| Introduction |
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| Message Processing |
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| Notice |
| Message Elements |
| Index of Elements |
Introduction |
Contents Index |
STPML is the Straight Through Processing Markup Language. It is an XML message specification designed for the financial securities trading industry to meet the requirements of straight through processing.
In general, all datatypes are required to be valid XML datatypes as defined by the XML Schema specification. Except where noted, all attributes and element data are defined as strings. This allows the message structure to support many different formats without breaking the schema. Mappings to and from more restrictive individual formats can be easily accomplished through the use of an XSL style sheet or similar transformation mechanism.
Attributes expressly named as Date correspond to the timeInstant datatype, and are used to store a description of a date and or time. This type of data will only be used as an attribute of another element. References to a Date Indicator are to an indicator element, which contains qualified string values, rather than an actual date.
Attributes expressly described as Boolean contain boolean values, either TRUE or FALSE.
Attribute values which are to be interpreted as a code or a type should be specified using all upper case. This allows for easier specification of types, due to the case-sensitive nature of XML. While specific attribute values are not specified, several possible values are often listed in the attribute definition section.
Message Processing |
Contents Index |
The various messages described in this document can be grouped into four main categories: Order Processing; Transaction Settlement; Market Data; and Notifications. Each of these types is described in the sections that follow
The main goal of this message specification is to facilitate Straight Through Processing. The main messages involved in this process are defined below.
A manager may send out a Quote Request to one or more brokers, indicating interest in buying or selling a security. Brokers may respond to these requests with a Quote Message.
Alternatively, a broker may send an Indication of Interest (IOI) message over the network to one or several investment managers, indicating interest in selling or purchasing some block of securities. This is basically the equivalent of an unsolicited quote.
The manager decides to change their position for a given security. An Order message for the resulting block trade is generated and forwarded to the broker. The broker then transmits the Order message to an exchange for execution.
The exchange transmits an Execution message to the broker, indicating the details of the trade, including number of securities traded, price, and fees. The broker then adds any additional info, and transmits the Execution message to the manager via the network.
The manager allocates the results of the trade across the various affected portfolios, and calculates any additional fees, taxes, and other costs. The results of this operation are returned to the broker in an Allocation message.
The broker analyzes the data returned in the Allocation message and, if they are in agreement, returns a Confirmation message to the manager.
The manager acknowledges the receipt of the Confirmation message by issuing an Affirmation message. This message serves to complete the contract of the trade. The trade is now considered complete and cannot be revoked.
Settlement messages are forwarded to the custodians and other interested parties to inform them of the results of the trade. These messages contain the complete details of the trade, including all fees, taxes, and costs, and details on the allocation across multiple portfolios and/or accounts.
Settlement messages are forwarded to the custodians and other interested parties to inform them of the results of the trade. These messages contain the complete details of the trade, including all fees, taxes, and costs, and details on the allocation across multiple portfolios and/or accounts.
Transaction reporting messages are similar to settlement reports, but contain only a single detail of the trade. Many smaller transaction messages may be sent in place of one larger, but complete settlement message.
While there are many different kinds of market data messages, they all have a similar structure.
When market data is required, a request message is sent to a data provider. This message may request a snapshot of the data, or it may request that messages be sent every time the data is updated. In response to the request the data provider, or an agent acting on their behalf, will respond with the requested data. If updates are requested, then new messages will be sent as required.
When the consumers no longer want to receive updates, they can indicate this by sending a cancel message to the data provider.
Notice |
Contents Index |
This specification was prepared by Financial Models Company Inc. (FMC). The specification is based on the contributions of FMC staff, as well as Bridge Information Systems, Inc., Infinity, A SunGard Company, and Microsoft Corporation. FMC offers this specification without restriction to software developers associated with the financial securities trading industry.
The specification is provided on an "as is" basis and FMC disclaims all warranties, express or implied, including any warranty that the use of the information herein will not infringe any rights or any implied warranties of merchantability or fitness for a particular purpose.
Any suggestions for additions, augmentations, or other modifications of this specification should be submitted to ideas@stpml.org. All accepted modifications will be made available on www.stpml.org. The submitter acknowledges that modifications are not subject to any confidentiality requirement or other restriction on dissemination.
account |
Contents Index |
This element contains the details of an account used in a transaction.
| account |
| Name | Type | Description |
|---|---|---|
| accountCode | string | The usage for the account |
| CASH | A cash account. | |
| CHARGE | ||
| COMMISSION | ||
| SAFEKEEPING | ||
| TAX | ||
| accountId | string | An identification code for the account. |
| accountType | string | The type of account. |
| ONDELIVERY | ||
| SHORTSALE | ||
| MARGIN | ||
| CENTRALBOOK | ||
| ABROAD | ||
| idSource | string | The source of the identification code. |
| idType | string | The type of indentification code. |
accounts |
Contents Index |
A collection of accounts.
| accounts | ||
| account |
There are no attributes defined for this element.
address |
Contents Index |
Address string.
| address |
There are no attributes defined for this element.
affirmation |
Contents Index |
| affirmation | ||
| idAliases | ||
| links |
| Name | Type | Description |
|---|---|---|
| affirmationId | string | An identification code for referencing this message payload. |
| confirmationId | string | The id of the confirmation message acknowledged by this affirmation. |
| copy | boolean | This attribute indicates that the message is a copy of a message sent to a different party. |
| dataSource | string | The source of the data contained in this message. |
| duplicate | boolean | This attribute indicates that this message is a duplicate of another message, transmitted previously through alternate means. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
allocation |
Contents Index |
| allocation | ||
| idAliases | ||
| links | ||
| tradeType | ||
| allocationStatus | ||
| transactionDetails | ||
| orderDetail |
| Name | Type | Description |
|---|---|---|
| allocationId | string | An identification code for referencing this message payload. |
| copy | boolean | This attribute indicates that the message is a copy of a message sent to a different party. |
| dataSource | string | The source of the data contained in this message. |
| duplicate | boolean | This attribute indicates that this message is a duplicate of another message, transmitted previously through alternate means. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
allocationStatus |
Contents Index |
Allocation status indicator.
| allocationStatus |
This describes the current status of an allocation. Common allocation status codes are: PARTIAL, and COMPLETE.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
amount |
Contents Index |
| amount | ||
| value | ||
| currencyCode | ||
| countryCode | ||
| description | ||
| fxInfo |
| Name | Type | Description |
|---|---|---|
| amountCode | string | The nature of the recorded amount. |
| TRADE | ||
| RESULTING | ||
| FACEVALUE | ||
| FEDERALTAX | ||
| BROKERCOMMISION | ||
| amountType | string | The type of amount. |
| COST | ||
| INTEREST | ||
| COMMISSION | ||
| FEE | ||
| TAX | ||
| DUTY | ||
amounts |
Contents Index |
A collection of amounts.
| amounts | ||
| amount |
There are no attributes defined for this element.
bar |
Contents Index |
A related set of market data.
| bar | ||
| properties |
There are no attributes defined for this element.
capacity |
Contents Index |
Party capacity.
| capacity |
The text of this element describes the capacity in which a party may operate.
There are no attributes defined for this element.
cashFlowInfo |
Contents Index |
Information about a cash flow.
| cashFlowInfo | ||
| flowPayment | ||
| Choice of: | fixedFlow floatingFlow complexFlow |
| Name | Type | Description |
|---|---|---|
| cashFlowType | string | Describes the type of cashflow. |
| PAYMENT | A simple payment. No additional subelements are present.. | |
| FIXED | A fixed interest rate cashflow. | |
| FLOATING | A complex, floating interest rate cashrate. | |
| COMPLEX | A complex interest rate cashflow. | |
certificate |
Contents Index |
Certificate indicator.
| certificate |
This element will contain an identification code for an instrument certificate, or an understood code which represents a group of certificates.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
certificates |
Contents Index |
A collection of certificate indicators.
| certificates | ||
| certificate |
There are no attributes defined for this element.
chargingTaxBasis |
Contents Index |
Charging tax basis indicator
| chargingTaxBasis |
This element describes the basis upon which taxes are to be calculated for this transaction.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
command |
Contents Index |
A command message.
| command | ||
| idAliases | ||
| links | ||
| commandCode | ||
| commandType | ||
| commandData |
| Name | Type | Description |
|---|---|---|
| commandId | string | An identification code for the exchange. |
| idSource | string | The source of the identification code. |
| idType | string | The type of indentification code. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
commandCode |
Contents Index |
Command code indicator.
| commandCode |
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
commandData |
Contents Index |
The textual data associated with a command message.
| commandData |
There are no attributes defined for this element.
commandType |
Contents Index |
Command type indicator.
| commandType |
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
commissionSharingBasis |
Contents Index |
Commision sharing basis indicator.
| commissionSharingBasis |
This element describes the basis upon which commisions are shared for this transaction.
Possible values include PERUNIT, PERCENT, and FLATFEE.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
commissionSharingType |
Contents Index |
Commision sharing type indicator.
| commissionSharingType |
This element describes the type of commision sharing for this transaction.
