLG1). |
RTYLD_FLG3 |
For each of the last yield activity fields defined in RT_YIELD_1 to RT_YIELD_5 (FIDs 356-360) a flag field to allow further qualification of the content of the last yield activity field (e.g. RTYLD_FLG1). |
RTYLD_FLG4 |
For each of the last yield activity fields defined in RT_YIELD_1 to RT_YIELD_5 (FIDs 356-360) a flag field to allow further qualification of the content of the last yield activity field (e.g. RTYLD_FLG1). |
RTYLD_FLG5 |
For each of the last yield activity fields defined in RT_YIELD_1 to RT_YIELD_5 (FIDs 356-360) a flag field to allow further qualification of the content of the last yield activity field (e.g. RTYLD_FLG1). |
SCYLD_ATP1 |
For each of the last yield activity fields defined in SEC_YLD_1 to SEC_YLD_5 (FIDs 970-974) an associated activity indicator describing the content of the last yield activity field. |
SCYLD_ATP2 |
For each of the last yield activity fields defined in SEC_YLD_1 to SEC_YLD_5 (FIDs 970-974) an associated activity indicator describing the content of the last yield activity field. |
SCYLD_ATP3 |
For each of the last yield activity fields defined in SEC_YLD_1 to SEC_YLD_5 (FIDs 970-974) an associated activity indicator describing the content of the last yield activity field. |
SCYLD_ATP4 |
For each of the last yield activity fields defined in SEC_YLD_1 to SEC_YLD_5 (FIDs 970-974) an associated activity indicator describing the content of the last yield activity field. |
SCYLD_ATP5 |
For each of the last yield activity fields defined in SEC_YLD_1 to SEC_YLD_5 (FIDs 970-974) an associated activity indicator describing the content of the last yield activity field. |
SCYLD_FLG1 |
For each of the last yield activity fields defined in SEC_YLD_1 to SEC_YLD_5 (FIDs 970-974) a flag field to allow further qualification of the content of the last yield activity field. |
SCYLD_FLG2 |
For each of the last yield activity fields defined in SEC_YLD_1 to SEC_YLD_5 (FIDs 970-974) a flag field to allow further qualification of the content of the last yield activity field. |
SCYLD_FLG3 |
For each of the last yield activity fields defined in SEC_YLD_1 to SEC_YLD_5 (FIDs 970-974) a flag field to allow further qualification of the content of the last yield activity field. |
SCYLD_FLG4 |
For each of the last yield activity fields defined in SEC_YLD_1 to SEC_YLD_5 (FIDs 970-974) a flag field to allow further qualification of the content of the last yield activity field. |
SCYLD_FLG5 |
For each of the last yield activity fields defined in SEC_YLD_1 to SEC_YLD_5 (FIDs 970-974) a flag field to allow further qualification of the content of the last yield activity field. |
ROE |
ROE. |
R2 |
R2. |
IDX_POINT |
Index Point. |
STK_YLD |
PER divided by1. |
PSYCOL_IDX |
Psychological Index. |
PERATIO2 |
Price Earning Ratio 2. |
BPS |
Book Value Per Share. |
EPS_1 |
Earnings Per Share 1-6 (IBES). |
EPS_2 |
Earnings Per Share 1-6 (IBES). |
EPS_3 |
Earnings Per Share 1-6 (IBES). |
EPS_4 |
Earnings Per Share 1-6 (IBES). |
EPS_5 |
Earnings Per Share 1-6 (IBES). |
EPS_6 |
Earnings Per Share 1-6 (IBES). |
PER_1 |
Price Earning Ratio 1-6 (IBES). |
PER_2 |
Price Earning Ratio 1-6 (IBES). |
PER_3 |
Price Earning Ratio 1-6 (IBES). |
PER_4 |
Price Earning Ratio 1-6 (IBES). |
PER_5 |
Price Earning Ratio 1-6 (IBES). |
PER_6 |
Price Earning Ratio 1-6 (IBES). |
LIST_MKT |
Listing Market. |
HI_ASK_3RD |
Highest & Lowest Ask of 3rd session. |
LO_ASK_3RD |
Highest & Lowest Ask of 3rd session. |
HI_BID_3RD |
Highest & Lowest Bid of 3rd Session. |
LO_BID_3RD |
Highest & Lowest Bid of 3rd Session. |
WNT_PGR |
Warrant Premium Gearing Ratio. |
SHTNAME_LL |
Short Company Name for Local Language. |
GNTXT14_1 |
Generic Text Fields (14 Characters). |
GNTXT14_2 |
Generic Text Fields (14 Characters). |
GNTXT14_3 |
Generic Text Fields (14 Characters). |
GNTXT14_4 |
Generic Text Fields (14 Characters). |
GNTXT14_5 |
Generic Text Fields (14 Characters). |
GNTXT14_6 |
Generic Text Fields (14 Characters). |
GNTXT14_7 |
Generic Text Fields (14 Characters). |
GNTXT14_8 |
Generic Text Fields (14 Characters). |
GNTXT14_9 |
Generic Text Fields (14 Characters). |
GNTXT14_10 |
Generic Text Fields (14 Characters). |
GNTX14_LL1 |
Generic Text Fields (14 Characters) for local language. |
GNTX14_LL2 |
Generic Text Field (14 characters)10 for Local Language. |
GNTX14_LL3 |
Generic Text Field (14 characters)10 for Local Language. |
GNTX14_LL4 |
Generic Text Field (14 characters)10 for Local Language. |
GNTX14_LL5 |
Generic Text Field (14 characters)10 for Local Language. |
GNTX14_LL6 |
Generic Text Field (14 characters)10 for Local Language. |
GNTX14_LL7 |
Generic Text Field (14 characters)10 for Local Language. |
GNTX14_LL8 |
Generic Text Field (14 characters)10 for Local Language. |
GNTX14_LL9 |
Generic Text Field (14 characters)10 for Local Language. |
GTX14_LL10 |
Generic Text Field (14 characters)10 for Local Language. |
BPRC_DAT1 |
Date of BASE_PRC1. |
BPRC_DAT2 |
Date of BASE_PRC2. |
EPSDAT_1 |
Date of EPS_1-6. |
EPSDAT_2 |
Date of EPS_1-6. |
EPSDAT_3 |
Date of EPS_1-6. |
EPSDAT_4 |
Date of EPS_1-6. |
EPSDAT_5 |
Date of EPS_1-6. |
EPSDAT_6 |
Date of EPS_1-6. |
PERDAT_1 |
Date of PER_1-6. |
PERDAT_2 |
Date of PER_1-6. |
PERDAT_3 |
Date of PER_1-6. |
PERDAT_4 |
Date of PER_1-6. |
PERDAT_5 |
Date of PER_1-6. |
PERDAT_6 |
Date of PER_1-6. |
DELIST_DAT |
Date of Delisting. |
CUSTDTDAT1 |
Warrant Custody period (start & end). |
CUSTDYDAT2 |
Warrant Custody period (start & end). |
FACE_VAL2 |
Face Values 2 & 3. |
FACE_VAL3 |
Face Values 2 & 3. |
PCFR_1 |
Price Cash Flow Ratio parent full-term forecasts 1 & 2. |
PCFR_2 |
Price Cash Flow Ratio parent full-term forecasts 1 & 2. |
TNOVRRATIO |
Turnover Ratio for securities trading. |
DPS_FLG1 |
Flag of Interim/Full-term Dividends (1 & 2). |
DPS_FLG2 |
Flag of Interim/Full-term Dividends (1 & 2). |
DPS_PDAT1 |
Dividend Pay Dates 1 & 2. |
DPS_PDAT2 |
Dividend Pay Dates 1 & 2. |
DPS_EXDAT1 |
Dividend Pay Exchange Dates 1 & 2. |
DPS_EXDAT2 |
Dividend Pay Exchange Dates 1 & 2. |
PCT_ABNVOL |
Percentage of abnormal volume increase based on the last 10-day moving average volume. |
BC_10_50K |
Number of block transactions between 10K and 50K shares. |
BC_50_100K |
Number of block transactions above 50K and up to 100K shares. |
BC_100K |
Number of block transactions above 100K shares. |
PMA_50D |
Price Moving Averages. |
PMA_150D |
Price Moving Averages. |
PMA_200D |
Price Moving Averages. |
VMA_10D |
Volume Moving Averages. |
VMA_25D |
Volume Moving Averages. |
VMA_50D |
Volume Moving Averages. |
OPN_NETCH |
Difference between open price and the previous close price. |
CASH_EXDIV |
The latest reported cash dividend to be paid per share to shareholders. |
FAIR_VALUE |
Fair value. For the Options Market, this is a value derived from the appropriate mathematical equation. |
LAMBDA |
The measurement of the leverage of an option. |
FCAST_DIV |
Forecast dividend of the underlying security. |
MKT_VAL_SC |
The scaling factor for the MKT_VALUE field (FID 2150). |
CASH_EXDAT |
The date on which the issue will trade ex-dividend with cash dividend. |
PREV_DISP |
Field to hold original (4 digit) display template for DT upgrades. Same FID format as PREF_DISP so can hold any values that FID can. |
PRC_QL3 |
Extended price qualifier code for equities, bonds, and options, generally related to the quote price. |
_52WK_HIGH |
The high and low from the previous 52 weeks. |
_52WK_LOW |
The high and low from the previous 52 weeks. |
ACC_DAYS |
Number of accrued days. |
AVG_MAT |
The average maturity across a maturity band in years. |
ASIA_CL_DT |
For Money/Fx instruments, data for the Tokyo trading day. |
ASIA_CLOSE |
For Money/Fx instruments, data for the Tokyo trading day. |
ASIA_HI_TM |
For Money/Fx instruments, data for the Tokyo trading day. |
ASIA_HIGH |
For Money/Fx instruments, data for the Tokyo trading day. |
ASIA_LOW |
For Money/Fx instruments, data for the Tokyo trading day. |
ASIA_LW_TM |
For Money/Fx instruments, data for the Tokyo trading day. |
ASIA_NETCH |
For Money/Fx instruments, data for the Tokyo trading day. |
ASIA_OP_TM |
For Money/Fx instruments, data for the Tokyo trading day. |
ASIA_OPEN |
For Money/Fx instruments, data for the Tokyo trading day. |
EURO_CL_DT |
For Money/FX instruments, data for the London trading day. |
EURO_CLOSE |
For Money/FX instruments, data for the London trading day. |
EURO_HI_TM |
For Money/FX instruments, data for the London trading day. |
EURO_HIGH |
For Money/FX instruments, data for the London trading day. |
EURO_LOW |
For Money/FX instruments, data for the London trading day. |
EURO_LW_TM |
For Money/FX instruments, data for the London trading day. |
EURO_NETCH |
For Money/FX instruments, data for the London trading day. |
EURO_OP_TM |
For Money/FX instruments, data for the London trading day. |
EURO_OPEN |
For Money/FX instruments, data for the London trading day. |
US_CL_DT |
For Money/FX instruments, data for the New York trading day. |
US_CLOSE |
For Money/FX instruments, data for the New York trading day. |
US_HI_TM |
For Money/FX instruments, data for the New York trading day. |
US_HIGH |
For Money/FX instruments, data for the New York trading day. |
US_LOW |
For Money/FX instruments, data for the New York trading day. |
US_LW_TM |
For Money/FX instruments, data for the New York trading day. |
US_NETCH |
For Money/FX instruments, data for the New York trading day. |
US_OP_TM |
For Money/FX instruments, data for the New York trading day. |
US_OPEN |
For Money/FX instruments, data for the New York trading day. |
ASK_SPREAD |
Basis point spread value calculated using the Ask yield. |
ASKXID |
Source IDs for Ask Prices. Use same Enum table as TRDXID_1 (FID 44). |
BIDXID |
Source IDs for Bid Prices. Use same Enum table as TRDXID_1 (FID 44). |
AST_SWPSPD |
Asset Swap Spread. |
BEY_ASK |
A calc which converts the Ask yield of a non-treasury instrument into the equiv Ask yield of a treasury instrument. |
BEY_BID |
A calc which converts the Bid yield of a non-treasury instrument into the equiv Bid yield of a treasury instrument. |
BEY_MID |
A calc which converts the Mid yield of a non-treasury instrument into the equiv Mid yield of a treasury instrument. |
BID_SPREAD |
Basis point spread value calculated using the Bid yield. |
BMK_SPD |
The spread in basis points between the yield on a bond and it's nearest benchmark. |
BPV |
Change in price with a 1 basis point change in yield. |
CAP_DIST |
Capital distribution. |
CASHINLIEU |
Cash in lieu of shares. |
CLASS_CODE |
Instrument classification. |
CLEAN_PRC |
Price excluding accrued interest. |
CLOSE_YLD2 |
Second close yield field (associated to HST_CLSYLD) for quotes involving more than one close yield field. |
CLRD_VOL |
Official cleared volume for SSFs. |
CNV_CURR |
Convertible currency. |
CNV_OPTION |
Convertible option. |
CNV_TYPE |
Convertible type. |
DIRTY_PRC |
Price including accrued interest. |
DISC_RATE |
Discount rate. |
DISC_MRGA |
Discount margin A. |
DISC_MRGB |
Discount margin B. |
DSPLY_NME2 |
Display Name 2. |
DY1 |
One day change. |
EMAIL_ADRS |
E Mail address. |
FOOTNOTE3 |
Footnotes. |
FOOTNOTE4 |
Footnotes. |
FOOTNOTE5 |
Footnotes. |
FRN_FORM |
Floating Rate Note formula. |
FRN_IDX_VL |
Floating Rate Note Index value. |
FUND_NUM |
Fund index number (US only). |
FUND_TYPE |
Fund type. |
FUND_UNIV |
Fund universe (asset class). |
GEARING |
The share price divided by the warrants price. |
GEN_SPREAD |
General purpose spread field. |
GN_TX20_21 |
Twenty-character generic text fields. |
GN_TX20_22 |
Twenty-character generic text fields. |
GN_TX20_23 |
Twenty-character generic text fields. |
GN_TX20_24 |
Twenty-character generic text fields. |
GN_TX20_25 |
Twenty-character generic text fields. |
HANA |
Balance. The size difference between Ask and Bid for Japans session trading. |
HIGH_YLD2 |
Second High yield field (ass to HIGH_YLD) for quotes involving more than one High yield field. |
INCOME_DIS |
Income distribution, similar to Dividend. |
IND_NEWS |
News associated to the industry sector a company/entity belongs to. |
ISMA_B_YLD |
ISMA Bid & Ask yields. |
ISMA_A_YLD |
ISMA Bid & Ask yields. |
ISSUER_DOM |
The country a company/entity originates from. |
LAUNCHDATE |
The date on which the Fund launched. |
LCAP_GAIN |
Long term capital gain. |
LOW_YLD2 |
Second Low yield field (ass to LOW_YLD) for quotes involving more than one Low yield field. |
LT_RETURN |
Long term return. |
MID_1 |
Mid-price stack.FIDs. |
MID_2 |
Mid-price stack.FIDs. |
MID_3 |
Mid-price stack.FIDs. |
MID_SPREAD |
Difference in basis point using a mid yield value. |
MID_YLD_1 |
Mid Yield stack FIDs. |
MID_YLD_2 |
Mid Yield stack FIDs. |
MID_YLD_3 |
Mid Yield stack FIDs. |
MKTCAP_DTE |
Market capitalization date for an instrument. |
MKTCAP_SC |
Market capitalization scaling factor for an instrument. Same enumerated table as FID 3261. |
MM_ASK |
Latest Market Maker BID & Ask prices and quantities. |
MM_ASKSIZ |
Latest Market Maker BID & Ask prices and quantities. |
MM_BID |
Latest Market Maker BID & Ask prices and quantities. |
MM_BIDSIZ |
Latest Market Maker BID & Ask prices and quantities. |
MONTH_HIGH |
The high & low from the previous month. |
MONTH_LOW |
The high & low from the previous month. |
MPV |
Minimum price movement - for quotes. Uses same enumeration table as FID 53. |
MRGD_RIC |
New RIC for merged companies. |
MSG_VER |
IP feed message version. |
MTG_A_YLD |
Yields for Mortgage securities. |
MTG_B_YLD |
Yields for Mortgage securities. |
MTG_M_YLD |
Yields for Mortgage securities. |
NUM_SHARES |
Number of shares for a merger or spinoff. |
NXT_CPNDUR |
Next coupon duration. |
OFF_CLOSE |
The official closing price from Exchange. |
OPEN_YLD2 |
Second Open yield field (ass to OPEN_YLD) for quotes involving more than one open yield field. |
OPTION_XD2 |
Alternate field to FID 340. |
OTH_CAP_GN |
Other capital gains. |
PAR_AMT |
Par Amount. |
PAR_VALUE |
Par value. |
PCTCHG_3M |
Percentage change over various periods. |
PCTCHG_6M |
Percentage change over various periods. |
PCTCHG_MTD |
Percentage change over various periods. |
PCTCHG_YTD |
Percentage change over various periods. |
PCTCHG_TRT |
Percentage change total return. |
PCTCHG_INC |
Percentage change increase?. |
PREM_SC |
Premium multiplier (scaling) to provide the total price of the position. |
PSA_VALUE |
The projected prepayment rate for a particular mortgage issue (months). |
QUOTE_DATE |
Date of last quote. |
RANK |
Text field ranking the type of debt (i.e. Sr., Subordinate, etc...). |
REC_DATE |
Record date. |
REF_ASSET |
The actual underlying asset or instrument a rate or spread is being quoted against. |
RETURN_CAP |
Return on capital. |
RISK_FREE |
Risk Free rate. |
RTN_PRICE |
Rate of return price. |
SCAP_GAIN |
Short term capital gain. |
STAND_PRC |
Standard Price. Given by Tokyo Commodity Exchange. |
TERM |
Term to maturity of a quoted CDS (Credit Default Swaps). |
THEO_PRC |
Theoretical price FID. Not stack. |
THEO_PRC1 |
Theoretical price FID. Not stack. |
TICKER |
The ticker associated with a bond issue. |
TRDVOL_2 |
Ripple stack FIDs for TRDVOL_1. |
TRDVOL_3 |
Ripple stack FIDs for TRDVOL_1. |
TRDVOL_4 |
Ripple stack FIDs for TRDVOL_1. |
TRDVOL_5 |
Ripple stack FIDs for TRDVOL_1. |
UNALOC_DST |
Unallocated distribution. |
VWAP |
Volume Weighted Average Price. |
WAL |
The weighted average time to principal repayment displayed in months. |
WAM |
The weighted average time to maturity displayed in months. |
WEB_ADRS |
World Wide Web address. |
WEEK_HIGH |
The high and low from the previous calendar week. |
WEEK_LOW |
The high and low from the previous calendar week. |
WRAP_PRICE |
Price to purchase units of a trust held in an account managed by an institution for a fee. |
WK1 |
Return over different timescales. |
WK4 |
Return over different timescales. |
WK13 |
Return over different timescales. |
WK26 |
Return over different timescales. |
WK39 |
Return over different timescales. |
YR1 |
Return over different timescales. |
YR2 |
Return over different timescales. |
YR3 |
Return over different timescales. |
YR5 |
Return over different timescales. |
YR10 |
Return over different timescales. |
YTD |
Year to date. |
PROV_SYMB |
Original symbol of tradable entity provided by exchange/contributor. |
PR_RNK_RUL |
Numerical value indicating the rule used to rank an order in an orderbook. |
NO_L2_ROWS |
Number of aggregated price levels in consolidated order book. |
OR_RNK_RUL |
Order details. |
ORDER_ID |
Order details. |
ORDER_PRC |
Order details. |
ORDER_SIDE |
Order details. |
ORDER_SIZE |
Order details. |
NO_ORD |
Order details. |
LOT_SIZE2 |
Intended as a companion field to LOT_SIZE_A, when an option has shares of a second stock deliverable. |
MULTIPLIER |
Trade price adjustor that is used to calculate extended premium values for options trading. |
STOCK_RIC2 |
Intended as a companion field to STOCK_RIC, when an option has a second stock deliverable. |
PROV_SCHEM |
Provider symbol. |
MMID |
A six character market maker identifier. |
ASK_IV |
Redundant Implied volatility fields (incorrectly defined). See fields #4314 - 4326 for replacements. |
BID_IV |
Redundant Implied volatility fields (incorrectly defined). See fields #4314 - 4326 for replacements. |
CLOSE_IV |
Redundant Implied volatility fields (incorrectly defined). See fields #4314 - 4326 for replacements. |
_30D_A_IV_C |
Redundant Implied volatility fields (incorrectly defined). See fields #4314 - 4326 for replacements. |
_30D_A_IV_P |
Redundant Implied volatility fields (incorrectly defined). See fields #4314 - 4326 for replacements. |
_30D_ATM_IV |
Redundant Implied volatility fields (incorrectly defined). See fields #4314 - 4326 for replacements. |
_60D_A_IV_C |
Redundant Implied volatility fields (incorrectly defined). See fields #4314 - 4326 for replacements. |
_60D_A_IV_P |
Redundant Implied volatility fields (incorrectly defined). See fields #4314 - 4326 for replacements. |
_60D_ATM_IV |
Redundant Implied volatility fields (incorrectly defined). See fields #4314 - 4326 for replacements. |
_90D_A_IV_C |
Redundant Implied volatility fields (incorrectly defined). See fields #4314 - 4326 for replacements. |
_90D_A_IV_P |
Redundant Implied volatility fields (incorrectly defined). See fields #4314 - 4326 for replacements. |
_90D_ATM_IV |
Redundant Implied volatility fields (incorrectly defined). See fields #4314 - 4326 for replacements. |
_52W_HDAT |
Rolling 52 weeks High Price date. |
_52W_HIND |
Rolling 52 weeks High Price break indicator. |
_52W_LDAT |
Rolling 52 weeks Low Price date. |
_52W_LIND |
Rolling 52 weeks Low Price break indicator. |
PRV_52WHI |
Previous rolling 52 weeks High Price. |
P52WHI_DAT |
Previous rolling 52 weeks High Price date. |
PRV_52WLO |
Previous rolling 52 weeks Low Price. |
P52WLO_DAT |
Previous rolling 52 weeks Low Price date. |
ACC_ASIZ1 |
Accumulated Ask size 1 - 11. |
ACC_ASIZ2 |
Accumulated Ask size 1 - 11. |
ACC_ASIZ3 |
Accumulated Ask size 1 - 11. |
ACC_ASIZ4 |
Accumulated Ask size 1 - 11. |
ACC_ASIZ5 |
Accumulated Ask size 1 - 11. |
ACC_ASIZ6 |
Accumulated Ask size 1 - 11. |
ACC_ASIZ7 |
Accumulated Ask size 1 - 11. |
ACC_ASIZ8 |
Accumulated Ask size 1 - 11. |
ACC_ASIZ9 |
Accumulated Ask size 1 - 11. |
ACC_ASIZ10 |
Accumulated Ask size 1 - 11. |
ACC_ASIZ11 |
Accumulated Ask size 1 - 11. |
ACC_BSIZ1 |
Accumulated Bid size 1 - 11. |
ACC_BSIZ2 |
Accumulated Bid size 1 - 11. |
ACC_BSIZ3 |
Accumulated Bid size 1 - 11. |
ACC_BSIZ4 |
Accumulated Bid size 1 - 11. |
ACC_BSIZ5 |
Accumulated Bid size 1 - 11. |
ACC_BSIZ6 |
Accumulated Bid size 1 - 11. |
ACC_BSIZ7 |
Accumulated Bid size 1 - 11. |
ACC_BSIZ8 |
Accumulated Bid size 1 - 11. |
ACC_BSIZ9 |
Accumulated Bid size 1 - 11. |
ACC_BSIZ10 |
Accumulated Bid size 1 - 11. |
ACC_BSIZ11 |
Accumulated Bid size 1 - 11. |
ASK_1_FLAG |
Qualifier of Ask 1 - 11. |
ASK_2_FLAG |
Qualifier of Ask 1 - 11. |
ASK_3_FLAG |
Qualifier of Ask 1 - 11. |
ASK_4_FLAG |
Qualifier of Ask 1 - 11. |
ASK_5_FLAG |
Qualifier of Ask 1 - 11. |
ASK_6_FLAG |
Qualifier of Ask 1 - 11. |
ASK_7_FLAG |
Qualifier of Ask 1 - 11. |
ASK_8_FLAG |
Qualifier of Ask 1 - 11. |
ASK_9_FLAG |
Qualifier of Ask 1 - 11. |
ASK10_FLAG |
Qualifier of Ask 1 - 11. |
ASK11_FLAG |
Qualifier of Ask 1 - 11. |
BID_1_FLAG |
Qualifier of Bid 1 - 11. |
BID_2_FLAG |
Qualifier of Bid 1 - 11. |
BID_3_FLAG |
Qualifier of Bid 1 - 11. |
BID_4_FLAG |
Qualifier of Bid 1 - 11. |
BID_5_FLAG |
Qualifier of Bid 1 - 11. |
BID_6_FLAG |
Qualifier of Bid 1 - 11. |
BID_7_FLAG |
Qualifier of Bid 1 - 11. |
BID_8_FLAG |
Qualifier of Bid 1 - 11. |
BID_9_FLAG |
Qualifier of Bid 1 - 11. |
BID10_FLAG |
Qualifier of Bid 1 - 11. |
BID11_FLAG |
Qualifier of Bid 1 - 11. |
B_BID1_TIM |
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs). |
B_BID2_TIM |
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs). |
B_BID3_TIM |
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs). |
B_BID4_TIM |
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs). |
B_BID5_TIM |
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs). |
B_ASK1_TIM |
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs). |
B_ASK2_TIM |
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs). |
B_ASK3_TIM |
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs). |
B_ASK4_TIM |
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs). |
B_ASK5_TIM |
Best Bid and Ask time FIDs. Not rippled (iaw equiv BEST_BID & BEST_ASK FIDs). |
BEST_ASK11 |
Extension to the group of fields (441-445 BEST_ASK1..5) to collectively cover the ten best asks as contributed by market-makers with the best in BEST_ASK1. Note that these fields are not rippled. |
BEST_BID11 |
Extension to the group of fields (436-440 BESTBID1..5) to collectively cover the ten best bids as contributed by market-makers with the best in BEST_BID1. Note that these fields are not rippled. |
ASK_HIGH_1 |
Highest value of recorded ask orders. |
ASK_HI_TME |
Time of today's highest ask price. |
ASK_LOW_1 |
Lowest value of recorded ask orders. |
ASK_LO_TME |
Time of today's low ask price. |
ASK_TIME1 |
Best Ask 1 Time. |
BID_TIME1 |
Best Bid 1 Time. |
ASK_SZ_DIS |
Volume of ask orders displayed (top 10 consolidated). |
ASK_SZ_TOT |
Total volume of all ask orders (full depth). |
BID_SZ_DIS |
Volume of bid orders displayed (top 10 consolidated). |
BID_SZ_TOT |
Total volume of all bid orders (full depth). |
ASK_MMID4 |
4th thru 10th best MMID, Ask side. |
ASK_MMID5 |
4th thru 10th best MMID, Ask side. |
ASK_MMID6 |
4th thru 10th best MMID, Ask side. |
ASK_MMID7 |
4th thru 10th best MMID, Ask side. |
ASK_MMID8 |
4th thru 10th best MMID, Ask side. |
ASK_MMID9 |
4th thru 10th best MMID, Ask side. |
ASK_MMID10 |
4th thru 10th best MMID, Ask side. |
BID_MMID4 |
4th thru 10th best MMID, Bid side. |
BID_MMID5 |
4th thru 10th best MMID, Bid side. |
BID_MMID6 |
4th thru 10th best MMID, Bid side. |
BID_MMID7 |
4th thru 10th best MMID, Bid side. |
BID_MMID8 |
4th thru 10th best MMID, Bid side. |
BID_MMID9 |
4th thru 10th best MMID, Bid side. |
BID_MMID10 |
4th thru 10th best MMID, Bid side. |
ASK_SUPP1 |
Provider of 1st thru 10th Best Ask Prices. |
ASK_SUPP2 |
Provider of 1st thru 10th Best Ask Prices. |
ASK_SUPP3 |
Provider of 1st thru 10th Best Ask Prices. |
ASK_SUPP4 |
Provider of 1st thru 10th Best Ask Prices. |
ASK_SUPP5 |
Provider of 1st thru 10th Best Ask Prices. |
ASK_SUPP6 |
Provider of 1st thru 10th Best Ask Prices. |
ASK_SUPP7 |
Provider of 1st thru 10th Best Ask Prices. |
ASK_SUPP8 |
Provider of 1st thru 10th Best Ask Prices. |
ASK_SUPP9 |
Provider of 1st thru 10th Best Ask Prices. |
ASK_SUPP10 |
Provider of 1st thru 10th Best Ask Prices. |
BID_SUPP1 |
Provider of 1st thru 10th Best Bid Prices. |
BID_SUPP2 |
Provider of 1st thru 10th Best Bid Prices. |
BID_SUPP3 |
Provider of 1st thru 10th Best Bid Prices. |
BID_SUPP4 |
Provider of 1st thru 10th Best Bid Prices. |
BID_SUPP5 |
Provider of 1st thru 10th Best Bid Prices. |
BID_SUPP6 |
Provider of 1st thru 10th Best Bid Prices. |
BID_SUPP7 |
Provider of 1st thru 10th Best Bid Prices. |
BID_SUPP8 |
Provider of 1st thru 10th Best Bid Prices. |
BID_SUPP9 |
Provider of 1st thru 10th Best Bid Prices. |
BID_SUPP10 |
Provider of 1st thru 10th Best Bid Prices. |
_1ST_SH_CPN |
First short coupon. |
ACCRD_INT |
Accrued interest. |
ACVOL_TIM1 |
Accumulated volume time. |
ADJ_PRC_ER |
Adjusted price considering ex right. |
ADJ_TN_PRC |
Adjusted tone price. |
ADJTN_CLFL |
Adjusted tone classification flag. |
ADM_FLAG |
Post Flag. |
AM_ACC_PRC |
AM accumulated price. |
AM_CLS |
AM Session Close. |
AM_CLS_FLG |
Flag of AM close. |
AM_TNOV |
Turnover for AM Session. |
ASIZ_MKTOD |
Ask size of market order. |
BSIZ_MKTOD |
Bid size of market order. |
ASK_NZERO |
Non-zero value in Ask. |
BID_NZERO |
Non-zero value in Bid. |
ASTSWPSD_A |
Asset Swap Spread Ask. |
ASTSWPSD_B |
Asset Swap Spread Bid. |
ATNOVER_SC |
Accumulated Volume scaling factor. |
ATTN_ATIM1 |
For Equities and FI instruments used in Asian trading day. |
ATTN_BTIM1 |
For Equities and FI instruments used in Asian trading day. |
AUCTIONPRC |
Auction Price. |
AUCTIONVOL |
Total quantity traded in the Auction. |
BARRIER_DN |
Lower Barrier Limit. |
BARRIER_UP |
Upper Barrier Limit. |
BID_ASK_DT |
For Equities and FI instruments globally. |
BOLL_DOWN |
Lower band limit value for a Bollinger indicator analytic. |
BOLL_UP |
Upper band limit value for a Bollinger indicator analytic. |
C_CNTR_TIM |
Large lot cross trade time. |
CB_ID_CD |
CB Identification Codes. |
CB_ID_CD1 |
CB Identification Codes. |
CB_ID_CD2 |
CB Identification Codes. |
CB_ID_CD3 |
CB Identification Codes. |
CB_ID_CD4 |
CB Identification Codes. |
CB_STT_FLG |
CB State Flag. |
CCL_PRC |
Last price for calculation (non-zero value). |
CCY_NAME |
Name of currency in which the instrument is denominated. |
CLS_INFO1 |
Close Info for single issue trade. |
CLS_INFO2 |
Close Info for fixed trade. |
CLS_YLD |
Last day's closing yield. |
CNCRTD_DT |
Concerted date. |
CNV_RTO_DT |
Date of the conversion ratio. |
CONTROLPRC |
Control Price - price that guides the automatic management of negotiations. |
CRSTRD_PRC |
Cross trade price. |
CRSTRD_SIZ |
For Equities and FI instruments used in Asian trading day. |
DERV_CHN |
Derivative Chain. |
DIVIDEND_1 |
Interim Dividend. |
DIVIDEND_2 |
Final Dividend. |
DIVIDEND_3 |
Special Dividend. |
DOM_CHN |
DOM Chain. |
DPS_DATE_1 |
Dividend Pay date of Interim Dividend. |
DPS_DATE_2 |
Dividend Pay date of Final Dividend. |
DPS_DATE_3 |
Dividend Pay date of Special Dividend. |
DVDND_IDX |
Dividend for Calculation of Indices. |
ELPSD_DAYS |
Elapsed Days. |
ER_RDM_AMT |
Early redemption amount. |
ER_RDM_DAT |
Early redemption date. |
ERR_CNL_TM |
Error cancellation time. |
ERROR_TIM1 |
Error Time. |
EXPORT |
Statistic export volume or percentage. |
EXR_FLG |
Ex-right Flag. |
EXR_FRN_HM |
Ex-right foreign Home Market. |
FIX_DATE |
Date on which trade fixes against a reference rate. |
FNL_TN_PRC |
Final closing price. |
GDIVID_YLD |
Gross Dividend Yield. |
GS_NT_DSTN |
Gross/net distinction. |
HIGH_2 |
Today's 2nd highest trade. |
HIGH_3 |
Today's 3rd highest trade. |
HIGH_4 |
Today's 4th highest trade. |
HIGH_5 |
Today's 5th highest trade. |
HIGH_TIME2 |
Time of today's 2nd highest trade. |
HIGH_TIME3 |
Time of today's 3rd highest trade. |
HIGH_TIME4 |
Time of today's 4th highest trade. |
HIGH_TIME5 |
Time of today's 5th highest trade. |
LOW_2 |
Today's 2nd lowest trade. |
LOW_3 |
Today's 3rd lowest trade. |
LOW_4 |
Today's 4th lowest trade. |
LOW_5 |
Today's 5th lowest trade. |
LOW_TIME2 |
Time of today's 2nd lowest trade. |
LOW_TIME3 |
Time of today's 3rd lowest trade. |
LOW_TIME4 |
Time of today's 4th lowest trade. |
LOW_TIME5 |
Time of today's 5th lowest trade. |
HL_FLUCT |
Today's High Price and Low Price fluctuation. |
HL_PCT_FL |
Today's High Price and Low Price fluctuation percentage. |
HL_PCT_FL1 |
Previous 1 thru 5 day High Price and Low Price fluctuation percentages. |
HL_PCT_FL2 |
Previous 1 thru 5 day High Price and Low Price fluctuation percentages. |
HL_PCT_FL3 |
Previous 1 thru 5 day High Price and Low Price fluctuation percentages. |
HL_PCT_FL4 |
Previous 1 thru 5 day High Price and Low Price fluctuation percentages. |
HL_PCT_FL5 |
Previous 1 thru 5 day High Price and Low Price fluctuation percentages. |
HM_STATUS |
Status of Home market. |
HOLD_RTO |
Hold Ratio. |
HOLD_VOL |
Hold Volume. |
HOME_MKT |
Home market price. |
HST_DIVID |
Historical Dividend. |
IBES_PAGE |
IBES Page Code. |
IMPORT |
Statistic import volume or pecentage. |
INPUT |
Statistic input volume. |
INST_DESC |
Explanation of the instrument. |
INVEST_RTO |
Remain Invest Ratio. |
INVEST_VOL |
Remain Invest Volume. |
ISIN_CODE |
International Security Identification Number. |
ISS_REF |
Issue Reference. |
ISSUE_CODE |
Issue code. |
ITA_STATUS |
ITA status. |
L_ASK_SIZE |
Large lot ask size. |
LASK_ODTIM |
Large lot ask time. |
L_BID_SIZE |
Large lot bid size. |
LBID_ODTIM |
Large lot bid time. |
L_C_SIZMMB |
Large cross size of the members. |
L_CNTR_SIZ |
Large contracted size. |
L_C_CNTRP |
Large cross contracted price. |
L_CNTR_PRC |
Large contracted price. |
L_LOT_PRC |
Large lot price. |
LCL_CRRNCY |
Value in Local Currency. |
LG_STP_RTO |
Buy or Long Stop Margin Ratio. |
LIFE_HIND |
Life High Price break Indicator. |
LIFE_LIND |
Life Low Price break Indicator. |
LST_CCL_DT |
Date for HST CLOSE 2 (#963). |
LST_SH_CPN |
Last short coupon. |
LST_TRD_IV |
Last Implied Volatility. |
LST_TRD_PR |
Latest Last Traded Price. |
LT_CL_DATE |
Date of Latest Closing Price. |
LT_CLS_PRC |
Latest Closing Price. |
MA5 |
Moving average of the n last working days indicator values. |
MA10 |
Moving average of the n last working days indicator values. |
MA30 |
Moving average of the n last working days indicator values. |
MA60 |
Moving average of the n last working days indicator values. |
MA90 |
Moving average of the n last working days indicator values. |
MA100 |
Moving average of the n last working days indicator values. |
MA200 |
Moving average of the n last working days indicator values. |
MA300 |
Moving average of the n last working days indicator values. |
MARKET_ID |
Market Identification. |
MAT_AMT |
Maturity Amount. |
MC_CCL_DT |
Calculation date of Market Cap. |
MD_PRC_ITA |
Middle price of ITA. |
MKTSH_TURN |
Mkt Shortselling Total Turnover. |
MKTSH_VOL |
Mkt Shortselling Total Volume. |
MM_ATIM |
MM Ask Time. |
MM_BTIM |
MM Bid Time. |
MNEMONIC |
Contains an alphanumeric stock or (street) ticker symbol used as a mnemonic to identify publicly traded shares of a corporation on a particular execution venue. |
MTD |
Price change in current calendar month. |
NAV |
Net Asset Value of Funds data. |
NAV_1 |
Net Assets Value for Fund_1. |
NAV_2 |
Net Assets Value for Fund_2. |
NETBUY_VOL |
Net Buy volume. |
NETCHG_1W |
Net change between the latest value and 1 week ago value. |
NETCHG_2W |
Netchange from 2 weeks. |
NETCHG_1M |
Net change between the latest value and 1 month ago value. |
NETCHG_3M |
Net change between the latest value and 3 month ago value. |
NETCHG_6M |
Net change between the latest value and 6 month ago value. |
NETCHG_1Y |
Net change between the latest value and 1 year ago value. |
NEWS_TIME1 |
Time of generation of news item whose page code is given by NEWS. |
NO_ASKMK11 |
Number of ask order (Base). |
NO_BIDMK11 |
Number of bid order (Base). |
NZERO_VL |
Last price for calculation (non-zero value). |
NZERO_VL50 |
Non-zero Value (50-yen Par value). |
OAS_ASK |
Option Adjusted Spread Ask. |
OAS_BID |
Option Adjusted Spread Bid. |
OM_ASK |
On market ASK price. |
OM_ASKSIZE |
On market ASK SIZE. |
OM_BID |
On market BID price. |
OM_BIDSIZE |
On market BID SIZE. |
OM_TOTVOL |
On market total volume. |
OM_TRDDATE |
On market trade date. |
OPEN_TIME1 |
Time at which the opening value held in the fields OPEN_PRC/ OPEN_PRC2 was made. |
OPN_PCTCHG |
Open Price Netchange calculation from previous day. |
OT_ISS_TYP |
Other Issue type. |
OUTPUT |
Statistic output/production volume. |
PAR_STK_FG |
Price Flag of Parent Stock (CB only). |
PARENT_STK |
Latest Price of Parent Stock (CB only). |
PCT_LIQUID |
Percent Liquidation. |
PCTCHG_10D |
Trade Price percentage change calculation against 10th previous day. |
PCTCHG_5D |
Trade Price percentage change calculation against 5th previous day. |
PMTH_HCLOS |
Trade Price Netchange calcuation against previous month. |
PQRT_HCLOS |
Trade Price Netchange calcuation against previous quarter. |
PRCTIM1_1 |
Five rippled trade-price time fields. |
PRCTIM1_2 |
Five rippled trade-price time fields. |
PRCTIM1_3 |
Five rippled trade-price time fields. |
PRCTIM1_4 |
Five rippled trade-price time fields. |
PRCTIM1_5 |
Five rippled trade-price time fields. |
PREOPN_VOL |
Open Volume amount during pre-market period. |
PREV_LAST |
Last traded price of the previous day. |
PRTY_TIME |
Time for Parity. |
PU_OFR_PRC |
Public Offering price. |
QUT_UNIT |
Quantity Unit. |
REL_SPEEDG |
Link to a related speed guide. |
REPORT_PRC |
Report Price. |
RMN_DYS |
Remaining Days. |
RMN_DYS_T |
Remaining Days (based on T+0). |
RMN_YRS |
Remaining Years. |
RMN_YRS_T |
Remaining Years (based on T+0). |
ROA |
Return on Assets. |
RSI_7 |
7 events relative strength indicator value. |
RSI_14 |
14 events relative strength indicator value. |
RSI_30 |
30 events relative strength indicator value. |
RTR_OPN_PR |
For Equities instruments used globally. |
SA_IPO_ID |
Supervision,Adjustment post/IPO ID. |
SCALE1_CD |
Scale code of the issue indicating which Size-based TOPIX Sub-index. |
SCALE2_CD |
Scale code of the issue indicating which index of TOPIX New Index Series. |
SCALING |
Multiplier or divisor applied to price. |
SEC_CHN |
Sector Chain. |
SEDOL |
SEDOL code. |
SESS1_REF |
For Equities instruments used in European trading day. |
SES1_OTIM1 |
The time at which the value in SESS1_OPEN was set reported by the TSE. |
SES1_CTIM1 |
The time at which the value in SESS1_CLS was set. Reported by the TSE. |
