資訊系統/架構/產品‎ > ‎KGQ‎ > ‎GMDS相關文章‎ > ‎GMDS‎ > ‎

TSHS Tag List for Reuters Market Data System

張貼者：2011年3月2日 下午7:37Wei-Xiuang Wang   [ 已更新 2011年3月9日 下午7:57 ]

請直接參考附件原廠字典檔附件 RDMFieldDictionary

配合字典檔,GMDS產生之欄位
!ACRONYM    DDE ACRONYM          FID  RIPPLES TO  FIELD TYPE     LENGTH  RWF TYPE   RWF LEN
!-------    -----------          ---  ----------  ----------     ------  --------   -------
!
SVC_NAME   "SERVICE NAME"        4357  NULL        ALPHANUMERIC       14  RMTES_STRING    14
!
! For OPRA we will need to provide the service name for each option chain so that RMDS
! knows which OPRA server to get the data from
!
PROV_SCHEM "PROV SYM SCHEME"     3434  NULL        ENUMERATED    3 ( 6 )  ENUM             1
!
! Provider symbol
!

期貨常見欄位
!ACRONYM    DDE ACRONYM          FID  RIPPLES TO  FIELD TYPE     LENGTH  RWF TYPE   RWF LEN
!-------    -----------          ---  ----------  ----------     ------  --------   -------
!
PROD_PERM  "PERMISSION"             1  NULL        INTEGER             5  UINT64           2
!
! Product permissions information.
!
RDNDISPLAY "DISPLAYTEMPLATE"        2  NULL        INTEGER             3  UINT32           1
!
! Display information for the IDN terminal device.
!
DSPLY_NAME "DISPLAY NAME"           3  NULL        ALPHANUMERIC       16  RMTES_STRING    16
!
! Expanded name for the instrument.
!
RDN_EXCHID "IDN EXCHANGE ID"        4  NULL        ENUMERATED    3 ( 3 )  ENUM             1
!
! Identifier for the exchange on which the instrument trades.
!
TIMACT     "TIME OF UPDATE"         5  NULL        TIME                5  TIME             5
!
! Time when the head-end updated a certain field or fields in the record. Which field
! depends on the instrument.
!
TRDPRC_1   "LAST"                   6  TRDPRC_2    PRICE              17  REAL64           7
!
! Last trade price or value.
!
TRDPRC_2   "LAST 1"                 7  TRDPRC_3    PRICE              17  REAL64           7
TRDPRC_3   "LAST 2"                 8  TRDPRC_4    PRICE              17  REAL64           7
TRDPRC_4   "LAST 3"                 9  TRDPRC_5    PRICE              17  REAL64           7
TRDPRC_5   "LAST 4"                10  NULL        PRICE              17  REAL64           7
!
! Previous last trade prices or values.
!
NETCHNG_1  "NET CHANGE"            11  NULL        PRICE              17  REAL64           7
!
! Difference between latest trading price or value and the historic closing value or
! settlement price.
!
HIGH_1     "TODAY'S HIGH"          12  HIGH_2      PRICE              17  REAL64           7
!
! Today's highest transaction value.
!
LOW_1      "TODAY'S LOW"           13  LOW_2       PRICE              17  REAL64           7
!
! Today's lowest transaction value.
!
PRCTCK_1   "TICK:UP/DOWN"          14  NULL        ENUMERATED    2 ( 1 )  ENUM             1
!
! The direction of trading from the previous trade.
!
CURRENCY   "CURRENCY"              15  NULL        ENUMERATED    5 ( 3 )  ENUM             2
!
! The currency in which the instrument is quoted.
!
TRADE_DATE "TRADE DATE"            16  NULL        DATE               11  DATE             4
!
! The date of the value in the field TRDPRC_1.
!
ACTIV_DATE "ACTIVE DATE"           17  NULL        DATE               11  DATE             4
!
! The date when the time in TIMACT was updated.
!
TRDTIM_1   "TRADE TIME"            18  NULL        TIME                5  TIME             5
!
! Time of the value in the TRDPRC_1.
!
OPEN_PRC   "OPENING PRICE"         19  NULL        PRICE              17  REAL64           7
!
! Today's opening price or value. The source of this field depends upon the market and
! instrument type.
!


HST_CLOSE  "HISTORIC CLOSE"        21  NULL        PRICE              17  REAL64           7
!
! Most recent non-zero closing value or settlement price.
!
BID        "BID"                   22  BID_1       PRICE              17  REAL64           7
!
! Latest bid price.For US Composite stock and equity market maker super records the
! best bid price. For OM type option markets the block bid price.
!


ASK        "ASK"                   25  ASK_1       PRICE              17  REAL64           7
!
! Latest ask price.For US Composite stock and equity market maker super records the
! best ask price. For OM type option markets the block ask price.
!


NEWS       "NEWS"                  28  NULL        ALPHANUMERIC        4  RMTES_STRING     4
!
! News retrieval page code.
!
NEWS_TIME  "NEWS TIME"             29  NULL        TIME                5  TIME             5
!
! Time of generation of news item whose page code is given by NEWS.
!
BIDSIZE    "BID SIZE"              30  NULL        INTEGER            15  REAL64           7
!
! The quantity bid at the latest bid price - in the case of equity market maker super
! records the total quantity bid at the best bid price. For Australian futures the
! number of buying contracts.
!
ASKSIZE    "ASK SIZE"              31  NULL        INTEGER            15  REAL64           7
!
! The quantity offered at the latest ask price - in the case of equity market maker
! super records the total quantity offered at the best ask price. For Australian
! futures the number of selling contracts.
!
ACVOL_1    "VOL ACCUMULATED"       32  NULL        INTEGER            15  REAL64           7
!
! Today's total trading volume.
!
EARNINGS   "EARNINGS"              34  NULL        PRICE              17  REAL64           7
!
! Latest reported earnings per share.
!
YIELD      "YIELD"                 35  NULL        PRICE              17  REAL64           7
!
! For equities the dividend per share expressed as a percentage of the price. For
! bonds this is the current or simple yield i.e. the interest expressed as a
! percentage of the price.
!
PERATIO    "P.E."                  36  NULL        PRICE              17  REAL64           7
!
! Ratio of stock price to earnings per share.
!
DIVIDENDTP "DIVIDEND TYPE"         37  NULL        ENUMERATED    3 ( 2 )  ENUM             1
!
! Latest reported dividend type.
!
DIVPAYDATE "DIVIDEND DATE"         38  NULL        DATE               11  DATE             4
!
! Date on which dividend will be paid.
!
EXDIVDATE  "EX DIV DATE"           39  NULL        DATE               11  DATE             4
!
! The date on which the issue will trade ex-dividend.
!


CONTR_MNTH "CONTRACT MONTH"        41  NULL        ALPHANUMERIC        4  RMTES_STRING     4
!
! The month in which a contract becomes deliverable if not liquidated or traded out
! before the date specified.
!


TRDXID_1   "TRADE EXCH ID"         44  NULL        ENUMERATED    3 ( 3 )  ENUM             1
!
! Exchange identifier of the latest trade.US Composites only.
!


OPEN1      "FIRST OPEN"            47  NULL        PRICE              17  REAL64           7
!
! For commodities the first or only opening price in an open range.
!
OPEN2      "SECOND OPEN"           48  NULL        PRICE              17  REAL64           7
!
! For commodities the second opening price in an open range.
!
OPNRNGTP   "OPEN RNG TYPE"         49  NULL        ENUMERATED    2 ( 2 )  ENUM             1
!
! Today's open range price(s) type.
!
CLOSE1     "FIRST CLOSE"           50  NULL        PRICE              17  REAL64           7
!
! For commodities today's first or only closing price
!
CLOSE2     "SECOND CLOSE"          51  NULL        PRICE              17  REAL64           7
!
! For commodities today's second closing price. Zero if there is only one closing
! price.
!
CLSRNGTP   "CLOSE RNG TYPE"        52  NULL        ENUMERATED    2 ( 2 )  ENUM             1
!
! Today's closing range price(s) type.
!
TRD_UNITS  "TRADING UNITS"         53  NULL        ENUMERATED    3 ( 4 )  ENUM             1
!
! The price units in which the issue trades.
!
LOTSZUNITS "LOT SIZE UNITS"        54  NULL        ENUMERATED    3 ( 5 )  ENUM             1
!
! Lot size units. Defines physical units in which a contract trades.
!
LOT_SIZE   "LOTSIZE"               55  NULL        INTEGER            15  REAL64           7
!
! The smallest quantity of a future which may be traded. For options the contract
! size. For equities the number of shares traded in a round lot.
!
PCTCHNG    "PERCENT CHANGE"        56  NULL        PRICE              17  REAL64           7
!
! Percentage change in the latest trade price or value from the historic close.
!