Possible values include SOFTDOLLAR, STEPOUT, and CLIENTDIRECTED.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
commodity |
Contents Index |
Information about a traded commodity
| commodity | ||
| idAliases | ||
| markets | ||
| commodityType | ||
| measurementUnit |
| Name | Type | Description |
|---|---|---|
| commodityId | string | An identification code for the commodidty. |
| idSource | string | The source of the identification code. |
| idType | string | The type of indentification code. |
commodityType |
Contents Index |
Commodity type indicator.
| commodityType |
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
complexFlow |
Contents Index |
Complex Cashflow Definition
| complexFlow | ||
| amount | ||
| complexFlowResets |
This element describes a complex, floating interest rate cahsflow.
| Name | Type | Description |
|---|---|---|
| discountDT | timeInstant | The date from which an interest rate discount is applied. |
| endDT | timeInstant | The date on which the payment period ends. |
| rate | string | The interest rate applied to this flow. This may contain a value, or a code identifying an externally defined rate. |
| startDT | timeInstant | The date on shich the payment period is to begin. |
complexFlowRate |
Contents Index |
Complex Cashflow Rate Observation
| complexFlowRate |
| Name | Type | Description |
|---|---|---|
| endDT | timeInstant | The end date of the period for which this rate applies. |
| rateDT | timeInstant | The date on which this rate is quoted |
| startDT | timeInstant | The start date of the period for which this rate applies. |
| weighting | string | The weighting applied to the period for which this rate applies. |
complexFlowRates |
Contents Index |
Complex Cashflow Rate Observations
| complexFlowRates | ||
| complexFlowRate |
This element is a collection of Complex Cashflow Rate Description elements
There are no attributes defined for this element.
complexFlowReset |
Contents Index |
Complex Cashflow Reset Description
| complexFlowReset | ||
| amount | ||
| rateFormula | ||
| complexFlowRates |
This element describes a period over which a portion of a complex, floating interest cashflow occurs.
| Name | Type | Description |
|---|---|---|
| dayCount | string | The number of days during the period. |
| fixingDT | timeInstant | The fixing date for the applied interest rate. |
| forwardEndDT | timeInstant | The end date of the period in which the forward rate is applied. |
| forwardRate | string | The forwarding interest rate. |
| forwardStartDT | timeInstant | The date froom which the forward rate is applied. |
| frequency | string | The payment frequency during the period. |
complexFlowResets |
Contents Index |
Complex Cashflow Reset Descriptions
| complexFlowResets | ||
| complexFlowReset |
This element is a collection of Complex Cashflow Reset Description elements
There are no attributes defined for this element.
confirmation |
Contents Index |
| confirmation | ||
| idAliases | ||
| links | ||
| tradeType | ||
| transactionDetails | ||
| orderDetail |
| Name | Type | Description |
|---|---|---|
| confirmationId | string | |
| copy | boolean | |
| duplicate | boolean | |
| idSource | string | |
| idType | string | |
| messageFunction | string |
constituents |
Contents Index |
The constituents of a transaction.
| constituents | ||
| parties | ||
| roles | ||
| accounts | ||
| contacts |
This element contains all the information about the parties involved in a transaction, the roles they play, and the accounts they use.
There are no attributes defined for this element.
contact |
Contents Index |
A contact descrioption.
| contact |
The text of this element contains a contact description.
| Name | Type | Description |
|---|---|---|
| contactId | ID | An identification code for the contact. |
| idSource | string | The source of the identification code. |
| idType | string | The type of indentification code. |
contacts |
Contents Index |
A collection of conmtacts.
| contacts | ||
| contact |
There are no attributes defined for this element.
conversation |
Contents Index |
This element describes the different conversations in which this message is involved.
| conversation |
This element may be used to provide a logical, higher level grouping of messages. A conversation may consist of multiple messages, and may need to be treated as a whole transaction. Similarly, multiple conversations may be contained in a session; especially when there are multiple parties involved. Additional sub-elements may be used to extend this tag, but these are outside the scope of this specification.
| Name | Type | Description |
|---|---|---|
| conversationId | string | An identifier for the conversation. |
| sessionId | string | An identifier for the session. |
conversations |
Contents Index |
A collection of conversation elements.
| conversations | ||
| conversation |
This contains the conversation elements for all of the conversations in which this message is a participant.
There are no attributes defined for this element.
countryCode |
Contents Index |
Country Code Indicator
| countryCode |
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard ISO code, then this field should indicate the source of the code. |
coupon |
Contents Index |
Coupon
| coupon |
| Name | Type | Description |
|---|---|---|
| nextDT | timeInstant | The date of the next coupon |
| number | string | Coupon Number |
| version | string | Coupon Version |
coupons |
Contents Index |
A collection of coupon description elements.
| coupons | ||
| coupon |
There are no attributes defined for this element.
currencyCode |
Contents Index |
A currency identification code.
| currencyCode |
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard ISO code, then this field should indicate the source of the code. |
dailyBar |
Contents Index |
A related set of market data.
| dailyBar | ||
| properties |
There are no attributes defined for this element.
declaration |
Contents Index |
Party declaration.
| declaration |
There are no attributes defined for this element.
delivery |
Contents Index |
The source of the message.
| delivery | ||
| locations |
This is the addressing information for the system which will eventually receive the message, if different from the target.
| Name | Type | Description |
|---|---|---|
| address | string | The address of the system which will eventually receive the message. |
denomination |
Contents Index |
Denomination indicator.
| denomination |
The contents of this element indicate the denomination for a represented value. Possible values for this element include: DOLLARSANDEIGHTHS, CENTS, DOLLARS, PARVALUE, NET, and AVERAGE.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
deposit |
Contents Index |
Information about a deposit.
| deposit | ||
| cashFlowInfo | ||
| depositType |
There are no attributes defined for this element.
depositType |
Contents Index |
Deposit type indicator.
| depositType |
This element indicates the type of deposit instrument being referenced.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
description |
Contents Index |
A textual description.
| description |
There are no attributes defined for this element.
equity |
Contents Index |
An instrument representing a share of equity in a corporation.
| equity | ||
| idAliases | ||
| markets | ||
| issuer | ||
| certificates |
| Name | Type | Description |
|---|---|---|
| equityId | string | An identification code for the security. |
| idSource | string | The source of the identification code. |
| idType | string | The type of indentification code. |
exchangeSet |
Contents Index |
A set of properties for an exchange.
| exchangeSet | ||
| idAliases | ||
| properties |
An exchange set is used to group market data properties which are common to a particular exchange.
| Name | Type | Description |
|---|---|---|
| exchangeId | string | An identification code for the exchange. |
| idSource | string | The source of the identification code. |
| idType | string | The type of indentification code. |
exchangeSets |
Contents Index |
A collection of exchange set elements.
| exchangeSets | ||
| exchangeSet |
There are no attributes defined for this element.
execution |
Contents Index |
| execution | ||
| idAliases | ||
| links | ||
| tradeType | ||
| orderStatus | ||
| transactionDetails | ||
| orderDetail |
| Name | Type | Description |
|---|---|---|
| copy | boolean | This attribute indicates that the message is a copy of a message sent to a different party. |
| dataSource | string | The source of the data contained in this message. |
| duplicate | boolean | This attribute indicates that this message is a duplicate of another message, transmitted previously through alternate means. |
| executionId | string | An identification code for referencing this message payload. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
failureReason |
Contents Index |
A description of a message processing failure.
| failureReason |
This element should be populated when a message cannot be successfully delivered to the destination. The element contents should describe the reason for the failure, and could assist in diagnosing and correcting the problem.
| Name | Type | Description |
|---|---|---|
| reasonCode | string | A code associated with a particular failure reason. This could be used in automated recovery mechanisms. |
failureReasons |
Contents Index |
A collection of failureReason elements.
| failureReasons | ||
| failureReason |
These elements describe why the message could not be delivered to the destination.
This element should be considered mandatory when the failure attribute of the message element is set to true, and should be ignored if the attribute is false of not specified.
There are no attributes defined for this element.
filter |
Contents Index |
A filter used when retrieving market data.
| filter |
The contents of this element are dictated by the requirements of the particular market data provider.
| Name | Type | Description |
|---|---|---|
| filterType | string | The type of filter being applied. |
filters |
Contents Index |
A collection of fiter elements.
| filters | ||
| filter |
There are no attributes defined for this element.
fixed |
Contents Index |
The description information for a fixed income security.
| fixed | ||
| idAliases | ||
| fixedType | ||
| markets | ||
| issuer | ||
| cashFlowInfo | ||
| certificates | ||
| coupons |
Fixed income securities include bonds, notes, and other institutional debt instruments.
| Name | Type | Description |
|---|---|---|
| fixedId | string | An identification code for the security. |
| idSource | string | The source of the identification code. |
| idType | string | The type of indentification code. |
fixedFlow |
Contents Index |
A fixed interest cash flow.
| fixedFlow |
| Name | Type | Description |
|---|---|---|
| discountDT | timeInstant | The date from which an interest rate discount is applied. |
| endDT | timeInstant | The date on which the payment period ends. |
| rate | string | The interest rate applied to this flow. This may contain a value, or a code identifying an externally defined rate. |
| startDT | timeInstant | The date on shich the payment period is to begin. |
fixedType |
Contents Index |
Fixed income type indicator.
| fixedType |
This element indicates the type of fixed income instrument being referenced.
