RFQ_change
This is an entity to record changes in the RFQ structure. It holds records that are already prepared for sending out via the market data streams (for example resolving internal shared memory indexes into external foreign key Ids)
- Section: Change Tables
Metadata
- Base Table Class: Change
- Default Size: RFQ * 2 = 20000
Fields
| Name | Type | Size (bytes) | Description |
|---|---|---|---|
| Id | Integer (signed) | 8 | The unique identifier of this RFQ. |
| Status | Set of Status | 4 | |
| Timestamp | Integer (unsigned) | 8 | The time at which this change record was generated. This is not the same as the business-level timestamp of this RFQ_change. |
| RFQ | Foreign key to RFQ | 8 | |
| ThreadId | Foreign key to RFQ | 8 | |
| Direction | One of RfqDirection | 1 | |
| Firm | Foreign key to Firm | 8 | |
| CounterPartyFirm | Foreign key to Firm | 8 | |
| CounterPartyUser | Foreign key to User | 8 | |
| InstrumentMarket | Foreign key to InstrumentMarket | 8 | |
| Instrument | Foreign key to Instrument | 8 | |
| Side | One of OrderSide | 1 | Whether this is a Buy (0) or a Sell (1). |
| OrderStatus | Set of OrderStatus | 4 | |
| Type | Set of OrderType | 4 | |
| PriceDecimals | Integer (unsigned) | 1 | The number of decimal places that should be used when interpreting prices for this RFQ_change. Prices within MarketGrid are stored and communicated as integers with fixed numbers of decimals. This field specifies how many digits are to the right of the decimal point. For example, a price of 10350 with PriceDecimals set to 2 means 103.50. |
| QuantityDecimals | Integer (unsigned) | 1 | The number of decimal places that should be used when interpreting quantities for this RFQ_change. Quantities within MarketGrid are stored and communicated as integers with fixed numbers of decimals. This field specifies how many digits are to the right of the decimal point. For example, a quantity of 12345 with QuantityDecimals set to 3 means 12.345. |
| PreviousPrice | Integer (signed) | 8 | |
| Price | Integer (signed) | 8 | The current Price for this RFQ_change instance. |
| Quantity | Integer (signed) | 8 | |
| 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. |
| Active | Set of RfqActive | 1 | |
| Accepted | Integer (unsigned) | 1 | |
| AccountCode | String | 40 | The human readable identifier of the Account. It is a free text field, up to a maximum of 40 characters. |
| QuoteReqID | String | 60 | |
| ExternalAccount | Foreign key to ExternalAccount | 8 | |
| ProjectId | String | 50 | The identifier of the specific project at the external register associated with this RFQ_change record. |
| VintageFrom | Integer (unsigned) | 4 | A year in YYYY format. |
| VintageTo | Integer (unsigned) | 4 | A year in YYYY format. |
| ProjectType | Foreign key to ProjectType | 8 | |
| Region | Foreign key to Region | 8 | |
| Country | Foreign key to Country | 8 | |
| UpdateNumber | Integer (unsigned) | 8 | A number that records every change that happens to a record. It is primarily used to avoid write after read problems when an intermediate write has changed the originally read record. |
| BCSequence | Integer (unsigned) | 8 | The sequence number of this RFQ_change message in the overall broadcast sequence. |
| Reloaded | Integer (unsigned) | 1 | Set to true for change records that are generated during a normal startup from engine cache files. |
| InstanceId | Integer (unsigned) | 4 | |
| RunId | Integer (unsigned) | 4 | |
| ChangedField | One of KVPKey | 4 | |
| CreateUser | Foreign key to User | 8 | The Id of the User that created this RFQ. |
| CreateTimestamp | Integer (unsigned) | 8 | The time at which this RFQ was created. |
| UpdateUser | Foreign key to User | 8 | The Id of the User that last updated this RFQ. |
| UpdateTimestamp | Integer (unsigned) | 8 | The time at which this RFQ was last updated. |