CLOSE_BID  "CLOSE BID"             60  NULL        PRICE              17  REAL64           7
!
! Last bid price of the day. For US Composites the last best bid price.
!
CLOSE_ASK  "CLOSE ASK"             61  NULL        PRICE              17  REAL64           7
!
! Last ask price of the day. For US Composites the last best ask price.
!
LOCHIGH    "CNTR LIFE HIGH"        62  NULL        PRICE              17  REAL64           7
!
! Highest transaction value during the life of the contract.
!
LOCLOW     "CNTR LIFE LOW"         63  NULL        PRICE              17  REAL64           7
!
! Lowest transaction value during the life of the contract.
!
OPINT_1    "OPEN INTEREST"         64  NULL        INTEGER            15  REAL64           7
!
! Open interest. The total number of option or futures contracts that have not been
! closed or in the case of commodities  liquidated or offset by delivery.
!
OPINTNC    "OPN INT NETCHG"        65  NULL        INTEGER            15  REAL64           7
!
! Open interest net change. The difference between the current and previous open
! interest.
!
STRIKE_PRC "STRIKE PRICE"          66  NULL        PRICE              17  REAL64           7
!
! Strike price; the price at which an option is exercisable.
!
EXPIR_DATE "EXPIRE DATE"           67  NULL        DATE               11  DATE             4
!
! The date on which the future option or warrant expires.
!
MATUR_DATE "MATURITY DATE"         68  NULL        DATE               11  DATE             4
!
! The date on which a bond matures.
!


SETTLE     "SETTLEMENT PRC"        70  NULL        PRICE              17  REAL64           7
!
! Settlement price. The official closing price of a futures or option contract set by
! the clearing house at the end of the trading day.
!
DIVIDEND   "DIVIDEND"              71  NULL        PRICE              17  REAL64           7
!
! The latest reported dividend to be paid per share to shareholders.
!


UPLIMIT    "UPPER TRD LIMIT"       75  NULL        PRICE              17  REAL64           7
!
! Upper trading limit for today's trading.
!
LOLIMIT    "LOWER TRD LIMIT"       76  NULL        PRICE              17  REAL64           7
!
! Lower limit for today's trading.
!
NUM_MOVES  "NUMBER TRADES"         77  NULL        INTEGER            15  REAL64           7
!
! Number of trades today. For indices the number of times the index has been
! calculated.
!
OFFCL_CODE "OFFICIAL CODE"         78  NULL        ALPHANUMERIC       12  RMTES_STRING    12
!
! Unique numeric code assigned to the instrument.
!
HSTCLSDATE "HIST CLOSE DATE"       79  NULL        DATE               11  DATE             4
!
! Date of the most recent non-zero closing price as held in HST_CLOSE FID 21 and
! HST_CLOSE2 FID 963.
!


YRHIGH     "YEAR'S HIGH"           90  NULL        PRICE              17  REAL64           7
!
! The highest value this year or period. The content of this field is further
! qualified by FID 1075.
!
YRLOW      "YEAR'S LOW"            91  NULL        PRICE              17  REAL64           7
!
! The lowest value this year or period. The content of this field is further qualified
! by FID 1076.
!


EPYHSTCLOS "PREV YEAR CLOSE"       98  NULL        PRICE              17  REAL64           7
!
! The historic close for the issue at the final trading day in the previous calendar
! year.
!
LIMIT_IND  "LIMIT INDICATOR"       99  NULL        ENUMERATED    2 ( 3 )  ENUM             1
!
! Indicates if a commodity or commodity option has reached its upper or lower trading
! limit.
!
TURNOVER   "TURNOVER"             100  NULL        PRICE              17  REAL64           7
!
! The daily turnover revenue or value of all shares for either a particular instrument
! or an exchange. Currently supplied by New Zealand SE Hong Kong SE and Copenhagen SE.
! Cleared during the pre-market clear. The value is scaled according to the field TN
!


BOND_TYPE  "BOND TYPE"            104  NULL        ENUMERATED    3 ( 3 )  ENUM             1
!
! The type of instrument - provides further granularity to FID 259 RECORDTYPE where
! required.
!
BCKGRNDPAG "BACKGROUND PAGE"      105  NULL        ALPHANUMERIC        4  RMTES_STRING     4
!
! Page on the international monitor system containing information relevant to the
! instrument. The code for an individual company is displayed for all exchanges on
! which the company trades.
!


PUTCALLIND "PUT/CALL FLAG"        109  NULL        ENUMERATED    2 ( 4 )  ENUM             1
!
! Indicates whether option is a put or a call.
!
YCHIGH_IND "YR/CONTR HI IND"      110  NULL        ENUMERATED    2 ( 1 )  ENUM             1
YCLOW_IND  "YR/CONTR LO IND"      111  NULL        ENUMERATED    2 ( 1 )  ENUM             1
!
! Year or contract high & low indicators. These indicate whether a new year or
! contract high or low has been established today.
!


CUM_EX_MKR "CUM/EX MARKER"        117  NULL        ENUMERATED    3 ( 3 )  ENUM             1
!
! Cum/ex security marker.
!
PRC_QL_CD  "PRICE CODE"           118  NULL        ENUMERATED    3 ( 3 )  ENUM             1
!
! Price qualifier code for equities, bonds, and options, generally related to the
! quote price.
!


SESSION1HI "SESSION1 HIGH"        126  NULL        PRICE              17  REAL64           7
SESSION1LO "SESSION1 LOW"         127  NULL        PRICE              17  REAL64           7
!
! First session high & low prices of Japanese security.
!
SESSION2HI "SESSION2 HIGH"        128  NULL        PRICE              17  REAL64           7
SESSION2LO "SESSION2 LOW"         129  NULL        PRICE              17  REAL64           7
!
! Second session high & low prices of a Japanese security.
!


PRC_QL2    "PRICE CODE 2"         131  NULL        ENUMERATED    3 ( 3 )  ENUM             1
!
! Second price qualifier code. Generally the trade price qualifier.
!


MKT_ST_IND "MARKET STAT"          133  NULL        ENUMERATED    3 ( 3 )  ENUM             1
!
! Indicates the current futures market status including whether a fast market
! condition exists.
!
MID_PRICE  "MID-PRICE"            134  NULL        PRICE              17  REAL64           7
!
! The mid-price between the bid and ask prices supplied by the London ISE. Cleared
! during the pre-market clear.
!


AM_CLOSE   "AM CLOSE"             138  NULL        PRICE              17  REAL64           7
PM_CLOSE   "PM CLOSE"             139  NULL        PRICE              17  REAL64           7
!
! The closing prices of the morning and afternoon trading on GAFTA.
!


BUYER_ID   "BUYER ID"             162  NULL        ALPHANUMERIC        4  RMTES_STRING     4
SELLER_ID  "SELLER ID"            163  NULL        ALPHANUMERIC        4  RMTES_STRING     4
!
! Codes identifying the broker on the buy/sell side of a trade reported by the
! Consolidated Canadian ticker CCN.
!


TRDVOL_1   "TRADE VOL"            178  TRDVOL_2    INTEGER            15  REAL64           7
!
! Transactional volume of the trade price reported in TRDPRC_1.
!


HIGHTP_1   "HIGH PRC TYPE"        196  NULL        ENUMERATED    3 ( 1 )  ENUM             1
!
! Indicates today's highest transaction type as held in HIGH_1  FID 12.
!
LOWTP_1    "LOW PRC TYPE"         197  NULL        ENUMERATED    3 ( 1 )  ENUM             1
!
! Indicates today's lowest transaction type as held in LOW_1  FID 13.
!
LOT_SIZE_A "LOT SIZE"             198  NULL        PRICE              17  REAL64           7
!
! The lot size field which defines the number of contracts physicals or equities
! traded for a particular instrument.
!
OPENEXID   "OPEN XID"             199  NULL        ENUMERATED    3 ( 3 )  ENUM             1
!
! For US composite quotes the exchange identifier of the exchange where the opening
! price was made.
!


RECORDTYPE "RECORDTYPE"           259  NULL        INTEGER             3  UINT32           1
!
! Field which indicates the type of record and also the type of data in that record.
!


