| Class and Description |
|---|
| TemplateId
Template IDs.
|
| Class and Description |
|---|
| ApplId
Identifier for subscription and retransmission of an ETI data stream.
|
| ApplIdStatus
Subscription status.
|
| ApplResendFlag
Indicates a retransmission message.
|
| ApplSeqIndicator
Indicates if the order is a Lean Order or a Standard (non lean) Order.
|
| ApplSeqStatus
Informs about the availability of the retransmission services for order and quote events (session data and listener data).
|
| BasketAnonymity
Used to indicate anonymized trades in baskets.
|
| BasketTradeReportType
Basket operation.
|
| BidPxIsLocked
BidPx is locked.
|
| ChargeIdDisclosureInstruction
Instruction to show Charge ID.
|
| CrossedIndicator
Indicates SMP involvement.
|
| CrossMatchInstruction
Indicate the instruction for SMP.
|
| CrossPrioritization
Prioritization of a cross order.
|
| CrossRequestType
Type of the Cross Request.
|
| CrossType
Type of cross being submitted to a market.
|
| CustOrderHandlingInst
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier.
|
| DeleteReason
Reason for deletion.
|
| EffectOnBasket
Transaction effect on a basket.
|
| EnlightRFQAvgRespRateRanking
Enlight RFQ Average Response Rate Ranking.
|
| EnlightRFQAvgRespTimeRanking
Enlight RFQ Average Response Time Ranking.
|
| EurexVolumeRanking
Eurex Volume Ranking.
|
| EventType
Code to represent the type of event.
|
| ExecInst
Instructions for order handling, represented as a bit map.
|
| ExecRestatementReason
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
|
| ExecType
The reason why this message was generated.
|
| ExecutingTraderQualifier
Qualifier for field ExecutingTrader.
|
| ExerciseStyle
Type of exercise of an instrument.
|
| FillLiquidityInd
Indicates whether the order added or removed liquidity.
|
| FreeText5DisclosureInstruction
Instruction to show FreeText5.
|
| HedgeType
Hedging method.
|
| HedgingInstruction
Indication for the hedge transaction.
|
| ImpliedCheckPriceIndicator
Indicates whether a option strategy synthetic BBO is used for the price improvement check.
|
| ImpliedMarketIndicator
Indicates that an implied market to be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out).
|
| InputSource
Role on/for a message.
|
| InstrAttribType
Code to represent the type of instrument attribute.
|
| InventoryCheckType
Indicator for checking open orders and quotes.
|
| LastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.
|
| LastPxDisclosureInstruction
Instruction to show last deal price.
|
| LastQtyDisclosureInstruction
Instruction to show last deal quantity.
|
| LeavesQtyDisclosureInstruction
Leaves quantity disclosure instruction.
|
| LegInputSource
Role on/for a message.
|
| LegPositionEffect
Leg-specific field used for Eurex position management purposes and indicates whether the leg is submitted to open or close a position.
|
| LegSecurityType
Indicates type of leg.
|
| LegSide
The side of the individual leg of a strategy.
|
| ListUpdateAction
List update action.
|
| MarketId
Market ID.
|
| MassActionReason
Reason for mass cancellation.
|
| MassActionSubType
Restriction for MassActionType (1373) = Release_quotes (2).
|
| MassActionType
Specifies the type of action requested.
|
| MatchingEngineStatus
Informs if trading is active for grouping of Eurex products.
|
| MatchSubType
Indicates the auction type the trade originates from.
|
| MatchType
The point in the matching process at which this trade was matched.
|
| MDBookType
Type of market data.
|
| MDSubBookType
Sub-type (qualifier) of market data.
|
| MessageEventSource
Receiver of a message.
|
| MMRiskLimitActionType
Action for reaching risk limit.
|
| MultilegModel
Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available.
|
| MultilegPriceModel
Price decomposition method for legs of a complex instrument.
|
| MultiLegReportingType
Indicates if the trade resulted from a single order or a multi leg order.
|
| NewsRtmServiceStatus
State of the News Retransmission Service.
|
| NumberOfRespDisclosureInstruction
Instruction to show total number of Respondents in a SRQS event.
|
| OfferPxIsLocked
OfferPx is locked.
|
| OptionalEarlyTerminationIndicator
Indicates whether the counterparties have the right for early termination.
|
| OrderAttributeLiquidityProvision
Order attribute liquidity provision.
|
| OrderAttributeRiskReduction
Order attribute risk reduction.
|
| OrderCategory
Indicates if the trade notification results from an order or quote.
|
| OrderEventReason
Action that caused the event to occur.
