| Type Name | Data Type | Description |
|---|---|---|
| int | Signed integer. Zeros permitted. | Sequence of digits without commas or decimals and optional sign character (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). |
| Length | Strictly positive integer. | int field representing the length in bytes. |
| SeqNum | Strictly positive integer. | int field representing a message sequence number. |
| NumInGroup | Strictly positive integer. | int field representing the number of entries in a repeating group. |
| float | Signed float, with optional decimal point. | 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. 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.). |
| Qty | Positive float. | float field capable of storing either a whole number (no decimal places) of shares (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). |
| Price | Signed float price. | float field representing a price with a varying number of decimal places. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. |
| Amt | Signed float | float field typically representing a Price times a Qty. |
| char | Case-sensitive, single alphanumeric character | Can include any alphanumeric character or punctuation except the delimiter (SOH). All char fields are case sensitive (i.e. m != M). |
| Boolean | ’Y’ = True/Yes ’N’ = False/No | char field containing one of two possible values. |
| String | Case-sensitive, alphanumeric string. | Can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). |
| MultipleCharValue | Space-delimited sequence of single character values | string field containing one or more space-delimited values (e.g. | 18=G c | ). |
| Currency | Three character string. | string field representing a currency type using ISO 4217 Currency code (3 character) values. |
| UTCTimestamp | Formatted UTC timestamp (date and time) | string field representing time/date combination represented in UTC in either: YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss_format Where: SS can be 60 seconds in the rare case of UTC leap second, and sss_ represents fractions of seconds, either 3 digits to represent milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, or 12 digits to convey picoseconds. |
| UTCTimeOnly | Formatted UTC timestamp (time only) | string field representing a time represented in UTC in either: HH:MM:SS (whole seconds) or HH:MM:SS.sss* format |
| UTCDateOnly | Formatted UTC timestamp (date only) | string field representing Date represented in UTC in YYYYMMDD format. |
| LocalMktDate | Date in the timezone local to the sender | string field representing Date represented in sender’s timezone in YYYYMMDD format. |
Additional Time/Date Field Details
UTCTimeOnly- Formatted UTC timestamp (time only)
- string field representing a time represented in UTC in either:
- HH:MM:SS (whole seconds) or
- HH:MM:SS.sss* format
- Formatted UTC timestamp (date only)
- string field representing Date represented in UTC in YYYYMMDD format.
- Date in the timezone local to the sender
- string field representing Date represented in sender’s timezone in YYYYMMDD format.