ACT_TP_1   "ACT TYPE 1"           270  ACT_TP_2    ENUMERATED    3 ( 2 )  ENUM             1
ACT_TP_2   "ACT TYPE 2"           271  ACT_TP_3    ENUMERATED    3 ( 2 )  ENUM             1
ACT_TP_3   "ACT TYPE 3"           272  ACT_TP_4    ENUMERATED    3 ( 2 )  ENUM             1
ACT_TP_4   "ACT TYPE 4"           273  ACT_TP_5    ENUMERATED    3 ( 2 )  ENUM             1
ACT_TP_5   "ACT TYPE 5"           274  ACT_TP_6    ENUMERATED    3 ( 2 )  ENUM             1
!
! For each of the last activity fields defined in PRIMACT_1 to PRIMACT_5  an
! associated activity indicator which indicates the nature of the last activity field.
!
SEC_ACT_1  "SECOND ACTIVY 1"      275  SEC_ACT_2   PRICE              17  REAL64           7
SEC_ACT_2  "SECOND ACTIVY 2"      276  SEC_ACT_3   PRICE              17  REAL64           7
SEC_ACT_3  "SECOND ACTIVY 3"      277  SEC_ACT_4   PRICE              17  REAL64           7
SEC_ACT_4  "SECOND ACTIVY 4"      278  SEC_ACT_5   PRICE              17  REAL64           7
SEC_ACT_5  "SECOND ACTIVY 5"      279  SEC_ACT_6   PRICE              17  REAL64           7
!
! The activity type may involve one or two fields. In the latter case these field
! holds the second half of the most recent activity. SEC_ACT_n is associated with
! PRIMACT_n.
!
SC_ACT_TP1 "SEC ACT TYPE 1"       280  SC_ACT_TP2  ENUMERATED    3 ( 2 )  ENUM             1
SC_ACT_TP2 "SEC ACT TYPE 2"       281  SC_ACT_TP3  ENUMERATED    3 ( 2 )  ENUM             1
SC_ACT_TP3 "SEC ACT TYPE 3"       282  SC_ACT_TP4  ENUMERATED    3 ( 2 )  ENUM             1
SC_ACT_TP4 "SEC ACT TYPE 4"       283  SC_ACT_TP5  ENUMERATED    3 ( 2 )  ENUM             1
SC_ACT_TP5 "SEC ACT TYPE 5"       284  SC_ACT_TP6  ENUMERATED    3 ( 2 )  ENUM             1
!
! An indicator which describes the nature of the secondary activity field SEC_ACT_n.
! SC_ACT_TPn refers to SEC_ACT_n.
!


SETTLEDATE "SETTLE DATE"          288  NULL        DATE               11  DATE             4
!
! The date of the settlement price held in the SETTLE field.
!
ASK_VOLUME "ASK VOLUME"           289  NULL        INTEGER            15  REAL64           7
!
! The volume of stock available to be sold at the current price held in the TRDPRC_1
! field. Originally but no longer  required for the Taiwan SE.
!
NO_BIDMMKR "NUM BID MMKR 1"       291  NULL        PRICE              17  REAL64           7
!
! The number of market-makers currently making the best bid for a particular equity.
!
NO_ASKMMKR "NUM ASK MMKR 1"       292  NULL        PRICE              17  REAL64           7
!
! The number of market-makers currently making the best ask for a particular equity.
!
BID_MMID1  "BID MMID 1"           293  NULL        ALPHANUMERIC        4  RMTES_STRING     4
BID_MMID2  "BID MMID 2"           294  NULL        ALPHANUMERIC        4  RMTES_STRING     4
BID_MMID3  "BID MMID 3"           295  NULL        ALPHANUMERIC        4  RMTES_STRING     4
!
! Identifiers showing three market-makers on the bid side of a quote. For ISE these
! represent the three best-bid market-makers  BID_MMID1 representing the market-maker
! who has made the best bid.
!
ASK_MMID1  "ASK MMID 1"           296  NULL        ALPHANUMERIC        4  RMTES_STRING     4
ASK_MMID2  "ASK MMID 2"           297  NULL        ALPHANUMERIC        4  RMTES_STRING     4
ASK_MMID3  "ASK MMID 3"           298  NULL        ALPHANUMERIC        4  RMTES_STRING     4
!
! Identifiers showing three market-makers on the ask side of a quote. For ISE these
! represent the three best-ask market-makers  ASK_MMID1 representing the market-maker
! who has made the best ask.
!


SESSION1   "SESSION 1"            303  NULL        PRICE              17  REAL64           7
SESSION2   "SESSION 2"            304  NULL        PRICE              17  REAL64           7
SESSION3   "SESSION 3"            305  NULL        PRICE              17  REAL64           7
SESSION4   "SESSION 4"            306  NULL        PRICE              17  REAL64           7
SESSION5   "SESSION 5"            307  NULL        PRICE              17  REAL64           7
SESSION6   "SESSION 6"            308  NULL        PRICE              17  REAL64           7
!
! First to sixth session prices. For the Tokyo Commodity Exchange for Industry the
! first morning session price. Cleared during the pre-market clear.
!
SESS1_FLAG "SESSION 1 FLG"        309  NULL        ALPHANUMERIC        1  RMTES_STRING     1
SESS2_FLAG "SESSION 2 FLG"        310  NULL        ALPHANUMERIC        1  RMTES_STRING     1
SESS3_FLAG "SESSION 3 FLG"        311  NULL        ALPHANUMERIC        1  RMTES_STRING     1
SESS4_FLAG "SESSION 4 FLG"        312  NULL        ALPHANUMERIC        1  RMTES_STRING     1
SESS5_FLAG "SESSION 5 FLG"        313  NULL        ALPHANUMERIC        1  RMTES_STRING     1
SESS6_FLAG "SESSION 6 FLG"        314  NULL        ALPHANUMERIC        1  RMTES_STRING     1
!
! For session trading instruments such as TCEI futures six session flags associated
! with a single session price as defined above in the fields SESSION1 through SESSION6.
!


OPTION_XID "OPTION EXCH ID"       340  NULL        ALPHANUMERIC        6  RMTES_STRING     6
!
! An ASCII string holding up to six exchange identifiers of where options on an equity
! are traded.
!


BID_TONE   "BID TONE"             345  NULL        ALPHANUMERIC        1  RMTES_STRING     1
!
! Japanese bid price qualifier associated with the BID field. This is cleared during
! the pre-market clear
!
ASK_TONE   "ASK TONE"             346  NULL        ALPHANUMERIC        1  RMTES_STRING     1
!
! Japanese ask price qualifier associated with the ASK field. This is cleared during
! the pre-market clear.
!


YRHIGHDAT  "YEAR HIGH DATE"       350  NULL        DATE               11  DATE             4
!
! Date on which the year or contract high as held in the YRHIGH and LOCHIGH fields
! respectively was made.
!
YRLOWDAT   "YEAR LOW DATE"        351  NULL        DATE               11  DATE             4
!
! Date on which the year or contract low as held in the YRLOW and LOCLOW fields
! respectively was made.
!


VOL_FLAG   "VOLUME FLAG"          355  NULL        ALPHANUMERIC        1  RMTES_STRING     1
!
! Trading volume qualifier associated with the ACVOL_1 field and cleared during the
! pre-market clear. Used for Japanese instruments and US futures.
!


OPINT_DATE "OPN INT DATE"         369  NULL        DATE               11  DATE             4
!
! The date of the open interest value held in the OPINT_1 field. This is derived once
! daily.
!


IRGPRC     "IRG PRICE"            372  NULL        PRICE              17  REAL64           7
!
! A cancelled inserted retransmitted or irregular price.
!
IRGVOL     "IRG VOLUME"           373  NULL        INTEGER            15  REAL64           7
!
! The volume associated with the price held in the field IRGPRC (FID 372).
!
IRGCOND    "IRG PRICE TYPE"       374  NULL        ENUMERATED    5 ( 3 )  ENUM             2
!
! An indicator of the type of price held in the field IRGPRC (FID 372).
!
TIMCOR     "PRC CORRECT TIME"     375  NULL        TIME_SECONDS        8  TIME             5
!
! The time of a price correction - the time of update to either the IRGPRC (FID 372)
! or INSPRC (FID 376) fields.
!


SALTIM     "LAST TIME"            379  NULL        TIME_SECONDS        8  TIME             5
!
! Time of the last trade with precision in seconds - the time of the last update to
! the field TRDPRC_1 (FID 6).
!
TNOVER_SC  "TURNOVER SCALE"       380  NULL        ENUMERATED    3 ( 5 )  ENUM             1
!
! The scaling factor for the TURNOVER field FID 100.
!


