MDP 3.0 - Market Data Security Status - Workup

60

TransactTime

uInt64

UTCTimestamp

Time of execution/order creation; expressed in UTC.

270

MDEntryPx

PRICENULL9

Price

Workup price

48

SecurityID

Int32

int

A unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion.

75

TradeDate

LocalMktDate

LocalMktDate

Trade Date

820

TradeLinkID

uInt32

int

Contains the workup ID; unique per instrument per day. TradeLinkID is also available on the iLink execution report for workups.

5799

MatchEventIndicator

MatchEventIndicator

MultipleCharValue

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event

326

SecurityTradingStatus

WorkupTradingStatus

int

17=Ready to trade (start of session)

18=Not available for trading

201=PrivateWorkup

202=PublicWorkup

Identifies the trading status applicable to the instrument                

327

HaltReason

HaltReason

int

0=Group schedule (default)

2=Market event

Indicates halt reason status due to surveillance activity

1174

SecurityTradingEvent

SecurityTradingEvent

int

0=No Event (default)

7=End Of Workup

Indicates the trading status applicable to the transaction

Repeating Group 1

37705

NoOrderIDEntries

NuminGroup

Number of repeating entries.

→37

OrderID

uInt64

int

Unique ID assigned by CME Globex to identify orders.

→54

Side

Side

int

1=Buy
2=Sell

Side of order

→1057

AggressorIndicator

AggressorFlag

int

0=Not Aggressor

1=Aggressor

Aggressor Indicator