PreTradeOutputMarketDataReportV01auth.123.001.01

  • PreTradeOutputMarketDataReportV01

Scope

The PreTradeOutputMarketDataReport message is sent by the Consolidated Tape Provider, based on data submitted by Trading Venues, in accordance with local regulations. The message contains consolidated pre-trade transparency data for financial instruments, including aggregated bid and ask prices, order sizes, type of auction, and timestamps.

Outline

The PreTradeOutputMarketDataReportV01 MessageDefinition is composed of 3 MessageBuildingBlocks:

  • Report Header — Provides general information on the pre-trade core output data report.
  • Output Data Report — Report related to the output of pre-trade transparency data for financial instruments.
  • Supplementary Data — Additional information that cannot be captured in the structured elements and/or any other specific block.

PreTradeOutputMarketDataReportV01

PreTradOutptMktDataRpt
Mandatory

Type: PreTradeOutputMarketDataReportV01

Report Header
RptHdr
Optional
Output Data Report
OutptDataRpt
Repetition (1..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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