Namespace OnixS.CmeStpHandler

This indicates the type of differential price represented in the Differential Price attribute. Supported Values: 0 - Differential from Settlement Price 1 - Differential between legs

Represents the type of event associated with the contract. Supported Values: 8 - Swap / CDS Start Date 9 - Swap / CDS End Date 13 - First Delivery Date 111 - Unadjusted Next Coupon Date 112 - Unadjusted Previous Coupon Date 113 - Unadjusted Previous Previous Coupon Date 121 - Fixing Date

ExecutionMethod

Specifies whether the transaction was executed via an automated execution platform or other method.

ExerciseStyle

Type of exercise of a derivatives security.

FeeQuantityThresholdIndicator

Indicator flag used to determine the eligibility of fee discount based on threshold level.

FrequencyUnit

Time unit associated with the frequency of payments. Supported Values: D - Day Wk - Week Mo - Month Yr - Year T - Term

IncludeCollateralIndicator

Indicates whether collateral should be returned in request result.

LiquidityFlag

Indicates if an order was submitted for market making obligation as required for MiFID. Applicable only for EU fixed income markets.

ManualOrderIndicator

Used to subscribe to tickets based on origination either from API or manually created trades.

MultiLegReportingType

Used to indicate what an Multi-leg Report represents (e.g. used with multi-leg trades, such as option call & puts, spreads, etc.). Supported Values: 2 = Individual leg of a multi-leg trade 3 = Multi leg of a multi-leg trade

NonDisclosedIndicator

Used to subscribe to tickets based on disclosed or non-disclosed status of the trade. Only applies to EBS Direct trades, ignored for Globex trades.

OffsetInstruction

Indicates offset or onset due to allocation. Supported Value: 0 = Offset 1 = Onset

OptionExerciseTimeFrame

For Exercise/Assignment Transformation, this indicates whether or not the resulting Future was the result of an Early Exercise Instruction (Prior to Settlement Date).

OriginalTimeUnit

Specifies the Time Unit of the original trade, e.g. whether it was entered as contracts per day or per month. Note that all trades are normalized to default units in STP API, regardless of the units originally used to enter the trade. Supported Values: D - Day H - Hour Min - Minute Mo - Month S - Second Wk - Week Yr - Year

PartyIDSource

Used to identify the source of the Party.

PartyRole

Identifies the type or role of the PartyID (448) specified. For subscriptions, Executing Trader (Role =12) can be specified. For filtered snapshots, Clearing Firm (Role = 4), Trading Firm (Role = 1), and Account (Role = 24) can be specified.

PartySubIDType

Identifies the type of the Nested2PartySubID (760) specified.

PaymentType

Type of payment.

PositionAmountType

Represents Residual Price of Average Price System (APS) transactions. Supported value: CRES - Cash Residual Amount ICPN - Initial Trade Coupon Amount IPMT - Upfront Payment PREM - Premium Amount TVAR - Trade Variation Amount

PostTradeType

Identifies the type of ticket. Interdealer tickets(also known as Market tickets) are received by Bilateral GFIDs or Prime Broker GFIDs(when facing bilateral codes, ie not when facing their Prime Customer). Prime Give Up tickets are also known as synthetic tickets and are those in which either the Prime Broker or Prime of Prime Broker faces their Prime Client, OR when the Prime(or Prime of Prime) Client faces their credit parent broker. Prime of Prime Broker tickets are similar to Interdealer tickets in nature but are solely when the Prime of Prime Broker faces their credit parent broker.

PostTrdTyp

Used to filter for / subscribe to tickets based on the ticket type. Typically only valid for use by Prime Brokers. Prime Give Up tickets are also known as synthetic tickets representing the back to back deal with the prime Customer.

PriceSubType

This is a further qualification of the Price Type, and determines whether this is an initial (preliminary) or final price. Supported Values: 0 - Initial price. 1 - Final price.