SES1_HTIM1 |
The time at which the value in SESSION1HI was set reported by the TSE. |
SES1_LTIM1 |
The time at which the value in SESSION1LO was set reported by the TSE. |
SES1_VTIM1 |
The time at which the value in SESS1_VOL was set. Reported by the TSE. |
SESS1_LAST |
Last Trade Price for the day session. |
SES2_HTIM1 |
The time at which the value in SESSION2HI was set. Reported by the TSE. |
SES2_LTIM1 |
The time at which the value in SESSION2LO was set. Reported by the TSE. |
SES2_OTIM1 |
The time at which the value in SESS2_OPEN was set. Reported by the TSE. |
SESS_VWAP1 |
Session VWAP for single issue trade. |
SESS_VWAP2 |
Session VWAP for fixed trade. |
SH_STP_RTO |
Short Stop Margin ratio. |
SHORT_LMT |
Shortsell limit. |
SHORT_TURN |
Shortsell turnover. |
SHORT_VOL |
Shortsell volume. |
SHORTSELL |
For Equities instruments used in Asian trading day. |
SHOTLM_PCT |
Short limit in percentage. |
SHRS_IDX |
Number of Listed Shares for Calculation of Indices. |
SIMP_MGN_A |
Simple Margin Bid. |
SIMP_MGN_B |
Simple Margin Ask. |
SL_ACTTIM1 |
Small lots latest activity time. |
SLOT_ATIM1 |
The time when the value in FID 919 was reported. |
SLOT_BTIM1 |
The time when the value in FID 918 was reported. |
SLOT_TTIM1 |
The time when the value in FID 912 was reported. |
SLT_AATIM1 |
The time when the value in FIDs 932 and 933 respectively was reported. |
SLT_ABTIM1 |
The time when the value in FIDs 932 and 933 respectively was reported. |
SMARGIN_RO |
Short Margin Ratio. |
SPLL_HTIM1 |
The time when the value in FID 924 was reported. |
SPLL_LTIM1 |
The time when the value in FID 925 was reported. |
SPREAD_4 |
Price differential between a given tenor and the identical instrument of 30 year maturity. |
SPRD_4_REF |
Label for above field. |
SPREAD_5 |
Price differential between a given tenor and the identical instrument of 50 year maturity. |
SPRD_5_REF |
Label for above field. |
START_DT |
Start date of contract or deal period. |
STOCK |
Physical statistic stock volume or percentage. |
STRIKE_PR2 |
Second strike reference rate for options. |
SWP_SPRD1 |
Price differential between a given tenor and the Treasury benchmark for the same tenor. |
SWP_STYLE |
Interest basis and floating rate index. |
TDY_BS_PRC |
Today's Base Price. |
THRTCL_PRC |
Theoretical price. |
TIMACT1 |
Time when the head-end updated a certain field or fields in the record. Which field depends on the instrument. |
TK_LNK_PG |
Special Background <xxxx. TK1>. |
TMR_BS_PRC |
Tomorrow's Base Price. |
TNOV_TIME |
Turnover time. |
TRD_TNOV |
Traded value. |
TRD_TYP_HM |
Trading type flag in Home market. |
TRDTIM1_1 |
Time of the value in the TRDPRC_1. |
TRDTIM1_2 |
Time of TRDPRC_2. |
TRDTIM1_3 |
Time of TRDPRC_3. |
TRDTIM1_4 |
Time of TRDPRC_4. |
TRDTIM1_5 |
Time of TRDPRC_5. |
TRDTONEC_1 |
On market trade flags 1 - 5. |
TRDTONEC_2 |
On market trade flags 1 - 5. |
TRDTONEC_3 |
On market trade flags 1 - 5. |
TRDTONEC_4 |
On market trade flags 1 - 5. |
TRDTONEC_5 |
On market trade flags 1 - 5. |
UNDERLYING |
Underlying RIC. |
LOLIMIT_2 |
The second level lower trading limit for today's trading. |
UPLIMIT_2 |
The second level upper trading limit for today's trading. |
VALUE1_TM1 |
Base Price calculated times. |
VALUE1_TM2 |
Base Price calculated times. |
VALUE1_TM3 |
Base Price calculated times. |
VALUE1_TM4 |
Base Price calculated times. |
VALUE1_TM5 |
Base Price calculated times. |
VL_CLSS_FG |
Trade value classification. |
VMA_5D |
5 days moving average volume. |
VMA_30D |
30 days moving average volume. |
VMA_60D |
60 days moving average volume. |
VMA_90D |
90 days moving average volume. |
VOL_DEC |
Transactional volume of the trade price reported in TRDPRC_1. With decimals. |
VWAP_AM |
VWAP in AM Session. |
VWAP_PM |
VWAP in PM Session. |
VWAP1 |
VWAP for one single issue trade. |
VWAP2 |
VWAP for one fixed trade. |
WKHI_DT |
Date of high trade for calendar week. |
WKLO_DT |
Date of low trade for calendar week. |
MTHHI_DT |
Date of high trade for calendar month. |
MTHLO_DT |
Date of low trade for calendar month. |
YLD_ADJTNP |
Yield to maturity for FID366. |
YLD_BS |
Yield to maturity for FID364. |
PV01 |
Impact on the Swap by change of 1 Basis Point. |
MKOASK_VOL |
Total size of the Market Orders on the Ask side of the book. |
MKOBID_VOL |
Total size of the Market Orders on the Bid side of the book. |
MKT_SECTOR |
Code that defines the sector of the instrument within the market segment. |
MKT_SEGMNT |
The Market Segment code in which an instrument trades. |
NO_ASK_DIS |
Number of ask orders displayed (top 10 consolidated). |
NO_ASK_TOT |
Total number of ask orders displayed (full depth). |
NO_BID_DIS |
Number of ask orders displayed (top 10 consolidated). |
NO_BID_TOT |
Total number of bid orders displayed (full depth). |
NUM_MKOASK |
Total number of Market Orders on the Ask side of the book. |
NUM_MKOBID |
Total number of Market Orders on the Bid side of the book. |
PCT_ASK_DS |
Percentage of Ask Orders shown on the Ask side of the aggregated book. |
PCT_BID_DS |
Percentage of Bid Orders shown on the Bid side of the aggregated book. |
PD_CDE_TIM |
Start Time of the Current Period for the market segment. |
PERIOD_CDE |
Code that defines the current trading period for the market segment. |
TRDTIM_MS |
Time of regular trades in milliseconds. |
SALTIM_MS |
Time of all trades in milliseconds. |
QUOTIM_MS |
Time of quote in milliseconds. |
TIMCOR_MS |
Time of correction in milliseconds. |
TIB_MSG_TYPE |
Minimum size of an order that is guaranteed to be filled upon submission. |
TIB_REC_TYPE |
Minimum size of an order that is guaranteed to be filled upon submission. |
TIB_SEQ_NO |
Minimum size of an order that is guaranteed to be filled upon submission. |
MIN_GAR_FL |
Minimum size of an order that is guaranteed to be filled upon submission. |
BLK_PRC1 |
Block price. |
AUC_BIDSIZ |
Auction Bid and Closing Bid size. |
CLS_BIDSIZ |
Auction Bid and Closing Bid size. |
AUC_ASKSIZ |
Auction Ask and Closing Ask size. |
CLS_ASKSIZ |
Auction Ask and Closing Ask size. |
AUC_BID |
Auction Bid and Ask price. |
AUC_ASK |
Auction Bid and Ask price. |
OPN_AUC |
Opening, Intraday and Closing auction prices. |
INT_AUC |
Opening, Intraday and Closing auction prices. |
CLS_AUC |
Opening, Intraday and Closing auction prices. |
OPN_AUCVOL |
Opening, Intraday and Closing auction volumes. |
INT_AUCVOL |
Opening, Intraday and Closing auction volumes. |
CLS_AUCVOL |
Opening, Intraday and Closing auction volumes. |
ORDBK_VWAP |
Orderbook (on mkt) VWAP. |
ORDBK_VOL |
Orderbook traded volume. |
OFFBK_VOL |
Off book volume. |
MKT_OPEN |
Market Open, Low and High. |
MKT_LOW |
Market Open, Low and High. |
MKT_HIGH |
Market Open, Low and High. |
PDTRDPRC |
Previous day trade price, trade volume and trade date (for prices reported more than 1 day after they were transacted). |
PREDAYVOL |
Previous day trade price, trade volume and trade date (for prices reported more than 1 day after they were transacted). |
PDTRDDATE |
Previous day trade price, trade volume and trade date (for prices reported more than 1 day after they were transacted). |
TIME_VALID | |
DATE_VALID | |
ORDBK_TRD |
Orderbook (on market) trades. |
ORDER_TONE |
Market status on order book. |
SEQNUM_QT |
Quote Sequence Number. |
FIN_STATUS |
Financial Status Indicator. |
LS_SUBIND |
SubMarket Indicator (associated with last trade). |
IRG_SUBIND |
Submarket indicator (associated with irg price). |
IEP_PRICE |
Indicative equilibrium price and volume. |
IEP_VOLUME |
Indicative equilibrium price and volume. |
LQP_BID |
Liquidity provider Bid, Ask, Bid size and Ask size. |
LQP_ASK |
Liquidity provider Bid, Ask, Bid size and Ask size. |
LQP_BIDSIZ |
Liquidity provider Bid, Ask, Bid size and Ask size. |
LQP_ASKSIZ |
Liquidity provider Bid, Ask, Bid size and Ask size. |
WTD_AVE1SZ |
Size of prices in FIDs 953 and 954. |
WTD_AVE2SZ |
Size of prices in FIDs 953 and 954. |
TICK_VALUE |
Cash value of 1 tick. |
TRADE_ID |
Unique trade identification. |
CPU_FREQ |
RDF-D time trackers. |
TIM_TRK_1 |
RDF-D time trackers. |
TIM_TRK_2 |
RDF-D time trackers. |
TIM_TRK_3 |
RDF-D time trackers. |
TIM_TRK_4 |
RDF-D time trackers. |
TIM_TRK_5 |
RDF-D time trackers. |
TIM_TRK_6 |
RDF-D time trackers. |
TIM_TRK_7 |
RDF-D time trackers. |
TIM_TRK_8 |
RDF-D time trackers. |
TIM_TRK_9 |
RDF-D time trackers. |
MSG_IN_BUF |
RDF-D time trackers. |
IND_AUC |
Indicative auction details. |
IND_AUCVOL |
Indicative auction details. |
INDAUCTYPE |
Indicative auction details. |
MKT_STATUS |
Market/session indicator. |
MARKET |
Describes the geographical elements of a trading environment its business calendar and the time zone the market operates in. |
EDSP |
Exchange delivery settlement price. |
LLEG1_RIC |
The RIC associated with the appropriate leg of a spread. |
LLEG2_RIC |
The RIC associated with the appropriate leg of a spread. |
LLEG3_RIC |
The RIC associated with the appropriate leg of a spread. |
LLEG4_RIC |
The RIC associated with the appropriate leg of a spread. |
LLEG5_RIC |
The RIC associated with the appropriate leg of a spread. |
LLEG6_RIC |
The RIC associated with the appropriate leg of a spread. |
LLEG7_RIC |
The RIC associated with the appropriate leg of a spread. |
LEG3_TYPE |
The underlying contract type associated with the appropriate leg of a spread. |
LEG4_TYPE |
The underlying contract type associated with the appropriate leg of a spread. |
LEG5_TYPE |
The underlying contract type associated with the appropriate leg of a spread. |
LEG6_TYPE |
The underlying contract type associated with the appropriate leg of a spread. |
LEG7_TYPE |
The underlying contract type associated with the appropriate leg of a spread. |
LEG3_STR |
The strike price of the option associated with the appropriate leg of a spread. |
LEG4_STR |
The strike price of the option associated with the appropriate leg of a spread. |
LEG5_STR |
The strike price of the option associated with the appropriate leg of a spread. |
LEG6_STR |
The strike price of the option associated with the appropriate leg of a spread. |
LEG7_STR |
The strike price of the option associated with the appropriate leg of a spread. |
LEG3_EXP |
The expiration date of the appropriate leg of a spread. |
LEG4_EXP |
The expiration date of the appropriate leg of a spread. |
LEG5_EXP |
The expiration date of the appropriate leg of a spread. |
LEG6_EXP |
The expiration date of the appropriate leg of a spread. |
LEG7_EXP |
The expiration date of the appropriate leg of a spread. |
LEG1_RATIO |
Ratio of lots for the leg. |
LEG2_RATIO |
Ratio of lots for the leg. |
LEG3_RATIO |
Ratio of lots for the leg. |
LEG4_RATIO |
Ratio of lots for the leg. |
LEG5_RATIO |
Ratio of lots for the leg. |
LEG6_RATIO |
Ratio of lots for the leg. |
LEG7_RATIO |
Ratio of lots for the leg. |
CLR_HOUSE |
The clearing house or settlement venue associated with this instrument. |
NML_MKT_SZ |
Normal Market Size. The NMS indicates the liquidity of that security. For quote-driven securities, the NMS is used to calculate the minimum quote size within which market makers are obliged to trade. |
BRKEVN_RAT |
Break-even ratio. |
CAPFUL_PNT |
Capital Fulcrum Point. |
COMP_RATE |
Compensation Rate. |
FR_LMSHAR |
Exchange delivery settlement price. |
FRGN_ILMT |
Foreigner's trading limit ratio(issue). |
FRGN_ORDER |
No. of shares that foreign investors can place order. |
FRGN_OWN |
Foreigner's trading limit ratio(personal). |
FRGN_PLMT |
Foreigner's trading limit ratio(personal). |
IND_PRC |
Indicative price. |
IND_VOL |
Indicative volume. |
MKT_ACTION |
Market Action Type. Includes the status of the most recent session. |
MM_OWN |
Percentage of stocks owned by market maker. |
MMASK1_VOL |
1st thru 10th Ask size by Market maker. |
MMASK2_VOL |
1st thru 10th Ask size by Market maker. |
MMASK3_VOL |
1st thru 10th Ask size by Market maker. |
MMASK4_VOL |
1st thru 10th Ask size by Market maker. |
MMASK5_VOL |
1st thru 10th Ask size by Market maker. |
MMASK6_VOL |
1st thru 10th Ask size by Market maker. |
MMASK7_VOL |
1st thru 10th Ask size by Market maker. |
MMASK8_VOL |
1st thru 10th Ask size by Market maker. |
MMASK9_VOL |
1st thru 10th Ask size by Market maker. |
MMASK10_VL |
1st thru 10th Ask size by Market maker. |
MMBID1_VOL |
1st thru 10th Bid size by Market maker. |
MMBID2_VOL |
1st thru 10th Bid size by Market maker. |
MMBID3_VOL |
1st thru 10th Bid size by Market maker. |
MMBID4_VOL |
1st thru 10th Bid size by Market maker. |
MMBID5_VOL |
1st thru 10th Bid size by Market maker. |
MMBID6_VOL |
1st thru 10th Bid size by Market maker. |
MMBID7_VOL |
1st thru 10th Bid size by Market maker. |
MMBID8_VOL |
1st thru 10th Bid size by Market maker. |
MMBID9_VOL |
1st thru 10th Bid size by Market maker. |
MMBID10_VL |
1st thru 10th Bid size by Market maker. |
WNT_PAYDAT |
Warrant Payment Date. |
WNTPAYMETH |
Warrant Payment Method. |
PRCRSE_PAR |
Price rise Participation rate. |
TRD_TYPE |
Instrument Trading Status. |
TRTY1_DATE |
Date of last Type 1 Trade (Korea SE). |
TRTY1_PRC |
Price of last trade of Type 1 (Korea SE). |
TRTY1_TURN |
Turnover of Type 1 Trades. |
TRTY1_VOL |
Accumulated Volume of trading type 1. |
UNDERLYNG1 |
Underlying Assets 1 thru 5. |
UNDERLYNG2 |
Underlying Assets 1 thru 5. |
UNDERLYNG3 |
Underlying Assets 1 thru 5. |
UNDERLYNG4 |
Underlying Assets 1 thru 5. |
UNDERLYNG5 |
Underlying Assets 1 thru 5. |
UNDLY1_PRC |
Price of 1st underlying instrument, set at beginning of day. |
NO_ASK1 |
Number of 1st thru 5th Ask Quotes. |
NO_ASK2 |
Number of 1st thru 5th Ask Quotes. |
NO_ASK3 |
Number of 1st thru 5th Ask Quotes. |
NO_ASK4 |
Number of 1st thru 5th Ask Quotes. |
NO_ASK5 |
Number of 1st thru 5th Ask Quotes. |
NO_BID1 |
Number of 1st thru 5th Bid Quotes. |
NO_BID2 |
Number of 1st thru 5th Bid Quotes. |
NO_BID3 |
Number of 1st thru 5th Bid Quotes. |
NO_BID4 |
Number of 1st thru 5th Bid Quotes. |
NO_BID5 |
Number of 1st thru 5th Bid Quotes. |
MATCH_PRC |
Matched price during pre-market trading for broken basket trade. |
TRK_ERR_RT |
ETF Tracking Error Rate. |
PBL_INFO |
Public Information related to stock/Data Classification. |
SESSION_FL |
Type of current market Session. |
SURPLS_VOL |
Surplus Volume. |
CATEGORY |
the economic data category or grouping an economic indicator belongs to. |
SESS2_CLS |
The closing Value for the second session. |
TAX_VALUE1 |
EUTaxSwissTIS TISCH. |
TAX_VALUE2 |
EUTaxSwissTIS TISEU PriceDate. |
TAX_VALUE3 |
EUTaxSwissTID TIDCH. |
TAX_VALUE4 |
EUTaxSwissTID TIDEU Price Date. |
DSPL_ACT |
the latest actual data for an economic release, optimised for display purposes. |
DSPL_FCAST |
the most recent Reuters forecast for an economic indicator, sourced from market participants, optimised for display purposes. |
DSPL_PRIOR |
the prior period's data for an economic release, optimised for display purposes. |
DSPL_REV |
a revision to the prior period's data for an economic release, optimised for display purposes. |
ECON_ACT |
the latest actual data for an economic release. |
ECON_DES |
link to description page for an economic indicator. |
ECON_FCAST |
the most recent Reuters forecast, sourced from market participants, for an economic indicator. |
ECON_HIST |
link to the equivalent time-series RIC for an economic indicator. |
ECON_PRIOR |
the prior period's data for an economic release. |
ECON_REV |
a revision to the prior period's data for an economic release. |
ECON_SRCE |
the primary source for an economic data release. |
FCAST_HIGH |
the highest of all the forecasts received by Reuters from market participants for an economic indicator. |
FCAST_LOW |
the lowest of all the forecasts received by Reuters from market participants for an economic indicator. |
FCAST_NUM |
the number of forecasts received by Reuters from market participants for an economic indicator. |
RPT_CALCTP |
the calculation used in order to report an economic data release. |
RPT_PERIOD |
the period an economic data release refers to. |
RPT_PRPER |
the prior period for an economic data release. |
RPT_UNITS |
the units relating to an economic indicator release. |
CORR_ACT |
correction flag for actual data entered incorrectly and subsequently amended. |
CORR_REV |
correction flag for revised data entered incorrectly and subsequently amended. |
COUNTRY |
country code relating to this data. |
DOMICILE |
The jurisdiction under which the fund is legally incorporated. |
EIND_AREA |
Country, International Region or sub-country region specificed for an economic indicator. |
END_DATE |
the end date for an economic indicator, where the exact date of release is unknown. |
RCS_EI_TYP |
Metadata that describes the type of Economic Indicator. |
RCS_GEOG |
The geographic code of the Reuters Classification Scheme. |
URL_DES |
the URL link to further information about an economic indicator. |
ACVOL_SC |
The scaling factor for the ACVOL_1 field FID 32. |
PRE_SETTLE |
Previous Settlement Price. |
FUT_URIC |
Underlying asset for futures. |
DPS_FY0 |
Dividend per share, Actual value for last reported annual period. |
DPS_FY1 |
Dividend per share, Consensus forecast value for current fiscal year. |
DPS_FY2 |
Dividend per share, Consensus forecast value for next fiscal year. |
EPS_FY0 |
Earnings per share, Actual value for last reported annual period. |
EPS_FY1 |
Earnings per share, Consensus forecast value for current fiscal year. |
EPS_FY2 |
Earnings per share, Consensus forecast value for next fiscal year. |
EPS_LSTQ |
Earnings per share, Actual value for last reported quarterly period. |
EPS_NXTQ |
Earnings per share, Consensus forecast value for current fiscal quarter. |
EPS_NXTQ_1 |
Earnings per share, Consensus forecast value for next fiscal quarter. |
EPSREVDN7 |
Number of Analysts who have revised EPS estimates downwards in the last 7 days. |
EPSREVUP7 |
Number of Analysts who have revised EPS estimates upwards in the last 7 days. |
EST_CURR |
Consensus Estimates Currency. |
EXCHCODE |
Code that identify the instrument on the exchange trading platform - Ticker code. |
FY0_DATE |
Period end Date of last Fiscal Annual. |
FY1_DATE |
Period end Date of current Fiscal Annual. |
FY1ANNDATE |
Expected report Date for current Fiscal Annual. |
FY1EPSNEST |
Number of analysts providing forecasts for FY1. |
FY2_DATE |
Period end Date of next Fiscal Annual. |
FY2EPSNEST |
Number of analysts providing forecasts for FY2. |
LSTQ_DATE |
Period end Date of last Fiscal Quarter. |
NXQ_1_DATE |
Period end Date of next Fiscal Quarter. |
NXTQ_DATE |
Period end Date of current Fiscal Quarter. |
NXTQANDATE |
Expected report Date for next Fiscal Quarter. |
PER_FY0 |
Price to Earnings Ratio for FY0, based on last reported Actual. |
PER_FY1 |
Price to Earnings Ratio for FY1. |
PER_FY2 |
Price to Earnings Ratio for FY2. |
REV_FY0 |
Revenue, Actual value for last reported annual period. |
REV_FY1 |
Revenue, Consensus forecast value for current fiscal year. |
REV_FY2 |
Revenue, Consensus forecast value for next fiscal year. |
YIELD_FY1 |
Price divided by FY1 Forecast Dividend per share. |
ANNCHG |
This is the actual fee paid to the portfolio manager of the fund for the fund management activity. Stored as a %. |
ASSETDATE |
Date for which Fund Size is valid. |
ATEUWHDGTX |
Daily EU withholding tax amount based on the daily NAV levied on interest earnings of EU-foreigners. Can be deducted from Austrian domestic tax load. |
ATKESTA |
Daily capital yields tax amount of fund components liable to capital yields tax. |
ATKESTB |
Daily accumulated capital yields tax amount of fund components liable to and exempted from capital yields tax. |
DECAPGNTAX |
Zwist/Zwischengewinn: Interim profit tax that includes not yet paid or retained dividends from stocks and earnings from stocks. |
DEEQCPGNTX |
Aktiengewinn: Capital gains tax on part of the earning after selling an asset which has gained value. |
DERECPGNTX |
Immobiliengewinn: declares the tax-exempt percentage of the bid price (for example: if foreign properties are being sold, the returns are taxable over there, but tax-exempt in Germany). |
EUTD_TIIA |
Amount of taxable interest income per dividend distribution for in scope funds. |
EUTD_TIS |
The amount of taxable interest income accrued on a daily basis. A combination of price movement and accrued dividend. |
EUTDSTATUS |
The attribute provides details to the EU savings directive tax status. Provided by the fund management company. |
FMBM |
The market index against which the fund manager measures the funds performance. Differs from the Performance Analysis Benchmark in that the Fund Company chooses its own benchmark where as the Performance Analysis Benchmark is the benchmark Lipper compares. |
FUNDCO |
The Company responsible for the marketing of the fund. It is usually the name of this company that is prefixed to the name of the fund. Full legal name of the company. |
FUNDNAME |
Full Legal Name of fund, condensed to 50 characters when necessary. |
GEOFOCUS |
Predominant country or region in which the fund invests. |
LEGALSTRCT |
The legal structure to which the fund conforms. |
LGC |
Proprietary Lipper fund classification scheme that creates homogenous groups of funds with comparable investment objectives. Funds within one LGC sector invest in the same financial market(s) or specific segments thereof, but may adopt different strategies. |
LIPPERID |
Lipper's unique numeric identifier, automatically created for all funds contained in the Lipper database. |
LOCALCLASS |
Fund classification scheme that is used within a specific market where a fund is registered for sale. This is often, but not always a scheme created by the local regulatory body or investment association. |
MAXINITCHG |
Maximum charge applied to investors initial purchase. Stored as a %. |
MAXRDMTCHG |
Maximum charge applied to investors redemption of shares. Stored as a %. |
MINADDINV |
Minimum number of shares or currency amount that investors can subsequently invest. |
MININITINV |
Minimum number of shares or currency amount that investors must purchase. Can be stored in terms of number of shares or in currency amount, but only in the base currency of the fund. |
RCSDOMICLE |
Country or region where a mutual fund (unit trust) is domiciled. |
YIELD_FY2 |
Price divided by FY2 Forecast Dividend per share. |
TECHINDCTR |
The market index against which the fund is measured as selected by Lipper according to the Lipper Global Classification of the fund. |
THEO_TIME |
Time Of Theoretical Trade. |
FLT_RATIO |
Floating Ratio. |
FLT_SHARES |
Floating Number of Shares. |
IT_CLOSE |
Closing Price in Lira. |
MKTMKR_ID |
Market Maker ID. |
THEO_VOL |
Volume Of Theoretical Trade. |
NUM_STOCKS |
Number Of Stocks. |
OFFBK_PRC |
Off Book Trade Price. |
CERT_NAME |
This is the certificate type name, like BAREM,TURBO,DISCOUNT. |
OFFBK_TYPE |
Type of Off Book Trade. |
CLOSE_ASIZ |
Size of Closing Ask. |
CLOSE_BSIZ |
Size of Closing Bid. |
NETCHNG_2 |
Secondary Net Change Field. |
PROT_PRC |
This is the Knock out price, which means when this price is reached the certificate is automatically expired even if the maturity date is not reached. |
PCTCHNG_2 |
Secondary Percent Change Field. |
WEIGHTING4 |
The weighting of a stock within an index. |
WEIGHTING5 |
The weighting of a stock within an index. |
NUM_WT_B |
Number of warrants bought. |
NUM_WT_OUT |
Number of warrants still out in market. |
NUM_WT_S |
Number of warrants sold. |
PCT_WT_ISS |
Percent of issue still out in the market. |
SHSEL_TSHS |
Shortselling turnover in shares. |
PMTH_PCTCH |
Previous month and latest close pct change. |
PQRT_PCTCH |
Previous quarter and latest close pct change. |
PROP_FAPRC |
Pre open first auction matched price. |
PROPFP_PCT |
Pre open first auction matched % change between first matched price and historic close. |
PYR_HCLOS |
Previous year historic close. |
SHSEL_TVAL |
Shortselling turnover in value. |
ASK_RE_SZE |
Indicates the sell order remaining size. |
BID_RE_SZE |
Indicates the buy order remaining size. |
CLS_PRC_OF |
Indicates the transaction price when there is a transaction based on the closing price for a fixed price transaction. |
CLS_PRC_OL |
Indicates the base price when there is a transaction based on the closing price for a single issue transaction. |
FL_VWAP_OF |
Indicates the transaction price when there is a transaction based on the full day VWAP for a fixed price transaction. When the Session category is 1st session or 2nd session, set as zero including when also half day operation. |
FL_VWAP_OL |
Indicates the transaction base price when there is a transaction based on the full day VWAP for a single-issue transaction. When the Session category is 1st session or 2nd session, set as zero including when also half day operation. |
ORDER_STAT |
Indicates the order remaining size status computation time.(when FID#30, 31is updated). |
PYR_PCTCHG |
Previous year historic close and latest close % change. |
RL_TRD_VOL |
Real traded volume. It is calculated by ACVOL_1 as follows: ACVOL_1(#32)-previous ACVOL_1. |
SE_VWAP_OF |
Indicates the transaction base price when there is a transaction based on the most recent auction VWAP for a Fixed Issue transaction. |
SE_VWAP_OL |
Indicates the transaction base price when there is a transaction based on the most recent auction VWAP for a single-issue transaction. |
SEC_CODE |
New Security Code. |
VOL_OF_A |
Trading volumes. |
VOL_OF_F |
Trading volumes. |
VOL_OF_L |
Trading volumes. |
VOL_OF_M |
Trading volumes. |
VOL_OF_P |
Trading volumes. |
ASK_TIM_MS |
Ask time in milliseconds. |
TIMACT_MS |
Time of last activity in milliseconds. |
VOL_OL |
Trading volume. |
BID_TIM_MS |
Bid time in milliseconds. |
BST_2ASZ1 |
The second set of the ten best ask sizes associated with the fields BEST_ASK1 to BEST_ASK10. Not rippled. |
BST_2ASZ2 |
The second set of the ten best ask sizes associated with the fields BEST_ASK1 to BEST_ASK10. Not rippled. |
BST_2ASZ3 |
The second set of the ten best ask sizes associated with the fields BEST_ASK1 to BEST_ASK10. Not rippled. |
BST_2ASZ4 |
The second set of the ten best ask sizes associated with the fields BEST_ASK1 to BEST_ASK10. Not rippled. |
BST_2ASZ5 |
The second set of the ten best ask sizes associated with the fields BEST_ASK1 to BEST_ASK10. Not rippled. |
BST_2ASZ6 |
The second set of the ten best ask sizes associated with the fields BEST_ASK1 to BEST_ASK10. Not rippled. |
BST_2ASZ7 |
The second set of the ten best ask sizes associated with the fields BEST_ASK1 to BEST_ASK10. Not rippled. |
BST_2ASZ8 |
The second set of the ten best ask sizes associated with the fields BEST_ASK1 to BEST_ASK10. Not rippled. |
BST_2ASZ9 |
The second set of the ten best ask sizes associated with the fields BEST_ASK1 to BEST_ASK10. Not rippled. |
BST_2ASZ10 |
The second set of the ten best ask sizes associated with the fields BEST_ASK1 to BEST_ASK10. Not rippled. |
BST_2BSZ1 |
The second set of the ten best bid sizes associated with the fields BEST_BID1 to BEST_BID10. Not rippled. |
BST_2BSZ2 |
The second set of the ten best bid sizes associated with the fields BEST_BID1 to BEST_BID10. Not rippled. |
BST_2BSZ3 |
The second set of the ten best bid sizes associated with the fields BEST_BID1 to BEST_BID10. Not rippled. |
BST_2BSZ4 |
The second set of the ten best bid sizes associated with the fields BEST_BID1 to BEST_BID10. Not rippled. |
BST_2BSZ5 |
The second set of the ten best bid sizes associated with the fields BEST_BID1 to BEST_BID10. Not rippled. |
BST_2BSZ6 |
The second set of the ten best bid sizes associated with the fields BEST_BID1 to BEST_BID10. Not rippled. |
BST_2BSZ7 |
The second set of the ten best bid sizes associated with the fields BEST_BID1 to BEST_BID10. Not rippled. |
BST_2BSZ8 |
The second set of the ten best bid sizes associated with the fields BEST_BID1 to BEST_BID10. Not rippled. |
BST_2BSZ9 |
The second set of the ten best bid sizes associated with the fields BEST_BID1 to BEST_BID10. Not rippled. |
BST_2BSZ10 |
The second set of the ten best bid sizes associated with the fields BEST_BID1 to BEST_BID10. Not rippled. |
THRD_ACT_1 |
This field holds the third field of the most recent activity. TRD_ACT_n is associated with PRIMACT_n and SEC_ACT_n. |
THRD_ACT_2 |
This field holds the third field of the most recent activity. TRD_ACT_n is associated with PRIMACT_n and SEC_ACT_n. |
THRD_ACT_3 |
This field holds the third field of the most recent activity. TRD_ACT_n is associated with PRIMACT_n and SEC_ACT_n. |
AVTURNOVER |
Average turnover generated in a product over the last 5 business days. |
BIDASK_SPD |
Difference between the bid and ask price in relation to a calculated average product price. |
CAP_PROLVL |
The floor expressed as % of the issue price that will be repaid at maturity independent of the underlying price. |
KO_DIS_PCT |
The relative distance between the knock-out level and actual underlying price, expressed as a %. |
KO_DIST |
The relative distance between the knock-out level and actual underlying price. |
LEVERAGE |
The % by which an instrument can rise or fall when the price of the underlying rises by 1%. |
MANFEE_FLG |
Shows if Management Fees have been taken into account. |
MAX_REDEMP |
Maximum possible redemption of a product at its maturity. |
MAX_YIELD |
Maximum potential profit that may be expected. |
MAX_YLD_PA |
Maximum Yield Perannum. |
PR_CLASS |
Instrument classification - top level. |
PR_CLASS2 |
Instrument classification - 2nd level. |
PR_CLASS3 |
Instrument classification - 3rd level. |
PR_NAME |
Instrument Name. |
PRC_WDTH |
Tradable price range. (one side). |
PREMIUM_PA |
Annualised Premium. |
QUANTO_FLG |
Shows if product is protected against fluctuations in cross-current rates. |
STRIKE_CUR |
Strike Price Currency. |
STRIKE_NAM |
Strike Price Name. |
TERMSHEET |
Link to Instruments Terms and Conditions. |
THETA_7DAY |
Absolute change in product price when time-to-maturity is reduced by 1 week. |
UN_CLASS |
Asset class of underlying instrument. |
UN_ISIN |
ISIN of underlying instrument. |
UN_NAME |
Name of underlying instrument. |
CLS_ASKDAT |
Date for the previous Ask quote. |
CLS_BIDDAT |
Date for the previous Bid quote. |
UN_SYMBOL |
Symbol of underlying instrument. |
QMF_FLAG |
Exchange Data Source for Swiss Instruments. |
DIVISOR |
Index Divisor. |
PDAYVOLDAT |
Previous Total Off-orderbook Volume Date. |
IPO_PRC |
The initial public offering price. |
ODD_PRC |
The latest price from odd lot board. |
PR_DIVISOR |
Previous Index Divisor. |
PREOPEN |
The projected opening price. |
PT_ACVOL |
Accumulated volume from put-through deal. |
PT_DATE |
Date on which put-through deal was made. |
PT_PRC |
The latest price from put-through deal. |
PT_VALUE |
Accumulated value from put-through deal. |
SS_PRICE |
Short sell price. |
SS_VALUE |
Short sell value (in money). |
CANCELVOL2 |
Cancellation volume. |
PCT1M |
Percentage change of current close price comparing to 1 month historic close. |
PCT1Y |
Percentage change of current close price comparing to 1 year historic close. |
PCT3M |
Percentage change of current close price comparing to 3 month historic close. |
VOL_BUY |
Total volume made by buy side. |
VOL_CALL |
Total volume done at call market. |
CANCELVOL1 |
Cancellation volume. |
IRGPRC2 |
a cancelled inserted retransmitted or irregular price. |
TOT_VALUE |
Today's total market value (in money). |
EXCH_VAL |
Total market value reported by the exchange. |
VOL_SELL |
Total volume made by sell side. |
EXCH_VOL |
Total market volume reported by the exchange. |
ODD_ASK |
Best ODD LOT (offers sizes not multiples of the LOT SIZE) bid and ask prices and size. |
ODD_ASKSIZ |
Best ODD LOT (offers sizes not multiples of the LOT SIZE) bid and ask prices and size. |
ODD_BID |
Best ODD LOT (offers sizes not multiples of the LOT SIZE) bid and ask prices and size. |
ODD_BIDSIZ |
Best ODD LOT (offers sizes not multiples of the LOT SIZE) bid and ask prices and size. |
ANNDIVTYPE |
Annualised Dividend calculation method. This include Latest FY, Rolling 12 months, Projected Annual or Reuters Derived. |
ROUND_VOL |
ROUND LOT (trades sizes multiples of the LOT SIZE) traded volume. |
ANNEPSTYPE |
Annualised Earnings calculation method. This include Latest FY, Rolling 12 months or Reuters Derived. |
CNTCT_ID |
A numeric ID of the contact info, a placeholder for a link to a contact database. Linked information would include names & titles of individuals, names of a particular 'desk', name of a particular office and name of contributing firm. Supplements Contac. |
NOTION_PRO |
Numeric Identifier for an RCS Notional Product Type (underlying deliverable for a futures contract). |
ORGID |
Organization ID for a company, subsidiary, government, exchequer, or issuer of a security. |
PR_FREQ |
Enumerated type that characterizes how often a price is expected to update. Examples: '5 seconds' for an index (DAX), 'once per day' for NAV for exchange listed funds, 'continuous' (during trading hours) for an exchange traded equity or option. |
QUOTE_TYPE |
Enumerated type that states the quality of a quote. Examples are 'indicative',. |
RCS_AS_CLA |
Numeric Identifier for an RCS Asset Classification. |
CONVEXITY2 |
A measure of the sensitivity of a bond's price to a change in yield. The calculation is derived from the difference between a straight line and a convex curve. |
QUASI_FVAL |
50yen basis face value for calculation. |
UNDR_INDEX |
Represents the RIC of the underlying index for an Exchange Traded Fund (ETF). |
CLOUD_TOT |
Total sky coverage, taking into account all amounts at all levels. |
CLOUD_TYPE |
Type of cloud - high, low or medium. |
CONVEXITY3 |
A measure of the sensitivity of a bond's price to a change in yield. The calculation is derived from the difference between a straight line and a convex curve. |
DEW_POINT |
Measure of Atmospheric moisture. |
GUST |
For a gust to be reported the speed must be 10 knots or more higher than the mean speed. |
GUST_HIGH |
