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