|
| OrderOrigination
Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
|
| OrderQtyDisclosureInstruction
Instruction to show total quantity.
|
| OrderQtyIsLocked
OrderQty is locked.
|
| OrderSide
Side of the order in the original Eurex strategy.
|
| OrdStatus
Conveys the current status of an order.
|
| OrdType
Order type.
|
| OwnershipIndicator
Ownership indicator.
|
| PartyActionType
Party action type.
|
| PartyDetailRoleQualifier
Party detail role qualifier.
|
| PartyDetailStatus
Party detail status.
|
| PartyDetailStatusInformation
Reason for a responder reject.
|
| PartyIdEnteringFirm
Entering Business Unit.
|
| PartyIdInvestmentDecisionMakerQualifier
Party ID investment decision maker qualifier.
|
| PartyIdOriginationMarket
Party ID origination market.
|
| PartyIdSettlementLocation
Settlement institution.
|
| PartyOrderOriginationDisclosureInstruction
Instruction to show buy-side user information.
|
| PartySubIdType
Party sub-type.
|
| PositionEffect
Field is used for Eurex position management purposes and indicates whether the order is submitted to open or close a position.
|
| PriceDisclosureInstruction
Price disclosure instruction.
|
| PriceValidityCheckType
Indicator how price validity check should be performed by the exchange.
|
| ProductComplex
This field qualifies an instrument type on Eurex.
|
| PutOrCall
Indicates whether an option contract is a put or call.
|
| QuoteCancelReason
Reason for quote cancellation.
|
| QuoteCondition
Status of the quote.
|
| QuoteEntryRejectReason
Reason code indicating why the quote entry has been rejected.
|
| QuoteEntryStatus
Identifies the status of an individual quote.
|
| QuoteEventLiquidityInd
Indicates whether the quote added or removed liquidity.
|
| QuoteEventReason
Additional information why quote side was removed.
|
| QuoteEventSide
Side of the quote.
|
| QuoteEventType
Conveys the quote event type.
|
| QuoteInstruction
Quoting instruction.
|
| QuoteSizeType
Identifies the quoting model.
|
| QuoteSubType
Sub-type or qualifier of QuoteType.
|
| QuoteType
Quote type.
|
| QuotingStatus
Quoting status for the executing party.
|
| RefApplId
Reference to the unique application identifier.
|
| RelatedProductComplex
Instrument type of the original Eurex strategy.
|
| RequestingPartyIdEnteringFirm
Requesting party ID entering firm.
|
| RequestingPartyIdExecutingSystem
System ID (1 = Eurex Clearing).
|
| RequestingPartySubIdType
Party type initiating SRQS deal deletion.
|
| RespondentType
Specifies the type of respondents requested.
|
| ReversalCancellationReason
Reversal cancellation reason.
|
| ReversalIndicator
Indicator whether the reversal of the TES trade is electronically requested or not.
|
| RiskControlRtmServiceStatus
State of the Risk Control Retransmission Service.
|
| RiskLimitAction
Risk limit action.
|
| RiskLimitPlatform
Scope for Pre-Trade risk limits.
|
| RiskLimitRequestingPartyRole
Requesting party role for a pre-trade risk limit.
|
| RiskLimitResult
Risk Limit Result for failed events.
|
| RiskLimitType
Type of risk limits.
|
| RiskLimitViolationIndicator
Indicator for a pre-trade risk limit violation.
|
| RootPartyIdInvestmentDecisionMakerQualifier
Qualifier for field PartyIdInvestmentDecisionMaker.
|
| RootPartySubIdType
RootParty sub-type.
|
| SelectiveRequestForQuoteRtmServiceStatus
State of the Selective Service for Quote Retransmission Service.
|
| SelectiveRequestForQuoteServiceStatus
State of the selective service for quote service.
|
| SelfMatchPreventionInstruction
Indicate the instruction for SMP.
|
| SessionMode
Type of Eurex ETI session.
|
| SessionRejectReason
Error code.
|
| SessionStatus
Status of an ETI session.
|
| SessionSubMode
Session sub mode.
|
| SettlMethod
Settlement method for a contract or instrument.
|
| ShowLastDealOnClosure
Instruction to show last deal information after negotiation closure.
|
| Side
Side of the order.
|
| SideDisclosureInstruction
Instruction to show side.
|
| SideIsLocked
Side is locked.
|
| SideLiquidityInd
Order initiator is passive or aggressor.
|
| SideTrdSubTyp
Sub-type of a trade type.
|
| SkipValidations
Indicator to skip validations.
|
| SwapClearer
Swap clearer for EFS Trades only.
