EBS Ai Market Data Snapshot Full Refresh - Trade Only

EBS Ai Standard Header

35=W

262

MDReqID

Y

Will contain the MDReqID carried over from the original Market Data Request subscription message.

55

Symbol

Y

Base/Local = Currency pair in CCY1/CCY2 convention 

461

CFICode

Y

RCSXXX

FFCNNO

RCSXXX = FX Spot

FFCNNO = NDF

63

SettlType

Y

0 = Regular FX Spot settlement (T+1 or T+2 depending on currency)

Dx = NDF tenor expression for "days", e.g. "D5", where "x" is any integer > 0

Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0

Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0

Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0

B = Fixed Date tenor for Fixed Date NDFs only. The Settlement Date will be provided in tag 64, SettlDate.

Noted that for FX the tenors do not denote business days, but calendar days.

64

SettlDate

N

When SettlType = B, this tag will contain the Fixed Date NDF settlement date.

The date will be published in YYYYMMDD format

1300

MarketSegmentID

N

Identifies the type of order book in which the instrument is traded.
Valid values are:

 “Fixing”
 “Standard”

268

NoMDEntries

Y

Number of repeating blocks to follow. Must be = 1.

→269

MDEntryType

Y

Z = No market views

→270

MDEntryPx

Y

This tag contains a Price, which for this response to a trade only subscription, will contain 0.0.

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