HST_VOL    "VOL ACC 2"            383  NULL        INTEGER            15  REAL64           7
!
! The previous day's accumulated volume.
!
SESS_HIFLG "SESSION HI FLAG"      384  NULL        ENUMERATED    3 ( 2 )  ENUM             1
!
! For session trading instruments  an indication of during which session the daily
! high price was made.
!
SESS_LOFLG "SESSION LOW FLAG"     385  NULL        ENUMERATED    3 ( 2 )  ENUM             1
!
! For session trading instruments  an indication of during which session the daily low
! price was made.
!
SSPRNG1    "SSP RANGE 1"          386  NULL        PRICE              17  REAL64           7
SSPRNG2    "SSP RANGE 2"          387  NULL        PRICE              17  REAL64           7
!
! The first and second halves respectively of the suspension price range.
!
SSPRNGTP   "SUSPENSION TYPE"      388  NULL        ENUMERATED    3 ( 2 )  ENUM             1
!
! An indicator showing the type of prices held in the suspension range fields SSPRNG1
! and SSPRNG2.
!
RSMRNG1    "RSM RANGE 1"          389  NULL        PRICE              17  REAL64           7
RSMRNG2    "RSM RANGE 2"          390  NULL        PRICE              17  REAL64           7
!
! The first and second halves respectively of the resumption price range.
!
RSMRNGTP   "RESUMPTION TYPE"      391  NULL        ENUMERATED    3 ( 2 )  ENUM             1
!
! An indicator showing the type of prices held in the resumption range fields RSMRNG1
! and RSMRNG2.
!
VOL_DATE   "VOLUME DATE"          392  NULL        DATE               11  DATE             4
!
! The date when a particular volume occurred  at present that held in HST_VOL.
!
PRIMACT_1  "PRIM ACT 1"           393  PRIMACT_2   PRICE              17  REAL64           7
PRIMACT_2  "PRIM ACT 2"           394  PRIMACT_3   PRICE              17  REAL64           7
PRIMACT_3  "PRIM ACT 3"           395  PRIMACT_4   PRICE              17  REAL64           7
PRIMACT_4  "PRIM ACT 4"           396  PRIMACT_5   PRICE              17  REAL64           7
PRIMACT_5  "PRIM ACT 5"           397  PRIMACT_6   PRICE              17  REAL64           7
!
! Primary last activity fields  the most recent held in PRIMACT_1.
!


SESS1_VOL  "SESSION 1 VOL"        401  NULL        INTEGER            15  REAL64           7
SESS2_VOL  "SESSION 2 VOL"        402  NULL        INTEGER            15  REAL64           7
SESS3_VOL  "SESSION 3 VOL"        403  NULL        INTEGER            15  REAL64           7
SESS4_VOL  "SESSION 4 VOL"        404  NULL        INTEGER            15  REAL64           7
SESS5_VOL  "SESSION 5 VOL"        405  NULL        INTEGER            15  REAL64           7
SESS6_VOL  "SESSION 6 VOL"        406  NULL        INTEGER            15  REAL64           7
SESS7_VOL  "SESSION 7 VOL"        407  NULL        INTEGER            15  REAL64           7
!
! Volumes for the first to seventh trading sessions respectively whose latest price is
! indicated in the fields SESSION1 through SESSION7.
!


BEST_BID1  "BEST BID 1"           436  NULL        PRICE              17  REAL64           7
BEST_BID2  "BEST BID 2"           437  NULL        PRICE              17  REAL64           7
BEST_BID3  "BEST BID 3"           438  NULL        PRICE              17  REAL64           7
BEST_BID4  "BEST BID 4"           439  NULL        PRICE              17  REAL64           7
BEST_BID5  "BEST BID 5"           440  NULL        PRICE              17  REAL64           7
!
! The five best bids as contributed by market-makers with the best in BEST_BID1. Note
! that these fields are not rippled.
!
BEST_ASK1  "BEST ASK 1"           441  NULL        PRICE              17  REAL64           7
BEST_ASK2  "BEST ASK 2"           442  NULL        PRICE              17  REAL64           7
BEST_ASK3  "BEST ASK 3"           443  NULL        PRICE              17  REAL64           7
BEST_ASK4  "BEST ASK 4"           444  NULL        PRICE              17  REAL64           7
BEST_ASK5  "BEST ASK 5"           445  NULL        PRICE              17  REAL64           7
!
! The five best asks as contributed by market-makers with the best in BEST_ASK1. Note
! that these fields are not rippled.
!


BCAST_REF  "BROADCAST XREF"       728  NULL        ALPHANUMERIC       10  RMTES_STRING    10
!
! A cross-reference to broadcast news data; for use in quotations records.
!


BEST_BSIZ1 "BEST BID SIZE 1"      730  NULL        INTEGER            15  REAL64           7
BEST_BSIZ2 "BEST BID SIZE 2"      731  NULL        INTEGER            15  REAL64           7
BEST_BSIZ3 "BEST BID SIZE 3"      732  NULL        INTEGER            15  REAL64           7
BEST_BSIZ4 "BEST BID SIZE 4"      733  NULL        INTEGER            15  REAL64           7
BEST_BSIZ5 "BEST BID SIZE 5"      734  NULL        INTEGER            15  REAL64           7
!
! The five best bid sizes associated with the fields BEST_BID1 to BEST_BID5.
!
BEST_ASIZ1 "BEST ASK SIZE 1"      735  NULL        INTEGER            15  REAL64           7
BEST_ASIZ2 "BEST ASK SIZE 2"      736  NULL        INTEGER            15  REAL64           7
BEST_ASIZ3 "BEST ASK SIZE 3"      737  NULL        INTEGER            15  REAL64           7
BEST_ASIZ4 "BEST ASK SIZE 4"      738  NULL        INTEGER            15  REAL64           7
BEST_ASIZ5 "BEST ASK SIZE 5"      739  NULL        INTEGER            15  REAL64           7
!
! The five best ask sizes associated with the fields BEST_ASK1 to BEST_ASK5.
!
NO_BIDMKR2 "NUM BID MMKR 2"       740  NULL        PRICE              17  REAL64           7
NO_BIDMKR3 "NUM BID MMKR 3"       741  NULL        PRICE              17  REAL64           7
NO_BIDMKR4 "NUM BID MMKR 4"       742  NULL        PRICE              17  REAL64           7
NO_BIDMKR5 "NUM BID MMKR 5"       743  NULL        PRICE              17  REAL64           7
!
! The number of market makers associated with the best bids held in the fields
! BEST_BID2 to BEST_BID5. The number of market makers associated with the field
! BEST_BID1 is defined above as FID 291.
!
NO_ASKMKR2 "NUM ASK MMKR 2"       744  NULL        PRICE              17  REAL64           7
NO_ASKMKR3 "NUM ASK MMKR 3"       745  NULL        PRICE              17  REAL64           7
NO_ASKMKR4 "NUM ASK MMKR 4"       746  NULL        PRICE              17  REAL64           7
NO_ASKMKR5 "NUM ASK MMKR 5"       747  NULL        PRICE              17  REAL64           7
!
! The number of market makers associated with the best asks held in the fields
! BEST_ASK2 to BEST_ASK5. The number of market makers associated with the field
! BEST_ASK1 is defined above as FID 292.
!


HST_SESVOL "HST SESVOL"           758  NULL        INTEGER            15  REAL64           7
!
! Generally the previous session volume. For the Kobe Rubber Exchange the previous
! day's post-closing session volume  whilst for TIFFE the previous session volume.
!
PRV_HIGH   "PRV HIGH"             759  NULL        PRICE              17  REAL64           7
!
! The previous trading day's or session's high value. This is currently required for
! TIFFE.
!
PRV_LOW    "PRV LOW"              760  NULL        PRICE              17  REAL64           7
!
! The previous trading day's or session's low value. This is currently required for
! TIFFE.
!


SESS1_OPEN "SESS1 OPEN"           763  NULL        PRICE              17  REAL64           7
!
! The opening value for the first session  reported by the TSE.
!
SESS1_OTIM "SESS1 OTIM"           764  NULL        TIME                5  TIME             5
!
! The time at which the value in SESS1_OPEN was set reported by the TSE.
!


SESS1_CLS  "SESS1 CLS"            767  NULL        PRICE              17  REAL64           7
!
! The closing value of the first session  reported by the TSE.
!
SESS1_CTIM "SESS1 CTIM"           768  NULL        TIME                5  TIME             5
!
! The time at which the value in SESS1_CLS was set. Reported by the TSE.
!


