ReportCrossInstruments This message is used to enter a two-sided trade report into the System where a third party reports for the actual two sides of the deal across different InstrumentMarkets.
Message Type: TransactionMessage Message Number: 1071 Inherited fields Name Type Size (bytes) Description MessageType Integer (unsigned) 2 The unique identifier of this message. ClientId Integer (unsigned) 4 The unique identifier of a session with the server, returned in a successful LoginReply message. RequestId Integer (unsigned) 4 Within each session each message must be uniquely identified by this field. It must be monotonically increasing for the duration of the session.
Fields Name Type Size (bytes) Description BuyInstrumentMarket Foreign key to InstrumentMarket 8 Required SellInstrumentMarket Foreign key to InstrumentMarket 8 Required Buyer Foreign key to User 8 Required Seller Foreign key to User 8 Required Type Set of OrderType 4 Required Price Integer (signed) 8 Required Decimals: null Quantity Integer (signed) 8 Required Decimals: null Tag String 50 For tagged Instruments, this is the identifier of the individual holding. Vintage Integer (unsigned) 4 A year in YYYY format. Currency Foreign key to Instrument 8 SettlementCurrencyBuyer Foreign key to Instrument 8 SettlementCurrencySeller Foreign key to Instrument 8 MetaData String 20 ExpiryDate Integer (signed) 4 Represents a date as an integer in YYYYMMDD format. ExpiryTime Integer (signed) 4 Represents time as an integer in HHMMSS format. BuyerAccount Foreign key to Account 8 BuyerAccountCode String 40 The human readable identifier of the Account. It is a free text field, up to a maximum of 40 characters. SellerAccount Foreign key to Account 8 SellerAccountCode String 40 The human readable identifier of the Account. It is a free text field, up to a maximum of 40 characters.