This is the highest gust speed reported in the 24 hour period of one day (midnight to midnight). |
GUST_MAX |
This includes maximum speed reported in the 10 minutes prior to the observation and the highest gust recorded in the hour. |
HUMIDITY_R |
Measure of water vapour content in the air at a specific temp. |
MAX_TEMPS |
Maximum temperature for a given period. |
MIN_TEMPS |
Minimum temperature for a given period. |
PAST_WTHR |
A code figure which best describes the weather that has occurred in the past hour, the past three hours or the past six hours prior to a particular observation as well as depending on the time of the observation. |
PREC_AMNT |
Amount of water particles released from the atmosphere in a given period. |
PREC_INTEN |
Measured intensity of precipitation in specific time cycles indicating Heavy, Light rain etc. |
PREC_TYPE |
Precipitation type i.e. rain, snow, sleet etc. |
PRECIPIT |
Any form of water particles from the atmosphere. |
PRES_WTHR |
Current/most recent weather update. |
PRESS_HIGH |
Highest pressure on a given day/24hr period. |
PRESS_TEND |
The change in pressure over a given time & location. |
PRESS_TRND |
This is what the pressure has done in the past three hours prior to the time of the observation. |
PRESSURE |
Force per unit area. |
RAINFALL |
The amount of rainfall for a given time. |
SIGN_WTHR |
Adverse or outstanding weather conditions. |
TEMPERATUR |
Degree of coldness/hotness measure in a definite temperature scale. |
VISIBILITY |
Visible distance from a specified point. |
WIND_DIR |
Direction of the wind. |
FUTURES |
Futures chain RIC. |
OPTIONS |
The primary options chain that relates to this underlying RIC. |
WIND_SPEED |
Speed of the wind. |
FORMAT |
Format. |
GUID |
Globally unique ID. |
HEADLINE1 |
Text with markup. |
HEADLINE2 |
Text with markup. |
LANG_QUAL |
Language qualifier. |
NAMEDITEMS |
Named items aka recurring reports. |
NEWS_PRIO |
News priority. |
NEWSCODE01 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE02 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE03 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE04 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE05 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE06 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE07 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE08 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE09 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE10 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE11 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE12 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE13 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE14 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE15 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE16 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE17 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE18 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE19 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
NEWSCODE20 |
For all metadata which doesn't have specific fields in the new Logical Broadcast Message (LBM). |
SEG_NUM |
The number of this physical segment within the Logical Broadcast Message (LBM). |
SLUGLINE |
Slugline. |
STORYTM_MS |
Story Time in Milliseconds. |
STRIKES |
The range of strike prices and expiry dates for this options chain. |
TAKETM_MS |
Take Time in Milliseconds. |
TEXT_DIR |
Text directionality indicator. |
TOT_SEGS |
The total number of physical segments within the Logical Broadcast Message (LBM). |
VERSION |
Version. |
NEWSTM_MS |
News Time in milliseconds. |
BASE_VALUE |
Index Base Value. |
EXCH_NEWS |
Exchange News retrieval code. |
EXCH_SNAME |
Short name for the exchange. |
CLEAN_VOL |
Clean last trade volume. |
MENU_PAGE |
The main menu page for this instrument. |
OFF_OPEN |
Official Opening Price from exchange. |
TTL_NUMTRD |
Total number of Trade. |
VWAP_EXCH |
Volume weighted average price from exchange. |
_30D_A_IM_C |
30 Day at-the-money implied volatility index for call options. |
_30D_A_IM_P |
30 Day at-the-money implied volatility index for put options. |
_30D_ATM_IM |
30 Day at-the-money implied volatility index. |
_60D_A_IM_C |
60 Day at-the-money implied volatility index for call options. |
_60D_A_IM_P |
60 Day at-the-money implied volatility index for put options. |
_60D_ATM_IM |
60 Day at-the-money implied volatility index. |
_90D_A_IM_C |
90 Day at-the-money implied volatility index for call options. |
_90D_A_IM_P |
90 Day at-the-money implied volatility index for put options. |
_90D_ATM_IM |
90 Day at-the-money implied volatility index. |
ASK_IM |
Ask, Bid, Last and Close or Settle Implied Volatilities. |
BID_IM |
Ask, Bid, Last and Close or Settle Implied Volatilities. |
LST_TRD_IM |
Ask, Bid, Last and Close or Settle Implied Volatilities. |
CLOSE_IM |
Ask, Bid, Last and Close or Settle Implied Volatilities. |
ASK_VOL_DS |
Volume of ask orders displayed (top 10 consolidated). |
ASK_VOL_TT |
Total volume of all ask orders (full depth). |
BID_VOL_DS |
Volume of bid orders displayed (top 10 consolidated). |
BID_VOL_TT |
Total volume of all bid orders (full depth). |
CONTR_TRD |
Number of Contracts traded for a futures or options contract. |
SETTLE_DAY |
Settlement Days for a futures or options contract. |
IMB_ACT_TP |
The type of activity (auction, cross, etc) for which the order imbalance is being generated. |
IMB_PR_FR |
The clearing price at which the opening or closing book would clear against orders ONLY in the opening or closing book. |
IMB_PR_NR |
The clearing price at which the opening or closing book would clear against orders in BOTH the opening or closing book AND the continuous book. |
IMB_PR_REF |
The reference price upon which the paired shares and the imbalance quantity are based. |
IMB_PR_SH |
Total number of shares that are eligible to be matched at the current reference price. |
IMB_SH |
The number of shares not paired at the current reference price. |
IMB_SH_MKT |
The number of shares in remaining market orders (or market-on-close orders for the closing auction) that cannot execute in a market order or closing auction. |
IMB_SIDE |
The market side of the order imbalance. |
IMB_TIM_MS |
Time, in number of milliseconds past midnight, of the imbalance. |
IMB_VA_IND |
Imbalance price variance indicator - the percentage of how far the near indicative clearing price is from the current reference price by calculating the absolute value of the percentage of deviation of the near indicative clearing price to the current ref. |
LOT_IND |
Indicator that stock can trade in only round lots, round lots & odd lots, or only odd lots. |
SEQNUM_IMB |
Sequence number of imbalance msg. |
TRD_THRU_X |
Trade through exempt flags for last price and IRG price, for US instruments. |
IRG_TDTH_X |
Trade through exempt flags for last price and IRG price, for US instruments. |
ALT_SETTLE |
FID required for alternate settlement price, for some E-mini products, the minimum tick increment differs from the minimum tick of the full-size contract. Since these contracts are fungible, the E-mini contracts must settle to the same price as the full-size counterpart. |
ALTSETLDAT |
Date corresponding to ALT SETTLE. |
IRGDATE |
Date relating to IRGPRC, IRGVOL and IRGCOND. |
MID_HIGH |
Mid high price. |
MID_LOW |
Mid low price. |
MID_HTIM |
Mid high time. |
MID_LTIM |
Mid low time. |
STD_MKT_SZ |
Standard Market Size for MiFID reporting. |
TRD_SES_ME |
Trading session method. |
ACC_SIZE |
In RWF market depth structure, cumulative size of all price points. Need generic size fid because same fid is used on both sides of structure. |
SVC_NAME |
For OPRA we will need to provide the service name for each option chain so that RMDS knows which OPRA server to get the data from. |
ACVOL_GEN |
The activity volume at today's general prices (within limit high and limit low). |
ACVOL_LHI |
The activity volume at today's limit high and limit low prices. |
ACVOL_LLO |
The activity volume at today's limit high and limit low prices. |
ODDLOT_ASK |
The latest ask price in odd-lot trading session. |
ODDLOT_BID |
The latest bid price in odd-lot trading session. |
ODDLOT_TIM |
Time of the last trade in odd-lot trading session with precision to seconds. |
IMP_ASK |
The implied price at bid and ask.. |
IMP_BID |
The implied price at bid and ask.. |
IMP_ASIZE |
The size of implied price at bid and ask. |
IMP_BSIZE |
The size of implied price at bid and ask. |
COMB_ACVOL |
The day's total combined trading volume included in spread trading. |
NO_COM_AO |
The number of combined bid and ask orders included in spread trading. |
NO_COM_BO |
The number of combined bid and ask orders included in spread trading. |
COMB_BSIZE |
The total bid and ask quantities that are included in spread trading. |
COMB_ASIZE |
The total bid and ask quantities that are included in spread trading. |
FIN_ST_IND |
Used to report company's compliance with public disclosure requirements. |
IRG_SMKTID |
Identifies Trade Reporting Facility SubMarket Center for IRG Trades
|
SUB_MKT_ID |
Identifies Trade Reporting Facility SubMarket Center - US Equities. |
LOT_SIZE_B |
Intended as a companion field to LOT_SIZE_A, when an option has shares of a second stock deliverable. |
ACT_DOM_EX |
Identifies all domestic markets trading the asset - intended to facilitate creation of montage displays for domestic market. |
ACT_OTH_EX |
Identifies all markets other than domestic markets trading the asset
|
TRD_QUAL_2 |
Intended as a replacement for CTS_QUAL, FID 40, which is only one-byte and running out of space. |
CDS_BASIS |
CDS Basis. CDS - Asset Swap Spread (or equivalent). |
CDS_DV01 |
CDS DV01 or Spread DV01. The $ change in the value of the CDS for a given 1bp change in the CDS curve. |
CDSSPRDVOL |
Implied Volatility for pricing CDS options. |
IMP_CORR |
Implied Correlation. |
SUM_SPRD |
Sum of spreads of a CDS Index/Tranche/Basket. |
BEVEN_INF |
Breakeven Inflation. Rate the non-zero indexed bond wld generate the same nominal return to maturity as the conventional bond. |
DISC_ASK1 |
The 5 best Ask Discount values. |
DISC_ASK2 |
The 5 best Ask Discount values. |
DISC_ASK3 |
The 5 best Ask Discount values. |
DISC_BID1 |
The 5 best Bid Discount values. |
DISC_BID2 |
The 5 best Bid Discount values. |
DISC_BID3 |
The 5 best Bid Discount values. |
IDX_BASE |
Base Index. Base Value of underlying index at issue. |
IDX_LSTCPN |
Index at Last Coupon. |
IDX_RATIO |
Index Ratio. Ratio indicating the adjustment required to principal. Reflects the growth of the index. |
INFL_ACCR |
Inflation Accrual. Acc principal at end of yr less acc principal at beginning of the yr or on purch date, if later. |
PRICE_METH |
Price Method. How a bond is quoted. e.g. price, yield, discount, spread, volatility. |
REAL_YLDA |
Real Yield BID and Ask. The bond's bid and ask yields, adjusted for inflation. |
REAL_YLDB |
Real Yield BID and Ask. The bond's bid and ask yields, adjusted for inflation. |
ZSPREAD |
Z Spread. The difference in basis points required to make the bond perform to par. |
DELIV_DATE |
Delivery Date. |
CURVE_TYPE |
Denotes the type of yield curve the instrument belongs to. |
TENOR |
Time to maturity. Usually indicates the tenor bucket of the instrument. |
TOT_RETURN |
Total return yield data calculated for bonds. |
VWAP_BID |
Weighted Average Bid and Ask Prices. |
VWAP_ASK |
Weighted Average Bid and Ask Prices. |
TOT_ASKVOL |
Total BID and Ask Volumes. |
TOT_BIDVOL |
Total BID and Ask Volumes. |
BIDQUEUE_1 |
Order Queue under Best Bid_1 and Best Ask_1. |
ASKQUEUE_1 |
Order Queue under Best Bid_1 and Best Ask_1. |
CP_EFF_DAT |
The effective date of the latest capital change. |
INAV |
Used to display the INAV, PEA, TAXES and Trade Group values for Euronext Funds. |
PEA |
Used to display the INAV, PEA, TAXES and Trade Group values for Euronext Funds. |
TAXES |
Used to display the INAV, PEA, TAXES and Trade Group values for Euronext Funds. |
TRD_GRP |
Used to display the Trade Group for Euronext Instruments. |
ACVL_BASKT |
Accumulated Volume of Block and Basket trading. |
ACVL_BLOCK |
Accumulated Volume of Block and Basket trading. |
ACVOL_AFT |
Accumulated Volume of After-hour. |
ACVOL_PRE |
Accumulated Volume of pre-open market. |
AV_AFT_BLK |
Accumulated Volume of Block and Basket trading during after-hour market. |
AV_AFT_BSK |
Accumulated Volume of Block and Basket trading during after-hour market. |
AV_PRE_BLK |
Accumulated Volume of Block and Basket trading during Pre-open market. |
AV_PRE_BSK |
Accumulated Volume of Block and Basket trading during Pre-open market. |
AV_REG_BLK |
Accumulated Volume of Block and Basket trading during regular session. |
AV_REG_BSK |
Accumulated Volume of Block and Basket trading during regular session. |
HST_NAV |
The most recent non-zero Net Asset value. |
SUBST_PRC |
Price used to estimate the value of the asset. |
TN_AFT_BLK |
Turnover of Block and Basket trading during after-hour market. |
TN_AFT_BSK |
Turnover of Block and Basket trading during after-hour market. |
TN_PRE_BLK |
Turnover of Block and Basket trading during Pre-open market. |
TN_PRE_BSK |
Turnover of Block and Basket trading during Pre-open market. |
TN_REG_BLK |
Turnover of Block and Basket trading during Regular session. |
TN_REG_BSK |
Turnover of Block and Basket trading during Regular session. |
TURN_PRE |
Turnover of Pre-Open and After-hour Markets. |
TURN_AFT |
Turnover of Pre-Open and After-hour Markets. |
TURN_BASKT |
Turnover of Basket and Block trading. |
TURN_BLOCK |
Turnover of Basket and Block trading. |
UN_ADJ_CLS |
The most recent non-zero unadjusted Closing Price. |
LP_ALLOW |
Allowance of Liquidity Provider - Yes or No. |
MKT_MK_NM2 |
Name of Market Makers 2-5. |
MKT_MK_NM3 |
Name of Market Makers 2-5. |
MKT_MK_NM4 |
Name of Market Makers 2-5. |
MKT_MK_NM5 |
Name of Market Makers 2-5. |
OPEN_SRC |
Source ID for update that is being applied to the FID OPEN_PRC. |
CLOSE_SRC |
Source ID for update that is being applied to the FID HST_CLOSE. |
OPBID_SRC |
Source of Opening Bid and Ask. |
OPASK_SRC |
Source of Opening Bid and Ask. |
CLSBID_SRC |
Source of Closing Bid and Ask. |
CLSASK_SRC |
Source of Closing Bid and Ask. |
YRHIGH_SRC |
Source ID for update that is being applied to the FID YRHIGH. |
YRLOW_SRC |
Source ID for update that is being applied to the FID YRLOW. |
BID_SRC |
Source ID for update that is being applied to the FID BID. |
ASK_SRC |
Source ID for update that is being applied to the FID ASK. |
PRIM_RIC |
Primary RIC for the Issue. |
SI_RIC |
Systematic Internaliser Quotes Chain RIC. |
UTC_OFFSET |
Displays test for identification of UTC offset for competent authority in form 'UTC. |
HIGH_SRC |
Source ID for update in FID HIGH_1. |
LOW_SRC |
Source ID for update in FID LOW_1. |
TRD_1_SRC |
Source ID for update in FID TRDPRC_1 thru TRDPRC_5. |
TRD_2_SRC |
Source ID for update in FID TRDPRC_1 thru TRDPRC_5. |
TRD_3_SRC |
Source ID for update in FID TRDPRC_1 thru TRDPRC_5. |
TRD_4_SRC |
Source ID for update in FID TRDPRC_1 thru TRDPRC_5. |
TRD_5_SRC |
Source ID for update in FID TRDPRC_1 thru TRDPRC_5. |
IRGPRCSRC |
Source ID for update in FID IRGPRC. |
IRGVAL_TIM |
Original trade execution time for trade being cancelled in IRGVAL. |
TRD_IND_1 |
Trade indicators for FID TRDPRC_1 thru TRDPRC_5. |
TRD_IND_2 |
Trade indicators for FID TRDPRC_1 thru TRDPRC_5. |
TRD_IND_3 |
Trade indicators for FID TRDPRC_1 thru TRDPRC_5. |
TRD_IND_4 |
Trade indicators for FID TRDPRC_1 thru TRDPRC_5. |
TRD_IND_5 |
Trade indicators for FID TRDPRC_1 thru TRDPRC_5. |
PRIM_SRC |
Exchange ID from FID 1709 on the Primary RIC. |
BID_IND |
Indicator for BID Price. |
ASK_IND |
Indicator for ASK Price. |
BID_IND2 |
Indicator for Second thru Tenth Bid price. |
BID_IND3 |
Indicator for Second thru Tenth Bid price. |
BID_IND4 |
Indicator for Second thru Tenth Bid price. |
BID_IND5 |
Indicator for Second thru Tenth Bid price. |
BID_IND6 |
Indicator for Second thru Tenth Bid price. |
BID_IND7 |
Indicator for Second thru Tenth Bid price. |
BID_IND8 |
Indicator for Second thru Tenth Bid price. |
BID_IND9 |
Indicator for Second thru Tenth Bid price. |
BID_IND10 |
Indicator for Second thru Tenth Bid price. |
ASK_IND2 |
Indicator for Second thru Tenth Ask price. |
ASK_IND3 |
Indicator for Second thru Tenth Ask price. |
ASK_IND4 |
Indicator for Second thru Tenth Ask price. |
ASK_IND5 |
Indicator for Second thru Tenth Ask price. |
ASK_IND6 |
Indicator for Second thru Tenth Ask price. |
ASK_IND7 |
Indicator for Second thru Tenth Ask price. |
ASK_IND8 |
Indicator for Second thru Tenth Ask price. |
ASK_IND9 |
Indicator for Second thru Tenth Ask price. |
ASK_IND10 |
Indicator for Second thru Tenth Ask price. |
CV_RIC1 |
Currency variant no.1 thru 5 RIC. |
CV_RIC2 |
Currency variant no.1 thru 5 RIC. |
CV_RIC3 |
Currency variant no.1 thru 5 RIC. |
CV_RIC4 |
Currency variant no.1 thru 5 RIC. |
CV_RIC5 |
Currency variant no.1 thru 5 RIC. |
TRD_BIC_1 |
Swift BIC value for updates in FIDs TRDPRC_1 thru TRDPRC_5. |
TRD_BIC_2 |
Swift BIC value for updates in FIDs TRDPRC_1 thru TRDPRC_5. |
TRD_BIC_3 |
Swift BIC value for updates in FIDs TRDPRC_1 thru TRDPRC_5. |
TRD_BIC_4 |
Swift BIC value for updates in FIDs TRDPRC_1 thru TRDPRC_5. |
TRD_BIC_5 |
Swift BIC value for updates in FIDs TRDPRC_1 thru TRDPRC_5. |
ALERT_DATE |
Supplement existing fields ERROR_DATE (1390) and ERROR_TIME (1391). (TIME: hh:mm / TIME_SECONDS (hh:mm:ss)). |
ALERT_TIME |
Supplement existing fields ERROR_DATE (1390) and ERROR_TIME (1391). (TIME: hh:mm / TIME_SECONDS (hh:mm:ss)). |
UPDATE_DT |
Supplement existing fields ERROR_DATE (1390) and ERROR_TIME (1391). (TIME: hh:mm / TIME_SECONDS (hh:mm:ss)). |
UPDATE_TM |
Supplement existing fields ERROR_DATE (1390) and ERROR_TIME (1391). (TIME: hh:mm / TIME_SECONDS (hh:mm:ss)). |
NXT_UPD_DT |
Supplement existing fields ERROR_DATE (1390) and ERROR_TIME (1391). (TIME: hh:mm / TIME_SECONDS (hh:mm:ss)). |
NXT_UPD_TM |
Supplement existing fields ERROR_DATE (1390) and ERROR_TIME (1391). (TIME: hh:mm / TIME_SECONDS (hh:mm:ss)). |
EXP_RES_DT |
Supplement existing fields ERROR_DATE (1390) and ERROR_TIME (1391). (TIME: hh:mm / TIME_SECONDS (hh:mm:ss)). |
EXP_RES_TM |
Supplement existing fields ERROR_DATE (1390) and ERROR_TIME (1391). (TIME: hh:mm / TIME_SECONDS (hh:mm:ss)). |
ALERT_PAGE |
Last alert raised (a textual exposition stored within PAGE_25X80 (82) under RICs of the form: 'ALERTnn' (e.g. 'ALERT28')). |
DELAY_BM |
Parameter governing DH_FEED_ST (1385) = 'Delayed' (defined versus matching RAQ DTM RICs (e.g. '.LSECWTDELAY')). |
STRUCTNEWS |
A string of concise XML used to provide key alert data specially for machine consumption. |
R_LST_LBL |
Label for restricted stock indicator. |
R_LST_VAL |
Value of restricted stock indicator. |
AN_RAT_LBL |
Label for stock analyst rating. |
AN_RAT_VAL |
Value of stock analyst rating. |
RST_FLAG |
Restricted list identifier flag. |
HEAD_DIR |
The value in this field is used to indicate the direction of the text used for headline data in the news for common platform environment. |
HEAD_LANG |
This field contains values that indicate the language the headline data is in for the news for common platform environment. |
NEWS_SUMM1 |
Summary information for use within the news for common platform environment. |
NEWS_SUMM2 |
Summary information for use within the news for common platform environment. |
NEWS_SUPP1 |
Summary information for use within the news for common platform environment. |
NEWS_SUPP2 |
Summary information for use within the news for common platform environment. |
NEWS_SUPP3 |
Summary information for use within the news for common platform environment. |
NEWSMGTSTG |
Stage and management information for use within the news for common platform environment. |
PRODCODE_N |
Prodcode values for use in the news for common platform environment. |
REFERENCE |
How the headline data should be displayed in the news for common platform environment. |
SUMM_LANG |
The language the summary and story data is in for the news for common platform environment. |
STORY_LANG |
The language the summary and story data is in for the news for common platform environment. |
SUMM_DIR |
The direction of the text used for summary and story data in the news for common platform environment. |
STORY_DIR |
The direction of the text used for summary and story data in the news for common platform environment. |
LEG8_RATIO |
Ratio of lots for the leg. |
LEG9_RATIO |
Ratio of lots for the leg. |
LEG10_RTIO |
Ratio of lots for the leg. |
LEG11_RTIO |
Ratio of lots for the leg. |
LEG12_RTIO |
Ratio of lots for the leg. |
LEG13_RTIO |
Ratio of lots for the leg. |
LEG14_RTIO |
Ratio of lots for the leg. |
LEG15_RTIO |
Ratio of lots for the leg. |
LEG16_RTIO |
Ratio of lots for the leg. |
LEG17_RTIO |
Ratio of lots for the leg. |
LEG18_RTIO |
Ratio of lots for the leg. |
LEG19_RTIO |
Ratio of lots for the leg. |
LEG20_RTIO |
Ratio of lots for the leg. |
LEG21_RTIO |
Ratio of lots for the leg. |
LEG22_RTIO |
Ratio of lots for the leg. |
LEG23_RTIO |
Ratio of lots for the leg. |
LEG24_RTIO |
Ratio of lots for the leg. |
LEG25_RTIO |
Ratio of lots for the leg. |
LEG26_RTIO |
Ratio of lots for the leg. |
LEG27_RTIO |
Ratio of lots for the leg. |
LEG28_RTIO |
Ratio of lots for the leg. |
LEG29_RTIO |
Ratio of lots for the leg. |
LEG30_RTIO |
Ratio of lots for the leg. |
LEG31_RTIO |
Ratio of lots for the leg. |
LEG32_RTIO |
Ratio of lots for the leg. |
LEG8_EXP |
The expiration date of the Nth leg of a spread. |
LEG9_EXP |
The expiration date of the Nth leg of a spread. |
LEG10_EXP |
The expiration date of the Nth leg of a spread. |
LEG11_EXP |
The expiration date of the Nth leg of a spread. |
LEG12_EXP |
The expiration date of the Nth leg of a spread. |
LEG13_EXP |
The expiration date of the Nth leg of a spread. |
LEG14_EXP |
The expiration date of the Nth leg of a spread. |
LEG15_EXP |
The expiration date of the Nth leg of a spread. |
LEG16_EXP |
The expiration date of the Nth leg of a spread. |
LEG17_EXP |
The expiration date of the Nth leg of a spread. |
LEG18_EXP |
The expiration date of the Nth leg of a spread. |
LEG19_EXP |
The expiration date of the Nth leg of a spread. |
LEG20_EXP |
The expiration date of the Nth leg of a spread. |
LEG21_EXP |
The expiration date of the Nth leg of a spread. |
LEG22_EXP |
The expiration date of the Nth leg of a spread. |
LEG23_EXP |
The expiration date of the Nth leg of a spread. |
LEG24_EXP |
The expiration date of the Nth leg of a spread. |
LEG25_EXP |
The expiration date of the Nth leg of a spread. |
LEG26_EXP |
The expiration date of the Nth leg of a spread. |
LEG27_EXP |
The expiration date of the Nth leg of a spread. |
LEG28_EXP |
The expiration date of the Nth leg of a spread. |
LEG29_EXP |
The expiration date of the Nth leg of a spread. |
LEG30_EXP |
The expiration date of the Nth leg of a spread. |
LEG31_EXP |
The expiration date of the Nth leg of a spread. |
LEG32_EXP |
The expiration date of the Nth leg of a spread. |
LEG8_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG9_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG10_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG11_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG12_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG13_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG14_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG15_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG16_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG17_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG18_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG19_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG20_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG21_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG22_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG23_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG24_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG25_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG26_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG27_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG28_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG29_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG30_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG31_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG32_STR |
The strike price of the option associated with the Nth leg of a spread. |
LEG8_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG9_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG10_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG11_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG12_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG13_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG14_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG15_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG16_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG17_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG18_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG19_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG20_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG21_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG22_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG23_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG24_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG25_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG26_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG27_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG28_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG29_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG30_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG31_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LEG32_TYPE |
The underlying contract type associated with the Nth leg of a spread. |
LLEG8_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG9_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG10_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG11_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG12_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG13_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG14_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG15_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG16_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG17_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG18_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG19_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG20_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG21_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG22_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG23_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG24_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG25_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG26_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG27_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG28_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG29_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG30_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG31_RIC |
The RIC associated with the Nth leg of a spread. |
LLEG32_RIC |
The RIC associated with the Nth leg of a spread. |
B_YIELD_1 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_2 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_3 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_4 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_5 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_6 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_7 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_8 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_9 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_10 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_11 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_12 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_13 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_14 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_15 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_16 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_17 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_18 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_19 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_20 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_21 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_22 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_23 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_24 |
The yield corresponding to price in B_PRICE_#. |
B_YIELD_25 |
The yield corresponding to price in B_PRICE_#. |
A_YIELD_1 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_2 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_3 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_4 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_5 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_6 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_7 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_8 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_9 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_10 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_11 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_12 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_13 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_14 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_15 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_16 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_17 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_18 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_19 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_20 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_21 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_22 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_23 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_24 |
The yield corresponding to price in A_PRICE_#. |
A_YIELD_25 |
The yield corresponding to price in A_PRICE_#. |
DEAL_TYPE2 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYPE3 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYPE4 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYPE5 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYPE6 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYPE7 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYPE8 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYPE9 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP10 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP11 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP12 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP13 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP14 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP15 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP16 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP17 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP18 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP19 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP20 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP21 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP22 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP23 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP24 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP25 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP26 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP27 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP28 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP29 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP30 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP31 |
Buy or Sell associated with the Nth leg of a spread. |
DEAL_TYP32 |
Buy or Sell associated with the Nth leg of a spread. |
P_C_IND1 |
Replacement for FID PUTCALLIND (109) with extended index enumeration values. |
DOM_EQ_ID |
Identifies all domestic markets trading the asset. |
DOM_OPT_ID |
Identifies all domestic markets trading options. |
FOR_EQ_ID |
Identifies all foreign markets trading the asset. |
FOR_OPT_ID |
Identifies all foreign markets trading options. |
CUSIP_CD |
Replacement for CUSIP (2178) which was incorrectly defined as PRICE type. |
ALT_ZSCORE |
Altman's Z Score. Bankruptcy predictor. |
INDEX_SKEW |
For CDS indices. The difference between the price of the index CDS traded in the market and the fair value of the index. |
RECOV_RATE |
Recovery Rate. % of principal that could be recovered following a credit event. |
A_SWP_SPD2 |
The asset swap spread referenced from the value of the underlying asset e.g. Bond. |
BMK_SPD2 |
Benchmark Spread 2. |
SWAP_SPRD2 |
Swap Spread 2. |
BMK_YIELD |
Benchmark Bond Yield. |
FAIR_PRICE |
Fair Price for Convertible Bond. |
BOND_FLR |
Bond Floor Price for Convertible. |
SHRS_IDX1 |
Number of listed shares for calculation of Indices. Correction to FID 3775 which was defined as Alphanumeric type. |
IMP_YIELD |
Futures Implied Yield. |
FUT_BASIS |
Basis of the deliverable bond. |
FUT_RISK |
Approx change in futures contract value for a given 1 bp change in the yield of the deliverable bond. |
LSTSALCOND |
Native sale condition of Last trade. |
IRGSALCOND |
Native sale condition of irregular or canceled trade. |
INSSALCOND |
Native sale condition of inserted or corrected trade. |
LAST_IND |
Last / Not Last Indicator. |
THRESH_IND |
Threshold Check Indicator. |
CANCEL_IND |
Canceled trade Indicator. |
COR_IND |
Corrected trade Indicator. |
RETRAN_IND |
Retransmission Indicator. |
CANCLSTIND |
Cancellation Last / Not Last Indicator. |
CORRLSTIND |
Correction Last / Not Last Indicator. |
CANTHRIND |
Cancellation Threshold Check Indicator. |
CORRTHRIND |
Correction Threshold Check Indicator. |