|
| T7EntryServiceRtmStatus
Informs if Trade Entry Retransmission Service is active for grouping of Eurex products.
|
| T7EntryServiceStatus
Informs if Trade Entry Service is active for grouping of Eurex products.
|
| TemplateId
Template IDs.
|
| TimeInForce
Execution and trading restriction parameters supported by Eurex.
|
| TradeAggregationTransType
Trade Aggregation Identifier.
|
| TradeAllocStatus
Status of an allocation in a Trade Entry Service trade.
|
| TradeManagerStatus
Informs if trade broadcast dissemination is active for a grouping of Eurex products.
|
| TradePlatform
Indicates trade platform.
|
| TradePublishIndicator
Indicates if a trade should be reported via the market reporting service.
|
| TradeReportType
Identifies the type of trade notification.
|
| TradeRequestResult
Trade request transaction type.
|
| TradeToQuoteRatioRanking
Trade to Quote Ratio (TQR) Ranking.
|
| TradingCapacity
This field designates if the trader is acting in the capacity of agent, trading for its own account or acting as a market maker.
|
| TradingSessionSubId
Marks a a certain order as a closing auction one.
|
| TradSesEvent
Trading session event type.
|
| TransactionDelayIndicator
Indicator for a delayed transaction.
|
| TransferReason
Identifies the role for which the trade notification is received.
|
| TrdRptStatus
SRQS deal status.
|
| TrdType
Indicates if a trade should be reported via the market reporting service.
|
| Triggered
Indicates if an order has been previously triggered.
|
| UserStatus
User status.
|
| ValueCheckTypeMinLotSize
Indicator for checking the Minimum Lot Size by the exchange.
|
| ValueCheckTypeValue
Indicator for checking the maximum order/quote value by the exchange.
|
| Class and Description |
|---|
| ApplUsageOrders
Type of order processing.
|
| ApplUsageQuotes
Type of quote processing.
|
| MarketId
Market ID.
|
| OrderRoutingIndicator
Indicates if the participant application is an order routing system.
|
| TemplateId
Template IDs.
|
| TradSesMode
Trading session mode.
|
| Class and Description |
|---|
| AggressorIndicator
Indicates whether the order added or removed liquidity.
|
| AggressorSide
Indicates if the buy or sell side removed the liquidity.
|
| ApplId
Identifier for subscription and retransmission of an ETI data stream.
|
| ApplIdStatus
Subscription status.
|
| ApplResendFlag
Indicates a retransmission message.
|
| ApplSeqIndicator
Indicates if the order is a Lean Order or a Standard (non lean) Order.
|
| ApplSeqStatus
Informs about the availability of the retransmission services for order and quote events (session data and listener data).
|
| ApplUsageOrders
Type of order processing.
|
| ApplUsageQuotes
Type of quote processing.
|
| BasketAnonymity
Used to indicate anonymized trades in baskets.
|
| BasketTradeReportType
Basket operation.
|
| BidPxIsLocked
BidPx is locked.
|
| ChargeIdDisclosureInstruction
Instruction to show Charge ID.
|
| CompressionAction
Compression action.
|
| CompressionStatus
Compression status.
|
| CrossedIndicator
Indicates SMP involvement.
|
| CrossMatchInstruction
Indicate the instruction for SMP.
|
| CrossPrioritization
Prioritization of a cross order.
|
| CrossRequestType
Type of the Cross Request.
|
| CrossType
Type of cross being submitted to a market.
|
| CustOrderHandlingInst
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier.
|
| DeleteReason
Reason for deletion.
|
| EffectOnBasket
Transaction effect on a basket.
|
| EnlightRFQAvgRespRateRanking
Enlight RFQ Average Response Rate Ranking.
|
| EnlightRFQAvgRespTimeRanking
Enlight RFQ Average Response Time Ranking.
|
| EurexVolumeRanking
Eurex Volume Ranking.
|
| EventType
Code to represent the type of event.
|
| ExecInst
Instructions for order handling, represented as a bit map.
|
| ExecRestatementReason
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
|
| ExecType
The reason why this message was generated.
|
| ExecutingTraderQualifier
Qualifier for field ExecutingTrader.
|
| ExerciseStyle
Type of exercise of an instrument.
|
| FillLiquidityInd
Indicates whether the order added or removed liquidity.
|
| FreeText5DisclosureInstruction
Instruction to show FreeText5.
|
| GatewayStatus
Status of ETI Gateway.
|
| HedgeType
Hedging method.
|
| HedgingInstruction
Indication for the hedge transaction.
|
| ImpliedCheckPriceIndicator
Indicates whether a option strategy synthetic BBO is used for the price improvement check.
