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
Order Book Identification
OrdrBookId
Mandatory
Sequence Number
SeqNb
Mandatory
Priority
Prty
Optional
Time Stamp
TmStmp
Mandatory
Trade Venue
TradVn
Mandatory
Financial Instrument
FinInstrm
Mandatory
Order Identification
OrdrId
Optional
Date Of Receipt
DtOfRct
Optional
Validity Period
VldtyPrd
Optional
Order Restriction
OrdrRstrctn
Repetition (0..n)

Order Restriction Code

OrdrRstrctnCd
Choice

Definition: Code indicating the order restriction.

Type: OrderRestrictionType1Code (String)

Allowed Values:

  • SESR (Good For Closing Price Crossing Session): Order qualifying for the closing price crossing session.
  • VFAR (Valid For Auction): Order being only active and can only be executed at auction phases (which can be pre-defined by the member or, participant of the trading venue who submitted the order, e.g. opening and/ closing auctions and/or intraday auction).
  • VFCR (Valid For Continuous Trading Only): Order being only active during continuous trading.

Proprietary
Prtry
Choice
Validity Date Time
VldtyDtTm
Optional
Event Type
EvtTp
Optional
Auction Data
AuctnData
Optional
Order Data
OrdrData
Optional
Cancellation
Cxl
Choice
Supplementary Data
SplmtryData
Repetition (0..n)
Competent AuthorityAnother Competent AuthorityOrderBookReportV01
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