CANRTRIND |
Cancellation Retransmission Indicator. |
CORRRTRIND |
Correction Retransmission Indicator. |
AC_TRD_VAL |
Accumulated trading Value. |
YR_TO_MAT |
Remaining years to maturity. |
AM_AC_PRC |
AM Accumalated Price (Correction to FID3563 which was incorrectly defined as INTEGER type). |
CRV_UNIT |
Curve Unit Indicator (eg Yield, Volatility, BPS, % etc). |
HST_VWAP |
Previous trading days volume weighted average price. |
HST_VWAP_Y |
Previous trading days volume weighted average yield price. |
VWAP_YLD |
Volume weighted average yield price. |
BASE_PRC3 |
Tomorrows base price. |
BASE_PRCFL |
Tomorrows base price Flag. |
LIMIT_LVL |
The latest trading limit level. |
LOLIMIT_3 |
The third level lower trading limit for todays trading. |
UPLIMIT_3 |
The third level upper trading limit for todays trading. |
HI_TIMESEC |
Time of highest price. |
LO_TIMESEC |
Time of lowest price. |
FRGN_BVOL |
The foreigners buy volume. |
FRGN_SVOL |
The foreigners sell volume. |
FRGN_TDCHG |
The difference between an investment trusts buy and sell volume. |
TRUST_BVOL |
The buy volume of an Investment Trust. |
TRUST_SVOL |
The sell volume of an Investment Trust. |
TRUST_TCHG |
The difference between an investment trusts buy and sell volume. |
ASK_SP1_FL |
A flag field further qualifying ASK SPREAD field. |
ASK_SPRD_2 |
For CDS. Basis point quote value that ripples from ASK_SPREAD (FID 3296). |
ASK_SPRD_3 |
For CDS. Basis point quote value that ripples from ASK_SPRD2. |
ATTACH_PCT |
Attachment point expressed in percentage terms. |
BASE_RT_TP |
The benchmark used for calculating the margin (e.g. LIBOR, EURIBOR, PRIME..etc). |
BID_SP1_FL |
A flag field further qualifying BID SPREAD field. |
BID_SPRD_2 |
For CDS. Basis point quote value that ripples from BID_SPREAD (FID 3303). |
BID_SPRD_3 |
For CDS. Basis point quote value that ripples from BID_SPRD2. |
BORR_COUNT |
Date when the composite was built. |
COMP_DATE |
Date when the composite was built. |
COMP_DEPTH |
Credit Event. A financial event related to a legal entity which triggers specific protection provided by a credit derivative. |
CRED_EVENT |
Credit Event. A financial event related to a legal entity which triggers specific protection provided by a credit derivative. |
DETACH_PCT |
Detachment point expressed in percentage terms. |
FAC_SZ_ORG |
Facility Size, Original currency displayed in millions. |
FAC_SZ_USD |
Facility Size, US Dollar displayed in millions. |
FACILITY |
Loan Facility type. |
FACSZ_INST |
Average Institutional Facility Size, displayed in millions of USD. |
FACSZ_NON |
Average Non-Institutional Facility Size, displayed in millions of USD. |
IDXVERSION |
The version number of the index. |
LIN |
Loan Identification Number (LIN) Sourced from Loan Price Corporation. |
MID_1_FLAG |
3 flag fields further qualifying the MID PRICE fields MID_n. |
MID_1_TP |
For each of the last activity fields defined in MID_1 to MID_3 an associated activity indicator which indicates the nature of the last activity field. |
MID_2_FLAG |
3 flag fields further qualifying the MID PRICE fields MID_n. |
MID_2_TP |
For each of the last activity fields defined in MID_1 to MID_3 an associated activity indicator which indicates the nature of the last activity field. |
MID_3_FLAG |
3 flag fields further qualifying the MID PRICE fields MID_n. |
MID_3_TP |
For each of the last activity fields defined in MID_1 to MID_3 an associated activity indicator which indicates the nature of the last activity field. |
MID_SP1_FL |
A flag fields further qualifying MID SPREAD field. |
MID_SPRD_2 |
For CDS. Basis point quote value that ripples from MID_SPREAD (FID 3352). |
MID_SPRD_3 |
For CDS. Basis point quote value that ripples from MID_SPRD2. |
ORG_ID1 |
Organisation Identifier 1. |
ORG_ID1_TP |
Further text qualifying Organisation Identifier 1. |
ORG_ID2 |
Organisation Identifier 2. |
ORG_ID2_TP |
Further text qualifying Organisation Identifier 2. |
RED_CODE |
For CDS. Entity Level/Index Family Identifier. |
REF_CDS |
Reference Credit Default Swap. |
REF_ENTITY |
For CDS. Full Company Name of the Reference Entity. |
REF_LCDS |
Reference Loan Credit Default Swap. |
SERIES |
The series number of the index. |
SIGN_DATE |
Date the loan agreement was signed. |
STD_DEV |
Standard deviation of bids for tranches included in the index. |
TRD_CNV_FL |
For CDS. Y/N Flag for identifying the traded convention CDS. |
TRNCHE_LVL |
The tranche level of the Index (A,B,...E etc). |
TRNCHE_NM |
The tranche level name (e.g. equity, senior, super senior..) of an index. |
UPFRNT_FEE |
Upfront fee for loans. |
ASP12M |
Asset Swap Spread 12 month basis points. |
ASPMTD |
Asset Swap Spread month to date basis points. |
ASPYTD |
Asset Swap Spread year to date basis points. |
BLEND_YTM |
Blended Yield to Maturity. |
BMK_SPDSB |
Semi-annual Index Benchmark Spread. |
CASH_TRI |
Cash Return Index. |
CLNPI_HD |
Nominal Clean Price Index Hedged. |
CLNPI_HD1D |
Nominal Clean Price Index Hedged Yesterday. |
CLNPI_UH1D |
Nominal Clean Price Index Yesterday. |
CLNPI_UNH |
Nominal Clean Price Index. |
CNVX_HAB |
Real Annual Convexity Hedged. |
CNVX_HSB |
Real Semi-Annual Convexity Hedged. |
CNVX_NH |
Nominal Straight Convexity Hedged. |
CNVX_NU |
Nominal Straight Convexity Unhedged. |
CNVX_P_AB |
Annual Portfolio Convexity. |
CNVX_P_SB |
Semi-Annual Portfolio Convexity. |
CNVX_P_UAB |
Real Annual Portfolio Convexity Unhedged. |
CNVX_P_USB |
Real Semi-Annual Portfolio Convexity Unhedged. |
CNVX_UAB |
Real Annual Convexity Unhedged. |
CNVX_USB |
Real Semi-Annual Convexity Unhedged. |
CNVXWST_SB |
Convexity to Worst in semi-annual terms. |
CONVEXITYH |
Real Straight Convexity Hedged. |
CONVEXITYU |
Real Straight Convexity Unhedged. |
CPI_CASH |
Cash Price Index. |
CPI_RATE |
CPI Today. |
CPR_RATE |
Price Index - Clean. |
CPR_RATE_U |
Price Index - Clean - USD. |
CTB_RTN_IH |
Citigroup daily return index hedged. |
CTB_RTNIDX |
Citigroup daily return index. |
CUM_TRTN |
Daily Cumulative Total Retrun. |
CURR_RTN |
Currency Return. |
DRTN_TW |
Duration to Worst. |
DURATION_H |
Real Duration Hedged. |
DURATION_U |
Real Duration Unhedged. |
DURTN_P_H |
Real Portfolio Duration Hedged. |
DURTN_P_U |
Real Portfolio Duration Unhedged. |
DURTN_TW |
Macauley Duration To Worst. |
EFF_YLDSB |
Effective Yield in semi-annual terms. |
EIR_DRTN |
Effective Interest Rate Duration. |
EXDIVADJ |
Ex-Dividend - Adjustment. |
FACTO_CPI |
Cost Factor Price Index. |
FACTO_TRI |
Cost Factor Return Index. |
HST_CPI |
Cpi Yesterday. |
HST_PRCCLN |
Local Clean Price Index Yesterday. |
HST_TRTN_H |
Real Total Return Index Hedged Yesterday. |
HST_TRTN_I |
Total Return Index Yesterday. |
HST_TRTN_L |
Real Total Return Index Currency Yesterday. |
HST_TRTN_U |
Real Total Return Index Unhedged Yesterday. |
ICP_TRTN |
Total Return since inception. |
IDX_CPN |
Coupon Income Index. |
IDX_CPN_H |
Coupon Income Index Hedged (USD). |
IDX_CPN_U |
Coupon Income Index Unhedged (USD). |
IND_LEV0 |
Sector classification scheme derived with Dow Jones and used by iBoxx. Sector Level 0 - Currency. |
IND_LEV1 |
Sector classification scheme derived with Dow Jones and used by iBoxx. Sector Level 1 - Asset Class. |
IND_LEV2 |
Sector classification scheme derived with Dow Jones and used by iBoxx. Sector Level 2 - Industry. |
IND_LEV3 |
Sector classification scheme derived with Dow Jones and used by iBoxx. Sector Level 3 - Super Sector. |
IND_LEV4 |
Sector classification scheme derived with Dow Jones and used by iBoxx. Sector Level 4 - Sector. |
IND_LEV5 |
Sector classification scheme derived with Dow Jones and used by iBoxx. Sector Level 5 - Subsector. |
IND_LEV6 |
Sector classification scheme derived with Dow Jones and used by iBoxx. Sector Level 6 - other sector. |
IND_LEV7 |
Sector classification scheme derived with Dow Jones and used by iBoxx. Sector Level 7 - other sector. |
INDX_INC |
Income Index. |
INT_YLD |
Interest Yield. |
INTRTN_IDX |
Interest Rate Return Index. |
M_DRTNSB_H |
Nominal Semi-Annual Modified Duration Hedged. |
M_DRTNSB_U |
Nominal Semi-Annual Modified Duration Unhedged. |
MDTN_P_AB |
Annual Portfolio Modified Duration. |
MDTN_P_HAB |
Real Annual Portfolio Modified Duration Hedged. |
MDTN_P_HSB |
Real Semi-Annual Portfolio Modified Duration Hedged. |
MDTN_P_SB |
Semi-Annual Portfolio Modified Duration. |
MDTN_P_UAB |
Real Annual Portfolio Modified Duration Unhedged. |
MDTN_P_USB |
Real Semi-Annual Portfolio Modified Duration Unhedged. |
MDTNMAT_SB |
Modified Duration to Maturity in semi annual terms. |
MDTNWST_CV |
Modified Duration to Worst in conventional terms. |
MDTNWST_SB |
Modified Duration to Worst in semi-annual terms. |
MDURTN_AB |
Nominal Annual Modified Duration Unhedged. |
MDURTN_HAB |
Real Annual Modified Duration Hedged. |
MDURTN_HSB |
Real Semi-Annual Modified Duration Hedged. |
MDURTN_SB |
Semi-Annual Modified Duration/ Nominal Semi-Annual Modified Duration. |
MDURTN_USB |
Real Annual Modified Duration Unhedged. |
MKT_VALUS |
Market Value in US$. |
MKTCAP_PCT |
It is the market cap in % terms of the overall market cap of the aggregate index. |
MOD_DHD |
Nominal Annual Modified Duration Hedged. |
MTD_CPN |
Month to date Coupon Return. |
MTD_EXCESS |
Month to date Excess Returns. |
MTD_EXRPCT |
Month-to-date Excess Return Percentage. |
MTD_EXSPCT |
Month to date Excess swap Percentage. |
MTD_HRTNI |
Month-to-date Hedged Index Return (USD). |
MTD_N_RTN |
Nominal Month-to-date Return. |
MTD_NH_RTN |
Nominal Month-to-Date Return Hedged. |
MTD_OTHRTN |
Month to date Other Return. |
MTD_PCTCHG |
Month to date Change Percent. |
MTD_RRTN |
Real Month-to-Date Return. |
MTD_RRTN_H |
Real Month-to-Date Return Hedged. |
MTD_RTN |
Month to date Total Return Hedged. |
MTD_RTN_H |
MTD Total Return Hedged %. |
MTD_U_IRTN |
Month to date Unhedged Index Return (USD). |
MTDLCURRTN |
Month to date Local Currency Return. |
MTDPCTTRTN |
Month-to-date Total Return %. |
NCX_HD |
Nominal Annual Convexity Hedged. |
NCXSB_HD |
Nominal Semi-Annual Convexity Hedged. |
NCXSB_U |
Nominal Semi-Annual Convexity Unhedged. |
NDURTN_H |
Nominal Duration Hedged. |
NOM_CASH |
Nominal Paid Cash. |
NP_CNVX_H |
Nominal Annual Portfolio Convexity Hedged. |
NP_CNVX_U |
Nominal Annual Portfolio Convexity Unhedged. |
NP_DRTN_H |
Nominal Portfolio Duration Hedged. |
NP_DRTN_U |
Nominal Portfolio Duration Unhedged. |
NP_MD_H |
Nominal Annual Portfolio Modified Duration Hedged. |
NP_MD_U |
Nominal Annual Portfolio Modified Duration Unhedged. |
NP_MDSB_H |
Nominal Semi-Annual Portfolio Modified Duration Hedged. |
NP_MDSB_U |
Nominal Semi-Annual Portfolio Modified Duration Unhedged. |
NP_YLD_H |
Nominal Annual Portfolio Yield Hedged. |
NP_YLDSB_H |
Nominal Semi-Annual Portfolio Yield Hedged. |
NP_YLDSB_U |
Nominal Semi-Annual Portfolio Yield Unhedged. |
NPCNVXSB_H |
Nominal Semi-Annual Portfolio Convexity Hedged. |
NPCNVXSB_U |
Nominal Semi-Annual Portfolio Convexity Unhedged. |
PD_CASH |
Real Paid Cash. |
PD_CASH_U |
Unhedged Cash Paid (USD). |
PD_CSHMTD |
Cash paid by the bond month-to-date with daily reinvestment at 1-month LIBID. |
PORT_DURTN |
Portfolio Duration. |
PRC_GR_IH |
Gross Price Index Hedged. |
PRC_IDX |
Price Index. |
PRC_IDX_H |
Price index hedged. |
PRI_RTNIDX |
Principle Return Index. |
RDM_IDX |
Redemption Income Index. |
REAL_COUPN |
Real Coupon. |
RRTN |
Real Daily Return. |
RRTN_H |
Real Daily Return Hedged. |
RTN_CPN |
Coupon Return. |
RTN_FACTOR |
Return Factor. |
RTN_GP_IDX |
Gross Price Index. |
RTN_GP_IU |
Gross Price Index Unhedged. |
RTN_IDX |
Total Return Index. |
RTN_IDX_H |
Total Return Index hedged. |
RTN_N |
Nominal Daily Return. |
RTN_N_H |
Nominal Daily Return Hedged. |
RTN_P_MTD |
MTD Price Return. |
RTNINT_IDX |
Interest return index. |
RTNP_I_VAL |
Price Rate of Return Index Value in local currency terms unhedged. |
RTNPCT_MTD |
Month to date Price Rate of Return percentage in local currency terms unhedged. |
RTRTN_H |
Real Total Return Index Hedged. |
RTRTN_U |
Real Total Return Index. |
RVAL_U |
Real Market Value Unhedged. |
SPD_DURTN |
Spread Duration. |
SPD_TSY_AB |
Govt Spread 12mth bps. |
SPD_TSYMTD |
Govt Spread MTD bps. |
SPD_TSYYTD |
Govt Spread YTD bps. |
TRTN |
Total Return. |
TRTN_3MT |
total return for the last 3 months. |
TRTN_6MT |
total return for the last 6 months. |
TRTN_IDX |
Total Return Index Today. |
TRTN_IDX_H |
Nominal Total Return Index Hedged. |
TRTN_IDX_U |
Nominal Total Return Index Unhedged. |
TRTN_LOC |
Local Total Return Index Today. |
TRTN_PRICE |
Daily Total Return. |
SPONSOR |
The sponsor of the loan. |
FRNTRD_PRC |
Foreigners trading price. |
FRNTRD_TIM |
Foreigners trading price time. |
LQP_SIZE |
Liquidity provider bid/ask size. |
AVG_LQP_SZ |
LP holding amount per listed share. |
ACVOL_REG |
Trading volume of regular session. |
TNOVER_REG |
Trading value of regular session. |
PRIMARY_MM |
Flag to indicate whether a market maker is primary. |
MM_MODE |
Market maker mode - Indicates the quoting participants registration status in relation to SEC Rules 101 and 104 of Regulation M. |
MM_STATE |
Market Participant State - Indicates the market participants current registration status in the issue. |
A_QTYCLS1 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS2 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS3 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS4 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS5 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS6 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS7 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS8 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS9 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS10 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS11 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS12 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS13 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS14 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS15 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS16 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS17 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS18 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS19 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS20 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS21 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS22 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS23 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS24 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_QTYCLS25 |
Sell Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS1 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS2 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS3 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS4 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS5 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS6 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS7 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS8 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS9 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS10 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS11 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS12 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS13 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS14 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS15 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS16 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS17 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS18 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS19 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS20 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS21 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS22 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS23 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS24 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
B_QTYCLS25 |
Buy Order Quantity with Closing condition for Japanese market Zaraba trading. |
A_ACCQTY1 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY2 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY3 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY4 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY5 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY6 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY7 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY8 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY9 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY10 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY11 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY12 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY13 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY14 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY15 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY16 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY17 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY18 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY19 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY20 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY21 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY22 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY23 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY24 |
Sell Order Quantity Cumulative Total. |
A_ACCQTY25 |
Sell Order Quantity Cumulative Total. |
B_ACCQTY1 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY2 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY3 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY4 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY5 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY6 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY7 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY8 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY9 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY10 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY11 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY12 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY13 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY14 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY15 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY16 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY17 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY18 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY19 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY20 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY21 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY22 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY23 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY24 |
Buy Order Quantity Cumulative Total. |
B_ACCQTY25 |
Buy Order Quantity Cumulative Total. |
A_TONE_1 |
Sell Code. |
A_TONE_2 |
Sell Code. |
A_TONE_3 |
Sell Code. |
A_TONE_4 |
Sell Code. |
A_TONE_5 |
Sell Code. |
A_TONE_6 |
Sell Code. |
A_TONE_7 |
Sell Code. |
A_TONE_8 |
Sell Code. |
A_TONE_9 |
Sell Code. |
A_TONE_10 |
Sell Code. |
A_TONE_11 |
Sell Code. |
A_TONE_12 |
Sell Code. |
A_TONE_13 |
Sell Code. |
A_TONE_14 |
Sell Code. |
A_TONE_15 |
Sell Code. |
A_TONE_16 |
Sell Code. |
A_TONE_17 |
Sell Code. |
A_TONE_18 |
Sell Code. |
A_TONE_19 |
Sell Code. |
A_TONE_20 |
Sell Code. |
A_TONE_21 |
Sell Code. |
A_TONE_22 |
Sell Code. |
A_TONE_23 |
Sell Code. |
A_TONE_24 |
Sell Code. |
A_TONE_25 |
Sell Code. |
B_TONE_1 |
Buy Code. |
B_TONE_2 |
Buy Code. |
B_TONE_3 |
Buy Code. |
B_TONE_4 |
Buy Code. |
B_TONE_5 |
Buy Code. |
B_TONE_6 |
Buy Code. |
B_TONE_7 |
Buy Code. |
B_TONE_8 |
Buy Code. |
B_TONE_9 |
Buy Code. |
B_TONE_10 |
Buy Code. |
B_TONE_11 |
Buy Code. |
B_TONE_12 |
Buy Code. |
B_TONE_13 |
Buy Code. |
B_TONE_14 |
Buy Code. |
B_TONE_15 |
Buy Code. |
B_TONE_16 |
Buy Code. |
B_TONE_17 |
Buy Code. |
B_TONE_18 |
Buy Code. |
B_TONE_19 |
Buy Code. |
B_TONE_20 |
Buy Code. |
B_TONE_21 |
Buy Code. |
B_TONE_22 |
Buy Code. |
B_TONE_23 |
Buy Code. |
B_TONE_24 |
Buy Code. |
B_TONE_25 |
Buy Code. |
MKOA_CLSQY |
Sell Market Order Quantity with Closing condition. |
MKOB_CLSQY |
Buy Market Order Quantity with Closing condition. |
MKOASK_CUM |
Sell Market Order Quantity Cumulative Total. |
MKOBID_CUM |
Buy Market Order Quantity Cumulative Total. |
MKOA_TONE |
Sell Market Order Code. |
MKOB_TONE |
Buy Market Order Code. |
MKOASK_PRC |
Sell Market Order Price. |
MKOBID_PRC |
Buy Market Order Price. |
ITEM_ID |
ID of current news item. |
RELEVANCE |
Relevance of the item to the underlying scored entity (company, topic code). |
SENTIMENT |
Predominant sentiment category, integer representation. |
SENT_POS |
Probability that news item has positive sentiment. |
SENT_NEUT |
Probability that news item has neutral sentiment. |
SENT_NEG |
Probability that news item has negative sentiment. |
LNKD_CNT1 |
Number of related items in history periods 1 - 5. |
LNKD_CNT2 |
Number of related items in history periods 1 - 5. |
LNKD_CNT3 |
Number of related items in history periods 1 - 5. |
LNKD_CNT4 |
Number of related items in history periods 1 - 5. |
LNKD_CNT5 |
Number of related items in history periods 1 - 5. |
LNKD_ID1 |
Item ID of 1st thru 5th most recent linked item. |
LNKD_ID2 |
Item ID of 1st thru 5th most recent linked item. |
LNKD_ID3 |
Item ID of 1st thru 5th most recent linked item. |
LNKD_ID4 |
Item ID of 1st thru 5th most recent linked item. |
LNKD_ID5 |
Item ID of 1st thru 5th most recent linked item. |
LNKD_IDPV1 |
Item ID of 1st thru 5th historic linked item. |
LNKD_IDPV2 |
Item ID of 1st thru 5th historic linked item. |
LNKD_IDPV3 |
Item ID of 1st thru 5th historic linked item. |
LNKD_IDPV4 |
Item ID of 1st thru 5th historic linked item. |
LNKD_IDPV5 |
Item ID of 1st thru 5th historic linked item. |
ITEM_TYPE |
Type of item in story lifecycle, such as:'alert', 'article', 'append', 'overwrite'. |
ITEM_GENRE |
Genre of item such as:'Not Defined', 'Imbalance'. |
CACH_CNT |
Current number of items cached within the P2PS from all upstream Line Handler sources. |
CACH_CNTMX |
Highest number of items cached within the P2PS from all upstream Line Handler sources since last P2PS restart. |
ITEM_CNT |
Current number of items available for subscription from the P2PS. |
ITEM_CNTMX |
Highest number of items available for subscription from the P2PS since last restart. |
LH_UPDOWN |
Flag to indicate whether a Line Handler is currently up or down. True=Up, False=Down. |
MSGRT_LHIN |
Current Line Handler Message Rate In and Out. |
MSGRT_LHOT |
Current Line Handler Message Rate In and Out. |
ARB_GAPOUT |
Current number of outstanding arbitrator Gaps. |
ARB_GAPTTL |
Total number of daily arbitrator gaps, filled or unfilled. |
WTCHL_CT_U |
Current number of unique items under subscription by one or more connecting applications. |
LTNC_MVAVG |
Ten second moving average of latency, in microseconds, as measured from the top. |
WTCHL_CT |
Current number of items under subscription by one or more connecting applications, where a single item can be counted multiple times if more than one application is subscribing to it. |
DC_POS |
Deal Capture (DC) instance or position. |
EX_ORD_TYP |
Exchange order types. |
TD_RPT_CDE |
Trade report code. |
BID_ORD_ID |
Buy and Sell order identifiers. |
ASK_ORD_ID |
Buy and Sell order identifiers. |
BIDID_CNL |
Buy and Sell order identifiers for cancelled trades. |
ASKID_CNL |
Buy and Sell order identifiers for cancelled trades. |
RM_BID_QTY |
Remain Bid and Ask quantities. |
RM_ASK_QTY |
Remain Bid and Ask quantities. |
RMBIDQTY_C |
Remain Bid and Ask quantities for cancelled trade. |
RMASKQTY_C |
Remain Bid and Ask quantities for cancelled trade. |
B_DEAL_SRC |
Bid and Ask deal source numbers. |
A_DEAL_SRC |
Bid and Ask deal source numbers. |
BDEALSRC_C |
Bid and Ask deal source numbers for cancelled trades. |
ADEALSRC_C |
Bid and Ask deal source numbers for cancelled trades. |
BID_CUSTID |
Unique identifier to Bid and Ask customers. |
ASK_CUSTID |
Unique identifier to Bid and Ask customers. |
BIDCANCUST |
Cancelled Unique identifiers to Bid and Ask customers. |
ASKCANCUST |
Cancelled Unique identifiers to Bid and Ask customers. |
EXT_TR_PRC |
Extended price. |
BTRDTYP_C |
Bid and Ask Trade types for cancelled trades. |
ATRDTYP_C |
Bid and Ask Trade types for cancelled trades. |
CHG_REAS |
Reason for change on orders. |
NTCH_ESFVL |
Net Change of Estimated Filling Volume. |
INVSTALERT |
Investment alert. |
TOT_LQPAMT |
Liquidity Provider (Market Maker) holding amount. |
PS_LQPAMT |
Liquidity Provider holding amount per listed share. |
IND_TNOVER |
Indicative Turnover. |
INDTNOV_SC |
The scaling factor for the IDN_TNOVER field. |
A_LQPQTY1 |
Sell order Liquidity provider quantity. |
A_LQPQTY2 |
Sell order Liquidity provider quantity. |
A_LQPQTY3 |
Sell order Liquidity provider quantity. |
A_LQPQTY4 |
Sell order Liquidity provider quantity. |
A_LQPQTY5 |
Sell order Liquidity provider quantity. |
A_LQPQTY6 |
Sell order Liquidity provider quantity. |
A_LQPQTY7 |
Sell order Liquidity provider quantity. |
A_LQPQTY8 |
Sell order Liquidity provider quantity. |
A_LQPQTY9 |
Sell order Liquidity provider quantity. |
A_LQPQTY10 |
Sell order Liquidity provider quantity. |
A_LQPQTY11 |
Sell order Liquidity provider quantity. |
A_LQPQTY12 |
Sell order Liquidity provider quantity. |
A_LQPQTY13 |
Sell order Liquidity provider quantity. |
A_LQPQTY14 |
Sell order Liquidity provider quantity. |
A_LQPQTY15 |
Sell order Liquidity provider quantity. |
A_LQPQTY16 |
Sell order Liquidity provider quantity. |
A_LQPQTY17 |
Sell order Liquidity provider quantity. |
A_LQPQTY18 |
Sell order Liquidity provider quantity. |
A_LQPQTY19 |
Sell order Liquidity provider quantity. |
A_LQPQTY20 |
Sell order Liquidity provider quantity. |
A_LQPQTY21 |
Sell order Liquidity provider quantity. |
A_LQPQTY22 |
Sell order Liquidity provider quantity. |
A_LQPQTY23 |
Sell order Liquidity provider quantity. |
A_LQPQTY24 |
Sell order Liquidity provider quantity. |
A_LQPQTY25 |
Sell order Liquidity provider quantity. |
B_LQPQTY1 |
Buy order Liquidity provider quantity. |
B_LQPQTY2 |
Buy order Liquidity provider quantity. |
B_LQPQTY3 |
Buy order Liquidity provider quantity. |
B_LQPQTY4 |
Buy order Liquidity provider quantity. |
B_LQPQTY5 |
Buy order Liquidity provider quantity. |
B_LQPQTY6 |
Buy order Liquidity provider quantity. |
B_LQPQTY7 |
Buy order Liquidity provider quantity. |
B_LQPQTY8 |
Buy order Liquidity provider quantity. |
B_LQPQTY9 |
Buy order Liquidity provider quantity. |
B_LQPQTY10 |
Buy order Liquidity provider quantity. |
B_LQPQTY11 |
Buy order Liquidity provider quantity. |
B_LQPQTY12 |
Buy order Liquidity provider quantity. |
B_LQPQTY13 |
Buy order Liquidity provider quantity. |
B_LQPQTY14 |
Buy order Liquidity provider quantity. |
B_LQPQTY15 |
Buy order Liquidity provider quantity. |
B_LQPQTY16 |
Buy order Liquidity provider quantity. |
B_LQPQTY17 |
Buy order Liquidity provider quantity. |
B_LQPQTY18 |
Buy order Liquidity provider quantity. |
B_LQPQTY19 |
Buy order Liquidity provider quantity. |
B_LQPQTY20 |
Buy order Liquidity provider quantity. |
B_LQPQTY21 |
Buy order Liquidity provider quantity. |
B_LQPQTY22 |
Buy order Liquidity provider quantity. |
B_LQPQTY23 |
Buy order Liquidity provider quantity. |
B_LQPQTY24 |
Buy order Liquidity provider quantity. |
B_LQPQTY25 |
Buy order Liquidity provider quantity. |
BASKT_PRC |
Basket Stock price. |
DISPRT_RAT |
Disparate ratio will only given once After Market Hours. The dispartion ratio is as follows: Dispartion ratio(%) = (market price of ETF - NAV) / (NAV * 100). Which means, when there's a discrepancy with ETF index price & NAV price, this difference has been calculated with formula as above. |
SPEC_PRICE |
Special Price, special price is an executed price which only used for Morning's Pre-opening and Afternoon's After-Hours Trading onto one single fid. |
STARTLQP |
Start and End dates of Liquidity Provider. |
END_DTLP |
Start and End dates of Liquidity Provider. |
LQP_SPREAD |
Liquidity Provider Spread. |
FINC_VOL |
Financial Volume = VWAP * Total Volume. Note that this result is multiplied by a scaling factor CROSS_SC (FID 825). |
IMPU_CLS |
For options, gives an imputed closing price, which reflects either the last trade price, or last bid if higher than last trade, or last ask if lower. |
PCT_OB_VOL |
Percentage of volume traded using Order Book facilities out of the total volume, as opposed to other trading facilities. |
MID_OPEN |
The average of Bid and Ask prices at market open. |
LST_UX_TRD |
Last Uncrossed trade price. LSE will match the bid/ask during each auction period and determine a price for the final uncrossed trade. |
LST_UX_VOL |
Last Uncrossed trade volume. The volume associated with the final uncrossed trade price LST_UX_TRD. |
THRES_SIZ |
Upper ceiling on size of trade for this instrument, sent by the exchange. If the trade size is too large, then trading is delayed to unwind the trades. |
AUC_VWAP |
The Virtual Weighted Average Price of the trades in the auction period. |
PCT_AUC_VL |
Percentage of Auction Volume as compared to Total Volume during normal trading period. |
TOTBID_PCT |
The volume of BUY orders in a stock expressed as a percentage of the total volume of orders for that stock. |
TOTASK_PCT |
The volume of SELL orders in a stock expressed as a percentage of the total volume of orders for that stock. |
OB_NUM_MOV |
Number of Order Book Trades during the day, as opposed to Quote drive trades. |
TMW_BASPRD |
Time Weighted Average Spread, avg difference of Bid and Ask prices calculated periodically. |
TURN_ORDB |
The total turnover of trades using the Order Book trading facility. |
REF_PRICE |
Reference price after the end of the normal trading day session. Reference price is the weighted average price of last 10% of the trades for that day. |
STL_IMPVLT |
Implied Volatility of the Settlement Price. |
OFFBK_DATE |
Date of last off-book transaction price. For Euronext, TCS is the off-book facility. |
OFFBK_TIM |
Time of last off-book transaction price. For Euronext, TCS is the off-book facility. |
CARRYFW_PR |
The Carry Forward Price of instruments trading in deferred settlement (SRD). Used in Paris Bourse Euronext listings. |
CARRYFW_DT |
The date of the Carry Forward Price (CARRYFW_PR). |
OFF_OB_IND |
This FID is used to indicate type of Off Order Book Trade (1st Char)
|
IRG_FLAG |
Indicates the kind of price held in FID IRGPRC (372). |
KASS_DATE |
Date of Kassa Price. |
DIV_CURR |
Currency in which dividend will be given. |
TRN_UNDIND |
Turnover of the Index Underlying the particular Fund. |
BID_SURVOL |
Surplus auction volume when there are more buyers than sellers. |
ASK_SURVOL |
Surplus auction volume when there are more sellers than buyers. |
STRIKE_ID |
Strike price with added version number in alphanumeric format. |
OFF_FLRVOL |
Accumulated Off Floor Volume. |
EFS_VOL |
Volume of Futures exchanged for Swaps. |
EFP_VOL |
Volume of Futures exchanged for Physicals. |
PCT_OS |
Percentage of issues still available in the market. |
INST_BKGRD |
Link to Page with Background information on the instrument. For Hong Kong Stocks the linked page is populated by the Exchange. |
FILT_ACVOL |
Accumulated Volume filtered to only include volumes for trades that are used in VWAP calculations. For example, for Hong Kong SE, no special or odd lot trade volumes are included in this total. |
FILT_TURN |
Turnover of all 'normal' trades. (Note: For Korea SE this number is scaled by a factor of 10000). |
WNT_EFGEAR |
Effective Gearing Ratio of a Warrant Price to Share Price. |
CBBCBUYVOL |
The number of callable bull/bear contracts bought. The CBBC tracks the performance of an underlying asset, which can be a single stock, or an index. |
CBBCAVBUYP |
The average (HK$) per Callable Bull/Bear contracts bought. |
CBBCSELVOL |
The number of callable bull/bear contracts sold. |
CBBCAVSELP |
The average (HK$) per Callable Bull/Bear contracts sold. |
FLTRD_DAT |
The date of a normal trade, with no short sales, odd lots, etc. |
FFLT_WGT |
Free Float Rate for an instrument. For Tokyo SE updates along with the Margin_ID FID. |
PRE_BUYMAR |
Previous Days Margin Long. |
PRE_SELMAR |
Previous Days Margin Short. |
DLR_BUYVOL |
Buy volume of Dealers Trading. |
DLR_SELVOL |
Sell volume of Dealers Trading. |
DLR_VOL_NT |
Difference between Dealer Buy Volume minus Dealer Sell Volume. |
DLR_ESTHLD |
Dealer Estimated Holdings (For Taiwan SE calculated by Reuters). |
STP_BUYMAR |
Stop Margin Long. |
STP_SELMAR |
Stop Margin Short. |
FRNHLD_RTO |
Foreigner Holding Ratio. |
FRNHLD_VOL |
Foreigner Holding Volume (For Taiwan SE scaled by 1000). |
FRNHLD_NET |
Foreigner Net Hold Volume. |
FRNREM_RTO |
Foreigner Remain Invest Ratio. |
FRNREM_VOL |
Foreigner Remain Invest Volume (For Taiwan SE scaled by 1000). |
FRGN_SHREM |
No. of shares for used-up/remains of foreigner's trading. |
FRNTTM_MS |
Foreigners Trading :represents the time for off-board transactions among the foreign investors. |
VOLT_IT_TS |
Volatility Interruption Time. |
GEN_ACVOL |
Accumulated Volume which was greater than the Low Limit price and less than the low limit price, i.e.the volume of the General Price. |
IOPV |
Indicative Optimized Portfolio Value. |
NEG_OS |
Negotiable Shares outstanding (for Shanghai scaled in Millions. |
NONNEG_OS |
Non-Negotiable Shares outstanding (for Shanghai scaled in Millions. |
DIVPAY_RTO |
Dividend Pay-out Ratio for an instrument. |
MARDL_PR |
Married Deal Price. Married Deals are transactions negotiated in private between brokers, or even individual parties. |
MARDL_VOL |
Married Deal Volume. |
MARDL_TS |
Married Deal Time in Seconds. |
MARDL_ACVL |
Married Deal Accumulated Volume. |
MAR_IRGPRC |
Married Deal Corrected Price. |
IND_DCFACT |
Index Double Counting Factor. Indicates the percentage of a securities market capitalisation used in the calculation of a securities weighting in a particular index. |
