Comprehensive RDW Datasets

Field Name

Type

Mode

Description

v_product_btec

v_instrument_btec

v_product_ebs

v_instrument_ebs

v_product_fno

v_product_spec_fno

v_option_series_fno

v_instrument_fno

zero_px_elig_ind

STRING

NULLABLE

Indicates instrument is eligible to trade at zero price.

x

workup_public_timer_ext

NUMERIC

NULLABLE

Duration in seconds for the extension of the public phase of a Workup, if needed.

x

workup_public_timer

NUMERIC

NULLABLE

Duration in seconds for the public phase of a Workup.

x

workup_private_timer

NUMERIC

NULLABLE

Duration in seconds for the private phase of a Workup.

x

vtt_px_threshold

NUMERIC

NULLABLE

Threshold for VTT application.

x

vtt_low_tick

NUMERIC

NULLABLE

Low tick for VTT.

x

vtt_high_tick

NUMERIC

NULLABLE

High tick for VTT.

x

variable_tick_idx

STRING

NULLABLE

Variable Tick Table (VTT) indicator.

x

variable_qty_ind

STRING

NULLABLE

Indicates if product is subject to Variable Quantity processing.

x

x

x

var_cab_low_px

NUMERIC

NULLABLE

Low price for variable cabinet trades.

x

var_cab_high_px

NUMERIC

NULLABLE

High price for variable cabinet trades.

x

valuation_mthd

STRING

NULLABLE

Type of valuation method used
Valid values include but are not limited to:
EQTY - Premium Style

FUT - Futures Style
FUTDA - Cash Adjusted Futures Style
FUTER - Futures Style with Erosion
FUTI - Futures Style Inverse
FUTOP - Futures Style for Options

FWD - Forward
FWDC - Forward, Cash-Settled Daily, Standard Currency Convention

BILL - Bills

BOND - Cash Notes and bonds

IRS - Interest Rate Swap

SPOT - Spot

RPO - Repo Specific
RPOBS - Repo Specific / GC - Buy Sell Back (only Spain)
RPOGC - Repo General Collateral
RPOGF - Repo GCF / DBV / GC+
RPOSC - Repo Specific / GC - EONIA bond

x

x

x

x

x

x

user_defined_ind

STRING

NULLABLE

Identifies a Tailor-Made or User-Defined Instrument

x

x

unit_of_measure_qty

NUMERIC

NULLABLE

Unit of measure quantity for the product.

x

x

x

unit_of_measure

STRING

NULLABLE

Unit of measure for the product.
Unit of measure values are defined in the MDP 3.0 - Tag 996-UnitOfMeasure Table of Values.

x

x

x

underlying_instr_guid_int

NUMERIC

NULLABLE

Underlying instrument GUID in integer format for the options series.

x

underlying_instr_guid

STRING

NULLABLE

Underlying instrument GUID for the options series.

x

trdg_unit_period_mult

NUMERIC

NULLABLE

Transaction Size
For Peak products, this will reflect the number of days
For Off-Peak products, this will reflect the number of hours

x

x

x

transformed_insts

JSON

REPEATED

Repeating group of instruments that the traded instrument is transformed into.

x

transformation_date

DATETIME

NULLABLE

Date when Clearing transformation occurs for eligible instruments.

x

trading_hours_json

JSON

REPEATED

Trading hours information in JSON format.

x

trading_cutoff_time

STRING

NULLABLE

Cut off time for trading.

x

trade_tick

NUMERIC

NULLABLE

Trade price tick. May differ from the settlement tick.

x

x

x

trade_close_offset

STRING

NULLABLE

Fixing close offsets - Time duration before scheduled fixing time of the eFix Matching Service instrument.

x

tot_json

JSON

REPEATED

Termination of trading information in JSON format.

x

termination_date

DATETIME

NULLABLE

Termination date for the options series.

x

tenor_type

STRING

NULLABLE

Indicates the settlement period or contract tenor type and duration.
Tenors may be fixed or expressed in a number of days, weeks, months or years; where where "x" is any integer greater than 0
0 = Regular / FX Spot settlement (T+0, T+1 or T+2)
Dx = FX tenor expression for "days"
Wx = FX tenor expression for "weeks"
Mx = FX tenor expression for "months"
Yx = FX tenor expression for "years"
B = Fixed Date tenor for Fixed Date NDFs only.

x

x

tcc_sym

STRING

NULLABLE

Product code used for trade reporting on CME ClearPort, --CME STP FIXML and --CME STP FIX.

x

tcc_alias

STRING

NULLABLE

Instrument symbol used for trade reporting on CME ClearPort, --CME STP FIXML and --CME STP FIX.

x

x

x