There are no attributes defined for this element.
floatingFlow |
Contents Index |
A floating interest cash flow.
| floatingFlow | ||
| amount | ||
| rateFormula |
| Name | Type | Description |
|---|---|---|
| dayCount | string | The number of days in the period during which interest is applicaple. |
| discountDT | timeInstant | The date from which an interest rate discount is applied. |
| endDT | timeInstant | The date on which the payment period ends. |
| finalResetRate | string | |
| fixingDT | timeInstant | The fixing date for the applied interest rate. |
| forwardEndDT | timeInstant | The end date of the period in which the forward rate is applied. |
| forwardRate | string | The forwarding interest rate. |
| forwardStartDT | timeInstant | The date froom which the forward rate is applied. |
| frequency | string | The payment frequency during the period. |
| observedRate | string | The observed interest rate. |
| rate | string | The interest rate applied to this flow. This may contain a value, or a code identifying an externally defined rate. |
| startDT | timeInstant | The date on shich the payment period is to begin. |
flowPayment |
Contents Index |
Information on a payment contained within a cash flow.
| flowPayment | ||
| amount |
| Name | Type | Description |
|---|---|---|
| payerId | IDREF | An identification code for the party making the payment. This should reference a party in an associated constituents block. |
| paymentDT | timeInstant | The date on which the payment was or will be made. |
| receiverId | string | An identification code for the party receiving the payment. This should reference a party in an associated constituents block. |
forEx |
Contents Index |
A foreign exchange transaction
| forEx | ||
| amount | ||
| forExType |
There are no attributes defined for this element.
forExType |
Contents Index |
Foreign exchange type indicator.
| forExType |
This element indicates the type of foreign exchange instrument being referenced.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
fromCurrency |
Contents Index |
From Currency Descriptor
| fromCurrency | ||
| currencyCode | ||
| countryCode |
This element describes the From currency in a currency exchange.
There are no attributes defined for this element.
fromInstrument |
Contents Index |
The FROM instrument in a swap trade.
| fromInstrument | ||
| idAliases | ||
| future | ||
| option | ||
| repos | ||
| right | ||
| warrant | ||
| Choice of: | fixed commodity deposit equity forEx fund loan mortgage payment swap |
This instrument block is identical to a normal instrument.
| Name | Type | Description |
|---|---|---|
| derivativeType | string | The derivatives applied to the base instrument. |
| idSource | string | The source for the instrument identification code. |
| instrumentClass | string | The class of the instrument. |
| instrumentId | string | An identification code for the instrument. |
fund |
Contents Index |
A fund instrument.
| fund | ||
| fundType | ||
| idAliases | ||
| issuer | ||
| instruments |
This element describes a fund, or a similar pool of instruments.
| Name | Type | Description |
|---|---|---|
| fundId | string | An identification code for the instrument. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
fundType |
Contents Index |
Fund type indicator.
| fundType |
This element indicates the type of fund instrument being referenced.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
future |
Contents Index |
A futures contract.
| future | ||
| futureType | ||
| price |
This is a derivative, applied to some class of instrument.
A future is a standardized, transferrable, exchange-traded contract that requires delivery of an instrument, at a specified price, on a specified future date.
| Name | Type | Description |
|---|---|---|
| deliveryDT | timeInstant | The date at which the securities are to be delivered |
futureList |
Contents Index |
| futureList | ||
| underlyingVehicle | ||
| futureVehicles |
| Name | Type | Description |
|---|---|---|
| dataSource | string | The source of the data contained in this message. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| listOrder | string | The name of the property on whose value the list is ordered. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| symbolId | string | An identification code for the vehicle whose data is being transmitted. |
futureListRequest |
Contents Index |
| futureListRequest | ||
| futureList |
| Name | Type | Description |
|---|---|---|
| masterProperties | boolean | If this attribute is set to true, then all property names are contained in the list detailed in the description of the property element. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| updating | boolean | If this attribute is set to true, then the requester is subscribing to the information. Updates should be sent whenever any of the requested information changes. |
futureType |
Contents Index |
The type of future contract being described.
| futureType |
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
futureVehicle |
Contents Index |
| futureVehicle | ||
| properties | ||
| exchangeSets |
| Name | Type | Description |
|---|---|---|
| dataSource | string | The source of the data contained in this message. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| symbolId | string | An identification code for the vehicle whose data is being transmitted. |
futureVehicles |
Contents Index |
| futureVehicles | ||
| futureVehicle |
There are no attributes defined for this element.
fxInfo |
Contents Index |
Information about an exchange of currencies.
| fxInfo | ||
| fromCurrency | ||
| toCurrency |
| Name | Type | Description |
|---|---|---|
| fxDT | timeInstant | The date an time at which the rate is in effect. |
| fxRate | string | The rate of exchange between the currencies. |
| side | string | Indicates whether this is a BUY, SELL, or SWAP of the currency. Can be used to determine the type of rate applied. |
genericList |
Contents Index |
| genericList | ||
| vehicles |
| Name | Type | Description |
|---|---|---|
| dataSource | string | The source of the data contained in this message. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| listId | string | An identification code for the list whose data is being transmitted. |
| listOrder | string | The name of the property on whose value the list is ordered. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
genericListRequest |
Contents Index |
| genericListRequest | ||
| genericList |
| Name | Type | Description |
|---|---|---|
| masterProperties | boolean | If this attribute is set to true, then all property names are contained in the list detailed in the description of the property element. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| updating | boolean | If this attribute is set to true, then the requester is subscribing to the information. Updates should be sent whenever any of the requested information changes. |
history |
Contents Index |
Historical market data.
| history | ||
| properties | ||
| bar | ||
| dailyBar | ||
| quoteBar |
| Name | Type | Description |
|---|---|---|
| dataSource | string | The source of the data contained in this message. |
| endDT | timeInstant | The end date of the period for which data is requested. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| interval | string | |
| intervalSize | string | |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| span | string | |
| startDT | timeInstant | The start date of the period for which data is requested. |
| symbolId | string | An identification code for the vehicle whose data is being transmitted. |
historyRequest |
Contents Index |
A request for historical market data.
| historyRequest | ||
| history |
Histories are non-updating and as such cannot be subscribed to.
| Name | Type | Description |
|---|---|---|
| masterProperties | boolean | If this attribute is set to true, then all property names are contained in the list detailed in the description of the property element. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
idAlias |
Contents Index |
| idAlias |
This element is used to contain alternate identification codes for various elements. Any element which is described using the set of id, idType, and idSource, can optionally contain a collection of idAliases for the same element.
| Name | Type | Description |
|---|---|---|
| aliasId | string | An alternate identification code for the element. |
| aliasSource | string | The source of the alternate code. |
| aliasType | string | The type of the alternate code. |
| description | string | A textual description of the alternate code. |
idAliases |
Contents Index |
Id Aliases
| idAliases | ||
| idAlias |
This is a collection of idAlias elements.
There are no attributes defined for this element.
indexList |
Contents Index |
| indexList | ||
| vehicles |
| Name | Type | Description |
|---|---|---|
| dataSource | string | The source of the data contained in this message. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| indexId | string | An identification code for the index whose data is being transmitted. |
| listOrder | string | The name of the property on whose value the list is ordered. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
indexListRequest |
Contents Index |
| indexListRequest | ||
| indexList |
| Name | Type | Description |
|---|---|---|
| masterProperties | boolean | If this attribute is set to true, then all property names are contained in the list detailed in the description of the property element. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| updating | boolean | If this attribute is set to true, then the requester is subscribing to the information. Updates should be sent whenever any of the requested information changes. |
instruction |
Contents Index |
Instructional text accompanying a transaction.
| instruction |
This element contains instructions to the role for which it is a descendant.
| Name | Type | Description |
|---|---|---|
| accountIds | IDREFS | Identification codes for any accounts affected by this instruction. |
| instructionCode | string | |
| instructionType | string | The type of instruction. |
| TRADE | Trade instructions. | |
| SETTLEMENT | Settlement instructions. | |
| CASH | Cash instructions. | |
| override | boolean | Indicates that the instruction may be overridden at the discretion of the receiving party. |
| reference | string | A reference value for this instruction. This field may be used to reference an externally defined instruction. |
instructions |
Contents Index |
A collection of instruction elements.
| instructions | ||
| instruction |
There are no attributes defined for this element.
instrument |
Contents Index |
This block contains the descriptive data for the instrument or security referenced in the message.
| instrument | ||
| idAliases | ||
| future | ||
| option | ||
| repos | ||
| right | ||
| warrant | ||
| Choice of: | fixed commodity deposit equity forEx fund loan mortgage payment swap |
STPml allows for a wide varirty of instruments and derivatives to be described. This is due to the flexible structure of this element. This element can contain one instrumentClass, and zero or more derivative information blocks. It is this allowing for multiple derivates that provides the heightened flexibility.
