STPml Message Specification Ver 1.0.4

What is STPML

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.

Data Formats

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.

Overview

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

Order Processing

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.

Transaction Settlement

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.

Market Data

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.

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.

Description

This element contains the details of an account used in a transaction.

Structure

account

Remarks

Attributes

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.

Description

A collection of accounts.

Structure

accounts
	account

Remarks

Attributes

There are no attributes defined for this element.

Description

Address string.

Structure

address

Remarks

Attributes

There are no attributes defined for this element.

Description

Structure

affirmation
	idAliases
	links

Remarks

Attributes

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.

Description

Structure

allocation
	idAliases
	links
	tradeType
	allocationStatus
	transactionDetails
	orderDetail

Remarks

Attributes

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.

Description

Allocation status indicator.

Structure

allocationStatus

Remarks

This describes the current status of an allocation. Common allocation status codes are: PARTIAL, and COMPLETE.

Attributes

Name	Type	Description
issuerCode	string	If the code contained in this block is not a standard code, this attribute identifies the source.

Description

Structure

amount
	value
	currencyCode
	countryCode
	description
	fxInfo

Remarks

Attributes

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

Description

A collection of amounts.

Structure

amounts
	amount

Remarks

Attributes

There are no attributes defined for this element.

Description

A related set of market data.

Structure

bar
	properties

Remarks

Attributes

There are no attributes defined for this element.

Description

Party capacity.

Structure

capacity

Remarks

The text of this element describes the capacity in which a party may operate.

Attributes

There are no attributes defined for this element.

Description

Information about a cash flow.

Structure

cashFlowInfo
	flowPayment
	Choice of:	fixedFlow floatingFlow complexFlow

Remarks

Attributes

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.

Description

Certificate indicator.

Structure

certificate

Remarks

This element will contain an identification code for an instrument certificate, or an understood code which represents a group of certificates.

Attributes

Name	Type	Description
issuerCode	string	If the code contained in this block is not a standard code, this attribute identifies the source.

Description

A collection of certificate indicators.

Structure

certificates
	certificate

Remarks

Attributes

There are no attributes defined for this element.

Description

Charging tax basis indicator

Structure

chargingTaxBasis

Remarks

This element describes the basis upon which taxes are to be calculated for this transaction.

Attributes

Name	Type	Description
issuerCode	string	If the code contained in this block is not a standard code, this attribute identifies the source.

Description

A command message.

Structure

command
	idAliases
	links
	commandCode
	commandType
	commandData

Remarks

Attributes

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.

Description

Command code indicator.

Structure

commandCode

Remarks

Attributes

Name	Type	Description
issuerCode	string	If the code contained in this block is not a standard code, this attribute identifies the source.

Description

The textual data associated with a command message.

Structure

commandData

Remarks

Attributes

There are no attributes defined for this element.

Description

Command type indicator.

Structure

commandType

Remarks

Attributes

Name	Type	Description
issuerCode	string	If the code contained in this block is not a standard code, this attribute identifies the source.

Description

Commision sharing basis indicator.

Structure

commissionSharingBasis

Remarks

This element describes the basis upon which commisions are shared for this transaction.

Possible values include PERUNIT, PERCENT, and FLATFEE.

Attributes

Name	Type	Description
issuerCode	string	If the code contained in this block is not a standard code, this attribute identifies the source.

Description

Commision sharing type indicator.

Structure

commissionSharingType

Remarks

This element describes the type of commision sharing for this transaction.

Possible values include SOFTDOLLAR, STEPOUT, and CLIENTDIRECTED.

Attributes

Name	Type	Description
issuerCode	string	If the code contained in this block is not a standard code, this attribute identifies the source.

Description

Information about a traded commodity

Structure

commodity
	idAliases
	markets
	commodityType
	measurementUnit

Remarks

Attributes

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.

Description

Commodity type indicator.

Structure

commodityType

Remarks

Attributes

Name	Type	Description
issuerCode	string	If the code contained in this block is not a standard code, this attribute identifies the source.

Description

Complex Cashflow Definition

Structure

complexFlow
	amount
	complexFlowResets

Remarks

This element describes a complex, floating interest rate cahsflow.