|
| ImpliedMarketIndicator
Indicates that an implied market to be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out).
|
| InputSource
Role on/for a message.
|
| InstrAttribType
Code to represent the type of instrument attribute.
|
| InventoryCheckType
Indicator for checking open orders and quotes.
|
| LastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.
|
| LastMkt
Last market.
|
| LastPxDisclosureInstruction
Instruction to show last deal price.
|
| LastQtyDisclosureInstruction
Instruction to show last deal quantity.
|
| LeavesQtyDisclosureInstruction
Leaves quantity disclosure instruction.
|
| LegInputSource
Role on/for a message.
|
| LegPositionEffect
Leg-specific field used for Eurex position management purposes and indicates whether the leg is submitted to open or close a position.
|
| LegSecurityType
Indicates type of leg.
|
| LegSide
The side of the individual leg of a strategy.
|
| ListUpdateAction
List update action.
|
| MarketId
Market ID.
|
| MassActionReason
Reason for mass cancellation.
|
| MassActionSubType
Restriction for MassActionType (1373) = Release_quotes (2).
|
| MassActionType
Specifies the type of action requested.
|
| MatchingEngineStatus
Informs if trading is active for grouping of Eurex products.
|
| MatchSubType
Indicates the auction type the trade originates from.
|
| MatchType
The point in the matching process at which this trade was matched.
|
| MDBookType
Type of market data.
|
| MDSubBookType
Sub-type (qualifier) of market data.
|
| MessageEventSource
Receiver of a message.
|
| MMRiskLimitActionType
Action for reaching risk limit.
|
| MultilegModel
Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available.
|
| MultilegPriceModel
Price decomposition method for legs of a complex instrument.
|
| MultiLegReportingType
Indicates if the trade resulted from a single order or a multi leg order.
|
| NewsRtmServiceStatus
State of the News Retransmission Service.
|
| NumberOfRespDisclosureInstruction
Instruction to show total number of Respondents in a SRQS event.
|
| OfferPxIsLocked
OfferPx is locked.
|
| OptionalEarlyTerminationIndicator
Indicates whether the counterparties have the right for early termination.
|
| OrderAttributeLiquidityProvision
Order attribute liquidity provision.
|
| OrderAttributeRiskReduction
Order attribute risk reduction.
|
| OrderCategory
Indicates if the trade notification results from an order or quote.
|
| OrderEventReason
Action that caused the event to occur.
|
| OrderOrigination
Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
|
| OrderQtyDisclosureInstruction
Instruction to show total quantity.
|
| OrderQtyIsLocked
OrderQty is locked.
|
| OrderRoutingIndicator
Indicates if the participant application is an order routing system.
|
| OrderSide
Side of the order in the original Eurex strategy.
|
| OrdStatus
Conveys the current status of an order.
|
| OrdType
Order type.
|
| OwnershipIndicator
Ownership indicator.
|
| PartyActionType
Party action type.
|
| PartyDetailRoleQualifier
Party detail role qualifier.
|
| PartyDetailStatus
Party detail status.
|
| PartyDetailStatusInformation
Reason for a responder reject.
|
| PartyIdEnteringFirm
Entering Business Unit.
|
| PartyIdInvestmentDecisionMakerQualifier
Party ID investment decision maker qualifier.
|
| PartyIdOriginationMarket
Party ID origination market.
|
| PartyIdSettlementLocation
Settlement institution.
|
| PartyOrderOriginationDisclosureInstruction
Instruction to show buy-side user information.
|
| PartySubIdType
Party sub-type.
|
| PositionEffect
Field is used for Eurex position management purposes and indicates whether the order is submitted to open or close a position.
|
| PriceDisclosureInstruction
Price disclosure instruction.
|
| PriceValidityCheckType
Indicator how price validity check should be performed by the exchange.
|
| ProductComplex
This field qualifies an instrument type on Eurex.
|
| PutOrCall
Indicates whether an option contract is a put or call.
|
| QuoteCancelReason
Reason for quote cancellation.
|
| QuoteCancelType
Status of the SRQS negotiation.
|
| QuoteCondition
Status of the quote.
|
| QuoteEntryRejectReason
Reason code indicating why the quote entry has been rejected.
|
| QuoteEntryStatus
Identifies the status of an individual quote.
|
| QuoteEventLiquidityInd
Indicates whether the quote added or removed liquidity.
|
| QuoteEventReason
Additional information why quote side was removed.
|
| QuoteEventSide
Side of the quote.
|
| QuoteEventType
Conveys the quote event type.
|
| QuoteInstruction
Quoting instruction.
