| ID |
Name |
Abbr |
Presence |
Description |
| 769 | TrdRegTimestamp | TS |
optional |
SYNOPSIS:
Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house).
|
| 770 | TrdRegTimestampType | Typ |
optional |
SYNOPSIS:
Trading / Regulatory timestamp type.
Note of applicability: Values are required in various regulatory environments: required for US futures markets to support computerized trade reconstruction, required by MiFID II / MiFIR for transaction reporting and publication, and required by FINRA for reporting to the Consolidated Audit Trail (CAT).
|
| 771 | TrdRegTimestampOrigin | Src |
optional |
SYNOPSIS:
Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value.
|
| 2839 | TrdRegTimestampManualIndicator | ManInd |
optional |
SYNOPSIS:
Indicates whether a given timestamp was manually captured.
|
| 1033 | DeskType | DskTyp |
optional |
SYNOPSIS:
Identifies the type of Trading Desk.
Conditionally required when InformationBarrierID(1727) is specified for OATS.
|
| 1034 | DeskTypeSource | DskTypSrc |
optional |
SYNOPSIS:
Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified.
|
| 1035 | DeskOrderHandlingInst | DskOrdHndlInst |
optional |
SYNOPSIS:
Codes that apply special information that the broker-dealer needs to report.
|
| 1727 | InformationBarrierID | InfoBrrID |
optional |
SYNOPSIS:
The identifier of the information barrier in place for a trading unit that will meet the criteria of the "no-knowledge" exception in FINRA Rule 5320.02.
|
| 2831 | NBBOEntryType | NBBOTyp |
optional |
SYNOPSIS:
Type of NBBO information.
|
| 2832 | NBBOPrice | NBBOPx |
optional |
SYNOPSIS:
Price related to NBBO. NBBOEntryType(2831) may be used to indicate entry type, e.g. bid or offer.
|
| 2833 | NBBOQty | NBBOQty |
optional |
SYNOPSIS:
Quantity related to NBBO. NBBOEntryType(2831) may be used to indicte entry type, e.g. bid or offer.
|
| 2834 | NBBOSource | NBBOSrc |
optional |
SYNOPSIS:
Source of NBBO information.
|