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
Entry Date Time
NtryDtTm
Mandatory
Calculation Date Time
ClctnDtTm
Mandatory
Bid
Bid
Mandatory
Offer
Offer
Mandatory
Best Offer
BestOffer
Mandatory

Best Offer Volume

BestOfferVol
Mandatory

Definition: The aggregated volume attached to the best offer.

Type: DecimalNumber (Decimal)

Restrictions:

  • FractionDigits: 17
  • TotalDigits: 18

Currency
Ccy
Mandatory
Auction Trading System
AuctnTradgSys
Choice
Publication Date Time
PblctnDtTm
Optional
Dissemination Date Time
DssmntnDtTm
Mandatory
Cancellation
Cxl
Choice
Supplementary Data
SplmtryData
Repetition (0..n)
We use cookies to personalize content and ads, as well as to analyze our traffic. We also share information about your use of our site with our advertising and analytics partners who may combine it with other information that you've provided to them or that they've collected from your use of their services.
DenyAllow