Int

Sequence of digits without commas or decimals and optional sign character (printable ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g., "00023" = "23").
Examples:
723 in field 21 would be mapped int as 21=723
-723 in field 12 would be mapped int as 12=-723

Float

Sequence of digits with optional decimal point and sign character (printable ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. The following data types are based on float.

• Qty - float field capable of storing either a whole number (no decimal places) of "lots" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units).

• Price - float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options spreads can be negative under certain market conditions.

• PriceOffset - float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative.

• Amt - float field typically representing a Price times a Qty.

• Percentage - float field representing a percentage (e.g., 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary.

Char

Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive.
The following data type is based on Char.

• Boolean - A character field containing one of two values: 'Y' = True/Yes, 'N' = False/No

String

Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All char fields are case sensitive (i.e. morstatt ¹ Morstatt).

• MultipleStringValue - String field containing one or more space delimited multiple character values.

• Currency - String field representing a currency type.

• Exchange - String field representing a market or exchange.

• UTCTimestamp - Time/date combination represented in UTC (Universal Time Coordinated, also known as 'GMT') in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format. Colons, dash, and period are required. Valid values:

  • YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-59 (without milliseconds).

  • YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-59, sss=000-999 (indicating milliseconds).
    Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "19981231-23:59:59,” “19981231-23:59:59,” "19990101-00:00:00.”
    (See http://tycho.usno.navy.mil/leapsec.html.)

• UTCTimeOnly - Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format, colons, and period required. Valid values:

  • HH = 00-23, MM = 00-59, SS = 00-59. (without milliseconds)

  • HH = 00-23, MM = 00-59, SS = 00-59. sss=000-999 (indicating milliseconds).* LocalMktDate - Date of Local Market (vs. UTC) in YYYYMMDD format. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31.

• UTCDate - Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYYMMDD format. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31.

• MonthYear - char field representing month of a year in YYYYMM format. Valid values: YYYY = 0000-9999, MM = 01-12.

Data

String field containing raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH).

Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH.”