SESS2_OPEN "SESS2 OPEN"           770  NULL        PRICE              17  REAL64           7
!
! The opening value for the second session. Reported by the TSE.
!
SESS2_OTIM "SESS2 OTIM"           771  NULL        TIME                5  TIME             5
!
! The time at which the value in SESS2_OPEN was set. Reported by the TSE.
!


LONGLINK1  "LONGLINK1"            800  NULL        ALPHANUMERIC       21  ASCII_STRING    21
LONGLINK2  "LONGLINK2"            801  NULL        ALPHANUMERIC       21  ASCII_STRING    21
LONGLINK3  "LONGLINK3"            802  NULL        ALPHANUMERIC       21  ASCII_STRING    21
LONGLINK4  "LONGLINK4"            803  NULL        ALPHANUMERIC       21  ASCII_STRING    21
LONGLINK5  "LONGLINK5"            804  NULL        ALPHANUMERIC       21  ASCII_STRING    21
LONGLINK6  "LONGLINK6"            805  NULL        ALPHANUMERIC       21  ASCII_STRING    21
LONGLINK7  "LONGLINK7"            806  NULL        ALPHANUMERIC       21  ASCII_STRING    21
LONGLINK8  "LONGLINK8"            807  NULL        ALPHANUMERIC       21  ASCII_STRING    21
LONGLINK9  "LONGLINK9"            808  NULL        ALPHANUMERIC       21  ASCII_STRING    21
LONGLINK10 "LONGLINK10"           809  NULL        ALPHANUMERIC       21  ASCII_STRING    21
LONGLINK11 "LONGLINK11"           810  NULL        ALPHANUMERIC       21  ASCII_STRING    21
LONGLINK12 "LONGLINK12"           811  NULL        ALPHANUMERIC       21  ASCII_STRING    21
LONGLINK13 "LONGLINK13"           812  NULL        ALPHANUMERIC       21  ASCII_STRING    21
LONGLINK14 "LONGLINK14"           813  NULL        ALPHANUMERIC       21  ASCII_STRING    21
!
! 17 character equivalents to LINK_n.
!


CROSS_SC   "CROSS RATE SCALE"     825  NULL        ENUMERATED    3 ( 5 )  ENUM             1
!
! The scaling to be applied to prices e.g. FOREX cross rate in order to derive the
! true value.
!


OFF_CD_IND "OFF CD IND"           869  NULL        ENUMERATED    3 ( 3 )  ENUM             1
!
! An indication of the source of the code in the official code field OFFCL_CODE FID 78.
!


WNT_RATIO  "WNT RATIO"            947  NULL        PRICE              17  REAL64           7
!
! Ratio which represents the warrants per face value usually the value one but
! occasionally different.
!


HST_CLOSE2 "HST CLOSE2"           963  NULL        PRICE              17  REAL64           7
!
! A secondary close field corresponding to HST_CLOSE for those quotation types
! involving more than one close field.
!


BKGD_REF   "BKGD REF"             967  NULL        ALPHANUMERIC       21  ASCII_STRING    21
!
! A pointer to a record holding background information relating to the record in which
! the pointer occurs.
!


ACT_FLAG1  "ACT FLAG1"            975  ACT_FLAG2   ALPHANUMERIC        1  RMTES_STRING     1
!
! Flag field qualifying the primary activity field PRIMACT_1
!
ACT_FLAG2  "ACT FLAG2"            976  ACT_FLAG3   ALPHANUMERIC        1  RMTES_STRING     1
!
! Flag field qualifying the primary activity field PRIMACT_2
!
ACT_FLAG3  "ACT FLAG3"            977  ACT_FLAG4   ALPHANUMERIC        1  RMTES_STRING     1
!
! Flag field qualifying the primary activity field PRIMACT_3.
!
ACT_FLAG4  "ACT FLAG4"            978  ACT_FLAG5   ALPHANUMERIC        1  RMTES_STRING     1
!
! Flag field qualifying the primary activity field PRIMACT_4.
!
ACT_FLAG5  "ACT FLAG5"            979  ACT_FLAG6   ALPHANUMERIC        1  RMTES_STRING     1
!
! Flag field qualifying the primary activity field PRIMACT_5.
!


GEN_VAL1   "GEN VAL1"             996  NULL        PRICE              17  REAL64           7
GEN_VAL2   "GEN VAL2"             997  NULL        PRICE              17  REAL64           7
GEN_VAL3   "GEN VAL3"             998  NULL        PRICE              17  REAL64           7
GEN_VAL4   "GEN VAL4"             999  NULL        PRICE              17  REAL64           7
!
! Four general purpose numerical fields. The meaning of these is market dependent and
! described by the following fields GVn_TEXT.
!
GV1_TEXT   "GV1 TEXT"            1000  NULL        ALPHANUMERIC        6  RMTES_STRING     6
GV2_TEXT   "GV2 TEXT"            1001  NULL        ALPHANUMERIC        6  RMTES_STRING     6
GV3_TEXT   "GV3 TEXT"            1002  NULL        ALPHANUMERIC        6  RMTES_STRING     6
GV4_TEXT   "GV4 TEXT"            1003  NULL        ALPHANUMERIC        6  RMTES_STRING     6
!
! Four text fields each describing the value in the corresponding generic field
! GEN_VALn.
!


BS_FLAG    "BS FLAG"             1016  NULL        ALPHANUMERIC        1  RMTES_STRING     1
AS_FLAG    "AS FLAG"             1017  NULL        ALPHANUMERIC        1  RMTES_STRING     1
!
! Single character flags further qualifying the bidsize and asksize fields (FIDs 30 &
! 31) respectively. Their meaning is market dependent.
!
IRGXID     "IRGXID"              1018  NULL        ENUMERATED    3 ( 3 )  ENUM             1
!
! This field will be used to transmit the Exchange Identifier of all CTS trades
! designated as 'not last' trades.
!


SEQNUM     "SEQNUM"              1021  NULL        INTEGER            15  REAL64           7
!
! This field contains the message sequence number. For NMTS this is a six-digit number.
!
PRNTYP     "PRNTYP"              1022  NULL        ALPHANUMERIC        1  RMTES_STRING     1
!
! Label for SIAC trade reports signifying whether the trade report print contains a
! single, double or triple trade.
!
PRNTBCK    "PRNTBCK"             1023  NULL        INTEGER            15  REAL64           7
!
! A field transmitted by RQS on receipt of a correction message from SIAC containing
! the 'print back' count. This count is derived by SIAC and directly references the
! erroneous print received from the participating Exchange.
!


STOCK_RIC  "STOCK RIC"           1026  NULL        ALPHANUMERIC       14  ASCII_STRING    14
!
! The RIC of the underlying equity for an option.
!


GV1_DATE   "GV1 DATE"            1028  NULL        DATE               11  DATE             4
!
! Generic date field - applies to GEN_VAL1 where appropriate.
!
GEN_VAL5   "GEN VAL5"            1029  NULL        PRICE              17  REAL64           7
GEN_VAL6   "GEN VAL6"            1030  NULL        PRICE              17  REAL64           7
GEN_VAL7   "GEN VAL7"            1031  NULL        PRICE              17  REAL64           7
GEN_VAL8   "GEN VAL8"            1032  NULL        PRICE              17  REAL64           7
GEN_VAL9   "GEN VAL9"            1033  NULL        PRICE              17  REAL64           7
GEN_VAL10  "GEN VAL10"           1034  NULL        PRICE              17  REAL64           7
!
! Generic value fields whose use is dependent on the context in which they occur.
!


