OrderBookReportV01auth.113.001.01

OrderBookReportV01
OrdrBookRpt
Mandatory
Report Header
RptHdr
Mandatory
Order Report
OrdrRpt
Repetition (1..n)
New
New
Choice
Report Identification
RptId
Mandatory
Order
Ordr
Repetition (1..n)
Order Identification Data
OrdrIdData
Mandatory
Auction Data
AuctnData
Optional
Order Data
OrdrData
Optional
Submitting Entity
SubmitgNtty
Optional
Direct Electronic Access
DrctElctrncAccs
Optional
Client Identification
ClntId
Optional
Investment Decision Person
InvstmtDcsnPrsn
Optional
Executing Person
ExctgPrsn
Optional
Non Executing Broker
NonExctgBrkr
Optional
Trading Capacity
TradgCpcty
Optional
Liquidity Provision Activity
LqdtyPrvsnActvty
Optional
Order Classification
OrdrClssfctn
Optional
Order Prices
OrdrPrics
Optional
Instruction Data
InstrData
Optional
Buy Sell Indicator
BuySellInd
Optional
Order Validity Status
OrdrVldtySts
Optional
Order Status
OrdrSts
Repetition (0..n)
Initial Quantity
InitlQty
Optional
Remaining Quantity
RmngQty
Optional
Displayed Quantity
DispdQty
Optional
Minimum Acceptable Quantity
MinAccptblQty
Optional
Minimum Executable
MinExctbl
Optional
Passive Only Indicator
PssvOnlyInd
Optional

Self Execution Prevention

SlfExctnPrvntn
Optional

Definition: Indicates if order has been entered with self-execution prevention criteria, so that it would not execute with an order on the opposite side of the book entered by the same member or participant.

Type: TrueFalseIndicator

Restrictions:

    Routing Strategy
    RtgStrtgy
    Optional
    Transaction Data
    TxData
    Optional
    Cancellation
    Cxl
    Choice
    Supplementary Data
    SplmtryData
    Repetition (0..n)
    Competent AuthorityAnother Competent AuthorityOrderBookReportV01
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