CONTEXT_ID |
The numeric identifier for the context of field usage. |
CF_ASK |
Consolidated FIDs. |
CF_BID |
Consolidated FIDs. |
CF_CLOSE |
Consolidated FIDs. |
CF_DATE |
Consolidated FIDs. |
CF_EXCHNG |
Consolidated FIDs. |
CF_HIGH |
Consolidated FIDs. |
CF_LAST |
Consolidated FIDs. |
CF_LOTSIZE |
Consolidated FIDs. |
CF_LOW |
Consolidated FIDs. |
CF_NETCHNG |
Consolidated FIDs. |
CF_OPEN |
Consolidated FIDs. |
CF_SOURCE |
Consolidated FIDs. |
CF_TICK |
Consolidated FIDs. |
CF_TIME |
Consolidated FIDs. |
CF_VOLUME |
Consolidated FIDs. |
CF_YIELD |
Consolidated FIDs. |
SF_DESC |
Consolidated FIDs. |
FIXEDP_TRN |
Turnover in Fixed Price Trading Session after the normal trading session. |
FIXEDP_VOL |
Volume in Fixed Price Trading Session after the normal trading session. |
IS_AMT_NC |
Issue amount (no. of shares) net change. |
IS_AMT_DT |
Date of the issue amount (no. of shares). |
CNL_IS_AMT |
The cancel issue amount (no. of shares) on the previous business day. |
EX_AMT_PDT |
The exercise amount(no. of shares) on the previous business day. |
TREND_FLAG |
Trend flag with the intra-day volatility interruption in force. |
FRNREM_TYP |
Exchange qualifier to indicate whether Type of used-up or remains of foreigner's trading. Its referring to Volume. |
FRNTRD_TYP |
Exchange qualifier to indicate whether Type for input/cancel unit price for foreigner's trading. |
NAV_TIME |
NAV Time. |
INDNAV_TIM |
Indicative NAV Time. |
IND_NAV |
Indicative NAV. |
SPRD_VOL |
Spread volume for Futures Contract and Options Contract. |
BID_MMID11 |
Identifiers showing the market-makers on the bid side of a quote. |
BID_MMID12 |
Identifiers showing the market-makers on the bid side of a quote. |
BID_MMID13 |
Identifiers showing the market-makers on the bid side of a quote. |
BID_MMID14 |
Identifiers showing the market-makers on the bid side of a quote. |
BID_MMID15 |
Identifiers showing the market-makers on the bid side of a quote. |
BID_MMID16 |
Identifiers showing the market-makers on the bid side of a quote. |
BID_MMID17 |
Identifiers showing the market-makers on the bid side of a quote. |
BID_MMID18 |
Identifiers showing the market-makers on the bid side of a quote. |
BID_MMID19 |
Identifiers showing the market-makers on the bid side of a quote. |
BID_MMID20 |
Identifiers showing the market-makers on the bid side of a quote. |
BID_MMID21 |
Identifiers showing the market-makers on the bid side of a quote. |
BID_MMID22 |
Identifiers showing the market-makers on the bid side of a quote. |
BID_MMID23 |
Identifiers showing the market-makers on the bid side of a quote. |
BID_MMID24 |
Identifiers showing the market-makers on the bid side of a quote. |
BID_MMID25 |
Identifiers showing the market-makers on the bid side of a quote. |
ASK_MMID11 |
Identifiers showing the market-makers on the ASK side of a quote. |
ASK_MMID12 |
Identifiers showing the market-makers on the ASK side of a quote. |
ASK_MMID13 |
Identifiers showing the market-makers on the ASK side of a quote. |
ASK_MMID14 |
Identifiers showing the market-makers on the ASK side of a quote. |
ASK_MMID15 |
Identifiers showing the market-makers on the ASK side of a quote. |
ASK_MMID16 |
Identifiers showing the market-makers on the ASK side of a quote. |
ASK_MMID17 |
Identifiers showing the market-makers on the ASK side of a quote. |
ASK_MMID18 |
Identifiers showing the market-makers on the ASK side of a quote. |
ASK_MMID19 |
Identifiers showing the market-makers on the ASK side of a quote. |
ASK_MMID20 |
Identifiers showing the market-makers on the ASK side of a quote. |
ASK_MMID21 |
Identifiers showing the market-makers on the ASK side of a quote. |
ASK_MMID22 |
Identifiers showing the market-makers on the ASK side of a quote. |
ASK_MMID23 |
Identifiers showing the market-makers on the ASK side of a quote. |
ASK_MMID24 |
Identifiers showing the market-makers on the ASK side of a quote. |
ASK_MMID25 |
Identifiers showing the market-makers on the ASK side of a quote. |
CUS_BQTY1 |
Customer bid quantity at levels 1-25. |
CUS_BQTY2 |
Customer bid quantity at levels 1-25. |
CUS_BQTY3 |
Customer bid quantity at levels 1-25. |
CUS_BQTY4 |
Customer bid quantity at levels 1-25. |
CUS_BQTY5 |
Customer bid quantity at levels 1-25. |
CUS_BQTY6 |
Customer bid quantity at levels 1-25. |
CUS_BQTY7 |
Customer bid quantity at levels 1-25. |
CUS_BQTY8 |
Customer bid quantity at levels 1-25. |
CUS_BQTY9 |
Customer bid quantity at levels 1-25. |
CUS_BQTY10 |
Customer bid quantity at levels 1-25. |
CUS_BQTY11 |
Customer bid quantity at levels 1-25. |
CUS_BQTY12 |
Customer bid quantity at levels 1-25. |
CUS_BQTY13 |
Customer bid quantity at levels 1-25. |
CUS_BQTY14 |
Customer bid quantity at levels 1-25. |
CUS_BQTY15 |
Customer bid quantity at levels 1-25. |
CUS_BQTY16 |
Customer bid quantity at levels 1-25. |
CUS_BQTY17 |
Customer bid quantity at levels 1-25. |
CUS_BQTY18 |
Customer bid quantity at levels 1-25. |
CUS_BQTY19 |
Customer bid quantity at levels 1-25. |
CUS_BQTY20 |
Customer bid quantity at levels 1-25. |
CUS_BQTY21 |
Customer bid quantity at levels 1-25. |
CUS_BQTY22 |
Customer bid quantity at levels 1-25. |
CUS_BQTY23 |
Customer bid quantity at levels 1-25. |
CUS_BQTY24 |
Customer bid quantity at levels 1-25. |
CUS_BQTY25 |
Customer bid quantity at levels 1-25. |
CUS_AQTY1 |
Customer ask quantity at levels 1-25. |
CUS_AQTY2 |
Customer ask quantity at levels 1-25. |
CUS_AQTY3 |
Customer ask quantity at levels 1-25. |
CUS_AQTY4 |
Customer ask quantity at levels 1-25. |
CUS_AQTY5 |
Customer ask quantity at levels 1-25. |
CUS_AQTY6 |
Customer ask quantity at levels 1-25. |
CUS_AQTY7 |
Customer ask quantity at levels 1-25. |
CUS_AQTY8 |
Customer ask quantity at levels 1-25. |
CUS_AQTY9 |
Customer ask quantity at levels 1-25. |
CUS_AQTY10 |
Customer ask quantity at levels 1-25. |
CUS_AQTY11 |
Customer ask quantity at levels 1-25. |
CUS_AQTY12 |
Customer ask quantity at levels 1-25. |
CUS_AQTY13 |
Customer ask quantity at levels 1-25. |
CUS_AQTY14 |
Customer ask quantity at levels 1-25. |
CUS_AQTY15 |
Customer ask quantity at levels 1-25. |
CUS_AQTY16 |
Customer ask quantity at levels 1-25. |
CUS_AQTY17 |
Customer ask quantity at levels 1-25. |
CUS_AQTY18 |
Customer ask quantity at levels 1-25. |
CUS_AQTY19 |
Customer ask quantity at levels 1-25. |
CUS_AQTY20 |
Customer ask quantity at levels 1-25. |
CUS_AQTY21 |
Customer ask quantity at levels 1-25. |
CUS_AQTY22 |
Customer ask quantity at levels 1-25. |
CUS_AQTY23 |
Customer ask quantity at levels 1-25. |
CUS_AQTY24 |
Customer ask quantity at levels 1-25. |
CUS_AQTY25 |
Customer ask quantity at levels 1-25. |
BKR_BQTY1 |
Broker bid quantity at levels 1-25. |
BKR_BQTY2 |
Broker bid quantity at levels 1-25. |
BKR_BQTY3 |
Broker bid quantity at levels 1-25. |
BKR_BQTY4 |
Broker bid quantity at levels 1-25. |
BKR_BQTY5 |
Broker bid quantity at levels 1-25. |
BKR_BQTY6 |
Broker bid quantity at levels 1-25. |
BKR_BQTY7 |
Broker bid quantity at levels 1-25. |
BKR_BQTY8 |
Broker bid quantity at levels 1-25. |
BKR_BQTY9 |
Broker bid quantity at levels 1-25. |
BKR_BQTY10 |
Broker bid quantity at levels 1-25. |
BKR_BQTY11 |
Broker bid quantity at levels 1-25. |
BKR_BQTY12 |
Broker bid quantity at levels 1-25. |
BKR_BQTY13 |
Broker bid quantity at levels 1-25. |
BKR_BQTY14 |
Broker bid quantity at levels 1-25. |
BKR_BQTY15 |
Broker bid quantity at levels 1-25. |
BKR_BQTY16 |
Broker bid quantity at levels 1-25. |
BKR_BQTY17 |
Broker bid quantity at levels 1-25. |
BKR_BQTY18 |
Broker bid quantity at levels 1-25. |
BKR_BQTY19 |
Broker bid quantity at levels 1-25. |
BKR_BQTY20 |
Broker bid quantity at levels 1-25. |
BKR_BQTY21 |
Broker bid quantity at levels 1-25. |
BKR_BQTY22 |
Broker bid quantity at levels 1-25. |
BKR_BQTY23 |
Broker bid quantity at levels 1-25. |
BKR_BQTY24 |
Broker bid quantity at levels 1-25. |
BKR_BQTY25 |
Broker bid quantity at levels 1-25. |
BKR_AQTY1 |
Broker ask quantity at levels 1-25. |
BKR_AQTY2 |
Broker ask quantity at levels 1-25. |
BKR_AQTY3 |
Broker ask quantity at levels 1-25. |
BKR_AQTY4 |
Broker ask quantity at levels 1-25. |
BKR_AQTY5 |
Broker ask quantity at levels 1-25. |
BKR_AQTY6 |
Broker ask quantity at levels 1-25. |
BKR_AQTY7 |
Broker ask quantity at levels 1-25. |
BKR_AQTY8 |
Broker ask quantity at levels 1-25. |
BKR_AQTY9 |
Broker ask quantity at levels 1-25. |
BKR_AQTY10 |
Broker ask quantity at levels 1-25. |
BKR_AQTY11 |
Broker ask quantity at levels 1-25. |
BKR_AQTY12 |
Broker ask quantity at levels 1-25. |
BKR_AQTY13 |
Broker ask quantity at levels 1-25. |
BKR_AQTY14 |
Broker ask quantity at levels 1-25. |
BKR_AQTY15 |
Broker ask quantity at levels 1-25. |
BKR_AQTY16 |
Broker ask quantity at levels 1-25. |
BKR_AQTY17 |
Broker ask quantity at levels 1-25. |
BKR_AQTY18 |
Broker ask quantity at levels 1-25. |
BKR_AQTY19 |
Broker ask quantity at levels 1-25. |
BKR_AQTY20 |
Broker ask quantity at levels 1-25. |
BKR_AQTY21 |
Broker ask quantity at levels 1-25. |
BKR_AQTY22 |
Broker ask quantity at levels 1-25. |
BKR_AQTY23 |
Broker ask quantity at levels 1-25. |
BKR_AQTY24 |
Broker ask quantity at levels 1-25. |
BKR_AQTY25 |
Broker ask quantity at levels 1-25. |
CUS_QTY |
Customer quantity of a security at N price level. |
BKR_QTY |
Broker quantity of a security at N price level. |
IRG_TRDID |
Trade ID associated with IRG Price. |
IRG_ORDID |
Order ID associated with IRG Price. |
IRG_ORDSID |
Side of irregular order. |
IRG_TONE |
Tone of irregular order, want alphanumeric rather than enumerated. |
TTL_GAPOUT |
Total Number of daily post arbitration sequence gaps, not individual messages. |
CONNCT_STS |
Status of one or more network connections to their upstream source(s). |
LH_MODE |
One of several possible states a Line Handler can exhibit. |
RETRAN_CNT |
Total number of retransmission requests made in a 24 hour period. |
COMOUT_CNT |
Number of north side communication outages since last Line Handler restart. |
CMOUT_DATE |
Date of most recent north side communication outage. |
CMOUT_TIME |
Time of the most recent north side communication outage. |
MRTHI_LHIN |
High per second message rate inbound to the Line Handler. |
MRTHI_LHOT |
High per second message rate outbound from the Line Handler. |
MRTLO_LHIN |
Low per second message rate inbound to the Line Handler. |
MRTLO_LHOT |
Low per second message rate outbound from the Line Handler. |
MRTAV_LHIN |
Average per second message rate inbound to the Line Handler. |
MRTAV_LHOT |
Average per second message rate outbound from the Line Handler. |
RIC_DL_CNT |
Number of RICs deleted since previous day. |
RIC_AD_CNT |
Number of RICs added since previous day. |
RIC_CG_CNT |
Number of RICs changed since previous day. |
ITEM_CT_ST |
Number of Items marked Stale out of the entire universe. |
SSL_UPSIZ |
The average size of an SSL update in byes. |
RSSL_UPSIZ |
The average size of an RSSL update in bytes. |
MNT_USED |
Number of P2PS Mounts in use. |
MNT_UNUSED |
Number of P2PS Mounts unused. |
MNT_TOTAL |
Total number of P2PS Mounts, used and unused. |
DISCON_CT |
Number of daily IPC Buffer Overflow disconnects. |
DISCON_US |
Username of most recent disconnect due to IPC Buffer Overflow. |
DISCON_IP |
IP Address of most recent disconnect due to IPC Buffer Overflow. |
WTCHL_US |
Username of application with the largest watchlist. |
WTCHL_IP |
IP Address of application with the largest watchlist. |
UPDATE_US |
Username of application with the largest outbound message rate. |
UPDATE_IP |
IP Address of application with the largest outbound message rate. |
UPDATE_RT |
Aggregate Messages Per Second Update Rate out of the P2PS across all applications. |
CPU_CT |
Number of physical CPUs on the RDF-D. |
CPU_SPEED |
Speed of a physical CPU. |
CPU_UTIL |
Current percent utilization of a CPU. |
TTL_MEM |
Total RAM (MB). |
USED_MEM |
Used RAM (MB). |
SWAP_MEM |
Amount of memory (MB) designated as Swap. |
NIC_IP |
IP Address of the NIC Card. |
SITE_ID |
Site ID of the server. |
FR_DSK_SPC |
Amount of free disk space (MB) across all partitions on the server. |
SESS1_TURN |
Turnover of session 1 (1st normal trading session). |
SESS2_TURN |
Turnover of session 2 (2nd normal trading session). |
BID_TURN |
The turnover value for trades hitting the bid price. |
ASK_TURN |
The turnover value for trades taking the Ask price. |
BID_NUMMOV |
The number of trades hitting the bid price. |
ASK_NUMMOV |
The number of trades taking the Ask price. |
IDX_SHRS |
The number of shares used in index calculation, different from shares outstanding. Will only be populated for index constituents. |
STATREF_PR |
Session Reference price fixed It is the static fixed reference price resulting out of the latest auction on the particular stock. |
TURN_APPL |
The turnover for application trades. An application trade is one where the market maker exercising the buy and sell part of the trade is the same company. |
SREF_UPLIM |
The Upper trading limit based on Static Reference price and percentage range. |
SREF_LOLIM |
The Lower trading limit based on Static Reference price and percentage range. |
TURN_BUY |
The turnover of shares bought by a particular Market Maker. |
TURN_SELL |
The turnover of shares sold by a particular Market Maker. |
CLS_RATE |
Last Trade Value of the last session displayed as rate. |
UNITARYPRC |
Yesterday's Settle displayed as PU (Preco Unitario - Unitary Price) adjusted by CDI overnight interest rate calculated by CETIP. |
WT_ISSNUM |
The 'number of issuance' - which stands for how many times a warrant has been issued on this stock. |
EFF_GEAR |
Effective Gearing for a warrant. This is calculated by using the formula : Gearing. |
WT_ISS_CAN |
The number of issued warrants cancelled on previous day. |
LOT_VOL |
Number of Lots Traded in a day. Accumulated Volume divided by the Lot Size. |
PAR_VL_CL |
Par Value Classification. |
VAL_TRDPRC |
Valuation trading price of the first month. In usual case, this is the trading price of the tick immediately prior to spread trading. |
ODD_TURN |
This turnover of this instrument in the Odd Lot Trading Session. |
POST_MK_DT |
Date of update of After Hour Market information. |
POST_MK_TS |
Time in Seconds of update to After Hour Market information. |
VAL_BM_U |
Real Base Market Value Unhedged. |
VAL_I_TRTN |
Total Return Index Value. |
VAL_IDX_H |
Total Return Index hedged. |
YLD_H_AB |
Real Annual Yield Hedged. |
YLD_H_SB |
Real Semi-Annual Yield Hedged. |
YLD_H_STR |
Real Straight Yield Hedged. |
YLD_NH_AB |
Nominal Annual Yield Hedged. |
YLD_NH_SB |
Nominal Semi-Annual Yield Hedged. |
YLD_NH_STR |
Nominal Straight Yield Hedged. |
YLD_NU_AB |
Nominal Annual Yield Unhedged. |
YLD_NU_SB |
Nominal Semi-Annual Yield Unhedged. |
YLD_NU_STR |
Nominal Straight Yield Unhedged. |
YLD_P_AB |
Annual Portfolio Yield. |
YLD_P_H_AB |
Real Annual Portfolio Yield Hedged. |
YLD_P_H_SB |
Real Semi-Annual Portfolio Yield Hedged. |
YLD_P_SB |
Semi-Annual Portfolio Yield. |
YLD_P_U_AB |
Real Annual Portfolio Yield Unhedged. |
YLD_P_U_SB |
Real Semi-Annual Portfolio Yield Unhedged. |
YLD_U_AB |
Real Annual Yield Unhedged. |
YLD_U_SB |
Real Semi-Annual Yield Unhedged. |
YLD_U_STR |
Real Straight Yield Unhedged. |
YLDTOMATAN |
Redemption Yield - Annualised. |
YLDTOMATSB |
Semi-Annual Yield. |
YLDTOMATST |
Stripped Yield to Maturity. |
YLDTOWSTCF |
Common Frequency Yield to Worst. |
YLDWST |
Yield To Worst. |
YLDWST_DT |
Term to workout (worst) date in years. |
YLDWST_SB |
Yield to Worst semi-annual. |
YR_TRTN |
total return for the last 12 months. |
YR_TRTNPCT |
Twelve Mth Percent. |
YTD_EXRPCT |
Year-to-date Excess Return Percentage. |
YTD_EXSPCT |
Year-to-date Excess swap Percentage. |
YTD_TRTN |
YTD Total Return. |
YTDPCTTRTN |
Year to date Total Return Percentage in Local Currency Terms. |
MAR_TIM_MS |
Married deal time stamp in milliseconds. |
MAR_VOL |
Married deal volume. |
SPDIVDATE |
Ex date for special dividend. |
SPREAD_LEG |
Number of legs for spread contracts. |
SPREAD_VOL |
Spread volume. |
TIMSTMP_MS |
Time stamp in heartbeat message in milliseconds. |
ADRP_TP_1 |
Type of change to an instrument on IDN Data network. |
ADRP_TP_2 |
Type of change to changed instrument on IDN Data network (may be 'not assigned' in case of add / drop). |
DSPLY_NM_1 |
Display name of instrument that is to be added, dropped or changed. |
DSPLY_NM_2 |
Changed display name of an instrument (populated only on change, will be blank in cases of add / drop). |
EFF_DATE |
Effective Date of a particular action. |
ISIN_1 |
ISIN of instrument that is to be added, dropped or changed. |
ISIN_2 |
Changed ISIN of an instrument (populated only on change, will be blank in cases of add / drop). |
OFFCD_1 |
Official Code of instrument that is to be added, dropped or changed. OFF_CD_IND. |
OFFCD_2 |
Changed Official code of an instrument (populated only on change, will be blank in cases of add / drop). OFF_CD_IND (869) describes type of code. |
RIC_1 |
RIC of instrument that is to be added, dropped or changed. |
RIC_2 |
Changed RIC of an instrument (populated only on change, will be blank in cases of add / drop). |
CNVX_P_HAB |
Real Annual Portfolio Convexity Hedged. |
CNVX_P_HSB |
Real Semi-Annual Portfolio Convexity Hedged. |
CALCLINK1 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
CALCLINK2 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
CALCLINK3 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
CALCLINK4 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
CALCLINK5 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
CALCLINK6 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
CALCLINK7 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
CALCLINK8 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
CALCLINK9 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
CALCLINK10 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
CALCLINK11 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
CALCLINK12 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
CALCLINK13 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
CALCLINK14 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
CALCNEXTLR |
Chain FID with identical usage as the LONGLINK set of FIDS. |
CALCPREVLR |
Chain FID with identical usage as the LONGLINK set of FIDS. |
XASSETLNK1 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
XASSETLNK2 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
XASSETLNK3 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
XASSETLNK4 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
XASSETLNK5 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
XASSETLNK6 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
XASSETLNK7 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
XASSETLNK8 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
XASSETLNK9 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
XASSETLK10 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
XASSETLK11 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
XASSETLK12 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
XASSETLK13 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
XASSETLK14 |
Chain FID with identical usage as the LONGLINK set of FIDS. |
XASSETNTLR |
Chain FID with identical usage as the LONGLINK set of FIDS. |
XASSETPRLR |
Chain FID with identical usage as the LONGLINK set of FIDS. |
STRUCTNS02 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS03 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS04 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS05 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS06 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS07 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS08 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS09 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS10 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS11 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS12 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS13 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS14 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS15 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS16 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS17 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS18 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS19 |
A string of concise XML used to provide key alert data for machine consumption. |
STRUCTNS20 |
A string of concise XML used to provide key alert data for machine consumption. |
EXTMSGSTG |
Extended message staging value used to provide additional values to guide processing logic. |
AUDIENCE |
The intended audience(s) of a news story, followed by a numerical value of the story significance to the audience. |
PROD_LIST |
List of Products affected by alert. |
SAMP_RICS |
Sample RICs for illustration of alert. |
PROB_DESC |
Text Description of a Particular Problem. |
SEVER_LVL |
Severity Level of particular alert. |
RESOLV_TP |
Describes if the resolution time is the expected or actual time. |
ALERT_TYPE |
Describes kind of alert, be informational, maintenance, change or problem. |
ALERT_STAT |
Status of an alert, whether a problem is confirmed, planned resolved or withdrawn. |
ALERT_ID |
Unique numeric identifier for a particular alert. |
START_TMS |
Start time in seconds of outage or planned maintenance. |
PAIR_CLIP1 |
For CDS. Identifier that describes the relationship between an entity and an underlying debt. |
MTMPRC_1 |
Mark-to-market price of a bond from a local bond pricing company. Not rippled. |
MTMPRC_2 |
Mark-to-market price of a bond from a local bond pricing company. Not rippled. |
MTMPRC_3 |
Mark-to-market price of a bond from a local bond pricing company. Not rippled. |
MTMPRC_4 |
Mark-to-market price of a bond from a local bond pricing company. Not rippled. |
MTMPRC_5 |
Mark-to-market price of a bond from a local bond pricing company. Not rippled. |
MTMYLD_1 |
Mark-to-market yield of a bond from a local bond pricing company. Not rippled. |
MTMYLD_2 |
Mark-to-market yield of a bond from a local bond pricing company. Not rippled. |
MTMYLD_3 |
Mark-to-market yield of a bond from a local bond pricing company. Not rippled. |
MTMYLD_4 |
Mark-to-market yield of a bond from a local bond pricing company. Not rippled. |
MTMYLD_5 |
Mark-to-market yield of a bond from a local bond pricing company. Not rippled. |
MTM_SPRD1 |
Difference between latest trading price or yield and the Mark-to-market price or yield of a bond. |
MTM_SPRD2 |
Difference between latest trading price or yield and the Mark-to-market price or yield of a bond. |
MTM_SPRD3 |
Difference between latest trading price or yield and the Mark-to-market price or yield of a bond. |
MTM_SPRD4 |
Difference between latest trading price or yield and the Mark-to-market price or yield of a bond. |
MTM_SPRD5 |
Difference between latest trading price or yield and the Mark-to-market price or yield of a bond. |
MTM_DATE1 |
The date of the mark-to-market price or yield updated. |
MTM_DATE2 |
The date of the mark-to-market price or yield updated. |
MTM_DATE3 |
The date of the mark-to-market price or yield updated. |
MTM_DATE4 |
The date of the mark-to-market price or yield updated. |
MTM_DATE5 |
The date of the mark-to-market price or yield updated. |
CLEAN_PRC2 |
Previous Price excluding accrued interest. |
CLEAN_PRC3 |
Previous Price excluding accrued interest. |
CLEAN_PRC4 |
Previous Price excluding accrued interest. |
CLEAN_PRC5 |
Previous Price excluding accrued interest. |
DIRTY_PRC2 |
Previous Price including accrued interest. |
DIRTY_PRC3 |
Previous Price including accrued interest. |
DIRTY_PRC4 |
Previous Price including accrued interest. |
DIRTY_PRC5 |
Previous Price including accrued interest. |
AVGPRC_CHG |
Net change of latest average price of previous trading day and latest average price of current day. |
AVGPCT_CHG |
Percent change of latest average price of previous trading day and latest average price of current day. |
FI_PCPAL |
Traded total principal value of current day (Principle value of all traded issues). |
FI_CAPVAL |
Traded total capital value of current day (includes interest). |
EFF_YIELD |
The effective yield of a bond, assuming that the coupon is reinvested after the payment. |
MT_TRTNPCT |
The effective month-to-date rate of return on an investment, taking into account the effect of compounding. |
IDX_VALUE |
An indicator providing a representation of the value of the securities which constitute it. |
SEMI_CONVX |
The convexity of a bond computed using the bond's nearest call date or maturity. This measure ignores future cash flow fluctuations due to embedded optionality. |
FACE_USD |
The stated value (par value) of an investment at maturity in USD currency. |
PRR_INDEX |
Position Risk Requirement Index Value in local currency. |
PRRPCT_MTD |
Month-to-date percentage value of Position Risk Requirement (PRR) in local currency. |
PARWTD_CPN |
Weighted Average Coupon of instruments in an index using Par value. |
MKTWTD_CPN |
Weighted Average Coupon of instruments in an index using Market value. |
SPDTOWST |
Spread To Worst Value. |
MAC_DURTN |
A measure how sensitive a bond or a bond portfolio's price is to changes in interest rates. |
FRA_RATE |
Interest rate for Forward Rate Agreements. |
CBA_RATE |
Excess rate for funds in Capital Builder Brokerage account for reinvestment. |
ROLL_SWTCH |
Difference in mid yield of current and next month contract. |
MIDSPT_YLD |
Difference in Mid yield of current contract and spot. |
MIDYLD_TBA |
Difference in Mid yield of current contract and TBA (To-be-announced). |
FLOOR_LEV |
The level of fixed reference rate that is below the agreed strike price of the floor. |
DSC_SPREAD |
The Discount Spread for a Cash Loan. |
LOANSPD18M |
18 Month Loan Spread for a Cash Loan. |
LOANSPRD3Y |
3 year Loan Spread for a Cash Loan. |
LOANSPRD4Y |
4 year Loan Spread for a Cash Loan. |
RELDATA1 |
The related data for a bond. For example for Cash Loan bonds, this could be the reference to a CDS. |
RELNEWS |
Related News for Credit Instruments. |
RELDATA2 |
The related data for a bond. For example for Cash Loan bonds, this could be the reference to a CDS. |
SENIORITY |
The seniority of Debt for Credit Instruments. |
BASERATE |
Reference field for the Base Rate linked to credit instruments. |
PURPOSE |
The purpose for the issue of the cash loan. |
FI_NOTE |
The related note term for the cash loan. |
CTBTR_BKG2 |
A pointer to a record holding background contributor information. |
BROKER1 |
A description of the brokers pricing pricing the cash loan. |
BROKER2 |
A second field for description of the brokers pricing the cash loan. |
AVGPRC_YLD |
Average price yield for fixed income and credit instruments. |
AVG_PRC1 |
Displays the average price for Fixed Income instruments. |
AVG_PRC2 |
Second field to display the average price for fixed income instruments. |
AVG_PRC3 |
Third field to display the average price for fixed income instruments. |
COMP_YLD1 |
Displays the composite yield for fixed income instruments. |
COMP_YLD2 |
Second field to display the composite yield for fixed income instruments. |
COMP_YLD3 |
Third field to display the composite yield for fixed income instruments. |
REL_BOND |
A reference to the related chain for a list of liquid bonds for the specific issuer. |
DEFLT_PROB |
The initial rate set for each new CDS Index Series. |
FIXED_RATE |
The initial rate set for each new CDS Index Series. |
COLLAT_FL |
Flag to indicate that in addition to premium, the proceeds exchanged may also include initial collateral. |
ON_RUN_FL |
Flag to indicate if the index RIC is for most recent series. |
CDSIDEX_ID |
Official CDS Index ID as defined by the index administrator. |
RUN_SPREAD |
Running Spread for upfront quotes. |
HEDGERATIO |
Hedge Ratio number of Futures/CDS contracts required to buy or sell so as to provide the maximum offset of risk. |
HEDGE_3M |
Hedge Ratio value 3 months ago. |
HEDGE_6M |
Hedge Ratio value 6 months ago. |
HEDGE_9M |
Hedge Ratio value 9 months ago. |
HEDGE_1Y |
Hedge Ratio value 1Yr ago. |
STD_DEV_3M |
Standard Deviation value 3 months ago. |
STD_DEV_6M |
Standard Deviation value 6 months ago. |
STD_DEV_9M |
Standard Deviation value 9 months ago. |
STD_DEV_1Y |
Standard Deviation value 1Yr ago. |
GRS_NOTL_1 |
For CDS Volumes. Sum of CDS contracts bought/sold in aggregate, displayed on a per trade basis as USD equivalents. |
GRS_NOTL_2 |
For CDS Volumes. Sum of CDS contracts bought/sold in aggregate, displayed on a per trade basis as USD equivalents. |
GRS_NOTL_3 |
For CDS Volumes. Sum of CDS contracts bought/sold in aggregate, displayed on a per trade basis as USD equivalents. |
NET_NOTL_1 |
For CDS Volumes. The par amt of credit protection to derive coupon payment and the recovery amts in event of default. |
NET_NOTL_2 |
For CDS Volumes. The par amt of credit protection to derive coupon payment and the recovery amts in event of default. |
NET_NOTL_3 |
For CDS Volumes. The par amt of credit protection to derive coupon payment and the recovery amts in event of default. |
CONTR_OS_1 |
The total # of contracts bought (or equivalently sold) for the single reference entity displayed. |
CONTR_OS_2 |
The total # of contracts bought (or equivalently sold) for the single reference entity displayed. |
CONTR_OS_3 |
The total # of contracts bought (or equivalently sold) for the single reference entity displayed. |
NETNOTL_CH |
The difference in percentage terms between the NET_NOTL_1 and NET_NOTL_2. |
GRSNOTL_CH |
The difference in percentage terms between the GRS_NOTL_1 and GRS_NOTL_2. |
CONTR_CH |
The difference in percentage terms between the CONTR_OS_1 and CONTR_OS_2. |
LIEN |
A lien is a form of security interest granted over an item of property to secure the payment of a debt. |
YTW_DATE |
Yield to worst date for earliest redemption date assuming the worst case scenario for the asset without actually defaulting. |
YTB_DATE |
Yield to best date for the redemption assuming the best case scenario for the asset. |
INT_BASIS |
Interpolated CDS Spread - Asset Swap Spread (or equivalent). |
INT_CDS |
Interpolated CDS spread taking the difference of the yield to maturity of the underlying bond against the interpolated yield of the same maturity on the CDS reference curve. |
CDS_SPD_FL |
For CDS. Identifier to show whether a price is calculated or traded. |
UPF_500_FL |
For CDS. Identifier to show whether a price is calculated or traded. |
UPF_100_FL |
For CDS. Identifier to show whether a price is calculated or traded. |
UPF500BID |
Upfront Bid traded with fixed coupon of 500 bps. |
UPF500BID2 |
Upfront Bid traded with fixed coupon of 500 bps. |
UPF500BID3 |
Upfront Bid traded with fixed coupon of 500 bps. |
UPF500ASK |
Upfront Ask traded with fixed coupon of 500 bps. |
UPF500ASK2 |
Upfront Ask traded with fixed coupon of 500 bps. |
UPF500ASK3 |
Upfront Ask traded with fixed coupon of 500 bps. |
UPF100BID |
Upfront Bid traded with fixed coupon of 100 bps. |
UPF100BID2 |
Upfront Bid traded with fixed coupon of 100 bps. |
UPF100BID3 |
Upfront Bid traded with fixed coupon of 100 bps. |
UPF100ASK |
Upfront Ask traded with fixed coupon of 100 bps. |
UPF100ASK2 |
Upfront Ask traded with fixed coupon of 100 bps. |
UPF100ASK3 |
Upfront Ask traded with fixed coupon of 100 bps. |
UPF100MID |
Upfront Mid traded with fixed coupon of 100 bps. |
UPF100MID2 |
Upfront Mid traded with fixed coupon of 100 bps. |
UPF100MID3 |
Upfront Mid traded with fixed coupon of 100 bps. |
UPF500MID |
Upfront Mid traded with fixed coupon of 500 bps. |
UPF500MID2 |
Upfront Mid traded with fixed coupon of 500 bps. |
UPF500MID3 |
Upfront Mid traded with fixed coupon of 500 bps. |
BMK_SPDBID |
The spread in basis points on bid side between the yield on a fixed income instrument and its nearest benchmark. |
BMK_SPDASK |
The spread in basis points on ask side between the yield on a fixed income instrument and its nearest benchmark. |
SWAP_SPRDB |
The spread in basis points on bid side between the assets compared in the swap deal. |
SWAP_SPRDA |
The spread in basis points on ask side between the assets compared in the swap deal. |
ASK_SP2_FL |
3 flag fields further qualifying the ASK SPREAD fields ASK_SPn. |
ASK_SP3_FL |
3 flag fields further qualifying the ASK SPREAD fields ASK_SPn. |
BID_SP2_FL |
3 flag fields further qualifying the BID SPREAD fields BID_SPn. |
BID_SP3_FL |
3 flag fields further qualifying the BID SPREAD fields BID_SPn. |
MID_SP2_FL |
3 flag fields further qualifying the MID SPREAD fields MID_SPn. |
MID_SP3_FL |
3 flag fields further qualifying the MID SPREAD fields MID_SPn. |
ASK_1_TP |
For last activity fields ASK_1 to ASK_3 an associated activity indicator to show the nature of the last activity field. |
ASK_2_TP |
For last activity fields ASK_1 to ASK_3 an associated activity indicator to show the nature of the last activity field. |
ASK_3_TP |
For last activity fields ASK_1 to ASK_3 an associated activity indicator to show the nature of the last activity field. |
BID_1_TP |
For last activity fields BID_1 to BID_3 an associated activity indicator to show the nature of the last activity field. |
BID_2_TP |
For last activity fields BID_1 to BID_3 an associated activity indicator to show the nature of the last activity field. |
BID_3_TP |
For last activity fields BID_1 to BID_3 an associated activity indicator to show the nature of the last activity field. |
A_SPD_1_TP |
For last activity fields ASK_SPRD to ASK_SPRD_3 an activity indicator to show the nature of the last activity field. |
A_SPD_2_TP |
For activity fields ASK_SPRD to ASK_SPRD_3 an activity indicator to show the nature of the last activity field. |
A_SPD_3_TP |
For activity fields ASK_SPRD to ASK_SPRD_3 an activity indicator to show the nature of the last activity field. |
B_SPD_1_TP |
For activity fields BID_SPRD to BID_SPRD_3 an activity indicator to show the nature of the last activity field. |