GV5_TEXT   "GV5 TEXT"            1035  NULL        ALPHANUMERIC        6  RMTES_STRING     6
GV6_TEXT   "GV6 TEXT"            1036  NULL        ALPHANUMERIC        6  RMTES_STRING     6
GV7_TEXT   "GV7 TEXT"            1037  NULL        ALPHANUMERIC        6  RMTES_STRING     6
GV8_TEXT   "GV8 TEXT"            1038  NULL        ALPHANUMERIC        6  RMTES_STRING     6
GV9_TEXT   "GV9 TEXT"            1039  NULL        ALPHANUMERIC        6  RMTES_STRING     6
GV10_TEXT  "GV10 TEXT"           1040  NULL        ALPHANUMERIC        6  RMTES_STRING     6
!
! Generic six character text fields each describing the value in the corresponding
! generic field GEN_VALn
!
GV1_FLAG   "GV1 FLAG"            1041  NULL        ALPHANUMERIC        1  RMTES_STRING     1
GV2_FLAG   "GV2 FLAG"            1042  NULL        ALPHANUMERIC        1  RMTES_STRING     1
GV3_FLAG   "GV3 FLAG"            1043  NULL        ALPHANUMERIC        1  RMTES_STRING     1
GV4_FLAG   "GV4 FLAG"            1044  NULL        ALPHANUMERIC        1  RMTES_STRING     1
GV5_FLAG   "GV5 FLAG"            1045  NULL        ALPHANUMERIC        1  RMTES_STRING     1
GV6_FLAG   "GV6 FLAG"            1046  NULL        ALPHANUMERIC        1  RMTES_STRING     1
GV7_FLAG   "GV7 FLAG"            1047  NULL        ALPHANUMERIC        1  RMTES_STRING     1
GV8_FLAG   "GV8 FLAG"            1048  NULL        ALPHANUMERIC        1  RMTES_STRING     1
GV9_FLAG   "GV9 FLAG"            1049  NULL        ALPHANUMERIC        1  RMTES_STRING     1
GV10_FLAG  "GV10 FLAG"           1050  NULL        ALPHANUMERIC        1  RMTES_STRING     1
!
! Generic flags applicable to GEN_VALn.
!
GV2_DATE   "GV2 DATE"            1051  NULL        DATE               11  DATE             4
!
! Generic date field - applies to GEN_VAL2 where appropriate.
!


OFF_CD_IN2 "OFF CD IN2"          1055  NULL        ENUMERATED    3 ( 3 )  ENUM             1
OFFC_CODE2 "OFFC CODE2"          1056  NULL        ALPHANUMERIC       12  RMTES_STRING    12
!
! Unique numeric code assigned to the instrument and indication of source of code.
!


EXCHTIM    "EXCHANGE TIME"       1067  NULL        TIME_SECONDS        8  TIME             5
!
! The exchange time with precision in seconds
!


CONV_FAC   "CONVRSION FACTR"     1078  NULL        PRICE              17  REAL64           7
!
! Conversion factor. In the commodities market this is used to convert between weights
! and volumes.
!


PREF_DISP  "PREF DISP TMPLT"     1080  NULL        BINARY              3  UINT32           2
!
! The 'preferred' display template number.
!
PREF_LINK  "PREF LINK RECRD"     1081  NULL        ALPHANUMERIC       21  ASCII_STRING    21
!
! RIC field containing pointer to 'preferred' link record.
!


HSTCL2_DAT "SECOND CLS DATE"     1342  NULL        DATE               11  DATE             4
!
! Date of the third close price HST_CLOSE2 FID 963.
!


DSPLY_NMLL "LCL LANG DSP NM"     1352  NULL        ALPHANUMERIC       32  RMTES_STRING    32
!
! Local language instrument name.
!


VOL_X_PRC1 "VOLUME1xPRICE1"      1379  NULL        PRICE              17  REAL64           7
!
! Numeric field to contain a value equivalent to the product of latest trade volume
! and latest trade price (TRDVOL_1 x TRDPRC_1).
!


DSO_ID     "DATA SRCE OWNER"     1383  NULL        BINARY              3  UINT32           2
!
! Data source owner identification field.
!


STOCK_PRC  "STOCK PRICE"         1420  NULL        PRICE              17  REAL64           7
!
! Stock price.
!


ADJUST_CLS "ADJUSTED CLOSE"      1465  NULL        PRICE              17  REAL64           7
!
! The last value available for close which is stored for Graphics also adjusted for
! capital changes.
!


WEIGHTING  "WEIGHTING"           1496  NULL        PRICE              17  REAL64           7
!
! The weighting of a stock within an index.
!


LOWER_SPRD "LOWER SPRD VALU"     1649  NULL        PRICE              17  REAL64           7
!
! Lower spread value.
!
UPPER_SPRD "UPPER SPRD VALU"     1650  NULL        PRICE              17  REAL64           7
!
! Upper spread value.
!


STOCK_TYPE "STOCK TYPE"          1501  NULL        ALPHANUMERIC        3  RMTES_STRING     3
!
! This field details stock class  Bearer/registered status and any other security
! feature affecting security holder rights.
!


TRDTONEA_1 "TRADE TONE A 1"      1631  TRDTONEA_2  ALPHANUMERIC        1  RMTES_STRING     1
TRDTONEA_2 "TRADE TONE A 2"      1632  TRDTONEA_3  ALPHANUMERIC        1  RMTES_STRING     1
TRDTONEA_3 "TRADE TONE A 3"      1633  TRDTONEA_4  ALPHANUMERIC        1  RMTES_STRING     1
TRDTONEA_4 "TRADE TONE A 4"      1634  TRDTONEA_5  ALPHANUMERIC        1  RMTES_STRING     1
TRDTONEA_5 "TRADE TONE A 5"      1635  NULL        ALPHANUMERIC        1  RMTES_STRING     1
TRDTONEB_1 "TRADE TONE B 1"      1636  TRDTONEB_2  ALPHANUMERIC        1  RMTES_STRING     1
TRDTONEB_2 "TRADE TONE B 2"      1637  TRDTONEB_3  ALPHANUMERIC        1  RMTES_STRING     1
TRDTONEB_3 "TRADE TONE B 3"      1638  TRDTONEB_4  ALPHANUMERIC        1  RMTES_STRING     1
TRDTONEB_4 "TRADE TONE B 4"      1639  TRDTONEB_5  ALPHANUMERIC        1  RMTES_STRING     1
TRDTONEB_5 "TRADE TONE B 5"      1640  NULL        ALPHANUMERIC        1  RMTES_STRING     1
!
! Trade Price Qualifiers
!


SPARE_NM1  "SPARE NUMERIC 1"     1687  NULL        PRICE              17  REAL64           7
SPARE_NM2  "SPARE NUMERIC 2"     1688  NULL        PRICE              17  REAL64           7
SPARE_NM3  "SPARE NUMERIC 3"     1689  NULL        PRICE              17  REAL64           7
SPARE_NM4  "SPARE NUMERIC 4"     1690  NULL        PRICE              17  REAL64           7
!
! Spare general numeric fields.
!


SPARE_VL1  "SPARE VOLUME 1"      1691  NULL        INTEGER            15  REAL64           7
SPARE_VL2  "SPARE VOLUME 2"      1692  NULL        INTEGER            15  REAL64           7
!
! Spare general volume fields.
!
SPARE_DT1  "SPARE DATE 1"        1693  NULL        DATE               11  DATE             4
SPARE_DT2  "SPARE DATE 2"        1694  NULL        DATE               11  DATE             4
!
! Spare general date fields.
!
SPARE_TM1  "SPARE TIME 1"        1695  NULL        TIME                5  TIME             5
SPARE_TM2  "SPARE TIME 2"        1696  NULL        TIME                5  TIME             5
!
! Spare general time fields.
!
SPARE_TS1  "SPARE TIMESEC 1"     1697  NULL        TIME_SECONDS        8  TIME             5
SPARE_TS2  "SPARE TIMESEC 2"     1698  NULL        TIME_SECONDS        8  TIME             5
!
! Spare general time in seconds fields.
!
SPARE_ET1  "SPARE ETYPE 1"       1699  NULL        ENUMERATED    3 ( 8 )  ENUM             1
SPARE_ET2  "SPARE ETYPE 2"       1700  NULL        ENUMERATED    3 ( 8 )  ENUM             1
!
! Spare general single-byte enumerated type fields.
!


RDN_EXCHD2 "EXCHANGE ID 2"       1709  NULL        ENUMERATED    5 ( 3 )  ENUM             2
!
! Identifier for the exchange on which the instrument trades. This field is a two-byte
! replacement for FID4 RDN_EXCHID and contains a super-set of this field's range of
! values.
!


CP_ADJ_FCT "CAP ADJUST FCTR"     1787  NULL        PRICE              17  REAL64           7
CP_ADJ_DAT "CAP ADJUST DATE"     1788  NULL        DATE               11  DATE             4
!
! Capital adjustment factor and date.
!


YR_PCTCH   "YR PCT CHANGE"       2127  NULL        PRICE              17  REAL64           7
!
! Year percentage change. The percentage change of the instrument computed on the "end
! of previous year historical close" (EPYHSTCLS).
!
EPYR_PCTCH "PRV YR PCT CHNG"     2128  NULL        PRICE              17  REAL64           7
!
! Value of YR_PCTCH for the previous year.
!


