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
Transaction Data
TxData
Optional
Transaction Price
TxPric
Optional
Traded Quantity
TraddQty
Optional

Passive Or Aggressive Indicator

PssvOrAggrssvInd
Optional

Definition: Indicates whether order provided or took liquidity, on partial fill or fill order events.

Type: PassiveOrAgressiveType1Code (String)

Allowed Values:

  • AGRE (Aggresive): Order initiated the trade and thus took liquidity.
  • PASV (Passive): Order was already resting on the order book and providing liquidity.

Strategy Linked Order Identification
StrtgyLkdOrdrId
Optional
Transaction Identification
TxId
Optional
Cancellation
Cxl
Choice
Supplementary Data
SplmtryData
Repetition (0..n)
Competent AuthorityAnother Competent AuthorityOrderBookReportV01
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