B_SPD_2_TP |
For activity fields BID_SPRD to BID_SPRD_3 an activity indicator to show the nature of the last activity field. |
B_SPD_3_TP |
For activity fields BID_SPRD to BID_SPRD_3 an activity indicator to show the nature of the last activity field. |
M_SPD_1_TP |
For activity fields MID_SPRD to MID_SPRD_3 an activity indicator to show the nature of the last activity field. |
M_SPD_2_TP |
For activity fields MID_SPRD to MID_SPRD_3 an activity indicator to show the nature of the last activity field. |
M_SPD_3_TP |
For activity fields MID_SPRD to MID_SPRD_3 an activity indicator to show the nature of the last activity field. |
PCTCHG_WTD |
Percent Change Week-to-Date. |
PAIR_CLIP2 |
For CDS. Identifier that describes the relationship between an entity and an underlying debt. |
PAIR_CLIP3 |
For CDS. Identifier that describes the relationship between an entity and an underlying debt. |
PAIR_CLIP4 |
For CDS. Identifier that describes the relationship between an entity and an underlying debt. |
PAIR_CLIP5 |
For CDS. Identifier that describes the relationship between an entity and an underlying debt. |
DELTA_1D |
For IRS. 1 day bps change. |
DELTA_1W |
For IRS. 1 week bps change. |
DELTA_2W |
For IRS. 2 week bps change. |
DELTA_3W |
For IRS. 3 week bps change. |
DELTA_1M |
For IRS. 1 Month bps change. |
DELTA_3M |
For IRS. 3 Month bps change. |
DELTA_6M |
For IRS. 6 Month bps change. |
DELTA_1Y |
For IRS. 1Year bps change. |
TR_OWNER |
Internal TR team responsible for maintaining instrument. |
SWAP_CURVE |
Identifies the relationship between swap rates at varying maturities. |
PROD_CHN |
TRFIT Chain that the RIC should be placed on. |
PROD_GRP |
TRFIT Product code associated to that bond. |
PROD_TYP |
TRFIT Price Quote type of a bond of either yield, price or fraction. |
ZERO_CURVE |
Link to Zero Curve chain. |
CREDT_SPRD |
Difference in the value of two options when the value of the one sold exceeds the value of the one bought. |
INPUT_VOL |
Convertible credit spread input volume. |
SIMC_CHAIN |
SIMC chain to show underlying contributors to an instrument. |
PRCSRC_CHN |
Chain to show underlying price sources to an instrument. |
CNV_EDGE1 |
Ripple from CNV_EDGE1. |
CNV_EDGE2 |
Ripple from CNV_EDGE1. |
CNV_EDGE3 |
Ripple from CNV_EDGE2. |
CDS_PRICE |
Related EOD CDS price on the associated or closest maturity instrument. |
BOND_LIST1 |
Code indicating on which exchange the instrument (bond) is listed. |
BOND_LIST2 |
Code indicating on which exchange the instrument (bond) is listed. |
BOND_LIST3 |
Code indicating on which exchange the instrument (bond) is listed. |
DENOM_INC1 |
Denomination Increment. The minimum incremental amount of the bond's face value that can be purchased . The incremental amount will vary dependent upon on market convention. |
DENOM_INC2 |
Denomination Increment. The minimum incremental amount of the bond's face value that can be purchased . The incremental amount will vary dependent upon on market convention. |
DENOM_INC3 |
Denomination Increment. The minimum incremental amount of the bond's face value that can be purchased . The incremental amount will vary dependent upon on market convention. |
SWP_POINT |
The Bonds corresponding swap point. |
SWP_PT_REF |
Reference to Swap Point (i.e. link to Swaps Curve). |
HST_CLOSE4 |
A fourth close field in addition to the HST_CLOSE fields for those quotation types involving more than three close fields. |
HST_CLOSE5 |
A fifth close field in addition to the HST_CLOSE fields for those quotation types involving more than three close fields. |
HSTCLSDT4 |
Date of the most recent non-zero closing price as held in HST_CLOSE4. |
HSTCLSDT5 |
Date of the most recent non-zero closing price as held in HST_CLOSE5. |
CLOSE4_TP |
Close fields indicator identifying the type of close prices held in the fields HST_CLOSE4. |
CLOSE5_TP |
Close fields indicator identifying the type of close prices held in the fields HST_CLOSE5. |
CLOSE_REF1 |
Reference text field for HST_CLOSE (i.e. 1PM Close). |
CLOSE_REF2 |
Reference text field for HST_CLOSE2 (i.e. 2PM Close). |
CLOSE_REF3 |
Reference text field for HST_CLOSE3 (i.e. 3PM Close). |
CLOSE_REF4 |
Reference text field for HST_CLOSE4 (i.e. 4PM Close). |
CLOSE_REF5 |
Reference text field for HST_CLOSE5 (i.e. 5PM Close). |
YLDWST2 |
A second field to show the lowest possible yield for a bond without the issuer defaulting. |
YLDWST3 |
A third field to show the lowest possible yield for a bond without the issuer defaulting. |
YLDCALL1 |
A field to show the interest rate that investors would receive if they held the bond until the call date. |
YLDCALL2 |
A second field to show the interest rate that investors would receive if they held the bond until the call date. |
YLDCALL3 |
A third field to show the interest rate that investors would receive if they held the bond until the call date. |
YLDTOMAT2 |
A second field to show rate of return anticipated on a bond if it is held to maturity. |
YLDTOMAT3 |
A third field to show rate of return anticipated on a bond if it is held to maturity. |
DV01 |
Field to display bond valuation showing the dollar value of a one basis point change in interest rates. |
MBS_MTH1 |
Field to display the Current Month - used for MBS. |
SOURCE_RIC |
Field to display the source RIC. |
CONVX_BIAS |
This field should display the Convexity BIAS. |
ACT_SETTLE |
This field should display the Actual Settlement Value. |
PTRD_VENUE |
Field to select the Thomson Reuters primary execution venue for trading the instrument. |
STRD_VENUE |
Field to select the Thomson Reuters secondary execution venue for trading the instrument. |
TTRD_VENUE |
Field to select the Thomson Reuters third execution venue for trading the instrument. |
TW_UNI |
Field to show if the instrument is covered in the Tradeweb universe. |
NATBK_REPO |
Field to show instrument is eligible for national bank repo market. |
OA_CONVX |
Field to show the option adjusted convexity. |
GROSS_PRC |
Gross price of an instrument. |
CL_PRC_CHG |
Clean price net change. |
BRN_FACTR |
Burnout Factor of an MBS bond. |
MOD_CONVX |
Modified Convexity of an instrument. |
ZR_OAS_PRC |
Zero option adjusted price. |
ZR_PRE_PRC |
Zero prepayment price. |
OAS_CHG |
Option Adjusted Spread Change. |
OA_PVBP |
Option Adjusted Price Value Basis Point. |
OA_PVBP_CV |
Option Adjusted Price Value Basis Point Conversion. |
OA_PVBP_UP |
Option Adjusted Price Value Basis Point Up. |
OA_PVBP_DN |
Option Adjusted Price Value Basis Point Down. |
OPT_FR_YLD |
Option Free Yield. |
OA_DURTN |
Option Adjusted Duration. |
M_OA_DURTN |
Modified Option Adjusted Duration. |
M_OA_CONVX |
Modified Option Adjusted Convexity. |
NXT_PRE_DT |
Next Prepayment Date. |
NXT_DRW_DT |
Next Draw Date. |
REF_OAS |
Reference Opt Adjusted Spread Price. |
REF_OA_SPD |
Reference Opt Adjusted Spread. |
REF_OA_CHG |
Reference Opt Adjusted Price Change. |
PRELIM_DT |
Preliminary prepayment date for fixed income instruments. |
PRPAY_CHG |
Field to show preliminary prepayment rate net change. |
MDL_PRE_RT |
Field to show model prepayment rate. |
NXT_PRE_RT |
Next estimated prepayment rate. |
PRVPRE_RT1 |
Previous Prepayment Rate 1. |
PRVPRE_RT2 |
Previous Prepayment Rate 2. |
PRVPRE_RT3 |
Previous Prepayment Rate 3. |
PRVPRE_RT4 |
Previous Prepayment Rate 4. |
GOVT_GAR |
Government Bond Guarantee. |
YLDBST |
Yield to best. |
EQTY_YLD |
Equity yield of underlying linked equity for convertible bond. |
CREDIT_SPD |
Credit spread expressed in basis points. |
CHI |
Theoretical Chi (theo vs FX) analytic for convertible issues. |
ISS_LOCAT |
Issuer's geographic location. |
IS_MAND |
Field detailing if convertible issue is a mandatory issue. |
IS_EXCHBLE |
Field detailing if convertible issue is an exchangeable issue. |
EQ_UNITS |
Units in which the equity price is expressed. |
EQ_VOLTY |
Equity or underlying volatility. |
YLDBST_PT |
Yield to Best Point. |
DURAT_MP |
Duration to next Put or Mat. |
THEO_EDGE |
Theo price premium to market price. |
FLOOR_PREM |
Market price premium to bond floor. |
CNV_PARPC |
Conversion parity in percent of face. |
CNV_FX |
Fixed FX rate in relation to convertible bond issues. |
CPN_EXDATE |
Next Coupon Ex Date. |
CALL_TRIGG |
Next Call Trigger. |
CALL_TTYPE |
Next Call Trigger type. |
IS_COCO |
Is contingent convertible. |
COCO_TRIG |
Contingent conversion trigger. |
CNV_STYPE |
convertible sub-type. |
IS_PREF |
Is a preferance share. |
CVN_USTRK |
Mandarory convertible upper strike. |
CVN_LSTRK |
Mandatory convertible lower strike. |
IS_RESET |
Field to show convertible bond with a reset clause to adjust conversion price. |
IS_SYNTH |
Field to show if convertible is synthetic where used bonds and warrants are combined to resemble the convertible. |
RESET_TRIG |
Next reset trigger. |
DIV_PROT |
Has dividend protection. |
DPT_TRIGG |
Div protection trigger. |
MAT_LIFE |
Life to maturity. |
PAYBACK |
Convertible payback detailing time it will take for the bond to earn the conversion premium plus the stock dividends over the period. |
MOD_PAYBK |
Modified payback. |
DIV_CUTOFF |
Dividend Cut-Off for a Convertible Bond. |
IMP_CRISK |
Implied credit risk. |
IMP_DIVGRW |
Implied Div growth. |
CNV_PAYMNT |
Payment at conversion. |
MAKE_WHOLE |
Make-whole type. |
MK_WH_AMT |
Make-whole amount. |
ACCRET_RAT |
Accretion Rate. |
SUPER_RIC |
Related SuperRIC. |
PRC_CHAIN |
Related Price Chain. |
SEC_BKGRND |
Security background info. |
UCBI_WT01 |
Weight of security in Global Index. |
UCBI_WT02 |
Weight of security in Global Focus Index. |
UCBI_WT03 |
Weight of security in Global Inv Grade Index. |
UCBI_WT04 |
Weight of security in Global Focus InvG Index. |
UCBI_WT05 |
Weight of security in Europe Index. |
UCBI_WT06 |
Weight of security in Europe Focus Index. |
UCBI_WT07 |
Weight of security in Europe Inv Grade Index. |
UCBI_WT08 |
Weight of security in European Focus Invest Index. |
UCBI_WT09 |
Weight of security in Eurozone Index. |
UCBI_WT10 |
Weight of security in Eurozone Focus Index. |
UCBI_WT11 |
Weight of security in Asia ex Japan Index. |
UCBI_WT12 |
Weight of security in Asia ex Japan Focus Index. |
UCBI_WT13 |
Weight of security in US Index. |
UCBI_WT14 |
Weight of security in US Focus Index. |
UCBI_WT15 |
Weight of security in US Inv Grade Index. |
UCBI_WT16 |
Weight of security in US Focus InvGrade Index. |
UCBI_WT17 |
Weight of security in Japan Index. |
UCBI_WT18 |
Weight of security in Japan Focus Index. |
UCBI_WT19 |
Weight of security in Japan Inv Grade Index. |
UCBI_WT20 |
Weight of security in Other Markets Index. |
UCBI_WT21 |
Weight of security in Asia Index. |
UCBI_WT22 |
Weight of security in US Vanilla Index. |
UCBI_WT23 |
Weight of security in Global Vanilla Index. |
UCBI_WT24 |
Weight of security in Global ex US Index. |
UCBI_WT25 |
Weight of security in Asia FocusVanilla Index. |
UCBI_WT26 |
Weight of security in Global FocusYld Index. |
UCBI_WT27 |
Weight of security in Europe InvG (EUR) Index. |
UCBI_WT28 |
Weight of security in Spare #1 Index. |
UCBI_WT29 |
Weight of security in Spare #2 Index. |
UCBI_WT30 |
Weight of security in Spare #3 Index. |
UCBI_WT31 |
Weight of security in Spare #4 Index. |
UCBI_WT32 |
Weight of security in Spare #5 Index. |
UCBI_WT33 |
Weight of security in Spare #6 Index. |
UCBI_WT34 |
Weight of security in Spare #7 Index. |
UCBI_WT35 |
Weight of security in Spare #8 Index. |
UCBI_WT36 |
Weight of security in Spare #9 Index. |
UCBI_IDX01 |
Index Description #01. |
UCBI_IDX02 |
Index Description #02. |
UCBI_IDX03 |
Index Description #03. |
UCBI_IDX04 |
Index Description #04. |
UCBI_IDX05 |
Index Description #05. |
UCBI_IDX06 |
Index Description #06. |
UCBI_IDX07 |
Index Description #07. |
UCBI_IDX08 |
Index Description #08. |
UCBI_IDX09 |
Index Description #09. |
UCBI_IDX10 |
Index Description #10. |
UCBI_IDX11 |
Index Description #11. |
UCBI_IDX12 |
Index Description #12. |
UCBI_IDX13 |
Index Description #13. |
UCBI_IDX14 |
Index Description #14. |
UCBI_IDX15 |
Index Description #15. |
UCBI_IDX16 |
Index Description #16. |
UCBI_IDX17 |
Index Description #17. |
UCBI_IDX18 |
Index Description #18. |
UCBI_IDX19 |
Index Description #19. |
UCBI_IDX20 |
Index Description #20. |
UCBI_IDX21 |
Index Description #21. |
UCBI_IDX22 |
Index Description #22. |
UCBI_IDX23 |
Index Description #23. |
UCBI_IDX24 |
Index Description #24. |
UCBI_IDX25 |
Index Description #25. |
UCBI_IDX26 |
Index Description #26. |
UCBI_IDX27 |
Index Description #27. |
UCBI_IDX28 |
Index Description #28. |
UCBI_IDX29 |
Index Description #29. |
UCBI_IDX30 |
Index Description #30. |
UCBI_IDX31 |
Index Description #31. |
UCBI_IDX32 |
Index Description #32. |
UCBI_IDX33 |
Index Description #33. |
UCBI_IDX34 |
Index Description #34. |
UCBI_IDX35 |
Index Description #35. |
UCBI_IDX36 |
Index Description #36. |
FI_GEN_1 |
Fixed Income field for general use 1. |
FI_GEN_2 |
Fixed Income field for general use 2. |
FI_GEN_3 |
Fixed Income field for general use 3. |
FI_GEN_4 |
Fixed Income field for general use 4. |
FI_GEN_5 |
Fixed Income field for general use 5. |
FI_GEN_6 |
Fixed Income field for general use 6. |
FI_GEN_7 |
Fixed Income field for general use 7. |
FI_GEN_8 |
Fixed Income field for general use 8. |
FI_GEN_9 |
Fixed Income field for general use 9. |
FI_GEN_10 |
Fixed Income field for general use 10. |
LOCK_RATE |
Rate legacy currency has been fixed at. |
LOCK_DATE |
Date legacy currency locking rate applies. |
RDEN_RATE |
Value currency has redenominated at. |
RDEN_DATE |
Date currency has redenominated at. |
CCY_CTRL |
Currency Control Mechanism applied by the central bank. Determines whether the currency is floating, fixed or controlled. |
INFL_INDEX |
Inflation index RIC underlying an Inflation derivative. This is the rate used for settlement. |
BID_HIGH_2 |
Today's 2nd highest bid price. |
BID_HIGH_3 |
Today's 3rd highest bid price. |
BID_HIGH_4 |
Today's 4th highest bid price. |
BID_HIGH_5 |
Today's 5th highest bid price. |
BID_LOW_2 |
Today's 2nd lowest bid price. |
BID_LOW_3 |
Today's 3rd lowest bid price. |
BID_LOW_4 |
Today's 4th lowest bid price. |
BID_LOW_5 |
Today's 5th lowest bid price. |
ASK_HIGH_2 |
Today's 2nd highest ASK price. |
ASK_HIGH_3 |
Today's 3rd highest ASK price. |
ASK_HIGH_4 |
Today's 4th highest ASK price. |
ASK_HIGH_5 |
Today's 5th highest ASK price. |
ASK_LOW_2 |
Today's 2nd lowest ASK price. |
ASK_LOW_3 |
Today's 3rd lowest ASK price. |
ASK_LOW_4 |
Today's 4th lowest ASK price. |
ASK_LOW_5 |
Today's 5th lowest ASK price. |
PRIMACT_6 |
Primary last activity fields the most recent held in PRIMACT_1. |
PRIMACT_7 |
Primary last activity fields the most recent held in PRIMACT_1. |
PRIMACT_8 |
Primary last activity fields the most recent held in PRIMACT_1. |
PRIMACT_9 |
Primary last activity fields the most recent held in PRIMACT_1. |
PRIMACT_10 |
Primary last activity fields the most recent held in PRIMACT_1. |
SEC_ACT_6 |
The activity type may involve one or two fields. In the latter case these field holds the second half of the most recent activity. SEC_ACT_n is associated with PRIMACT_n. |
SEC_ACT_7 |
The activity type may involve one or two fields. In the latter case these field holds the second half of the most recent activity. SEC_ACT_n is associated with PRIMACT_n. |
SEC_ACT_8 |
The activity type may involve one or two fields. In the latter case these field holds the second half of the most recent activity. SEC_ACT_n is associated with PRIMACT_n. |
SEC_ACT_9 |
The activity type may involve one or two fields. In the latter case these field holds the second half of the most recent activity. SEC_ACT_n is associated with PRIMACT_n. |
SEC_ACT_10 |
The activity type may involve one or two fields. In the latter case these field holds the second half of the most recent activity. SEC_ACT_n is associated with PRIMACT_n. |
ACT_TP_6 |
An associated activity indicator which indicates the nature of the activity PRIMACT_6. |
ACT_TP_7 |
An associated activity indicator which indicates the nature of the activity PRIMACT_7. |
ACT_TP_8 |
An associated activity indicator which indicates the nature of the activity PRIMACT_8. |
ACT_TP_9 |
An associated activity indicator which indicates the nature of the activity PRIMACT_9. |
ACT_TP_10 |
An associated activity indicator which indicates the nature of the activity PRIMACT_10. |
SC_ACT_TP6 |
An indicator which describes the nature of the secondary activity field SEC_ACT_6. |
SC_ACT_TP7 |
An indicator which describes the nature of the secondary activity field SEC_ACT_7. |
SC_ACT_TP8 |
An indicator which describes the nature of the secondary activity field SEC_ACT_8. |
SC_ACT_TP9 |
An indicator which describes the nature of the secondary activity field SEC_ACT_9. |
SC_ACT_T10 |
An indicator which describes the nature of the secondary activity field SEC_ACT_10. |
ACT_FLAG6 |
Flag field qualifying the primary activity field PRIMACT_6. |
ACT_FLAG7 |
Flag field qualifying the primary activity field PRIMACT_7. |
ACT_FLAG8 |
Flag field qualifying the primary activity field PRIMACT_8. |
ACT_FLAG9 |
Flag field qualifying the primary activity field PRIMACT_9. |
ACT_FLAG10 |
Flag field qualifying the primary activity field PRIMACT_10. |
SC_AFLAG6 |
Flag field qualifying the secondary activity field SEC_ACT_6. |
SC_AFLAG7 |
Flag field qualifying the secondary activity field SEC_ACT_7. |
SC_AFLAG8 |
Flag field qualifying the secondary activity field SEC_ACT_8. |
SC_AFLAG9 |
Flag field qualifying the secondary activity field SEC_ACT_9. |
SC_AFLAG10 |
Flag field qualifying the secondary activity field SEC_ACT_10. |
BID_3 |
Previous latest bid prices the first being most recent. |
BID_4 |
Previous latest bid prices the first being most recent. |
BID_5 |
Previous latest bid prices the first being most recent. |
BID_6 |
Previous latest bid prices the first being most recent. |
BID_7 |
Previous latest bid prices the first being most recent. |
BID_8 |
Previous latest bid prices the first being most recent. |
BID_9 |
Previous latest bid prices the first being most recent. |
BID_10 |
Previous latest bid prices the first being most recent. |
ASK_3 |
Previous latest ask prices the first being most recent. |
ASK_4 |
Previous latest ask prices the first being most recent. |
ASK_5 |
Previous latest ask prices the first being most recent. |
ASK_6 |
Previous latest ask prices the first being most recent. |
ASK_7 |
Previous latest ask prices the first being most recent. |
ASK_8 |
Previous latest ask prices the first being most recent. |
ASK_9 |
Previous latest ask prices the first being most recent. |
ASK_10 |
Previous latest ask prices the first being most recent. |
IMPLD_RATE |
The future base interest Rate implied from the cash or derivatives market. |
IMPLD_BPS |
The change in basis points of the base interest Rate implied from the cash or derivatives market. |
PRV_BID_H |
Previous Day Bid High. |
PRV_ASK_H |
Previous Day Ask High. |
PRV_BID_L |
Previous Day Bid Low. |
PRV_ASK_L |
Previous Day Ask Low. |
ATRD_VNE1 |
Alternate Trading Venue 1. |
ATRD_VNE2 |
Alternate Trading Venue 2. |
SKEWNESS |
Indicates if a dataset is skewed to the left or right relative to a normal distribution. |
KURTOSIS |
Indicates whether a dataset is peaked or flat relative to a normal distribution. |
GEN_VAL17 |
Generic value fields whose use is dependent on the context in which they occur. |
GEN_VAL18 |
Generic value fields whose use is dependent on the context in which they occur. |
GEN_VAL19 |
Generic value fields whose use is dependent on the context in which they occur. |
GEN_VAL20 |
Generic value fields whose use is dependent on the context in which they occur. |
GV17_TEXT |
Generic six character text fields each describing the value in the corresponding generic field GEN_VALn. |
GV18_TEXT |
Generic six character text fields each describing the value in the corresponding generic field GEN_VALn. |
GV19_TEXT |
Generic six character text fields each describing the value in the corresponding generic field GEN_VALn. |
GV20_TEXT |
Generic six character text fields each describing the value in the corresponding generic field GEN_VALn. |
GV17_FLAG |
Generic flags applicable to GEN_VALn. |
GV18_FLAG |
Generic flags applicable to GEN_VALn. |
GV19_FLAG |
Generic flags applicable to GEN_VALn. |
GV20_FLAG |
Generic flags applicable to GEN_VALn. |
VALUE_TS6 |
6th latest Activity Time in seconds. The corresponding date field is VALUE_DT6. |
VALUE_TS7 |
7th latest Activity Time in seconds. The corresponding date field is VALUE_DT7. |
VALUE_TS8 |
8th latest Activity Time in seconds. The corresponding date field is VALUE_DT8. |
VALUE_TS9 |
9th latest Activity Time in seconds. The corresponding date field is VALUE_DT9. |
VALUE_TS10 |
10th latest Activity Time in seconds. The corresponding date field is VALUE_DT10. |
VALUE_DT6 |
6th latest Activity Date. |
VALUE_DT7 |
7th latest Activity Date. |
VALUE_DT8 |
8th latest Activity Date. |
VALUE_DT9 |
9th latest Activity Date. |
VALUE_DT10 |
10th atest Activity Date. |
VALUE_TM6 |
6th latest Activity Time. The corresponding date field is VALUE_DT6. |
VALUE_TM7 |
7th latest Activity Time. The corresponding date field is VALUE_DT7. |
VALUE_TM8 |
8th latest Activity Time. The corresponding date field is VALUE_DT8. |
VALUE_TM9 |
9th latest Activity Time. The corresponding date field is VALUE_DT9. |
VALUE_TM10 |
10th latest Activity Time. The corresponding date field is VALUE_DT10. |
CTBTR_6 |
6th latest contributor short name, CTBTR_1 being the most recent. |
CTBTR_7 |
7th latest contributor short name, CTBTR_1 being the most recent. |
CTBTR_8 |
8th latest contributor short name, CTBTR_1 being the most recent. |
CTBTR_9 |
9th latest contributor short name, CTBTR_1 being the most recent. |
CTBTR_10 |
10th latest contributor short name, CTBTR_1 being the most recent. |
CTB_LOC6 |
6th latest contributor location, CTB_LOC1 being the most recent. |
CTB_LOC7 |
7th latest contributor location, CTB_LOC1 being the most recent. |
CTB_LOC8 |
8th latest contributor location, CTB_LOC1 being the most recent. |
CTB_LOC9 |
9th latest contributor location, CTB_LOC1 being the most recent. |
CTB_LOC10 |
10th latest contributor locations CTB_LOC1 being the most recent. |
CTB_PAGE6 |
6th latest contributor page, CTB_PAGE1 being the most recent. |
CTB_PAGE7 |
7th latest contributor page, CTB_PAGE1 being the most recent. |
CTB_PAGE8 |
8th latest contributor page, CTB_PAGE1 being the most recent. |
CTB_PAGE9 |
9th latest contributor page, CTB_PAGE1 being the most recent. |
CTB_PAGE10 |
10th latest contributor page, CTB_PAGE1 being the most recent. |
DLG_CODE6 |
6th latest dealing code, DLG_CODE1 being the most recent. |
DLG_CODE7 |
7th latest dealing code, DLG_CODE1 being the most recent. |
DLG_CODE8 |
8th latest dealing code, DLG_CODE1 being the most recent. |
DLG_CODE9 |
9th latest dealing code, DLG_CODE1 being the most recent. |
DLG_CODE10 |
10th latest dealing code, DLG_CODE1 being the most recent. |
FIXINGDATE |
Date of fixing used for settlement. |
HOLIDAY |
Currency code(s) where today is a market holiday. |
HOLIDAY_ST |
Currency code(s) where start or value date is a market holiday. |
HOLIDAY_MT |
Currency code(s) where maturity or end date is a market holiday. |
SETTLEMT1 |
RIC showing rate used for settlement. |
SETTLEMT2 |
RIC showing second rate used for settlement. |
INVERSE |
Indicates if the rate is quoted inverse to the US Dollar. |
BID_PREM |
Bid price premium. |
ASK_PREM |
Ask price premium. |
BID_STRIKE |
Bid strike price. |
ASK_STRIKE |
Ask strike price. |
BIG_FIGURE |
End character of big figure. |
PIPS_POS |
Start character of Pips. |
QUOT_UTS |
Value decode describing the units of display on the quote. |
PRC_TICK |
Field to display the quantities at which a given instrument is allowed to trade in according to Exchange regulations. |
IDXWEIGHT |
Field to display the number of shares designated for Index weighting. |
TRD_TYPE1 |
Field to provide further granularity on Trade Types, this would further support ACT_FLAG1 which allows just one trade flag. |
TRD_TYPE2 |
Field to provide further granularity on Trade Types, this would further support ACT_FLAG1 which allows just one trade flag. |
NET_TAN_AT |
Net Tangible Assets (NTA) for ASX securities. |
IND_OPEN |
This is an indicative open price. |
CONDCODE_3 |
Holds upto 3x2 charcater trade condition codes. |
TRAN_PRICE |
Any trade transaction price on ASX. |
TRD_DISC_1 |
Last Trade Discount, mainly for the bond traded in discounted price. |
TRD_DISC_2 |
Previous last trade discount. |
TRD_DISC_3 |
Previous last trade discount. |
TRD_DISC_4 |
Previous last trade discount. |
TRD_DISC_5 |
Previous last trade discount. |
DISC_BID4 |
The 5 best Bid Discount values. |
DISC_BID5 |
The 5 best Bid Discount values. |
DISC_ASK4 |
The 5 best Ask Discount values. |
DISC_ASK5 |
The 5 best Ask Discount values. |
OPEN_DISC |
Today's opening Discount Price. |
HIGH_DISC |
Today's highest Discount traded. |
LOW_DISC |
Today's lowest Discount traded. |
CLOSE_DISC |
The historical closing discount. |
CLSDISCDAT |
Date of most recent non-zero closing price as held in CLOSE_DISC. |
YH_DISC |
The discount of the year high. |
YL_DISC |
The discount of the year low. |
LH_DISC |
The discount of the lifetime high. |
LL_DISC |
The discount of the lifetime low. |
FACILITY_C |
The facility code to identify a bond issued. |
MTHLY_VOL |
Monthly total trading volume. |
YEARLY_VOL |
Yearly total trading volume. |
THEO_CLOSE |
The theoretical closing price. |
SUS_DATE |
Start Date for Suspension of Instrument. |
PMA_10D |
Price Moving Averages. |
VWAP_VOL |
Volume for calculation of Volume Weighted Average Price. |
VWAP_TN |
Turnover for calculation of Volume Weighted Average Price. |
AVPRC_WT_B |
Average Price of warrants Bought. |
AVPRC_WT_A |
Average Price of warrants Sold. |
TAS_RIC |
Instrument's TAS RIC. |
REF_PRC_NC |
Basic Price Net Change. |
FRGN_BVAL |
Foreign Buy Trading Value. |
FRGN_SVAL |
Foreign Sell Trading Value. |
PU_THR_VOL |
Put through transaction volume (HASTC and HOSE). |
EXCHTIM_MS |
The exchange time with precision in milliseconds. |
IRGVAL_MS |
Time when the head-end updated field IRGVAL or fields in the record in milliseconds. Which field depends on the instrument. |
GV1TIME_MS |
Generic time given in milliseconds. |
GV2TIME_MS |
Second generic time given in milliseconds. |
GV3TIME_MS |
Third generic time given in milliseconds. |
GV4TIME_MS |
Fourth generic time given in milliseconds. |
GV5TIME_MS |
Fifth generic time given in milliseconds. |
OPEN_T_MS |
Time in milliseconds at which the opening value held in the fields OPEN_PRC/ OPEN_PRC2 was made. |
HIGH_T_MS |
Time in milliseconds at which the high value held in the fields HIGH_1/ SEC_HIGH was made. |
LOW_T_MS |
Time in milliseconds at which the low value held in the fields LOW_1/ SEC_LOW was made. |
VOL_TICK |
Minimum movement in the number of shares that can be made in an order for the referred stock and market. |
AUC_TIME |
The auction time with precision in seconds. |
DN_ID |
Displays a DATA NOTIFICATION id. Search this DN id into the customer zone website to access the change notification text. |
STATUS |
The publisher of the news item. |
FRQ_UPDATE |
Displays the theoretical frequency of update. |
MORE_INFO |
This fid provides a link (direct link from IDN page or Customer Zone ID entry) to related information. |
REL_SPEED2 |
RELATED SPEEDGUIDE 2. |
CHAIN1 |
RELATED CHAIN 1. |
CHAIN2 |
RELATED CHAIN 2. |
TS_START |
Displays the start date for the timeseries attached to the intrument. |
HOLIDAYS |
This provide a link to HOLIDAY list applying for the instrument. |
LEG3_RIC |
The RIC associated with the third leg of a spread. |
LEG4_RIC |
The RIC associated with the fourth leg of a spread. |
LEG5_RIC |
The RIC associated with the fifth leg of a spread. |
LEG6_RIC |
The RIC associated with the sixth leg of a spread. |
PCT_LEG1 |
Description of the first leg for the calculation of the Percentage Change between leg1 and leg2. |
PCT_LEG2 |
Description of the second leg for the calculation of the Percentage Change between leg1 and leg2. |
PCT_LEG3 |
Description of the first leg for the calculation of the Percentage Change between leg3 and leg4. |
PCT_LEG4 |
Description of the second leg for the calculation of the Percentage Change between leg3 and leg4. |
PCT_LEG5 |
Description of the first leg for the calculation of the Percentage Change between leg5 and leg6. |
PCT_LEG6 |
Description of the second leg for the calculation of the Percentage Change between leg5 and leg6. |
PCT_LEG7 |
Description of the first leg for the calculation of the Percentage Change between leg7 and leg8. |
PCT_LEG8 |
Description of the second leg for the calculation of the Percentage Change between leg7 and leg8. |
PCT_LEG1V2 |
Percentage change value between LEG 1 and 2. |
PCT_LEG3V4 |
Percentage change value between LEG 3 and 4. |
PCT_LEG5V6 |
Percentage change value between LEG 5 and 6. |
PCT_LEG7V8 |
Percentage change value between LEG 7 and 8. |
NET_LEG1 |
Description of the first leg for the calculation of the Net Change between leg1 and leg2. |
NET_LEG2 |
Description of the 2nd leg for the calculation of the Net Change between leg1 and leg2. |
NET_LEG3 |
Description of the first leg for the calculation of the Net Change between leg3 and leg4. |
NET_LEG4 |
Description of the 2nd leg for the calculation of the Net Change between leg3 and leg4. |
NET_LEG5 |
Description of the first leg for the calculation of the Net Change between leg5 and leg6. |
NET_LEG6 |
Description of the 2nd leg for the calculation of the Net Change between leg5 and leg6. |
NET_LEG7 |
Description of the first leg for the calculation of the Net Change between leg7 and leg8. |
NET_LEG8 |
Description of the 2nd leg for the calculation of the Net Change between leg7 and leg8. |
NET_LEG1V2 |
Net change value between LEG 1 and 2. |
NET_LEG3V4 |
Net change value between LEG 3 and 4. |
NET_LEG5V6 |
Net change value between LEG 5 and 6. |
NET_LEG7V8 |
Net change value between LEG 7 and 8. |
CL_RUNTIME |
The time by when the closing run process is applied. |
CLRT_ZONE |
The time zone for the closing run (in line with the CL_RUNTIME fid). |
STD_AMOUNT |
The standard amount for the instrument. Indicates the quantity used to calculate the worst price for the given instrument. |
BIDSIZEIND |
Shows whether bid size is greater than the regular amt: '+' if Bid size greater than regular amount, 'Blank' otherwise. |
ASKSIZEIND |
Shows whether ask size is greater than the regular amt: '+' if Ask size greater than regular amount, 'Blank' otherwise. |
ORDSIZEIND |
Shows whether order size is greater than the regular amt: '+' if order size greater than regular amount, 'Blank' otherwise. |
REG_AMOUNT |
The regular amount for the instrument. Blank means the regular amount has been disabled for the given instrument. |
CF_NAME |
Consolidated FIDs. |
CF_SRC_PGE |
Consolidated FIDs. |
VWAP_TIME |
Time of the last VWAP (All Day) update. |
AM_VWAPTIM |
Time of VWAP update in AM Session. |
PM_VWAPTIM |
Time of VWAP update in PM Session. |
AM_PTYPRC1 |
Parity Price (Main or Secondary Board) in AM Session. |
PM_PTYPRC1 |
Parity Price (Main or Secondary Board) in PM Session. |
BLKVOL_SC |
The scaling factor of the block ACVOL. |
BLKTNOV_SC |
The scaling factor of the block TURNOVER. |
A_NPLCLS1 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS2 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS3 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS4 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS5 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS6 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS7 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS8 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS9 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS10 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS11 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS12 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS13 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS14 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS15 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS16 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS17 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS18 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS19 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS20 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS21 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS22 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS23 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS24 |
The number of players making at the nth level Ask Price for closing auction (where n. |
A_NPLCLS25 |
The number of players making at the nth level Ask Price for closing auction (where n. |
B_NPLCLS1 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS2 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS3 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS4 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS5 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS6 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS7 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS8 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS9 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS10 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS11 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS12 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS13 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS14 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS15 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS16 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS17 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS18 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS19 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS20 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS21 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS22 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS23 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS24 |
