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 Type
OrdrTp
Optional

Order Type Classification

OrdrTpClssfctn
Optional

Definition: Classification of the order.

Type: OrderType3Code (String)

Allowed Values:

  • LMTO (Limit): An order to buy at the indicated price limit or lower or an order to sell at the indicated limit price or higher.
  • STOP (Stop): An order to buy which becomes a market order when the financial instrument trades at or above the stop price after the order is submitted or an order to sell which becomes a market order when the financial instrument trades at or below the stop price after the order is submitted.

Order Prices
OrdrPrics
Optional
Instruction Data
InstrData
Optional
Transaction Data
TxData
Optional
Cancellation
Cxl
Choice
Supplementary Data
SplmtryData
Repetition (0..n)
Competent AuthorityAnother Competent AuthorityOrderBookReportV01
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