It is also important to note that often, the sub-elements will be ommitted, and the information specified in the attributes only. For instance, the message could just be instrumentId="MSFT", idType="TICKER", idSource="NASDAQ", instrumentClass="EQUITY". The full contents of this block would be populated during an enrichment operation, when full details are desired.
| Name | Type | Description |
|---|---|---|
| derivativeType | string | The derivatives applied to the base instrument. This attribute indicates which derivative information elements may be contained in the message. Several examples are given here, but this list should not be considered exaustive by any means. |
| FUTURE | A futures contract for the delivery of an instrument. | |
| OPTION | An option on the purchase of an instrument. | |
| REPO | An agreement to repurchase an instument. | |
| RIGHT | A priveledge for instrument purchase. | |
| WARRANT | A warrant certificate on an instrument. | |
| FUTUREOPTION | Options on a futures contract for an instrument. | |
| OPTIONFUTURE | A futures contract for options on an instrument. | |
| idSource | string | The source for the instrument identification code. For example, if idType='TICKER', possible values for idSource would include NYSE and NASDAQ. |
| idType | string | The type of istrument identification code |
| ISIN | An International Security Identification Number. | |
| CUSIP | A code published by the Committee on Uniform Securities Identification Procedures. | |
| TICKER | A ticker symbol. | |
| instrumentClass | string | The class of the instrument. This attribute indicates the type of instrumentClass element which may be contained in the message. |
| FIXED | A fixed income instrument, such as a bond. | |
| COMMODITY | A commodidty, such as food or resources. | |
| DEPOSIT | A monetary deposit. | |
| EQUITY | A portion of capital in a corporation, such as stock certificates. | |
| FOREX | A foreign exchange transaction. | |
| FUND | A pool of other instruments, such as a mutual fund. | |
| LOAN | A debt owed. | |
| MORTGAGE | Mortgage backed instruemnts. | |
| PAYMENT | An agreed payment stream. | |
| SWAP | A swap of two different underlying instruments | |
| instrumentId | string | An identification code for the instrument. |
instruments |
Contents Index |
A collection of instruments
| instruments | ||
| instrument |
There are no attributes defined for this element.
ioi |
Contents Index |
| ioi | ||
| idAliases | ||
| links | ||
| ioiTypes | ||
| tradeSide | ||
| timeLimit | ||
| transactionDate | ||
| quality | ||
| services | ||
| qualifiers | ||
| description | ||
| url | ||
| party | ||
| price | ||
| instrument |
| Name | Type | Description |
|---|---|---|
| copy | boolean | This attribute indicates that the message is a copy of a message sent to a different party. |
| dataSource | string | The source of the data contained in this message. |
| duplicate | boolean | This attribute indicates that this message is a duplicate of another message, transmitted previously through alternate means. |
| expirationDT | timeInstant | The date end time when this offer will expire. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| ioiId | string | An identification code for referencing this message payload. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| natural | boolean | Indicates that this IOI is the result of an existing order and is not a solicitation. |
| preparationDT | timeInstant | The date and time when this message was prepared. |
ioiType |
Contents Index |
IOI type indicator.
| ioiType |
This element contains a code indicating the type of the IOI.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
ioiTypes |
Contents Index |
A collection of IOI Type indicators.
| ioiTypes | ||
| ioiType |
There are no attributes defined for this element.
issuer |
Contents Index |
An isseuer description element.
| issuer | ||
| idAliases | ||
| capacity | ||
| name | ||
| description | ||
| declaration | ||
| address |
This element is identical to the party element.
| Name | Type | Description |
|---|---|---|
| accountIds | IDREFS | A collection of references for accounts used by this party. These can be used as links into the accounts block. |
| contactIds | IDREFS | A collection of references for contacts for this party. These can be used as links into the contacts block. |
| idSource | string | The source of the party identification code. |
| idType | string | The type of identification code. |
| partyId | ID | An identification code for the party. This will ussually be a BIC code, but may be some other format. |
| partyType | string | This optional attributre can be used to decribe the party. |
| processingDT | timeInstant | The date upon which this party will current transactions. |
link |
Contents Index |
A link to another message.
| link | ||
| idAliases |
This element is used to link multiple messages together, either for reference purposes, or because the messages are to be processed as a group.
One example of such a linking, would be in an order which is being sent in response to a previously received IOI. The order would contain a link to the IOI, with a link sequence of INFORMATIONAL, and a reference of PREVIOUSRECEIVED.
Another example would be a basket trade order. A master order would be sent with links to all of the child orders. The child orders would each have a reference to the master. All of the link sequence attributes would be set to WITH, indicating that all the messages should be processed as a group.
| Name | Type | Description |
|---|---|---|
| idSource | string | The source of the identification code. |
| idType | string | The type of indentification code. |
| linkId | string | An identification code for the referenced message. |
| messageType | string | The type of message being referenced. |
| reference | string | Indicates additional, possibly transactional, information about the referenced message. |
| PREVIOUSSENT | The messge was sent previous to the sending of the current one. | |
| PREVIOUSRECEIVED | The message was received previous to the sending of the current one. | |
| REFERENCED | The message is being referenced. | |
| MASTER | The referenced message is the master in a master child relationship. | |
| CHILD | The referenced message is the child in a master child relationship. | |
| sequence | string | This attribute can be used to indicate the sequential nature of the link. |
| BEFORE | The referenced message should be processed before the current one. | |
| WITH | The referenced message should be processed in conjunction with the current one. | |
| AFTER | The referenced message should be processed after the current one. | |
| INFORMATIONAL | The referenced message does not require processing. The link is informational only. | |
links |
Contents Index |
A collection of link elemenrts.
| links | ||
| link |
There are no attributes defined for this element.
loan |
Contents Index |
Information describing a loan.
| loan | ||
| cashFlowInfo | ||
| loanType |
There are no attributes defined for this element.
loanType |
Contents Index |
Loan type indicator.
| loanType |
This element indicates the type of loan instrument being referenced.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
location |
Contents Index |
A location description.
| location |
| Name | Type | Description |
|---|---|---|
| locationType | string | The type of location described by this element. |
locations |
Contents Index |
A collection of location elements.
| locations | ||
| location |
There are no attributes defined for this element.
market |
Contents Index |
A description of a market, or other trade location.
| market | ||
| name | ||
| description | ||
| marketType | ||
| idAliases |
| Name | Type | Description |
|---|---|---|
| idSource | string | The source of the identification code. |
| idType | string | The type of indentification code. |
| marketId | string | An identification code for the market. |
marketMaker |
Contents Index |
| marketMaker | ||
| properties |
| Name | Type | Description |
|---|---|---|
| dataSource | string | The source of the data contained in this message. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| makerId | string | An identification code for the referenced market maker. |
marketMakerList |
Contents Index |
| marketMakerList | ||
| marketMakers |
| Name | Type | Description |
|---|---|---|
| dataSource | string | The source of the data contained in this message. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| listOrder | string | The name of the property on whose value the list is ordered. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| symbolId | string | An identification code for the vehicle whose data is being transmitted. |
marketMakerListRequest |
Contents Index |
| marketMakerListRequest | ||
| marketMakerList |
| Name | Type | Description |
|---|---|---|
| masterProperties | boolean | If this attribute is set to true, then all property names are contained in the list detailed in the description of the property element. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| updating | boolean | If this attribute is set to true, then the requester is subscribing to the information. Updates should be sent whenever any of the requested information changes. |
marketMakers |
Contents Index |
| marketMakers | ||
| marketMaker |
There are no attributes defined for this element.
markets |
Contents Index |
A collection of market description elements.
| markets | ||
| market |
There are no attributes defined for this element.
marketType |
Contents Index |
A market type indicator.
| marketType |
A code indicating the type of market.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
measurementUnit |
Contents Index |
The measurement unit for a commodidty.
| measurementUnit |
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
message |
Contents Index |
The message header is an envelope for all other messages. This allows a standard form of addressing and routing messages, without necessarily having to parse the body of the message. The payload or body of the message may be encrypted, regardless of transport level encryption of the message, thereby providing application level security.
| message | ||
| routes | ||
| traces | ||
| conversations | ||
| failureReasons | ||
| payload |
The STPML message protocol does not make provision for continuous message acknowledgement, but is designed instead to assume successful transmission of messages. Explicit acknowledgement of message delivery may be accomplished by utilizing receipt messages.
The messageId and messageDT attribuites should be filled in by the sender of the message. In the case where the sender is forwarding the message, such as for an intermediate network, the original messageId and messageDT would be stored in the originatorId and originatorDT, respectively.
If a message cannot be successfully delivered, then it should be marked as failed. Failed messages reverse routed, which is to say, they are routed from the target to the sender, back to the original source of the message. If possible, the message should be returned by the same path through any intermediate networks.
