PreTradeOutputMarketDataReportV01auth.123.001.01

PreTradeOutputMarketDataReportV01
PreTradOutptMktDataRpt
Mandatory
Report Header
RptHdr
Optional
Output Data Report
OutptDataRpt
Repetition (1..n)
New
New
Choice
Report Identification
RptId
Optional
Pre Trade Data
PreTradData
Repetition (1..n)
ISIN
ISIN
Mandatory
Most Relevant Market
MostRlvntMkt
Mandatory
Output Data
OutptData
Mandatory
Continuous Order Book
CntnsOrdrBook
Choice
Auction Trading System
AuctnTradgSys
Choice
Indicative Price Date Time
IndctvPricDtTm
Mandatory
Auction Price
AuctnPric
Mandatory
Lowest
Lwst
Mandatory
Highest
Hghst
Mandatory
Volume Weighted
VolWghtd
Mandatory

Currency

Ccy
Mandatory

Definition: Major currency unit in which the best bid and offer prices are expressed.

Type: ActiveOrHistoricCurrencyCode (String)

Restrictions:

  • Pattern: [A-Z]{3,3}

Auction Volume
AuctnVol
Optional
Publication Date Time
PblctnDtTm
Optional
Dissemination Date Time
DssmntnDtTm
Mandatory
Cancellation
Cxl
Choice
Supplementary Data
SplmtryData
Repetition (0..n)
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