Attributes

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.

Description

Complex Cashflow Rate Observation

Structure

complexFlowRate

Remarks

Attributes

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.

Description

Complex Cashflow Rate Observations

Structure

complexFlowRates
	complexFlowRate

Remarks

This element is a collection of Complex Cashflow Rate Description elements

Attributes

There are no attributes defined for this element.

Description

Complex Cashflow Reset Description

Structure

complexFlowReset
	amount
	rateFormula
	complexFlowRates

Remarks

This element describes a period over which a portion of a complex, floating interest cashflow occurs.

Attributes

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.

Description

Complex Cashflow Reset Descriptions

Structure

complexFlowResets
	complexFlowReset

Remarks

This element is a collection of Complex Cashflow Reset Description elements

Attributes

There are no attributes defined for this element.

Description

Structure

confirmation
	idAliases
	links
	tradeType
	transactionDetails
	orderDetail

Remarks

Attributes

Name	Type	Description
confirmationId	string
copy	boolean
duplicate	boolean
idSource	string
idType	string
messageFunction	string

Description

The constituents of a transaction.

Structure

constituents
	parties
	roles
	accounts
	contacts

Remarks

This element contains all the information about the parties involved in a transaction, the roles they play, and the accounts they use.

Attributes

There are no attributes defined for this element.

Description

A contact descrioption.

Structure

contact

Remarks

The text of this element contains a contact description.

Attributes

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.

Description

A collection of conmtacts.

Structure

contacts
	contact

Remarks

Attributes

There are no attributes defined for this element.

Description

This element describes the different conversations in which this message is involved.

Structure

conversation

Remarks

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.

Attributes

Name	Type	Description
conversationId	string	An identifier for the conversation.
sessionId	string	An identifier for the session.

Description

A collection of conversation elements.

Structure

conversations
	conversation

Remarks

This contains the conversation elements for all of the conversations in which this message is a participant.

Attributes

There are no attributes defined for this element.

Description

Country Code Indicator

Structure

countryCode

Remarks

Attributes

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.

Description

Coupon

Structure

coupon

Remarks

Attributes

Name	Type	Description
nextDT	timeInstant	The date of the next coupon
number	string	Coupon Number
version	string	Coupon Version

Description

A collection of coupon description elements.

Structure

coupons
	coupon

Remarks

Attributes

There are no attributes defined for this element.

Description

A currency identification code.

Structure

currencyCode

Remarks

Attributes

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.

Description

A related set of market data.

Structure

dailyBar
	properties

Remarks

Attributes

There are no attributes defined for this element.

Description

Party declaration.

Structure

declaration

Remarks

Attributes

There are no attributes defined for this element.

Description

The source of the message.

Structure

delivery
	locations

Remarks

This is the addressing information for the system which will eventually receive the message, if different from the target.

Attributes

Name	Type	Description
address	string	The address of the system which will eventually receive the message.

Description

Denomination indicator.

Structure

denomination

Remarks

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.

Attributes

Name	Type	Description
issuerCode	string	If the code contained in this block is not a standard code, this attribute identifies the source.

Description

Information about a deposit.

Structure

deposit
	cashFlowInfo
	depositType

Remarks

Attributes

There are no attributes defined for this element.

Description

Deposit type indicator.

Structure

depositType

Remarks

This element indicates the type of deposit instrument being referenced.

Attributes

Name	Type	Description
issuerCode	string	If the code contained in this block is not a standard code, this attribute identifies the source.

Description

A textual description.

Structure

description

Remarks

Attributes

There are no attributes defined for this element.

Description

An instrument representing a share of equity in a corporation.

Structure

equity
	idAliases
	markets
	issuer
	certificates

Remarks

Attributes

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.

Description

A set of properties for an exchange.

Structure

exchangeSet
	idAliases
	properties

Remarks

An exchange set is used to group market data properties which are common to a particular exchange.

Attributes

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.

Description

A collection of exchange set elements.

Structure

exchangeSets
	exchangeSet

Remarks

Attributes

There are no attributes defined for this element.

Description

Structure

execution
	idAliases
	links
	tradeType
	orderStatus
	transactionDetails
	orderDetail

Remarks

Attributes

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.