| Name | Type | Description |
|---|---|---|
| expiryDT | timeInstant | Indicates the maximum lifetime for the message. If the message cannot be delivered by this time, then it should be discarded. This field is optional, and if it is not provided, then the message will never expire. |
| failure | boolean | This Boolean field indicates that this message could not be delivered to the destination. The details of the failure are provided in the Failure Reasons block of the message header. Failure notifications are reverse routed through the network, which is to say, they are returned to the entity identified as the SOURCE. If possible, this delivery should follow the reverse of the route the message originally took. |
| messageDT | timeInstant | This mandatory attribute is a timeInstant which indicates the date and time when the message was transmitted. |
| messageId | string | This attribute contains an identifier by which the message can be located. This identifier should be suitably unique, which is to say the combination of Message ID and Messsage Date should be unique for a particular Sender. |
| messageType | string | This indicates the type of message contained within the payload. |
| QUOTEREQUEST | Order Processing: An request for a quote on a securities transacation. | |
| QUOTE | Order Processing: A response to a quote request. | |
| IOI | Order Processing: An indication of interest. Essentially, an unsolicited quote. | |
| ORDER | Order Processing: An order to buy or sell securities. | |
| EXECUTION | Order Processing: An execution report for an securities trade. | |
| ALLOCATION | Order Processing: The allocation details for an executed transaction. | |
| CONFIRMATION | Order Processing: Confirmation of the allocation details. | |
| AFFIRMATION | Order Processing: The final affirmation of the transaction. | |
| SETTLEMENT | Trade Settlement: The settlement details for a processed securities trade. | |
| TRANSACTION | Trade Settlement: An individual transaction detail for a portion of a securities trade. | |
| VEHICLEREQUEST | Market Data: A request for data for a particular trading vehicle. | |
| VEHICLE | Market Data: A collection of data for a particular trading vehicle. | |
| HISTORYREQUEST | Market Data: A request for history data for a vehicle. | |
| HISTORY | Market Data: History data for a vehicle. | |
| TIMEANDSALESREQUEST | Market Data: A request for time and sales data for a vehicle. | |
| TIMEANDSALES | Market Data: Time and sales data for a vehicle. | |
| ORDERBOOKREQUEST | Market Data: A request for details of the open orders for a vehicle. | |
| ORDERBOOK | Market Data: Details of the open orders for a vehicle. | |
| NEWSHEADLINEREQUEST | Market Data: A request for news headlines. | |
| NEWSHEADLINE | Market Data: News headline data. | |
| NEWSSTORYREQUEST | Market Data: A request for news story. | |
| NEWSSTORY | Market Data: A news story. | |
| OPTIONLISTREQUEST | Market Data: Request a list of available options on a vehicle. | |
| OPTIONLIST | Market Data: A list of available options on a vehicle. | |
| FUTURELISTREQUEST | Market Data: Request a list of available futures on a vehicle. | |
| FUTURELIST | Market Data: A list of available futures on a vehicle. | |
| INDEXLISTREQUEST | Market Data: Request a list of vehicles for a particular market index. | |
| INDEXLIST | Market Data: A list of vehicles for a particular market index. | |
| MOSTACTIVESLISTREQUEST | Market Data: Request a list of the most active vehicles for a market. | |
| MOSTACTIVESLIST | Market Data: A list of the most active vehicles for a market. | |
| MARKETMAKERLISTREQUEST | Market Data: Request a list of market makers for a particular vehicle. | |
| MARKETMAKERLIST | Market Data: A list of market makers for a particular vehicle. | |
| GENERICLISTREQUEST | Market Data: Request a A generic list of vehicles. | |
| GENERICLIST | Market Data: A generic list of vehicles. | |
| SYMBOLSEARCHREQUEST | Market Data: Search for a particular vehicle. | |
| SYMBOLSEARCH | Market Data: The results of a symbol search. | |
| COMMAND | Notification: A command message sent to another message processor. | |
| NOTIFY | Notification: A generic notification message. | |
| RECEIPT | Notification: Notification of the receipt of a previously transmitted message. | |
| REJECT | Notification: Used to reject a previously transmitted message. | |
| RESULT | Notification: Similar to a reject, but does not indicate a processing error. | |
| SYNCHRONIZATION | Notification: Used to synchronize data between different message processors. | |
| originationDT | timeInstant | This optional attribute is a timeInstant which indicates the date and time when the message originated. |
| originationId | timeInstant | This optional attribute contains the original message id, and is included when a new message id has been assigned by an intermediate network.. |
| possibleDuplicate | boolean | This Boolean field should be set to true to indicate that the message might be a duplicate. This condition can result when a network node has retransmitted the message because of a perceived delivery failure. |
| priority | string | This field may be used to indicate that a particular message is of higher or lower priority than other messages. A network may optionally perform priority based message routing, to ensure quicker delivery of higher priority messages. |
| receiptRequest | boolean | This Boolean flag indicates that a receipt is requested for this message. The destination party should generate the receipt after they have successfully received the message. |
| securityLevel | string | This field can be used to indicate the level of security requirement for the message. |
| traceRoute | boolean | This Boolean field indicates whether routing trace data should be accumulated as the message traverses the network. If this field is set to yes, then network nodes should append data to the Trace Information block as they forward the message. |
mortgage |
Contents Index |
A mortgage based instrument.
| mortgage | ||
| mortgageType | ||
| idAliases | ||
| issuer | ||
| certificates |
This elemnt describes a mortgage based instrument.
| Name | Type | Description |
|---|---|---|
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| mortgageId | string | An identification code for the instrument. |
mortgageType |
Contents Index |
Mortgage type indicator.
| mortgageType |
This element indicates the type of mortgage instrument being referenced.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
mostActivesList |
Contents Index |
| mostActivesList | ||
| vehicles |
| Name | Type | Description |
|---|---|---|
| dataSource | string | The source of the data contained in this message. |
| exchangeId | string | An identification code for the exchange whose data is being transmitted. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| listOrder | string | The name of the property on whose value the list is ordered. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
mostActivesListRequest |
Contents Index |
| mostActivesListRequest | ||
| mostActivesList |
| Name | Type | Description |
|---|---|---|
| masterProperties | boolean | If this attribute is set to true, then all property names are contained in the list detailed in the description of the property element. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| updating | boolean | If this attribute is set to true, then the requester is subscribing to the information. Updates should be sent whenever any of the requested information changes. |
name |
Contents Index |
A textual name.
| name |
There are no attributes defined for this element.
newsHeadline |
Contents Index |
A news headline.
| newsHeadline | ||
| properties |
| Name | Type | Description |
|---|---|---|
| dataSource | string | The source of the data contained in this message. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| symbolId | string | An identification code for the vehicle whose data is being transmitted. |
newsHeadlineRequest |
Contents Index |
A request for news headlines.
| newsHeadlineRequest | ||
| filters |
| Name | Type | Description |
|---|---|---|
| masterProperties | boolean | If this attribute is set to true, then all property names are contained in the list detailed in the description of the property element. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| updating | boolean | If this attribute is set to true, then the requester is subscribing to the information. Updates should be sent whenever any of the requested information changes. |
newsStory |
Contents Index |
A news story
| newsStory | ||
| newsHeadline | ||
| property |
| Name | Type | Description |
|---|---|---|
| dataSource | string | The source of the data contained in this message. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| symbolId | string | An identification code for the vehicle whose data is being transmitted. |
newsStoryRequest |
Contents Index |
| newsStoryRequest | ||
| newsStory |
News story requests are usually generated by reference to a news headline.
News stories are non-updating and as such cannot be subscribed to.
| Name | Type | Description |
|---|---|---|
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
notify |
Contents Index |
A notification message.
| notify | ||
| links | ||
| notifyData |
There are no attributes defined for this element.
notifyData |
Contents Index |
The textual data associated with a Notify message.
| notifyData |
There are no attributes defined for this element.
openOrder |
Contents Index |
| openOrder | ||
| properties |
| Name | Type | Description |
|---|---|---|
| idSource | string | |
| idType | string | |
| orderId | string |
openOrders |
Contents Index |
| openOrders | ||
| openOrder |
There are no attributes defined for this element.
option |
Contents Index |
An option to purchase an instrument at a future date.
| option | ||
| optionType | ||
| optionStyle | ||
| price |
This is a derivative, applied to some class of instrument.
An option is the right, but not the obligation, to buy or sell a specific amount of an instrument at a specified price, during a specified period of time.
| Name | Type | Description |
|---|---|---|
| exerciseDT | timeInstant | The date upon which the option must be exercised. |
| startDT | timeInstant | The start date of the period in which the option may be exercised. |
optionList |
Contents Index |
| optionList | ||
| underlyingVehicle | ||
| optionVehicles |
| Name | Type | Description |
|---|---|---|
| dataSource | string | The source of the data contained in this message. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| listOrder | string | The name of the property on whose value the list is ordered. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| symbolId | string | An identification code for the vehicle whose data is being transmitted. |
optionListRequest |
Contents Index |
| optionListRequest | ||
| optionList |
| Name | Type | Description |
|---|---|---|
| masterProperties | boolean | If this attribute is set to true, then all property names are contained in the list detailed in the description of the property element. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| updating | boolean | If this attribute is set to true, then the requester is subscribing to the information. Updates should be sent whenever any of the requested information changes. |
optionStyle |
Contents Index |
The style of the option.
| optionStyle |
Possible values for this element include: ONDATE, WITHINPERIOD, OCOUPONDATE, AMERICAN and EUROPEAN.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
optionType |
Contents Index |
The type of option being described.
| optionType |
This element will usually contain either PUT or CALL.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
optionVehicle |
Contents Index |
| optionVehicle | ||
| properties | ||
| exchangeSets |
| Name | Type | Description |
|---|---|---|
| dataSource | string | The source of the data contained in this message. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| symbolId | string | An identification code for the vehicle whose data is being transmitted. |
optionVehicles |
Contents Index |
| optionVehicles | ||
| optionVehicle |
There are no attributes defined for this element.
order |
Contents Index |
| order | ||
| idAliases | ||
| links | ||
| tradeType | ||
| orderDetail |
| Name | Type | Description |
|---|---|---|
| copy | boolean | This attribute indicates that the message is a copy of a message sent to a different party. |
| dataSource | string | The source of the data contained in this message. |
| duplicate | boolean | This attribute indicates that this message is a duplicate of another message, transmitted previously through alternate means. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| orderId | string | An identification code for referencing this message payload. |
orderBook |
Contents Index |
| orderBook | ||
| openOrders |
| Name | Type | Description |
|---|---|---|
| dataSource | string | The source of the data contained in this message. |
| exchangeId | string | An identification code for the exchange whose orders are being referenced. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| listOrder | string | The name of the property on whose value the list is ordered. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
orderBookRequest |
Contents Index |
| orderBookRequest | ||
| orderBook |
| Name | Type | Description |
|---|---|---|
| masterProperties | boolean | If this attribute is set to true, then all property names are contained in the list detailed in the description of the property element. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| updating | boolean | If this attribute is set to true, then the requester is subscribing to the information. Updates should be sent whenever any of the requested information changes. |
orderDetail |
Contents Index |
The details of an securities trade order.
