Description
The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc.
Structure
Tag | Field Name | Req'd | Comments | |
---|---|---|---|---|
768 | NoTrdRegTimestamps | N | ||
→ | 769 | TrdRegTimestamp | N | Required if NoTrdRegTimestamps > 1 |
→ | 770 | TrdRegTimestampType | N | Required if NoTrdRegTimestamps > 1 |
→ | 771 | TrdRegTimestampOrigin | N | |
→ | 2839 | TrdRegTimestampManualIndicator | N | |
→ | 1033 | DeskType | N | Type of Trading desk |
→ | 1034 | DeskTypeSource | N | |
→ | 1035 | DeskOrderHandlingInst | N | |
→ | 1727 | InformationBarrierID | N | |
→ | 2831 | NBBOEntryType | N |
May be used with TrdRegTimestampType <770>=34 (Reference time for NBBO). |
→ | 2832 | NBBOPrice | N |
May be used with TrdRegTimestampType <770>=34 (Reference time for NBBO). |
→ | 2833 | NBBOQty | N |
May be used with TrdRegTimestampType <770>=34 (Reference time for NBBO). |
→ | 2834 | NBBOSource | N |
May be used with TrdRegTimestampType <770>=34 (Reference time for NBBO). |
Used In
- ExecutionReport <8>
- TradeCaptureReport <AE>
- QuoteStatusReport <AI>
- Confirmation <AK>
- PositionReport <AP>
- TradeCaptureReportAck <AR>
- CollateralRequest <AX>
- CollateralAssignment <AY>
- CollateralResponse <AZ>
- CollateralReport <BA>
- CollateralInquiry <BB>
- MarginRequirementReport <CJ>
- NewOrderSingle <D>
- OrderCancelReplaceRequest <G>
- Quote <S>