The number of players making at the nth level Bid Price for closing auction (where n. |
B_NPLCLS25 |
The number of players making at the nth level Bid Price for closing auction (where n. |
MKOA_CLSNP |
Number of Sell market Order at closing auction. |
MKOB_CLSNP |
Number of Buy market Order at closing auction. |
CLS_AUCNPL |
Number of bid/ask at closing auction for L2 OMM. |
POST_PANEL |
The Post and Panel ID where a security is auctioned/traded. |
IRG_SEQNO |
Sequence Number of a Not Last Trade. |
INS_SEQNO |
Sequence Number of a trade that is inserted out of band or as a replacement for a correction. |
COND_N |
Native alphanumeric trade condition code. |
IRG_COND_N |
Native alphanumeric trade condition code for Not Last trade. |
INS_COND_N |
Native alphanumeric trade condition code for Inserted trade. |
PREV_RIC |
Previous RIC if RIC has been changed. |
MBP_RIC |
Traditional MBP RIC for MarketFeed IDN. |
OFF_CL_TIM |
Official Close Time. |
TIMESTAMP |
Timestamp (GMT) of the item used in calculations in iso8601 format: YYYY-MM-DD hh:mm:ss.sss. |
FEED_ID |
The id of the feed that generated the item. |
NEWS_SRC |
The publisher of the news item. |
SENT_WORDS |
The number of words used in the sentiment calculation. |
TOT_WORDS |
The number of word used in the sentiment calculation. |
NBR_WORDS |
The total number of words in the item. |
ITEM_CNT1 |
The number of items that mention scored entity in history period 1. |
ITEM_CNT2 |
The number of items that mention scored entity in history period 2. |
ITEM_CNT3 |
The number of items that mention scored entity in history period 3. |
ITEM_CNT4 |
The number of items that mention scored entity in history period 4. |
ITEM_CNT5 |
The number of items that mention scored entity in history period 5. |
METADATA1 |
Feed metadata. |
METADATA2 |
Feed metadata. |
METADATA3 |
Feed metadata. |
METADATA4 |
Feed metadata. |
METADATA5 |
Feed metadata. |
IDN_RTL |
Carries the IDN RTL of an update across DDS where necessary. |
DDS_DSO_ID |
DDS equivalent of the IDN FID DSO_ID. Has its own set of values. |
BR_PNAC |
News access code. Big RIC equivalent. |
BR_UNIQ_SN |
This field - the unique story number - enables the recipient to link together successive parts of a news story and provide a unique reference. Big RICequivalent. |
BR_PROG_ID |
Contains a reference to the first program record of the associated program. The reference is formatted using the alphaname character set. This field is updated using a DRS operator command. Big RIC equivalent. |
BR_STORYID |
A unique sequential identifier that allows for message loss detection. Used by NPS and KABS. Big RIC equivalent. |
BR_LEG1RIC |
The RIC associated with the first leg of a spread. Big RIC equivalent. |
BR_LEG2RIC |
The RIC associated with the second leg of a spread. Big RIC equivalent. |
BR_ALIAS |
Alias name (short name) of the RIC. Big RIC equivalent. |
BR_LINK1 |
Big RIC equivalent of LONGLINKn. |
BR_LINK2 |
Big RIC equivalent of LONGLINKn. |
BR_LINK3 |
Big RIC equivalent of LONGLINKn. |
BR_LINK4 |
Big RIC equivalent of LONGLINKn. |
BR_LINK5 |
Big RIC equivalent of LONGLINKn. |
BR_LINK6 |
Big RIC equivalent of LONGLINKn. |
BR_LINK7 |
Big RIC equivalent of LONGLINKn. |
BR_LINK8 |
Big RIC equivalent of LONGLINKn. |
BR_LINK9 |
Big RIC equivalent of LONGLINKn. |
BR_LINK10 |
Big RIC equivalent of LONGLINKn. |
BR_LINK11 |
Big RIC equivalent of LONGLINKn. |
BR_LINK12 |
Big RIC equivalent of LONGLINKn. |
BR_LINK13 |
Big RIC equivalent of LONGLINKn. |
BR_LINK14 |
Big RIC equivalent of LONGLINKn. |
BR_PREVLR |
Big RIC equivalent to PREV_LR. |
BR_NEXTLR |
Big RIC equivalent to NEXT_LR. |
BR_BGD_REF |
A pointer to a record holding background information relating to the record in which the pointer occurs. Big RIC equivalent. |
BR_CTB_BGD |
A pointer to a record holding background contributor information. Big RIC equivalent. |
BR_PRF_LNK |
RIC field containing pointer to 'preferred' link record. Big RIC equivalent. |
BR_STK_RIC |
Big RIC stock RIC field. |
BR_IBOR_BS |
The RIC of the appropriate IBOR index from which the coupon is calculated. Big RIC equivalent. |
BR_SEG_FWD |
Forward pointer used to point to the next take of a story. This is the Big RIC equivalent of the SEG_FORW field (FID 260) which is 10 characters. |
BR_SEG_BCK |
Backward pointer used to point to the previous take of a story. This is the Big RIC equivalent of the SEG_BACK field (FID 261) which is 10 characters. |
OTC_FITYPE |
For CCG only. Identifies Fixed Income contributions to CCG, allowing automatic record creation and/or non-RIC contribution for enabled contributors, and indicates contributed identifier type. |
OTC_CID |
For CCG only. Overrides the default CID (contributor ID) suffix used when composing RIC. |
OTC_NOMAP |
For CCG only. Forces use of contributed identifier instead of DBoR root when composing RIC if 'Y'. |
OTC_DELETE |
For CCG only. Requests record deletion if 'Y'. |
GISSING_05 |
names etc can be updated on request in future Record Template releases. |
GISSING_06 |
names etc can be updated on request in future Record Template releases. |
GISSING_07 |
names etc can be updated on request in future Record Template releases. |
GISSING_08 |
names etc can be updated on request in future Record Template releases. |
GISSING_09 |
names etc can be updated on request in future Record Template releases. |
GISSING_10 |
names etc can be updated on request in future Record Template releases. |
GISSING_11 |
names etc can be updated on request in future Record Template releases. |
GISSING_12 |
names etc can be updated on request in future Record Template releases. |
GISSING_13 |
names etc can be updated on request in future Record Template releases. |
GISSING_14 |
names etc can be updated on request in future Record Template releases. |
GISSING_15 |
names etc can be updated on request in future Record Template releases. |
GISSING_16 |
names etc can be updated on request in future Record Template releases. |
GISSING_17 |
names etc can be updated on request in future Record Template releases. |
GISSING_18 |
names etc can be updated on request in future Record Template releases. |
GISSING_19 |
names etc can be updated on request in future Record Template releases. |
GISSING_20 |
names etc can be updated on request in future Record Template releases. |
CF_CURR |
Consolidated FID. |
RANK_POS |
Map entry position indicator used to sort an ordered symbol list. |
BOOK_DEPTH |
Ranking position field in ordered OMM maps. |
PRICETHOLD |
Price cut-off threshold specified as an absolute value. |
DOMAINTYPE |
DDS FID. The type of domain being used. |
NAMETYPE |
DDS FID. EG. The type of name (EG. RIC, ISIN, CUSIP etc). |
QOS |
DDS FID. Quality of service (EG Real-time, tick-by-tick etc). |
SERVICE_ID |
DDS FID. The service providing the item. |
PREV_NAME |
Line Handler name (string). |
SPS_PROV |
Line Handler name (string). |
DUDT_RIC |
RIC of UDT for same LH (RIC). |
SPS_DESCR |
Description of what content the source is providing. |
SPS_TME_MS |
GMT timestamp from the provider at the point of SPS transmission. |
SPS_FREQ |
Frequency of the SPS publication in milliseconds. |
SPS_FD_STS |
For TCP feeds this indicates session disconnect, for UDP feeds this indicates lack of activity on both feeds where activity is expected. |
ARB_GAP_PD |
Sampling period in seconds of the gap count (x). |
SPS_GP_DSC |
Defines whether the gap stats are per message or per frame. |
SPS_SVC_TM |
Provider process up time in seconds. |
SPS_FAIL_T |
Used to inform SPS consumers how many consecutive missed heartbeats constitute a failure. |
SPS_PV_STS |
Provider (LH) status eg. UP/DOWN/UNAVAILABLE etc.. |
SPS_SP_RIC |
Populated in each underlying instrument by the provider as a reference to the appropriate SPS sub-provider level RIC. |
XLNKD_CNT1 |
Number of related items in history period 1 cross linked across all News Feeds. |
XLNKD_CNT2 |
Number of related items in history period 2 cross linked across all News Feeds. |
XLNKD_CNT3 |
Number of related items in history period 3 cross linked across all News Feeds. |
XLNKD_CNT4 |
Number of related items in history period 4 cross linked across all News Feeds. |
XLNKD_CNT5 |
Number of related items in history period 5 cross linked across all News Feeds. |
XLNKD_ID1 |
Item ID of most recent linked item across all News Feeds. |
XLNKD_ID2 |
Item ID of 2nd most recent linked item across all News Feeds. |
XLNKD_ID3 |
Item ID of 3rd most recent linked item across all News Feeds. |
XLNKD_ID4 |
Item ID of 4th most recent linked item across all News Feeds. |
XLNKD_ID5 |
Item ID of 5th most recent linked item across all News Feeds. |
XLNK_IDPV1 |
Item ID of 1st historic linked item across all News Feeds. |
XLNK_IDPV2 |
Item ID of 2nd historic linked item across all News Feeds. |
XLNK_IDPV3 |
Item ID of 3rd historic linked item across all News Feeds. |
XLNK_IDPV4 |
Item ID of 4th historic linked item across all News Feeds. |
XLNK_IDPV5 |
Item ID of 5th historic linked item across all News Feeds. |
XITEM_CNT1 |
The number of items that mention scored entity in history period 1 cross linked across all News Feeds. |
XITEM_CNT2 |
The number of items that mention scored entity in history period 2 cross linked across all News Feeds. |
XITEM_CNT3 |
The number of items that mention scored entity in history period 3 cross linked across all News Feeds. |
XITEM_CNT4 |
The number of items that mention scored entity in history period 4 cross linked across all News Feeds. |
XITEM_CNT5 |
The number of items that mention scored entity in history period 5 cross linked across all News Feeds. |
MENTION_1 |
The first sentence in which the scored entity is mentioned. |
TOT_SENTS |
The total number of sentences in the News Item. |
BROKR_ACT |
Action of a Broker: 'UPGRADE' 'DOWNGRADE' 'MAINTAIN' 'BROKER' 'UNDEFINED'. |
MKT_COMM |
Market commentary indicator. |
VWAP_LONG |
Volume Weighted Average Price - extended to 45bit precision. Full day VWAP. |
VWAP_AM_LG |
Volume Weighted Average Price - extended to 45bit precision. Morning Session VWAP. |
VWAP_PM_LG |
Volume Weighted Average Price - extended to 45bit precision. Evening Session VWAP. |
TRNOVR_LNG |
Turnover - extended to 45bit precision. |
NUM_CO |
Number of companies mentioned. |
TRDVAL_LNG |
Traded value - extended to 45bit precision. |
IMB_TYPE |
Descriptive detail of order imbalance type. |
CFI_CODE |
Classification of Financial Instruments Code as descfibed in ISO 10962. |
SETL_TYPE |
Description of data in SETTLE field. |
CON_ORD_ID |
Order ID of Contra Order that was executed in a trade. |
MBO_RIC |
Traditional MBO RIC for MarketFeed IDN. |
BOOK_STATE |
Numerical value indicating whether a book is Normal, Locked, or Crossed. |
HALT_REASN |
Native feed code articulating the reason a security is halted or suspended. |
ORD_ENT_ST |
Numerical value indicating whether order entry is Enabled or Disabled. |
MKT_OR_RUL |
Numerical value indicating whether Market Orders should be combined with priced orders in the top row of a ranked MBP book. |
PR_TIM_MS |
The Priority Time Stamp, in GMT, of the order. Used to rank the order relative to its peers. |
PR_TIM_MSP |
Submillisecond time part for the Priority Time Stamp, covering micro & nanoseconds. |
PR_DATE | |
OR_COND_CD |
The Order Condition Code as represented in the Native Feed. |
OR_TIM_MS |
The time, in GMT, an orderbook row was most recently updated. |
OR_TIM_MSP |
Submillisecond time part for the Order Activity Stamp, covering micro & nanoseconds. |
OR_DATE | |
LV_TIM_MS |
The time, in GMT, an aggregated MBP row was most recently updated. |
LV_TIM_MSP |
Submillisecond time part for the Level Activity Time, covering micro & nanoseconds. |
LV_DATE |
The Data associated with the Level Activity Time. |
QUOTE_SRC |
The source market of a Market Participant quote. |
BID_NDS_SZ |
The total non-displayed quantity of shares in the Bid Side MBP book. |
BID_NDS_OR |
The total number of non-displayed orders in the Bid Side MBP book. |
ASK_NDS_SZ |
The total non-displayed quantity of shares in the Ask Side MBP book. |
ASK_NDS_OR |
The total number of non-displayed orders in the Ask Side MBP book. |
BID_SZ_TTL |
The total quantity of shares on the Bid Side MBP book. |
ASK_SZ_TTL |
The total quantity of shares on the Ask Side MBP book. |
BID_SZ_DSP |
The total quantity of displayed shares on the Bid Side MBP book. |
ASK_SZ_DSP |
The total quantity of displayed shares on the Ask Side MBP book. |
BID_DATE1 |
The date associated with BID_TIME1. |
ASK_DATE1 |
The date associated with ASK_TIME1. |
INT_PR_RNK |
An integer value used to determine how an aggregated MBP row should be ranked relative to other aggregated MBP rows with the same price. |
LEG_L2_RUL |
A numerical value referencing a translation rule to map Level 2 data from RWF to MarketFeed. |
MBP_AG_RUL |
Rule for MBO>MBP Aggregation. |
NO_BIDORD1 |
Number of Orders in the nth Ranked MBP Bid Side Row. |
NO_BIDORD2 |
Number of Orders in the nth Ranked MBP Bid Side Row. |
NO_BIDORD3 |
Number of Orders in the nth Ranked MBP Bid Side Row. |
NO_BIDORD4 |
Number of Orders in the nth Ranked MBP Bid Side Row. |
NO_BIDORD5 |
Number of Orders in the nth Ranked MBP Bid Side Row. |
NO_BIDORD6 |
Number of Orders in the nth Ranked MBP Bid Side Row. |
NO_BIDORD7 |
Number of Orders in the nth Ranked MBP Bid Side Row. |
NO_BIDORD8 |
Number of Orders in the nth Ranked MBP Bid Side Row. |
NO_BIDORD9 |
Number of Orders in the nth Ranked MBP Bid Side Row. |
NO_BIDRD10 |
Number of Orders in the nth Ranked MBP Bid Side Row. |
NO_ASKORD1 |
Number of Orders in the nth Ranked MBP Ask Side Row. |
NO_ASKORD2 |
Number of Orders in the nth Ranked MBP Ask Side Row. |
NO_ASKORD3 |
Number of Orders in the nth Ranked MBP Ask Side Row. |
NO_ASKORD4 |
Number of Orders in the nth Ranked MBP Ask Side Row. |
NO_ASKORD5 |
Number of Orders in the nth Ranked MBP Ask Side Row. |
NO_ASKORD6 |
Number of Orders in the nth Ranked MBP Ask Side Row. |
NO_ASKORD7 |
Number of Orders in the nth Ranked MBP Ask Side Row. |
NO_ASKORD8 |
Number of Orders in the nth Ranked MBP Ask Side Row. |
NO_ASKORD9 |
Number of Orders in the nth Ranked MBP Ask Side Row. |
NO_ASKRD10 |
Number of Orders in the nth Ranked MBP Ask Side Row. |
EXP_TYPE |
A description of the style/type of of expiration associated with a derivatives contract. |
MIN_TRD_VO |
The minimum tradeable quantity of an instrument in a single trade. |
MAX_TRD_VO |
The maximum tradeable quantity of an instrument in a single trade. |
USER_DEF |
Descriptive field designating whether the item, usually a Strategy, is user defined or exchange listed. |
LEG_SIDE |
The side of the market which a Spread Leg represents. |
LEG1_SIDE |
The side of the market which a Spread Leg represents. |
LEG2_SIDE |
The side of the market which a Spread Leg represents. |
LEG_OP_DT |
The difference between the underlying price of the Strategy and the price of the Leg, when the Leg is an Option. |
LEG1_OP_DT |
The difference between the underlying price of the Strategy and the price of the Leg, when the Leg is an Option. |
LEG2_OP_DT |
The difference between the underlying price of the Strategy and the price of the Leg, when the Leg is an Option. |
LEG_PRICE |
The current price of the spread leg. |
LEG1_PRICE |
The current price of the spread leg. |
LEG2_PRICE |
The current price of the spread leg. |
SH_SAL_RES |
Short Sale Restrictred Indicator. |
SHRT_VOXXX |
Redundant. Requested in error. Use FID 3772 for Short Sell Volume. |
BID_COND_N |
Native Condition code associated with the most recent Bid. |
ASK_COND_N |
Native Condition code associated with the most recent Ask. |
TRVOL_ONBK |
volume of the most recent individual on-book trade. |
TRVOLOFFBK |
volume of the most recent individual off-book trade. |
CAN_PRC |
Price of the most recent cancelled trade. |
CAN_VOL |
Volume of the most recent cancelled trade. |
CAN_COND |
Trade cancellation condition code. This field uses the same set of enumerated values as field IRGCOND. |
CAN_COND_N |
trade cancellation flag (native condition code - alphanumeric 4 chars long). |
CAN_TRD_ID |
Trade ID of a Cancelled Trade. This should be same the identifier as found in field TRADE_ID for the executed trade that is now cancelled. |
REPORT_VOL |
Aggregate volume of all trades reported today including those that have occurred prior to today. (AC_VOL1 to include trades only executed today.). |
MIC_CODE |
Market Identification Code as defined by the Federation for European Stock Exchanges. |
ISS_WRNTS |
Link to the RIC for Issued Warrants related to this instrument. |
CVR_WRNTS |
Link to the RIC for Covered Warrants related to the instrument. |
LEG_CFI |
ISO 10962 Classification of Financial Instrument (CFI) code for a leg of a spread. |
LEG1_CFI |
ISO 10962 Classification of Financial Instrument (CFI) code for the 1st leg of a spread. |
LEG2_CFI |
ISO 10962 Classification of Financial Instrument (CFI) code for the 2nd leg of a spread. |
CUSIP_XX |
Nine character identification number assigned to U.S. securities. Redundant field. |
SPS_SUCC_T |
Used to inform SPS consumers how many consecutive received heartbeats constitute a success (ie device back on line). |
TYPE |
Exchange Data, News, Contributions, Exchange Transactions. |
SRCE_MODE |
Live, Test. |
VENUE_STAT |
Open, Closed, Suspended etc.., - not for MC. |
SPS_PRV_LV |
link back to the provider level instrument (e.g. .[SPSSIAC) - i.e. needs same definition as a RIC. |
AC_RD_SV_I |
A, B, C, D etc. |
PRV_IT_CNT |
Number of items sourced from that provider. |
STL_IT_CNT |
Number of items sourced from that provider that are stale. |
LST_GAP_TM |
GMT timestamp of the last gap detected by the provider. |
PK_GAP_CNT |
Maximum Period Gap Count measured since the daily stats reset. |
PK_GAP_TM |
GMT timestamp of the Peak Gap Count. |
STS_RST_TM |
GMT time of day at which point the SPS stats are reset. |
SPS_DM_GRP |
States which domains the system processes. |
HASH_FROM |
Start value of a hash range (served by a MC). |
HASH_TO |
End value of a hash range (served by a MC). |
RQ_MCST_AD |
The multicast address to be used in communication between the SS and MC corresponding to the specified hash range. |
BID_NO_DIS |
Price for top non-displayed Bid. |
ASK_NO_DIS |
Price for top non-displayed Ask. |
TRD_STATUS |
Instrument Trading Status. |
HALT_RSN |
Enumerated/Standardized Halt Reason Code. |
RPT_HLT_DR |
Halt Duration as indicated by exchange feed. |
TRG_RSM_TM |
Target resumption time for a halted/suspended security. |
HALT_DATE |
Date security was originally halted. |
HALT_TIME |
Time security was originally halted, associated with HALT_DATE. |
BID_INDCTV |
Indicative Bid Price. |
ASK_INDCTV |
Indicative Ask Price. |
URL_INFO |
Generic URL field for use with exchange feeds. |
PD_ACVOL |
Accumulated Volume for trades reported 1+ days late. |
CTRDTIM_MS |
Time of original trade being cancelled, millisecond granularity. |
CTRDTIM |
Time of original trade being cancelled, 1 second granularity. |
CB_PRICE |
Price of trade which triggered a circuit breaker. |
CB_VOLUME |
Volume of Trade which triggered a circuit breaker. |
CB_TIME |
Time of Trade which triggered a circuit breaker. |
CB_TIME_MS |
Millisecond Time of Trade which triggered a circuit breaker. |
CB_EXCHID |
Exchange of Trade which triggered a circuit breaker. Enumerated Values to match 1709 RDN_EXCHD2. |
SVC_STATE |
To point to same Enumerated table as RDNEXCHD2. |
SPS_REQRPT |
To point to same Enumerated table as RDNEXCHD2. |
RCD_TYP_LG |
To point to same Enumerated table as RDNEXCHD2. |
BID_EXID |
To point to same Enumerated table as RDNEXCHD2. |
ASK_EXID |
To point to same Enumerated table as RDNEXCHD2. |
TRADE_EXID |
To point to same Enumerated table as RDNEXCHD2. |
OPEN_EXID |
To point to same Enumerated table as RDNEXCHD2. |
PRE_TM001 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM002 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM003 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM004 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM005 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM006 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM007 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM008 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM009 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM010 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM011 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM012 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM013 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM014 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM015 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM016 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM017 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM018 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM019 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM020 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM021 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM022 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM023 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM024 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM025 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM026 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM027 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM028 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM029 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM030 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM031 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM032 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM033 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM034 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM035 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM036 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM037 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM038 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM039 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TM040 |
Predefined FIDs. Do not use while this description is in place. |
SRC_HB_TM |
Timestamp of last source heartbeat message receipt, used by SPS. |
AL_UPD_TM |
Last market data update received Time, used by SPS. |
IV_UPDT_TS |
Update time of Implied Volatility. |
INTRMKT_TS |
Time of delivery of the intramarket differential price. |
L_CNTR_TS |
Time of Block or Large Lot Trade, Seconds Granularity. |
ADJ_ENDTIM |
New period end time following reduction or extension of a trading by the exchange. |
TRD_LM_TIM |
The update time for trading price limit, UPLMIT(#75) and LOLIMIT(#76). |
PRE_TS008 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS009 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS010 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS011 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS012 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS013 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS014 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS015 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS016 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS017 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS018 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS019 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS020 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS021 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS022 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS023 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS024 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS025 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS026 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS027 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS028 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS029 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS030 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS031 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS032 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS033 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS034 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS035 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS036 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS037 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS038 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS039 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS040 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS041 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS042 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS043 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS044 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS045 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS046 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS047 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS048 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS049 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS050 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS051 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS052 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS053 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS054 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS055 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS056 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS057 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS058 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS059 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS060 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS061 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS062 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS063 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS064 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS065 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS066 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS067 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS068 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS069 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS070 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS071 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS072 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS073 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS074 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS075 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS076 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS077 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS078 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS079 |
Predefined FIDs. Do not use while this description is in place. |
PRE_TS080 |
Predefined FIDs. Do not use while this description is in place. |
SRC_HB_DT |
Date upon which last source heartbeat was received, used by SPS. |
AL_UPD_DT |
Last market data message update Date, used by SPS. |
OFF_CLS_DT |
Date associated with OFF_CLOSE. |
IMPUCLS_DT |
Date the imputed closing price was calculated. |
THRES_DT |
Date that at knock-out or other contract barrier was breached. |
ANA_EXP_DT |
Analytics Expiration Date. Always populated Base the new expiration date on a European style date. Date for Opra and Montreal is expiry plus 1, this may vary if used in other markets. |
BASE_DATE |
Date on which the base value of an index was set. Associated with the BASE_VALUE FID 4306. |
PRE_DT008 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT009 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT010 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT011 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT012 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT013 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT014 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT015 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT016 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT017 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT018 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT019 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT020 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT021 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT022 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT023 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT024 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT025 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT026 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT027 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT028 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT029 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT030 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT031 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT032 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT033 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT034 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT035 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT036 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT037 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT038 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT039 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT040 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT041 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT042 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT043 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT044 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT045 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT046 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT047 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT048 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT049 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT050 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT051 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT052 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT053 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT054 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT055 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT056 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT057 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT058 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT059 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT060 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT061 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT062 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT063 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT064 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT065 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT066 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT067 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT068 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT069 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT070 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT071 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT072 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT073 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT074 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT075 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT076 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT077 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT078 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT079 |
Predefined FIDs. Do not use while this description is in place. |
PRE_DT080 |
Predefined FIDs. Do not use while this description is in place. |
SRC_HB_CYC |
Indication of the heartbeat interval in seconds, used by SPS. |
MSG_CNT_I |
Market data message count during the preceding heartbeat interval, used by SPS. |
PRE_BCD003 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD004 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD005 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD006 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD007 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD008 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD009 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD010 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD011 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD012 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD013 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD014 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD015 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD016 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD017 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD018 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD019 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD020 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD021 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD022 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD023 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD024 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD025 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD026 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD027 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD028 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD029 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD030 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD031 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD032 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD033 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD034 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD035 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD036 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD037 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD038 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD039 |