The order detail block contains all of the data describing the requested transaction.. This block is sent in the original order message, and is then included in various other messages sent subsequently.
| Name | Type | Description |
|---|---|---|
| decisionDT | timeInstant | The date and time when the trade decision was made. |
| expiryDT | timeInstant | The time by which execution of this order must begin. |
| preparationDT | timeInstant | The date and time when this order was prepared |
| requestedSettleDT | string | The date and time when settlement of the order should occur. |
orderStatus |
Contents Index |
Order processing status indicator.
| orderStatus |
This describes the current status of an order. Common order status codes are: PARTIALLYFILLED, FILLED, DONEFORDAY, CALCULATED, and EXPIRED.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
orderType |
Contents Index |
Order type indicator.
| orderType |
This element describes the type of order. Standard values for this element are: MARKET, MARKETNOTHELD, ALLORNONE, LIMIT, FILLORKILL, STOPLIMIT, LIMITWITHRNDLOT, DISCRETIONARY, CAREFULLY, NOREDUCTION, NOINCREASE, NOTHELD, COMBO, ORDERRULE, MARKETREACH, STOP,BUYMINUS,BUYCONTRASHORT, and BUYCONTRASHORTEXEMPT.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
parties |
Contents Index |
A collection of parties.
| parties | ||
| party |
There are no attributes defined for this element.
party |
Contents Index |
A party description element.
| party | ||
| idAliases | ||
| capacity | ||
| name | ||
| description | ||
| declaration | ||
| address |
| Name | Type | Description |
|---|---|---|
| accountIds | IDREFS | A collection of references for accounts used by this party. These can be used as links into the accounts block. |
| contactIds | IDREFS | A collection of references for contacts for this party. These can be used as links into the contacts block. |
| idSource | string | The source of the party identification code. |
| idType | string | The type of party identification code. |
| partyId | ID | An identification code for the party. |
| partyType | string | This optional attributre can be used to decribe the party. |
| processingDT | timeInstant | The date upon which this party will current transactions. |
payload |
Contents Index |
The application message data.
The payload element contains the actual application data of the STPML message. The contents of this element may be encrypted, and may also be subject to verification. Such processing is optional and is specified by the contents of the scurityLevel attribute.
There are no attributes defined for this element.
payment |
Contents Index |
Information describing a payment.
| payment | ||
| cashFlowInfo | ||
| paymentType |
There are no attributes defined for this element.
paymentType |
Contents Index |
Payment type indicator.
| paymentType |
This element indicates the type of payment instrument being referenced.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
preAllocCondition |
Contents Index |
Pre-allocation indicator.
| preAllocCondition |
A code indicating the condition that must be met before the trade will be allocated. Possible values for this element include: FULL, PRORATED, and ROUNDUPFRACTIONALSHARES.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
price |
Contents Index |
A price.
| price | ||
| value | ||
| denomination | ||
| priceSource | ||
| priceDate | ||
| quantity | ||
| market | ||
| currencyCode | ||
| countryCode |
The contents of this element contain the information required to fully describe a price.
| Name | Type | Description |
|---|---|---|
| priceCode | string | The nature of the represented price. |
| DEAL | ||
| STOP | ||
| LIMIT | ||
| STRIKE | ||
| priceType | string | The type of the represented price. |
| ACTUAL | The value of this price represents an actual amount. | |
| PERCENT | The value of this price represents a percentage of a stated amount. | |
| YEILD | The value of this price represents a yield. | |
| DISCOUNT | The value of this price represents a discount applied. | |
priceDate |
Contents Index |
Price date indicator.
| priceDate |
The contents of this element indicate the date on which a price is effective. This element may contain an actual date, or a code such as NEXTBUSDAY, TODAY, and TOMORROW.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
prices |
Contents Index |
A collection of prices.
| prices | ||
| price |
There are no attributes defined for this element.
priceSource |
Contents Index |
Price source indicator.
| priceSource |
The contents of this element indicate the source of a price. Possible values for this element include: OTC, EXCHANGE, and VARIOUS.
There are no attributes defined for this element.
priority |
Contents Index |
Priority Indicator
| priority |
A code indicating the priority which is to be given to the execution of this trade. Possible values for this element include: LOW, MEDIUM, and HIGH.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
processing |
Contents Index |
Processing indicator.
| processing |
A code indicating an additional processing direction associated with an order. Possible values for this element include: ACCCOUNTCLOSURE, OPENPOSITION, and ROLLOVERPOSITION.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
processings |
Contents Index |
A collection of processing requirement indicators.
| processings | ||
| processing |
There are no attributes defined for this element.
processResults |
Contents Index |
A collection of process results.
| processResults | ||
| processResult |
There are no attributes defined for this element.
processResults |
Contents Index |
Result data.
| processResults |
The text of this element describes a processing result.
| Name | Type | Description |
|---|---|---|
| resultCode | string | A code representing a message processing result. This code could be used by automated processing systems.. |
properties |
Contents Index |
A collection of market data properties.
| properties | ||
| property |
There are no attributes defined for this element.
property |
Contents Index |
An item of market data.
| property |
If the market data message has a useMasterProperties attribute of true, then the property name must be one of the enumerated values contained in the list below.
| Name | Type | Description |
|---|---|---|
| displayHint | string | Hints on how to display the property. |
| TIC2 | Display as non-reducible halves. | |
| TIC4 | Display as non-reducible quarters. | |
| TIC8 | Display as non-reducible eighths. | |
| TIC16 | Display as non-reducible sixteenths. | |
| TIC32 | Display as non-reducible 32nds. | |
| TIC64 | Display as non-reducible 64ths. | |
| TIC128 | Display as non-reducible 128ths. | |
| TIC32PLUS | Take the integer portion and place it before a tick (') mark. Multiply the fractional portion by 256, then divide by 8, remembering the result and remainder. Place the result in the first two character positions folowing the tick mark, padding with a zero in the left position if necessary. If the remainder is a zero, display a space; if it is one half of an eighth (i.e., 4), display a +; if the remainder is anything other than a 0 or 4, display the digit. | |
| REDUCIBLE | Display smallest possible denominator of 2, 4, 8, 16, 32, 64, 128, 256. | |
| DOT0 | Display as decimal. | |
| DOT1 | Display with one digit to the right of the decimal point. | |
| DOT2 | Display with two digits to the right of the decimal point. | |
| DOT3 | Display with three digits to the right of the decimal point. | |
| DOT4 | Display with four digits to the right of the decimal point. | |
| DOT5 | Display with five digits to the right of the decimal point. | |
| DOT6 | Display with six digits to the right of the decimal point. | |
| DOT7 | Display with seven digits to the right of the decimal point. | |
| DOT8 | Display with eight digits to the right of the decimal point. | |
| DOT9 | Display with nine digits to the right of the decimal point. | |
| DOT100PLUEIGHTHSOFCENTS | The integer portion is placed to the left of the decimal point. The fractional portion is multiplied by 800, then divided by 8. The result of this division is placed after the decimal point. If the remainder of the division by 8 is non-zero, it is considered to be the numerator of a fraction with a denominator of 8. This fraction should then be reduced. For example, the value 13.52375 would be displayed as 13.52 3/8. | |
| HALF32 | The integer portion is placed in the display as a whole number. The fractional portion is multiplied by 64, then divided by 2. The result of the division by 2 is placed as the numerator of a fraction with a denominator of 32. If the remainder of the division by 2 is non-zero, then it is placed as the numerator of a second fraction with a denominator of 2. For example, the value 168.984375 would appear on the display as 168 31/32 1/2. | |
| HALF32PLUS | Differs from half32 in that if the second fraction is non-zero. A + is printed instead of the fraction. | |
| QUARTER32 | The integer portion is placed in the display as a whole number. The fractional portion is multiplied by 128, then divided by 4. The result of the division by 4 is placed as the numerator of a fraction with a denominator of 32. If the remainder of the division by 4 is non-zero, then it is placed as the numerator of a second fraction with a denominator of 4. For example, 84.4921875 would appear on the display as 84 15/32 3/4. | |
| longDisplay | string | A long display name for the property |
| name | string | The name of the represented property. |
| SYMBOL | Symbol | |
| PrevDayClose | Closing price for the previous day. | |
| Last | Price recorded for the last trade. | |
| High | Highest recorded trade price. | |
| Low | Lowest recorded trade price. | |
| Bid | Bid price. | |
| Ask | Ask price. | |
| Open | Opening price. | |
| openRange | Op.Range | |
| lastTime | Time | |
| Volume | Volume | |
| contractHigh | Con.High | |
| contractLow | Con.Low | |
| Close | Closing price | |
| closeRange | Cl.Range | |
| openInterest | Open.Int | |
| Date | Eff.Date | |
| annualDividend | Annl.Div | |
| dividend | Dividend | |
| sharesOutstanding | Shares | |
| NewsId | News.Id | |
| beta | Beta | |
| strike | Strike | |
| accruedInterest | Acc.Int | |
| bidSize | Bid.Size | |
| askSize | Ask.Size | |
| lastDir | Dir | |
| netChange | Net | |
| companyName | Name | |
| description | Desc | |
| currency | Cur | |
| tradingBase | TrdSize | |
| vehicleType | Veh.Type | |
| primaryExchange | Pri.ExChg | |
| settle | Settle | |
| settleDate | Settle.Date | |
| askTime | Ask.Time | |
| bidTime | Bid.Time | |
| mid | Mid | |
| askOpen | Open.Ask | |
| bidOpen | Open.Bid | |
| daysToDeliver | Days2Del | |
| daysToSettle | Days2Set | |
| deliveryDate | Del.Date | |
| depositDate | Dep.Date | |
| session | Sess | |
| contractSize | Con.Size | |
| closeBate | Cl.Bate | |
| closeRangeBate | ClR.Bate | |
| lastSize | Size | |
| lastTick | Tick | |
| openBate | Op.Bate | |
| openRangeBate | OpR.Bate | |
| prevDayChange | PD.Net | |
| prevDayOpenInterest | PD.Oint | |
| prevDaySettle | PD.Settle | |
| prevDayVolume | PD.Volume | |
| condFlags | Flags | |
| maturityDate | Mat.Date | |
| volatility | Volatility | |
| bidExchange | Bid.ExChg | |
| askExchange | Ask.ExChg | |
| lastExchange | ExChg | |
| bidTick | Bid.Tick | |
| newsSource | Nvendor | |
| newsTime | News.Time | |
| dividendDate | Div.Date | |
| qualityRating1 | Qual.Rate1 | |
| qualityRating2 | Qual.Rate2 | |
| optionType | Opt.Type | |
| sharesPerContract | Per.Con | |
| vehicleTypeDesc | Desc | |
| earningsPerShare | EPS | |
| couponValue | Coupon | |
| bidClose | Bid | |
| kassaPrice | Kassa | |
| nominalPrice | Nom.Price | |
| officialClose | Official.Close | |
| openTrade | OpR.Tick | |
| highTrade | High.Trade | |
| lowTrade | Low.Trade | |
| sourceTime | Source Time (Applies to news headlines and stories) | |
| format | Format (Applies to news headlines and stories) | |
| date | Date (Applies to news headlines and stories) | |
| action | Action (Applies to news headlines and stories) | |
| sourceCategories | Src.Categories (Applies to news headlines and stories) | |
| categories | Categories (Applies to news headlines and stories) | |
| relatedSymbols | Rel.Symbols (Applies to news headlines and stories) | |
| take | Take (Applies to news headlines and stories) | |
| time | Time (Applies to historical data) | |
| tickCount | Tick.Count (Applies to historical data) | |
| openTime | Open.Time (Applies to historical data) | |
| highTime | High.Time (Applies to historical data) | |
| lowTime | Low.Time (Applies to historical data) | |
| closeTime | Close.Time (Applies to historical data) | |
| settlementTime | Settle.Time (Applies to historical data) | |
| contractVolume | Contract.Vol (Applies to historical data) | |
| shortDisplay | string | A short display name for the property. |
qualifier |
Contents Index |
Qualifier indicator.