Description

A description of a message processing failure.

Structure

failureReason

Remarks

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.

Attributes

Name	Type	Description
reasonCode	string	A code associated with a particular failure reason. This could be used in automated recovery mechanisms.

Description

A collection of failureReason elements.

Structure

failureReasons
	failureReason

Remarks

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.

Attributes

There are no attributes defined for this element.

Description

A filter used when retrieving market data.

Structure

filter

Remarks

The contents of this element are dictated by the requirements of the particular market data provider.

Attributes

Name	Type	Description
filterType	string	The type of filter being applied.

Description

A collection of fiter elements.

Structure

filters
	filter

Remarks

Attributes

There are no attributes defined for this element.

Description

The description information for a fixed income security.

Structure

fixed
	idAliases
	fixedType
	markets
	issuer
	cashFlowInfo
	certificates
	coupons

Remarks

Fixed income securities include bonds, notes, and other institutional debt instruments.

Attributes

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.

Description

A fixed interest cash flow.

Structure

fixedFlow

Remarks

Attributes

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.

Description

Fixed income type indicator.

Structure

fixedType

Remarks

This element indicates the type of fixed income instrument being referenced.

Attributes

There are no attributes defined for this element.

Description

A floating interest cash flow.

Structure

floatingFlow
	amount
	rateFormula

Remarks

Attributes

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.

Description

Information on a payment contained within a cash flow.

Structure

flowPayment
	amount

Remarks

Attributes

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.

Description

A foreign exchange transaction

Structure

forEx
	amount
	forExType

Remarks

Attributes

There are no attributes defined for this element.

Description

Foreign exchange type indicator.

Structure

forExType

Remarks

This element indicates the type of foreign exchange instrument being referenced.

Attributes

Name	Type	Description
issuerCode	string	If the code contained in this block is not a standard code, this attribute identifies the source.

Description

From Currency Descriptor

Structure

fromCurrency
	currencyCode
	countryCode

Remarks

This element describes the From currency in a currency exchange.

Attributes

There are no attributes defined for this element.

Description

The FROM instrument in a swap trade.

Structure

fromInstrument
	idAliases
	future
	option
	repos
	right
	warrant
	Choice of:	fixed commodity deposit equity forEx fund loan mortgage payment swap

Remarks

This instrument block is identical to a normal instrument.

Attributes

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.

Description

A fund instrument.

Structure

fund
	fundType
	idAliases
	issuer
	instruments

Remarks

This element describes a fund, or a similar pool of instruments.

Attributes

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.

Description

Fund type indicator.

Structure

fundType

Remarks

This element indicates the type of fund instrument being referenced.

Attributes

Name	Type	Description
issuerCode	string	If the code contained in this block is not a standard code, this attribute identifies the source.

Description

A futures contract.

Structure

future
	futureType
	price

Remarks

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.

Attributes

Name	Type	Description
deliveryDT	timeInstant	The date at which the securities are to be delivered

Description

Structure

futureList
	underlyingVehicle
	futureVehicles

Remarks

Attributes

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.

Description

Structure

futureListRequest
	futureList

Remarks

Attributes

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.

Description

The type of future contract being described.

Structure

futureType

Remarks

Attributes

Name	Type	Description
issuerCode	string	If the code contained in this block is not a standard code, this attribute identifies the source.

Description

Structure

futureVehicle
	properties
	exchangeSets

Remarks

Attributes

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.

Description

Structure

futureVehicles
	futureVehicle

Remarks

Attributes

There are no attributes defined for this element.

Description

Information about an exchange of currencies.

Structure

fxInfo
	fromCurrency
	toCurrency

Remarks

Attributes

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.

Description

Structure

genericList
	vehicles

Remarks

Attributes

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.

Description

Structure

genericListRequest
	genericList

Remarks

Attributes

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.

Description

Historical market data.

Structure

history
	properties
	bar
	dailyBar
	quoteBar

Remarks

Attributes

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.

Description

A request for historical market data.

Structure

historyRequest
	history

Remarks

Histories are non-updating and as such cannot be subscribed to.

Attributes

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.

Description

Structure

idAlias

Remarks

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.

Attributes

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.