INSTU_NAME "INSTRUMENT NAME"     2130  NULL        ENUMERATED    5 ( 5 )  ENUM             2
!
! This FID holds the Enumerated type value which is associated with the Local Language
! description of futures instrument name.
!


ALIAS      "RIC ALIAS NAME"      2320  NULL        ALPHANUMERIC       18  ASCII_STRING    18
!
! Alias name (short name) of the RIC.
!


GV1_CURRCY "GEN VAL1 CURRENCY"   2381  NULL        ENUMERATED    5 ( 3 )  ENUM             2
GV2_CURRCY "GEN VAL2 CURRENCY"   2382  NULL        ENUMERATED    5 ( 3 )  ENUM             2
GV3_CURRCY "GEN VAL3 CURRENCY"   2383  NULL        ENUMERATED    5 ( 3 )  ENUM             2
GV4_CURRCY "GEN VAL4 CURRENCY"   2384  NULL        ENUMERATED    5 ( 3 )  ENUM             2
GV5_CURRCY "GEN VAL5 CURRENCY"   2385  NULL        ENUMERATED    5 ( 3 )  ENUM             2
!
! The currency for the price within the GEN_VALn field.
!


WEIGHT_SPR "WGHTD AVGE SPREAD"   2388  NULL        PRICE              17  REAL64           7
!
! The difference between the weighted average bid price and the weighted average ask
! price divided by the mid value of these two prices. E.g. (B - A) ------- (B + A)/2
! where B is the weighted average bid price and A is the weighted average ask price.
!


WEIGHTING2 "WEIGHTING 2"         2405  NULL        PRICE              17  REAL64           7
WEIGHTING3 "WEIGHTING 3"         2406  NULL        PRICE              17  REAL64           7
!
! The weighting of a stock within an index.
!
BEST_BID6  "BEST BID 6"          2407  NULL        PRICE              17  REAL64           7
BEST_BID7  "BEST BID 7"          2408  NULL        PRICE              17  REAL64           7
BEST_BID8  "BEST BID 8"          2409  NULL        PRICE              17  REAL64           7
BEST_BID9  "BEST BID 9"          2410  NULL        PRICE              17  REAL64           7
BEST_BID10 "BEST BID 10"         2411  NULL        PRICE              17  REAL64           7
!
! Extension to the group of fields (436-440 BESTBID1..5) to collectively cover the ten
! best bids as contributed by market-makers with the best in BEST_BID1. Note that
! these fields are not rippled.
!
BEST_ASK6  "BEST ASK 6"          2412  NULL        PRICE              17  REAL64           7
BEST_ASK7  "BEST ASK 7"          2413  NULL        PRICE              17  REAL64           7
BEST_ASK8  "BEST ASK 8"          2414  NULL        PRICE              17  REAL64           7
BEST_ASK9  "BEST ASK 9"          2415  NULL        PRICE              17  REAL64           7
BEST_ASK10 "BEST ASK 10"         2416  NULL        PRICE              17  REAL64           7
!
! Extension to the group of fields (441-445 BEST_ASK1..5) to collectively cover the
! ten best asks as contributed by market-makers with the best in BEST_ASK1. Note that
! these fields are not rippled.
!
BEST_BSIZ6 "BEST BID SIZE 6"     2417  NULL        INTEGER            15  REAL64           7
BEST_BSIZ7 "BEST BID SIZE 7"     2418  NULL        INTEGER            15  REAL64           7
BEST_BSIZ8 "BEST BID SIZE 8"     2419  NULL        INTEGER            15  REAL64           7
BEST_BSIZ9 "BEST BID SIZE 9"     2420  NULL        INTEGER            15  REAL64           7
BEST_BSZ10 "BEST BID SIZE 10"    2421  NULL        INTEGER            15  REAL64           7
!
! One of five best bid sizes associated with the fields BEST_BID6 to BEST_BID10.
!
BEST_ASIZ6 "BEST ASK SIZE 6"     2422  NULL        INTEGER            15  REAL64           7
BEST_ASIZ7 "BEST ASK SIZE 7"     2423  NULL        INTEGER            15  REAL64           7
BEST_ASIZ8 "BEST ASK SIZE 8"     2424  NULL        INTEGER            15  REAL64           7
BEST_ASIZ9 "BEST ASK SIZE 9"     2425  NULL        INTEGER            15  REAL64           7
BEST_ASZ10 "BEST ASK SIZE 10"    2426  NULL        INTEGER            15  REAL64           7
!
! One of five best ask sizes associated with the fields BEST_ASK6 to BEST_ASK10.
!
NO_BIDMKR6 "NUM BID MMKR 6"      2427  NULL        PRICE              17  REAL64           7
NO_BIDMKR7 "NUM BID MMKR 7"      2428  NULL        PRICE              17  REAL64           7
NO_BIDMKR8 "NUM BID MMKR 8"      2429  NULL        PRICE              17  REAL64           7
NO_BIDMKR9 "NUM BID MMKR 9"      2430  NULL        PRICE              17  REAL64           7
NO_BIDMK10 "NUM BID MMKR 10"     2431  NULL        PRICE              17  REAL64           7
!
! The number of market makers associated with the best bid held in the appropriate
! field in the range BEST_BID6 to BEST_BID10.
!
NO_ASKMKR6 "NUM ASK MMKR 6"      2432  NULL        PRICE              17  REAL64           7
NO_ASKMKR7 "NUM ASK MMKR 7"      2433  NULL        PRICE              17  REAL64           7
NO_ASKMKR8 "NUM ASK MMKR 8"      2434  NULL        PRICE              17  REAL64           7
NO_ASKMKR9 "NUM ASK MMKR 9"      2435  NULL        PRICE              17  REAL64           7
NO_ASKMK10 "NUM ASK MMKR 10"     2436  NULL        PRICE              17  REAL64           7
!
! The number of market makers associated with the best ask held in the appropriate
! field in the range BEST_ASK6 to BEST_ASK10.
!


LSTTRDDATE "LST TR.DT CNTRCT"    2725  NULL        DATE               11  DATE             4
!
! Last trading date for contract.
!


AM_RANGE   "PRC RNG AM SESSN"    2727  NULL        PRICE              17  REAL64           7
!
! Price range in AM Session.
!
PM_RANGE   "PRC RNG PM SESSN"    2728  NULL        PRICE              17  REAL64           7
!
! Price range in PM Session.
!


SETTLE1    "SETTLE PRICE 1"      3035  NULL        PRICE              17  REAL64           7
SETTLE2    "SETTLE PRICE 2"      3036  NULL        PRICE              17  REAL64           7
!
! Settlement price 1 & 2
!


IRGFID     "IRGVAL DATA FID NO"  3131  NULL        INTEGER            15  REAL64           7
!
! Fid number of data in IRGVAL.
!
IRGVAL     "IRGFID CRRECTN VAL"  3132  NULL        INTEGER            15  REAL64           7
!
! Correction value for FID defined by IRGFID.
!


FAIR_VALUE "FAIR VALUE"          3258  NULL        PRICE              17  REAL64           7
!
! Fair value.  For the Options Market, this is a value derived from the appropriate
! mathematical equation.
!


PREV_DISP  "PREV DISP TMPLT"     3263  NULL        BINARY              3  UINT32           2
!
! Field to hold original (4 digit) display template for DT upgrades. Same FID format
! as PREF_DISP so can hold any values that FID can.
!
PRC_QL3    "PRICE QUALIFIER 3"   3264  NULL        ENUMERATED    5 ( 3 )  ENUM             2
!
! Extended price qualifier code for equities, bonds, and options, generally related to
! the quote price.
!


CASHINLIEU "CASH IN LIEU"        3307  NULL        PRICE              17  REAL64           7
!
! Cash in lieu of shares
!


CLRD_VOL   "CLEARED VOLUME"      3311  NULL        INTEGER            15  REAL64           7
!
! Official cleared volume for SSFs
!


MM_ASK     "MARKET MAKER ASK"    3358  NULL        PRICE              17  REAL64           7
MM_ASKSIZ  "MKT MAKER ASK SIZ"   3359  NULL        INTEGER            15  REAL64           7
MM_BID     "MARKET MAKER BID"    3360  NULL        PRICE              17  REAL64           7
MM_BIDSIZ  "MKT MAKER BID SIZ"   3361  NULL        INTEGER            15  REAL64           7
!
! Latest Market Maker BID & Ask prices and quantities.
!