| qualifier |
The code contained in this element indicates a qualifier to the offer.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
qualifiers |
Contents Index |
A collection of qualifier indicators.
| qualifiers | ||
| qualifier |
There are no attributes defined for this element.
quality |
Contents Index |
IOI Quality indicator
| quality |
Indicates the relative quality of the offer.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
quantities |
Contents Index |
| quantities | ||
| quantity |
There are no attributes defined for this element.
quantity |
Contents Index |
A quantity descriptor.
| quantity |
This element describes a quantity of an instrument involved in a trade.
| Name | Type | Description |
|---|---|---|
| accountId | IDREF | A references for an account associated with this quantity. This can be used as alink into the accounts block. |
| quantityCode | string | The nature of the represented quantity. |
| ORDER | ||
| CANCEL | ||
| MIN | ||
| MAXFLOOR | ||
| quantityType | string | The type of the represented quantity. |
| FACE | This quantity represents the face value of the instruments. | |
| UNIT | This quantity represents the number of units of the instruments. | |
| AMORTIZED | This quantity represents the amortized value of the instruments. | |
quoteBar |
Contents Index |
A related set of market data.
| quoteBar | ||
| properties |
There are no attributes defined for this element.
rateFormula |
Contents Index |
The formula used to calculate the interest rate for a period.
| rateFormula |
There are no attributes defined for this element.
receipt |
Contents Index |
A receipt of a previously received message.
| receipt | ||
| links |
A receipt message should be sent in response to a message received with the receiptRequested attribute set to TRUE.
| Name | Type | Description |
|---|---|---|
| receiptedId | string | This is the messageId of the receipted message. |
reject |
Contents Index |
A reject message.
| reject | ||
| links | ||
| rejectReasons |
This message is sent to reject a previously received message.
A rejection message is a new message, and as such, is addressed with the target as the sender of the original message. Note that this is different from a messages marked as failed, which are reverse routed from target to sender.
Also, the definition of a rejection is funcdamentaly different than a failure. A failed message is one which could not be delivered to the destination. A message would be rejected because it fails to meet some requirements for further processing.
| Name | Type | Description |
|---|---|---|
| rejectedId | string | This is the messageId of the rejected message. |
rejectReason |
Contents Index |
Reject reason data.
| rejectReason |
The text of this element describes why a message was rejected.
| Name | Type | Description |
|---|---|---|
| reasonCode | string | A code representing a reason for the message rejection. This code could be used by automated processing systems.. |
rejectReasons |
Contents Index |
A collection of reject reasons.
| rejectReasons | ||
| rejectReason |
There are no attributes defined for this element.
repo |
Contents Index |
Repurchase agreement indicator.
| repo |
This is a derivative, applied to some class of instrument.
A repurchase agreement is a contract in which the seller of an instrument aggrees to buy them back at a specific time and price.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
reporting |
Contents Index |
Reporting requirements indicator.
| reporting |
A code indicating a reporting requirement associated with an order. Possible values for this element include: REGULATORY and EXCHANGE.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
reportings |
Contents Index |
A collection of reporting requirement indicators.
| reportings | ||
| reporting |
There are no attributes defined for this element.
repos |
Contents Index |
A collection of repurchase indicators.
| repos | ||
| repo |
There are no attributes defined for this element.
result |
Contents Index |
A reject message.
| result | ||
| links | ||
| processResults |
This message is sent to inform a sender of results of message processing.
A result message is similar to both a reject and a receipt. The result serves to notify the originating party of some results of message processing. While a receipt indicates that the destination has received the message, the result communicates what happened. Unlike a reject message, however, a result does not indicate any situation which requires correction, and may be safely ignored by the originating party.
| Name | Type | Description |
|---|---|---|
| referencedId | string | This is the messageId of the message that was processed. |
right |
Contents Index |
A right derivative information element.
| right | ||
| rightType | ||
| price |
This is a derivative, applied to some class of instrument.
A right is a privledge which allows an investor to buy a quantity of an instrument shortly before it is offered for public sale. This purchase is offered at a specified, and usually discounted price, ond usually in proportion to the amount of the instrument already owned.
There are no attributes defined for this element.
rightType |
Contents Index |
Right type indicator.
| rightType |
Indicates the type of right being referenced.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
role |
Contents Index |
A Role descriptor element.
| role | ||
| description | ||
| instructions |
This element describes a roll palyed by a party involved in a transaction.
| Name | Type | Description |
|---|---|---|
| accountIds | IDREFS | A collection of references for accounts used by this role. These can be used as links into the accounts block. |
| contactIds | IDREFS | A collection of references for contacts for this role. These can be used as links into the contacts block. |
| partyId | IDREF | The id of the party which plays this role. This can be used as a link into the parties block. |
| processingDT | timeInstant | The date on which this role will process transactions. |
| roleType | string | The type of role described by this element. |
| INVESTOR | ||
| BUYER | ||
| SELLER | ||
| EXECUTINGBROKER | ||
| CLEARINGBROKER | ||
| STEPINBROKER | ||
| ETCPROVODER | ||
| ACCTSERVICER | ||
| ALTERNATE | ||
| DELIVERERSCUSTODIAN | ||
| DELIVERERSINTERMEDIARY | ||
| DELIVERINGAGENT | ||
| RECEIVERSCUSTODIAN | ||
| RECEIVERSINTERMEDIARY | ||
| RECEIVINGAGENT | ||
| SETTLEMENTLOCATION | ||
| ACCTHOLDER | ||
| BENEFICIARY | ||
| ECN | ||
| WHOLESALER | ||
| SOE | ||
roles |
Contents Index |
A collection of roles.
| roles | ||
| role |
There are no attributes defined for this element.
routes |
Contents Index |
Message routing information.
| routes | ||
| source | ||
| delivery | ||
| sender | ||
| target |
These elements contain all of the data required to transport the message between participants.
There are no attributes defined for this element.
sender |
Contents Index |
The sender of the message.
| sender | ||
| locations |
This is the addressing information for the current sender of the message.
| Name | Type | Description |
|---|---|---|
| address | string | The address of the next system sending the message. |
service |
Contents Index |
Service indicator
| service |
This indicator describes an additional service being offered.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
services |
Contents Index |
A collection of Service Indicators.
| services | ||
| service |
There are no attributes defined for this element.
settlement |
Contents Index |
| settlement | ||
| idAliases | ||
| links | ||
| tradeType | ||
| transactionDetails | ||
| instrument |
| Name | Type | Description |
|---|---|---|
| copy | boolean | This attribute indicates that the message is a copy of a message sent to a different party. |
| dataSource | string | The source of the data contained in this message. |
| duplicate | boolean | This attribute indicates that this message is a duplicate of another message, transmitted previously through alternate means. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| settlementId | string | An identification code for referencing this message payload. |
settlementCondition |
Contents Index |
Settlement condition indicator.
| settlementCondition |
A code indicating a condition which must be met before settlement of this order can occur.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
settlementConditions |
Contents Index |
A collection of settlement condition indicators.
| settlementConditions | ||
| settlementCondition |
There are no attributes defined for this element.
settlementInstructionGen |
Contents Index |
Settlement instruction generation indicator.
| settlementInstructionGen |
This element provides directions for the generation of settlement instructions.