Predefined FIDs. Do not use while this description is in place. |
PRE_BCD040 |
Predefined FIDs. Do not use while this description is in place. |
VOLMTCHTHR |
Minimum threshold volume for a trade to be considered for trading at volume match fixed price. |
SMS_MKT_SZ |
Number of shares to needed make the standard value trade. |
BODY_SIZE |
Size of the current version of the news story body in characters. |
UPDATE_SZ |
Size of the last update to the news story body in characters. |
DAYS_REM |
Days remaining for the trade of this contract. |
WRT_NUM_B |
Numbers of Warrants Bought on a particular day. |
WRT_NUM_S |
Numbers of Warrants Sold on a particular day. |
RPI_IND |
Retail Price Improvement Indicator - indicates if prices provided in alert by Retail Liquidity Providers or others is better than the best protected bid or the best protected offer. Values refer to which side of the book is flagged. |
ANA_EXP_DY |
Days remaining between current date and the Analytics Expiration Date. Always populated Base the new expiration date on a European style date. |
REPURC_QTY |
For a futures or options holder with a SELL Position, the quantity (number of contracts) purchased in order to settle out the trade by last trading date. |
RESOLD_QTY |
For a futures or options holder with a BUY Position, the quantity (number of contracts) sold in order to settle out the trade by last trading date. |
DOM_BVOL |
Buy Volume by Domestic Investor. |
DOM_SVOL |
Sell Volume by Domestic Investor. |
FR_SRSHR |
Total shares available to Sub-regional investors (maximum amount of shares Sub-regional investors can own). |
FR_SRORDER |
Quantity of shares remaining to Sub-regional investors ('total shares available to Sub-regional investors (maximum amount of shares Sub-regional investors can own)' -. |
FR_SROWN |
Number of shares currently owned by Sub-regional nationals. |
FR_RORDER |
Quantity of shares remaining to Regional investors ('total shares available to Regional investors (maximum amount of shares Regional investors can own)' - 'total shares owned by Regional investors'). |
FR_ROWN |
Number of shares currently owned by Regional nationals. |
FR_RSHR |
Total shares available to Regional investors (maximum amount of shares Regional investors can own). |
DOM_SOWN |
Number of shares currently owned by Domestic nationals. |
FR_NRORDER |
Quantity of shares remaining to Non-regional investors ('total shares available to Non-regional investors (maximum amount of shares Non-regional investors can own)' -. |
FR_NROWN |
Number of shares currently owned by Non-regional nationals. |
FR_NRSHR |
Total shares available to Non-regional investors (maximum amount of shares Non-regional investors can own). |
L_C_CNTRV |
Volume of Block or Large Lot Cross Trade, L_CNTR_SIZ #3664 used for the volume of indvidual block large lot trades during the normal trading session. |
BUYIN_VOL |
The volume eligible for the buy-in sessions. |
MIN_ACPTQY |
Defines the minimum execution quantity that has to be met every time an order trades with other order(s). DIRECT FEED ONLY. |
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Predefined FIDs. Do not use while this description is in place. |
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Predefined FIDs. Do not use while this description is in place. |
PRE_INT326 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT327 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT328 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT329 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT330 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT331 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT332 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT333 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT334 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT335 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT336 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT337 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT338 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT339 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT340 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT341 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT342 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT343 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT344 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT345 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT346 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT347 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT348 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT349 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT350 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT351 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT352 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT353 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT354 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT355 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT356 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT357 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT358 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT359 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT360 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT361 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT362 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT363 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT364 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT365 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT366 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT367 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT368 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT369 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT370 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT371 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT372 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT373 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT374 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT375 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT376 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT377 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT378 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT379 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT380 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT381 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT382 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT383 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT384 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT385 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT386 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT387 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT388 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT389 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT390 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT391 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT392 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT393 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT394 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT395 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT396 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT397 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT398 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT399 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT400 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT401 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT402 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT403 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT404 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT405 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT406 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT407 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT408 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT409 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT410 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT411 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT412 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT413 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT414 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT415 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT416 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT417 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT418 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT419 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT420 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT421 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT422 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT423 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT424 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT425 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT426 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT427 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT428 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT429 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT430 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT431 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT432 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT433 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT434 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT435 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT436 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT437 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT438 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT439 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT440 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT441 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT442 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT443 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT444 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT445 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT446 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT447 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT448 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT449 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT450 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT451 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT452 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT453 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT454 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT455 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT456 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT457 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT458 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT459 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT460 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT461 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT462 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT463 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT464 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT465 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT466 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT467 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT468 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT469 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT470 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT471 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT472 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT473 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT474 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT475 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT476 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT477 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT478 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT479 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT480 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT481 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT482 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT483 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT484 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT485 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT486 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT487 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT488 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT489 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT490 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT491 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT492 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT493 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT494 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT495 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT496 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT497 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT498 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT499 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT500 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT501 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT502 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT503 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT504 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT505 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT506 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT507 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT508 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT509 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT510 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT511 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT512 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT513 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT514 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT515 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT516 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT517 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT518 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT519 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT520 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT521 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT522 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT523 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT524 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT525 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT526 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT527 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT528 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT529 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT530 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT531 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT532 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT533 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT534 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT535 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT536 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT537 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT538 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT539 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT540 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT541 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT542 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT543 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT544 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT545 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT546 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT547 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT548 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT549 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT550 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT551 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT552 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT553 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT554 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT555 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT556 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT557 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT558 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT559 |
Predefined FIDs. Do not use while this description is in place. |
PRE_INT560 |
Predefined FIDs. Do not use while this description is in place. |
IN_BUYMRGN |
Initial margin calculated for one bought contract. |
IN_SELMRGN |
Initial margin calculated for one sold contract. |
SYN_INMRGN |
For all options contracts the Initial Margin is additionally calculated for one sold option covered by a futures contract (one sold Call option covered by one bought futures contract or one sold Put option covered by one sold futures contract). |
VOL_OI_RTO |
Volume open interest ratio. |
SSRFILE_PR |
Filing Price for SSR?. |
VWAP_EVE |
VWAP for Evening Session. |
HSTVLT_40D |
Historical Volatility over a 40 Day period. |
HSTVLT_60D |
Historical Volatility over a 60 Day period. |
OPEN_TRD |
First traded price of the day, used when venue provides opening price not based on first trade of the day. |
DISPAR_RTO |
Disparate Ratio [(Closing price - Net asset value) / Net asset value] x 100. |
VOLMTCHFIX |
Fixed price for volume match, a price at which a trade which as size at or above the threshold volume VOLMATCHTHR would trade. Volume Match Fixing price recalculated based on prices in normal trading session. |
OFF_BID |
Official Bid price posted at end of pit or ring trading period. |
OFF_ASK |
Official Ask price posted at end of pit or ring trading period. |
UNOFF_BID |
Real time bid price as reported by exchange. May continue to update after Official prices are posted. |
UNOFF_ASK |
Real time ask price as reported by exchange. May continue to update after Official prices are posted. |
BID_RMS_PR |
Bid price at reasonable market size, average price of orders to make a trade of a reasonable value of currency, not number of shares. |
ASK_RMS_PR |
Ask price at reasonable market size, average price of orders to make a trade of a reasonable value of currency, not number of shares. |
BID_SMS_PR |
Bid price at standard market size, average price of orders to make a trade of a standard value. |
ASK_SMS_PR |
Ask price at standard market size, average price of orders to make a trade of a standard value. |
SENT_1D |
1 day rolling window sentiment: Average of news sentiment for relevant news items within the last day. |
SENT_7D |
7 day rolling window sentiment: Average of news sentiment for relevant news items within the last 7 days. |
SENT_14D |
14 day rolling window sentiment: Average of news sentiment for relevant news items within the last 14 days. |
SENT_30D |
30 day rolling window sentiment: Average of news sentiment for relevant news items within the last 30 days. |
SENT_60D |
60 day rolling window sentiment: Average of news sentiment for relevant news items within the last 60 days. |
SENT_90D |
90 day rolling window sentiment: Average of news sentiment for relevant news items within the last 90 days. |
DIR_IND |
90 minute abnormal return indicator: Exponentially dayed indicator from machine learned model for excess return 90 minutes after news event. |
VOLU_IND |
90 minute volume indicator: Exponentially dayed indicator from machine learned model for volume 90 minutes after news event. |
VOLA_IND |
90 minute volatility indicator: Exponentially dayed indicator from machine learned model for realized volatility 90 minutes after news event. |
INTRMKT_PR |
Analytic updated when the price difference between two exchanges for the best bid or best ask is too large. Also known as adjusted quote or heads up price in the local market (Osaka SE prices compared with and Tokyo SE). |
KNOCK_IN |
Knock-In Threshold price for put type warrants. |
OMEGA |
An analytic that compares the count and scale of individual return points above a minimum accepted return threshold (MAR) against the count and scale of individual return points below the MAR threshold. |
DISCNT_ABS |
Discount for discount call / Discount put warrants as an absolute price, not a percentage. |
SWYSYLD_PA |
The sideways yield per annum is equivalent to the annualised income expressed as a percent that a discount certificate generates if the underlying instrument is quoted on maturity at the same level as when the investment in the certificate was made. |
ISS_PR_PCT |
Issue price of a warrant or other contract expressed as a percentage of the underlying. |
ISS_VALUE |
The total value of warrants or other contract issued, in currency (pecuniary). |
MAX_PAYOUT |
Maximum redemption value at the expiration of a derivatives contract. |
TRD_YLD1 |
Yield of the Most recent last trade. |
IRG_YLD |
Yield of the most recent irregular trade (trade that did not make the last trade). |
CAN_YLD |
Yield of the Most recent cancelled trade. |
INS_YLD |
Yield of the Most recent inserted trade. |
TICK_VAL |
The cash value of one tick (one minimum price movement). Indicates the amount in currency of profit or loss of a single tick up or down. |
PCTISS_ADV |
Percentage of issues that have advanced. |
PCTISS_DEC |
Percentage of issues that have declined. |
PCTISS_UNC |
Percentage of issues that are unchanged. |
PCTISS_TRD |
Percentage of issues that have traded today vs. those that have not traded. |
STAT_1 |
Generic Statistical Value. |
STAT_SC |
Scaling Factor for Statistical Value. |
EARN_YIELD |
The earnings per share for an equity or index divided by the current market price per share/. |
ALLSHR_PCT |
The weighting of an index's constituents in relation to the market's largest (or all share) index, expressed as a percentage. |
DOM_BVAL |
Total Buy Value by Domestic Investor. |
DOM_SVAL |
Total Sell Value by Domestic Investor. |
FRGN_NETTR |
Net Trading by Foreign Investor based on value. (Net trading = Total buy value of foreign investors - Total sell value of foreign investors). |
DOM_NETTR |
Net Trading by Domestic Investor based on value. (Net trading = Total buy value of domestic investors - Total sell value of domestic investors). |
FR_SRILMT |
Maximum percentage of shares outstanding that Sub-regional investors can own. |
FR_SRHLDRT |
Sub-regional ownership expressed as a percentage of overall shares outstanding: outstanding' ) * 100 ). |
FR_RILMT |
Maximum percentage of shares outstanding that Regional investors can own. |
FR_RHLDRT |
Regional ownership expressed as a percentage of overall shares outstanding: outstanding' ) * 100 ). |
DOM_RHLDRT |
Domestic ownership expressed as a percentage of overall shares outstanding: outstanding' ) * 100 ). |
FR_NRILMT |
Maximum percentage of shares outstanding that Non-regional investors can own. |
FR_NRHLDRT |
Non-regional ownership expressed as a percentage of overall shares outstanding: outstanding' ) * 100 ). |
NEWSCT_1D |
Count of relevant news items in last 1 day. |
NEWSCT_7D |
Count of relevant news items in last 7 days. |
NEWSCT_14D |
Count of relevant news items in last 14 days. |
NEWSCT_30D |
Count of relevant news items in last 30 days. |
NEWSCT_60D |
Count of relevant news items in last 60 days. |
NEWSCT_90D |
Count of relevant news items in last 90 days. |
MP_BUZZ |
24 hour rolling window sum of pertinent words and phrases, weighted by expected impact. |
MP_SNTMENT |
24 hour rolling average score of references in news and social media to overall positive references, net of negative references. |
MP_OPTIMSM |
24 hour rolling average score of references in news and social media to optimism, net of references to pessimism. |
MP_GLOOM |
24 hour rolling average score of references in news and social media to gloom and negative future outlook. |
MP_FEAR |
24 hour rolling average score of references in news and social media to expressions of fear and anxiety. |
MP_JOY |
24 hour rolling average score of references in news and social media to happiness and affection. |
MP_ANGER |
24 hour rolling average score of references in news and social media to anger and disgust. |
MP_INNOVAT |
24 hour rolling average score of references in news and social media to innovation, net of references to stodginess. |
MP_TRUST |
24 hour rolling average score of references in news and social media to trustworthiness, net of references connoting corruption. |
MP_VIOLENC |
24 hour rolling average score of references in news and social media to violence. |
MP_CONFLCT |
24 hour rolling average score of references in news and social media to disagreement and swearing. |
MP_STRESS |
24 hour rolling average score of references in news and social media to distress and danger. |
MP_URGENCY |
24 hour rolling average score of references in news and social media to urgency and timeliness. |
MP_EC_UNCR |
24 hour rolling average score of references in news and social media to uncertainty and confusion. |
MP_FUNDSTR |
24 hour rolling average score of references in news and social media to positivity about accounting fundamentals, net to negativity. |
MP_MKTRISK |
24 hour rolling average score of references in news and social media to speculation and bubbles. |
MP_MKTFCST |
24 hour rolling average score of references in news and social media to predictions of stock price rises, net of predictions of drops. |
MP_EARNEXP |
24 hour rolling average score of references in news and social media to expectations about improving fundamentals, less those of worsening fundamentals. |
MP_MRGBUZZ |
24 hour rolling average score of references in news and social media to merger or acquisition activity. |
MP_LAYOFFS |
24 hour rolling average score of references in news and social media to staff reductions and layoffs. |
MP_LITIG |
24 hour rolling average score of references in news and social media to litigation and legal activity. |
MP_UPGDWNG |
24 hour rolling average score of references in news and social media to upgrade activity, net those of downgrade activity. |
L_BID_PRC |
Price of Block or Large Lot Bid. |
L_ASK_PRC |
Price of Block or Large Lot Ask. |
SS_BASE_PR |
Short sale base price, used to determine whether a short sale is possible or not. |
TD_CAP_PCT |
The percentage of total index market capitalization at a given point in time. The qualifying value aggregated across all current constituents, based on the constituents that have opened, i.e. that have relevant price reports as defined by the index. |
CABNT_PRC |
Nominal price for liquidating deep-out-of-the-money options contracts. Defined as the lowest possible tradable price for this option. Trades on options done at a price equal to zero are considered cabinet trades. |
NET_RETURN |
The index value with net dividends after applicable taxes reinvested. |
BUYIN_PRC |
The Base Price/Indicative Price for the Buy-In session(s). In KRX, this price refer to the Last Traded Price from Regular Continuous Trading Session. |
CONST_TRD |
The accumulated numbers of trades from the index constituents. (Sum of index constituents' NUM_MOVE(#77)). |
MP_UNCERTN |
24 hour rolling average score of references in news and social media to uncertainty and confusion. |
MP_PRICEUP |
24 hour rolling average score of references in news and social media to price increases, net of references to price decreases. |
MP_VOLATIL |
24 hour rolling average score of references in news and social media to volatility in market prices or business conditions. |
MP_CARYTRD |
24 hour rolling average score of references in news and social media to carry trade. |
MP_PEGINST |
24 hour rolling average score of references in news and social media to the instability of a currency peg, net of references to the stability of a currency peg. |
MP_MKTMMTM |
24 hour rolling average score of references in news and social media to currency price trend strength, net of references to trend weakness. |
MP_REGISSU |
24 hour rolling average score of references in news and social media to regulatory issues. |
MP_PRODVOL |
24 hour rolling average score of references in news and social media to factors leading to increased production, net of references to factors leading to decreased production. |
MP_CNSMVOL |
24 hour rolling average score of references in news and social media to factors leading to increased consumption, net of references to factors leading to decreased consumption. |
MP_SRPSHRT |
24 hour rolling average score of references in news and social media to supply surplus, net of references to supply shortage. |
MP_SDFCST |
24 hour rolling average score of references in news and social media to expectations of supply outstripping demand, net of references to expectations of demand outstripping supply. |
MP_AGDISES |
24 hour rolling average score of references in news and social media to commodity disease. |
MP_WTHRDMG |
24 hour rolling average score of references in news and social media to commodity weather damage. |
MP_SUBSIDY |
24 hour rolling average score of references in news and social media to subsidies affecting commodity prices. |
MP_SBSDYUP |
24 hour rolling average score of references in news and social media to increases in subsidies increasing, net of references to decreases in subsidies. |
MP_ACRECLT |
24 hour rolling average score of references in news and social media to increases in acreage and crop cultivation, net or references to decreases in acreage and crop cultivation. |
MP_SAFEACC |
24 hour rolling average score of references in news and social media to accidents. |
MP_NWEXPLR |
24 hour rolling average score of references in news and social media to new ventures. |
MP_PRDCOST |
24 hour rolling average score of references in news and social media to production costs. |
MP_BDEFCIT |
24 hour rolling average score of references in news and social media to a budget deficit, net of references to a surplus. |
MP_CRDTEVT |
24 hour rolling average score of references in news and social media to reports of credit conditions being easy, net of references to credit conditions being tight. |
MP_CENBANK |
24 hour rolling average score of references in news and social media to a central bank. |
MP_CNSMSNT |
24 hour rolling average score of references in news and social media to positive consumer sentiment, net of references to negative consumer sentiment. |
MP_ECONCFT |
24 hour rolling average score of references in news and social media to economic disagreements, argumentation and overall stress. |
MP_ELECSNT |
24 hour rolling average score of references in news and social media to positive sentiment about an election, net of references to negative sentiment about an election. |
MP_FNSYSIN |
24 hour rolling average score of references in news and social media to financial system instability, net of references to financial system stability. |
MP_GVTANGR |
24 hour rolling average score of references in news and social media to anger and disgust about government officials and departments. |
MP_GVTCORR |
24 hour rolling average score of references in news and social media to fraud and corruption in government, net of references to trust in government. |
MP_GVTINST |
24 hour rolling average score of references in news and social media to governmental instability, net of references to governmental stability. |
MP_INTRATE |
24 hour rolling average score of references in news and social media to interest rates. |
MP_FISCLVT |
24 hour rolling average score of references in news and social media to fiscal policy being loose, net of references to fiscal policy being tight. |
MP_REGMCHG |
24 hour rolling average score of references in news and social media to regime change. |
MP_SOCINEQ |
24 hour rolling average score of references in news and social media to social inequality. |
MP_SOCUNRS |
24 hour rolling average score of references in news and social media to social unrest and calls for political change. |
MP_UNEMPLY |
24 hour rolling average score of references in news and social media to unemployment. |
MP_MONELVT |
24 hour rolling average score of references in news and social media to monetary policy being loose, net of references to monetary policy being tight. |
MP_INVFLOW |
24 hour rolling average score of references in news and social media to investment inflows, net of references to investment outflows. |
MP_TRADBAL |
24 hour rolling average score of references in news and social media to exports, net of references to imports. |
MP_ECONGRW |
24 hour rolling average score of references in news and social media to increased business activity, net of references to decreased business activity. |
MP_INFLATN |
24 hour rolling average score of references in news and social media to consumer price increases, net of references to consumer price decreases. |
MP_DEFAULT |
24 hour rolling average score of references in news and social media to debt defaults and bankruptcies. |
MP_NATDSST |
24 hour rolling average score of references in news and social media to natural disasters. |
Count |
for internal use only |
Definition at line 32 of file FieldIds.h.