PriceType

Indicates the type of the price associated with the trade. Supported Values: 1 - Percentage (i.e. percent of par) 2 - Per unit (i.e. per share or contract) 10 - Fixed cabinet trade price (primarily for listed futures and options) 11 - Variable cabinet trade price (primarily for listed futures and options) 100 - Tentative placeholder price 101 - Updated actual price

Prod

Enables the user to filter trades based on a specific product.

PutOrCall

Indicates whether an option contract is a put or call. Supported Values: 0 - Put 1 - Call

QtyType

Type of quantity specified in a quantity field. Supported Value: 0 = Notional / Units 1 = Contracts term

RegulatoryTradeIDEvent

Event causing origination of the ID. For combinations, use the higher enumeration value. E.g. for Allocation plus Clearing use the value 2.

RegulatoryTradeIDType

Position of ID in trade hierarchy.

RelatedSecurityType

Related security type.

RelatedTradeIDSource

Describes the source of the identifier that RelatedTradeID(1856) represents.

RestructuringType

A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Supported Values: FR - Full Restructuring MM - Modified Mod Restructuring MR - Modified Restructuring XR - No Restructuring specified

RootPartyIDSource

Used to identify the source of the Party.

SecurityIDSource

Source of alternate ID.

SecurityType

Indicates type of security.

SettlementFlowType

Specifies the commodity delivery flow type.

SettlementHolidaysProcessingInstruction

Indicates whether holidays are included in the settlement periods. Required for electricity contracts.

SettlementMethod

Settlement method for a contract. Can be used as an alternative to CFI Code value.

Side

Side of order Supported Values: 1 = Buy 2 = Sell

SplitIndicator

Indicates whether or not a trade is split.

StreamType

Type of swap stream.

SubscriptionRequestType

Subscription Request Type Supported Values: 0 = Snapshot (Query) 1 = Subscribe

SubstitutionIndicator

Substitution indicator.

TimestampType

Indicates the type of regulatory timestamp.

TradeCollateralStatus

Trade collateral status.

TradeCollateralization

If a swap is not cleared, an indication of whether a swap is Uncollateralized, Partially Collateralized, One-Way Collateralize, Fully Collateralized.

TradeIDEvent

Event causing origination of the ID, e.g. Clearing.

TradeIDScope

Included when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe.

TradeIDType

The type of Regulatory Trade ID being sent.

TradePartyType

When used in conjunction with PartyRole (tag 452) R=7 (Trading Firm) provides further context of the role played by that trading firm.

TradePriceNegotiationMethod

The method used to negotiate the trade price. This is to support CDS trade negotiation where dealers can negotiate prices in deal spread or in percent of par. Supported Values: 0 - Percent of Par 1 - Deal Spread 2 - Upfront Points 3 - Upfront Amount 4 - Upfront Amount and Percent of Par 5 - Upfront Amount and Deal Spread 6 - Upfront Amount and Upfront points

TradePriceStatus

Status of the price.

TradeRegulationPublicationReason

Trade regulation publication reason.

TradeRegulationPublicationType

Trade regulation publication type.

TradeReportTransType

Type of Execution being reported.

TradeReportType

Indicates the purpose of the trade within the workflow and determines the action of the receiver of the trade. Supported Values: 101 = Notification

TradeRequestResult

Result of Trade Request Supported Values: 0 - Successful (default) 1 = Invalid or unknown instrument 2 = Invalid type of trade requested 3 = Invalid parties 9 = Unauthorized for Trade Capture Report Request 99 = Other

TradeRequestStatus

Status of Trade Request. Supported Values: 2 = Rejected

TradeRequestType

Type of Trade Capture Report. Supported Values: 1 = Initial request for results matching Criteria provided on request (filtered subscription or query snapshot) . 3 = Continue sending results of query snapshot/subscription polling (TradeRequestID must match original request).

TradeStatus

Indicates the status of the trade in clearing. Supported Values: 0 = Accepted

TradeSubType

Represents the CME Trade Type Subset, TAS Flag & the APS Offset and Onset Flag.

TradeType

CME Trade Type & Trade Transfer Flag.

TrnsfrRsn

Reason trade is being transferred.

UnderlyingPriceDeterminationMethod

Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").