Possible values include ETCGENERATE and NOETCGENERATE.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
source |
Contents Index |
The source of the message.
| source | ||
| locations |
This is the addressing information for the system which originated the message, if different from the sender.
| Name | Type | Description |
|---|---|---|
| address | string | The address of the message source. |
swap |
Contents Index |
A swap of two instruments.
| swap | ||
| fromInstrument | ||
| toInstrument |
There are no attributes defined for this element.
symbolSearch |
Contents Index |
| symbolSearch | ||
| vehicles |
There are no attributes defined for this element.
symbolSearchRequest |
Contents Index |
| symbolSearchRequest | ||
| filters |
| Name | Type | Description |
|---|---|---|
| masterProperties | boolean | If this attribute is set to true, then all property names are contained in the list detailed in the description of the property element. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
synchronization |
Contents Index |
A data synchronization element.
| synchronization |
Often, data needs to be synchronized between disparate systems. The synchronization element is used for this purpose. Any other STPML element can be contained within
| Name | Type | Description |
|---|---|---|
| synchronizationFunction | string | The type of data synchronization function being requested. |
| NEW | The contents of this element are new data. | |
| MODIFY | The contents of this element are a modification of existing data. | |
| DELETE | The contents of this element indicate data which should be deleted. | |
| synchronizationType | string | This attribute contains the name of the contained element. |
synchronizations |
Contents Index |
A collection of syncrozization elements.
| synchronizations | ||
| synchronization |
There are no attributes defined for this element.
target |
Contents Index |
The target of the message.
| target | ||
| locations |
This is the addressing information for the next system to receive the message.
| Name | Type | Description |
|---|---|---|
| address | string | The address of the system receiving the message. |
timeAndSales |
Contents Index |
Time and sales market data.
| timeAndSales | ||
| properties |
| Name | Type | Description |
|---|---|---|
| dataSource | string | The source of the data contained in this message. |
| endDT | timeInstant | The end of the period for which data is provided. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| maxResponses | string | |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| quotes | boolean | |
| relativeDay | string | |
| startDT | timeInstant | The start of the period for which data is provided. |
| symbolId | string | An identification code for the vehicle whose data is being transmitted. |
| trades | boolean | |
timeAndSalesRequest |
Contents Index |
A request for time and sales market data.
| timeAndSalesRequest | ||
| timeAndSales |
Time and sales data is non-updating and as such cannot be subscribed to.
| Name | Type | Description |
|---|---|---|
| masterProperties | boolean | If this attribute is set to true, then all property names are contained in the list detailed in the description of the property element. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
timeLimit |
Contents Index |
TIme limit indicator
| timeLimit |
This element describes the time limit for the execution of the order. Standard values for this element are: GOODTILLCANCEL, GOODTILLEXEC, GOODFORDAY, GOODFORMONTH, GOODTILLCROSS, GOODTILLEXPIREDT, CLOSE, OPEN, and IMMEDIATEORCANCEL.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
toCurrency |
Contents Index |
To Currency Descriptor
| toCurrency | ||
| currencyCode | ||
| countryCode |
This element describes the To currency in a currency exchange.
There are no attributes defined for this element.
toInstrument |
Contents Index |
The TO instrument in a swap trade.
| toInstrument | ||
| idAliases | ||
| future | ||
| option | ||
| repos | ||
| right | ||
| warrant | ||
| Choice of: | fixed commodity deposit equity forEx fund loan mortgage payment swap |
This instrument block is identical to a normal instrument.
| Name | Type | Description |
|---|---|---|
| derivativeType | string | The derivatives applied to the base instrument. |
| idSource | string | The source for the instrument identification code. |
| instrumentClass | string | The class of the instrument. |
| instrumentId | string | An identification code for the instrument. |
trace |
Contents Index |
Route tracing information
| trace |
When message tracing is enabled, (the trace attribute is set to true) one of these elements should be created by every system involved in the delivery of the message. This block may contain additional information on any message processing performed by the system.
| Name | Type | Description |
|---|---|---|
| address | string | The address of the system which populated this element. |
| method | string | The transmission method used to send the message. |
| receiveDT | timeInstant | The date and time when the system received the message. |
| sendDT | timeInstant | The date and time when the system sent the message. |
traces |
Contents Index |
Route tracing information.
| traces | ||
| trace |
These elements contain information on the route that the message took through any intermediate networks.
If the trace route attribute is set to true, then any participating network should try and add information to this collection. This data can then be used to diagnose networks errors and problems.
There are no attributes defined for this element.
tradeCondition |
Contents Index |
Trade condition indicator.
| tradeCondition |
A code indicating the condition under which the trade should be executed. Possible values for this element include: BLOCKORDER, FRACTIONALPARTS, CUMBONUS, CUMCOUPON, CUMDIVIDEND, CUMRIGHTS, EXBONUS, EXCOUPON, EXDIVIDEND, EXRIGHTS, TRADEEXDIVIDEND, SPECIALCUMDIVIDEND, SPECIALEXDIVIDEND, CROSS, and NOCROSS.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
tradeConditions |
Contents Index |
A collection of trade condition indicators.
| tradeConditions | ||
| tradeCondition |
There are no attributes defined for this element.
tradeDate |
Contents Index |
Trade date indicator
| tradeDate |
This element may contain an actual date, or a code such as NEXTBUSDAY, TOMORROW, ENDOFWEEK, ENDOFMONTH, or ENDFOPERIOD.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
tradePlace |
Contents Index |
Trade place indicator
| tradePlace |
A code indicating the palce at which the trade is to occur. Possible values for this element include: EXCHANGE, and OTC.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
tradeSide |
Contents Index |
Trade Side Indicator
| tradeSide |
| Name | Type | Description |
|---|
tradeType |
Contents Index |
Trade type indicator.
| tradeType |
This element describes the type of trade indicated. Common trade type codes are: BASKET, LIST, PROGRAM, INDEX and TRADE.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
transaction |
Contents Index |
| transaction | ||
| idAliases | ||
| links | ||
| tradeType | ||
| transactionDetail | ||
| instrument |
| Name | Type | Description |
|---|---|---|
| copy | boolean | This attribute indicates that the message is a copy of a message sent to a different party. |
| dataSource | string | The source of the data contained in this message. |
| duplicate | boolean | This attribute indicates that this message is a duplicate of another message, transmitted previously through alternate means. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| transactionId | string | An identification code for referencing this message payload. |
transactionDate |
Contents Index |
Transaction date indicator.
| transactionDate |
this element may contain an actual date, or an externally defined code.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |
transactionDetail |
Contents Index |
The details of an securities trade transaaction.
The transaction detail block contains all of the data describing a portion of a securities transaction. There is a transaction detail generated for each allocated portion of a order. Therefore, an order which was executed in three trades, and allocated accross 10 portfolios, will result in thirty transactionDetails.
| Name | Type | Description |
|---|---|---|
| detailId | string | An identification code which can be used to reference this information. |
| idSource | string | The source of the identification code. |
| idType | string | The type of indentification code. |
| processingDT | timeInstant | The date and time when this transaction was processed. |
| settlementDT | timeInstant | The date when this transaction was or will be settled. |
transactionDetails |
Contents Index |
A collection of transaction detail elements.
| transactionDetails | ||
| transactionDetail |
There are no attributes defined for this element.
underlyingVehicle |
Contents Index |
| underlyingVehicle | ||
| properties | ||
| exchangeSets |
| Name | Type | Description |
|---|---|---|
| dataSource | string | |
| idSource | string | |
| idType | string | |
| symbolId | string |
url |
Contents Index |
A Uniform Resource Locator
| url |
The text of this element can be interpreted as a URL, specifing where to find additional information.
There are no attributes defined for this element.
value |
Contents Index |
A value.
| value |
The text of this element represents a value.
There are no attributes defined for this element.
vehicle |
Contents Index |
| vehicle | ||
| properties | ||
| exchangeSets |
| Name | Type | Description |
|---|---|---|
| dataSource | string | The source of the data contained in this message. |
| idSource | string | The source of the identification code. |
| idType | string | The type of identification code. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| symbolId | string | An identification code for the vehicle whose data is being transmitted. |
vehicleRequest |
Contents Index |
A request for market data for a particular vehicle.
| vehicleRequest | ||
| vehicles |
| Name | Type | Description |
|---|---|---|
| masterProperties | boolean | If this attribute is set to true, then all property names are contained in the list detailed in the description of the property element. |
| messageFunction | string | This indicates the function of this message. |
| NEW | This is a new message. This is the default. | |
| MODIFY | This message is a modification of a previous message. | |
| CANCEL | This message is a cancellation of a previous message. | |
| updating | boolean | If this attribute is set to true, then the requester is subscribing to the information. Updates should be sent whenever any of the requested information changes. |
vehicles |
Contents Index |
| vehicles | ||
| vehicle |
There are no attributes defined for this element.
warrant |
Contents Index |
Warrant information.
| warrant | ||
| warrantType | ||
| price |
This is a derivative, applied to some class of instrument.
An warrant is a certificate, usually issued with the sale of an instrument, which entitles the holder to buy a specific amount of an instrument, at a specific price, for an extended period. This period may be anywhere from a few years to forever.
| Name | Type | Description |
|---|---|---|
| endDT | timeInstant | The end of the period during which the warrant may be exercised. |
| startDT | timeInstant | The start of the period during which the warrant may be exercised. |
warrantType |
Contents Index |
Warrant type indicator.
| warrantType |
Indicates the type of warrant being referenced.
| Name | Type | Description |
|---|---|---|
| issuerCode | string | If the code contained in this block is not a standard code, this attribute identifies the source. |