|
| QuoteSizeType
Identifies the quoting model.
|
| QuoteStatus
Status of the SRQS negotiation.
|
| QuoteSubType
Sub-type or qualifier of QuoteType.
|
| QuoteType
Quote type.
|
| QuotingStatus
Quoting status for the executing party.
|
| RefApplId
Reference to the unique application identifier.
|
| RelatedProductComplex
Instrument type of the original Eurex strategy.
|
| RequestingPartyIdEnteringFirm
Requesting party ID entering firm.
|
| RequestingPartyIdExecutingSystem
System ID (1 = Eurex Clearing).
|
| RequestingPartySubIdType
Party type initiating SRQS deal deletion.
|
| RespondentType
Specifies the type of respondents requested.
|
| ReversalCancellationReason
Reversal cancellation reason.
|
| ReversalIndicator
Indicator whether the reversal of the TES trade is electronically requested or not.
|
| RiskControlRtmServiceStatus
State of the Risk Control Retransmission Service.
|
| RiskLimitAction
Risk limit action.
|
| RiskLimitPlatform
Scope for Pre-Trade risk limits.
|
| RiskLimitRequestingPartyRole
Requesting party role for a pre-trade risk limit.
|
| RiskLimitResult
Risk Limit Result for failed events.
|
| RiskLimitType
Type of risk limits.
|
| RiskLimitViolationIndicator
Indicator for a pre-trade risk limit violation.
|
| RootPartyIdInvestmentDecisionMakerQualifier
Qualifier for field PartyIdInvestmentDecisionMaker.
|
| RootPartySubIdType
RootParty sub-type.
|
| SecondaryGatewayStatus
Status of Secondary ETI Gateway.
|
| SelectiveRequestForQuoteRtmServiceStatus
State of the Selective Service for Quote Retransmission Service.
|
| SelectiveRequestForQuoteServiceStatus
State of the selective service for quote service.
|
| SelfMatchPreventionInstruction
Indicate the instruction for SMP.
|
| SessionMode
Type of Eurex ETI session.
|
| SessionRejectReason
Error code.
|
| SessionStatus
Status of an ETI session.
|
| SessionSubMode
Session sub mode.
|
| SettlMethod
Settlement method for a contract or instrument.
|
| ShowLastDealOnClosure
Instruction to show last deal information after negotiation closure.
|
| Side
Side of the order.
|
| SideDisclosureInstruction
Instruction to show side.
|
| SideIsLocked
Side is locked.
|
| SideLiquidityInd
Order initiator is passive or aggressor.
|
| SideTrdSubTyp
Sub-type of a trade type.
|
| SkipValidations
Indicator to skip validations.
|
| SwapClearer
Swap clearer for EFS Trades only.
|
| T7EntryServiceRtmStatus
Informs if Trade Entry Retransmission Service is active for grouping of Eurex products.
|
| T7EntryServiceStatus
Informs if Trade Entry Service is active for grouping of Eurex products.
|
| TemplateId
Template IDs.
|
| TimeInForce
Execution and trading restriction parameters supported by Eurex.
|
| TradeAggregationTransType
Trade Aggregation Identifier.
|
| TradeAllocStatus
Status of an allocation in a Trade Entry Service trade.
|
| TradeManagerStatus
Informs if trade broadcast dissemination is active for a grouping of Eurex products.
|
| TradePlatform
Indicates trade platform.
|
| TradePublishIndicator
Indicates if a trade should be reported via the market reporting service.
|
| TradeReportType
Identifies the type of trade notification.
|
| TradeRequestResult
Trade request transaction type.
|
| TradeToQuoteRatioRanking
Trade to Quote Ratio (TQR) Ranking.
|
| TradingCapacity
This field designates if the trader is acting in the capacity of agent, trading for its own account or acting as a market maker.
|
| TradingSessionSubId
Marks a a certain order as a closing auction one.
|
| TradSesEvent
Trading session event type.
|
| TradSesMode
Trading session mode.
|
| TransactionDelayIndicator
Indicator for a delayed transaction.
|
| TransferReason
Identifies the role for which the trade notification is received.
|
| TrdRptStatus
SRQS deal status.
|
| TrdType
Indicates if a trade should be reported via the market reporting service.
|
| Triggered
Indicates if an order has been previously triggered.
|
| UserStatus
User status.
|
| ValueCheckTypeMinLotSize
Indicator for checking the Minimum Lot Size by the exchange.
|
| ValueCheckTypeQuantity
Indicator for checking the maximum order or quote quantity by the exchange.
|
| ValueCheckTypeValue
Indicator for checking the maximum order/quote value by the exchange.
|
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