MPV        "MIN PRICE MOVE"      3364  NULL        ENUMERATED    3 ( 4 )  ENUM             1
!
! Minimum price movement - for quotes. Uses same enumeration table as FID 53
!
MRGD_RIC   "MERGED COMP RIC"     3365  NULL        ALPHANUMERIC       21  RMTES_STRING    21
!
! New RIC for merged companies
!


NUM_SHARES "NUMBER OF SHARES"    3370  NULL        ALPHANUMERIC       10  RMTES_STRING    10
!
! Number of shares for a merger or spinoff
!


OFF_CLOSE  "OFFICIAL CLOSE"      3372  NULL        PRICE              17  REAL64           7
!
! The official closing price from Exchange
!


OPTION_XD2 "WHERE OPTNS TRADE"   3374  NULL        ALPHANUMERIC       32  RMTES_STRING    32
!
! Alternate field to FID 340
!


PROV_SYMB  "PROVIDER SYMBOL"     3422  NULL        ALPHANUMERIC       32  RMTES_STRING    32
!
! Original symbol of tradable entity provided by exchange/contributor.
!


BID_ASK_DT "BID ASK DATE"        3580  NULL        DATE               11  DATE             4
!
! For Equities and FI instruments globally
!
BOLL_DOWN  "BOLLINGER DOWN"      3581  NULL        PRICE              17  REAL64           7
!
! Lower band limit value for a Bollinger indicator analytic
!
BOLL_UP    "BOLLINGER UP"        3582  NULL        PRICE              17  REAL64           7
!
! Upper band limit value for a Bollinger indicator analytic
!


DPS_DATE_2 "DPS DATE 2"          3606  NULL        DATE               11  DATE             4
!
! Dividend Pay date of Final Dividend
!


ISIN_CODE  "ISIN CODE"           3655  NULL        ALPHANUMERIC       15  RMTES_STRING    15
!
! International Security Identification Number
!


MA5        "MOVING AVG 5 DAY"    3678  NULL        PRICE              17  REAL64           7
MA10       "MOVING AVG 10 DAY"   3679  NULL        PRICE              17  REAL64           7
MA30       "MOVING AVG 30 DAY"   3680  NULL        PRICE              17  REAL64           7
MA60       "MOVING AVG 60 DAY"   3681  NULL        PRICE              17  REAL64           7
MA90       "MOVING AVG 90 DAY"   3682  NULL        PRICE              17  REAL64           7
MA100      "MOVING AVG 100 DAY"  3683  NULL        PRICE              17  REAL64           7
MA200      "MOVING AVG 200 DAY"  3684  NULL        PRICE              17  REAL64           7
MA300      "MOVING AVG 300 DAY"  3685  NULL        PRICE              17  REAL64           7
!
! Moving average of the n last working days indicator values
!


MNEMONIC   "EXCHANGE ID"         3694  NULL        ALPHANUMERIC       20  RMTES_STRING    20
!
! Contains an alphanumeric stock or (street) ticker symbol used as a mnemonic to
! identify publicly traded shares of a corporation on a particular execution venue.
!


NETCHG_1W  "PRICE NETCHG 1W"     3700  NULL        PRICE              17  REAL64           7
!
! Net change between the latest value and 1 week ago value
!
NETCHG_2W  "PRICE NETCHG 2W"     3701  NULL        PRICE              17  REAL64           7
!
! Netchange from 2 weeks
!
NETCHG_1M  "PRICE NETCHG 1M"     3702  NULL        PRICE              17  REAL64           7
!
! Net change between the latest value and 1 month ago value
!
NETCHG_3M  "PRICE NETCHG 3M"     3703  NULL        PRICE              17  REAL64           7
!
! Net change between the latest value and 3 month ago value
!
NETCHG_6M  "PRICE NETCHG 6M"     3704  NULL        PRICE              17  REAL64           7
!
! Net change between the latest value and 6 month ago value
!
NETCHG_1Y  "PRICE NETCHG 1Y"     3705  NULL        PRICE              17  REAL64           7
!
! Net change between the latest value and 1 year ago value
!


RSI_7      "RSI 7 EVENTS"        3747  NULL        PRICE              17  REAL64           7
!
! 7 events relative strength indicator value
!
RSI_14     "RSI 14 EVENTS"       3748  NULL        PRICE              17  REAL64           7
!
! 14 events relative strength indicator value
!
RSI_30     "RSI 30 EVENTS"       3749  NULL        PRICE              17  REAL64           7
!
! 30 events relative strength indicator value
!
RTR_OPN_PR "RTRS OPENING PRICE"  3750  NULL        PRICE              17  REAL64           7
!
! For Equities instruments used globally
!


SEDOL      "SEDOL"               3756  NULL        ALPHANUMERIC       12  RMTES_STRING    12
!
! SEDOL code
!


VOL_DEC    "VOLUME W DECIMALS"   3827  NULL        PRICE              17  REAL64           7
!
! Transactional volume of the trade price reported in TRDPRC_1. With decimals.
!


MKT_SEGMNT "MARKET SEGMENT"      3842  NULL        ALPHANUMERIC        4  RMTES_STRING     4
!
! The Market Segment code in which an instrument trades.
!


TRDTIM_MS  "TRDTIM MS"           3853  NULL        INTEGER            15  UINT64           4
!
! Time of regular trades in milliseconds
!
SALTIM_MS  "SALTIM MS"           3854  NULL        INTEGER            15  UINT64           4
!
! Time of all trades in milliseconds
!
QUOTIM_MS  "QUOTIM MS"           3855  NULL        INTEGER            15  UINT64           4
!
! Time of quote in milliseconds
!
TIMCOR_MS  "TIMCOR MS"           3856  NULL        INTEGER            15  UINT64           4
!
! Time of correction in milliseconds
!


ACVOL_SC   "VOLUME SCALING"      4043  NULL        ENUMERATED    5 ( 5 )  ENUM             2
!
! The scaling factor for the ACVOL_1 field FID 32.
!
PRE_SETTLE "PRE SETTLE"          4044  NULL        PRICE              17  REAL64           7
!
! Previous Settlement Price
!
FUT_URIC   "FUTURES URIC"        4045  NULL        ALPHANUMERIC       28  ASCII_STRING    28
!
! Underlying asset for futures
!


EXCHCODE   "EXCHANGE CODE"       4058  NULL        ALPHANUMERIC       16  RMTES_STRING    16
!
! Code that identify the instrument on the exchange trading platform - Ticker code
!


NOTION_PRO "NOTIONAL PRODUCT"    4234  NULL        ALPHANUMERIC        3  RMTES_STRING     3
!
! Numeric Identifier for an RCS Notional Product Type (underlying deliverable for a
! futures contract)
!
ORGID      "ORGID"               4235  NULL        INTEGER            15  REAL64           7
!
! Organization ID for a company, subsidiary, government, exchequer, or issuer of a
! security
!
PR_FREQ    "PRICE UPDATE FREQ"   4236  NULL        ENUMERATED    5 ( 6 )  ENUM             2
!
! Enumerated type that characterizes how often a price is expected to update.
! Examples:  "5 seconds" for an index (DAX), "once per day" for NAV for exchange
! listed funds, "continuous" (during trading hours) for an exchange traded equity or
! option
!
QUOTE_TYPE "QUOTE TYPE"          4237  NULL        ENUMERATED    5 ( 3 )  ENUM             2
!
! Enumerated type that states the quality of a quote. Examples are "indicative",
! "executable", etc.   Used for contributed data
!
RCS_AS_CLA "RCS ASSET CLASS"     4238  NULL        ALPHANUMERIC        3  RMTES_STRING     3
!
! Numeric Identifier for an RCS Asset Classification
!


FUTURES    "FUTURES CHAIN RIC"   4267  NULL        ALPHANUMERIC       28  ASCII_STRING    28
!
! Futures chain RIC
!
OPTIONS    "OPTIONS CHAIN RIC"   4268  NULL        ALPHANUMERIC       28  ASCII_STRING    28
!
! The primary options chain that relates to this underlying RIC.
!


STRIKES    "STRIKES COVERAGE"    4300  NULL        ALPHANUMERIC       32  RMTES_STRING    32
!
! The range of strike prices and expiry dates for this options chain.
!


NEWSTM_MS  "NEWSTM MS"           4305  NULL        INTEGER            15  UINT64           4
!
! News Time in milliseconds
!



ċ
RDMFieldDictionary.rar
(115k)
Wei-Xiuang Wang,
2011年3月2日 下午7:39
v.2
註解