SDP Protocol Suite. SIA S.p.A. Cash Market Facility - CMF Market. Class Reference Volume 1 Common and CAT Functionalities. Version 9.5. SIA S.p.A.

Transcription

1 SIA S.p.A. SDP Protocol Suite Cash Market Facility - CMF Market Class Reference Volume 1 Common and CAT Functionalities Version 9.5 SIA S.p.A. Markets Division

2 Copyright SIA S.p.A. All rights reserved. First Edition: November 2005 Last Update: August 7 th, 2015 The information given in the documentation is subject to change without notice and does not represent a commitment on the part of SIA S.p.A. The software described in this document is provided under a license or non-disclosure agreement. The software may be used or copied only in accordance with the terms of the agreement. It is against the law to copy this software onto any medium unless specifically indicated in the license or non-disclosure agreement. No part of the documentation may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopying, recording, or information storage and retrieval system, for any purpose without the express written permission of SIA S.p.A. Brand and product names are trademarks or registered trademarks of their respective holders. SIA S.p.A. Via Gonin, Milano, Italy Tel. (+39) Fax (+39) Web site:

3 Contents About This Manual... 1 Revision Change Summary... 2 Conventions Used for Describing the Classes Conventions Used for Describing the Queries CMF Registry and Configuration CMF Market and Sections CMF Market CMF Market Sections CMF Market Phases CMF Market Section Phases CMF Restricted Trading for Area Code CMF Instruments CMF Instrument Classes CMF Instrument for Section CMF Instrument Classes for Market CMF Instrument Classes for Section (Quantity Limits) CMF Quotation Limits for Instruments CMF Instrument Class for Section Adjustment CMF Bonds CMF Tradable Instruments for Trading Modality CMF Basis CMF Spread CMF Switch Auction CMF Residual Maturity Benchmark CMF Mid Price Fixing Interval CMF Settlement Associations Between CMF Settlement Groups and Members CMF Cutoff CMF Members CMF Members Members Enabled for CMF Sections Members Enabled for CMF Instrument Classes Member Profiles Exceptions for CMF Instrument Classes CMF Members Private Info CMF Markets, Sections, Members and Traders Status of CMF Market, Sections, Members and Traders CMF Market and Section Parameters CMF Market Status CMF Section Status CMF Member Status CMF Trader Status CMF Trader Group Suspension Suspension of Members/Instruments on CMF Sections/Instrument Classes CMF Trading & Info SDP Protocol Suite Contents i

4 CMF Public Info CMF Depth CMF Best CMF Mid Price Last CMF Deal Executed CMF Tradable Instrument Statistics CMF Financial Instrument Statistics CMF Volume Market Statistics CMF Official Price CMF BuyBack Price Flow CMF Trading & Private Info CMF Quotes CMF Historical Quotes CMF Linked Quotes Group CMF Quick Quotes Edit CMF Quick Quotes Info CMF Smart Quotes Edit CMF Mid Price FAS Orders CMF Historical Mid Price FAS Orders CMF Mid Price FOK Orders CMF Historical Mid Price FOK Orders CMF Orders CMF Historical Orders CMF RFQs CMF Historical RFQs CMF Deals CMF Historical Deals CMF Trades CMF Historical Trades CMF Last Day Trades CMF Indirect Trades CMF Historical Indirect Trades CMF Future Trades CMF Historical Future Trades CMF Futures Bridge Trades CMF Price Alert Configuration CMF Sponsor/Third Party Trading & Private Info CMF Credit Line CMF Historical Credit Lines CMF Sponsor/Third Party MarkUp CMF Sponsor Quotes CMF Historical Sponsor Quotes CMF Sponsor Orders CMF Historical Sponsor Orders CMF Sponsor RFQs CMF Historical Sponsor RFQs CMF Sponsor/Third Party Deals CMF Historical Sponsor/Third Party Deals CMF Sponsor/Third Party Trades CMF Sponsor/Third Party Last Day Trades CMF Historical Sponsor/Third Party Trades CMF Sponsor/Third Party Trades Future CMF Historical Sponsor/Third Party Trades Future CMF Sponsor/Third Party Best Execution CMF Historical Sponsor/Third Party Best Execution ii Contents SDP Protocol Suite

5 CMF Private Configuration CMF Linked Members CMF Future Trader Account CMF Preview for CAT Trading Modality CMF Price Preview CMF Spread Preview CMF Message Exchange CMF CAT Trading Message Exchange CMF RFQ Messages CMF Free Message Exchange CMF Free Messages CMF Data Contribution CMF BuyBack Price Contribution CMF Hedge Ratio Contribution CMF Queries CMF Historical Trading & Private Query CMF Historical Deals Query Parameters CMF Historical Indirect Trades Query Parameters CMF Historical Order Query Parameters CMF Historical FAS Order Query Parameters CMF Historical MID Price FAS Order Query Parameters CMF Historical MID Price FOK Order Query Parameters CMF Historical RFQ Query Parameters CMF Historical Future Trades Query Parameters CMF Historical Trades Query Parameters CMF Historical Sponsor/Third Party Trading & Private Query CMF Historical Credit Line Query Parameters CMF Historical Client Deals Query Parameters CMF Historical Sponsor Deals Query Parameters CMF Historical Sponsor Order Query Parameters CMF Historical Sponsor FAS Order Query Parameters CMF Historical Sponsor RFQ Query Parameters CMF Historical Client Future Trades Query Parameters CMF Historical Sponsor Future Trades Query Parameters CMF Historical Client Trades Query Parameters CMF Historical Sponsor Trades Query Parameters CMF Historical Sponsor/Client Best Execution Query Parameters CMF Enumerates and Substructures CMF Enumerates CMF_CALCULATION_TYPE CMF_CUTOFF_TYPE CMF_DEAL_SPLIT_STATUS CMF_DEAL_STATUS CMF_EXEC_TYPE CMF_IO_DENIAL_TIME_TYPE CMF_LINK_TYPE CMF_LINKED_QUOTE_STATUS CMF_MATCH_MODE CMF_MARKET_MODEL CMF_MID_PRICE_FAS_ORDER_STATUS CMF_MID_PRICE_SOURCE CMF_ORDER_EVENT CMF_ORDER_STATUS SDP Protocol Suite Contents iii

6 CMF_ORDER_TYPE CMF_QUOTE_EVENT CMF_QUOTE_STATUS CMF_QUOTING_SIDE CMF_RFQ_TYPE CMF_SETTL_STATUS CMF_THIRD_PARTY_INFO CMF_THIRD_PARTY_STATUS CMF_TPA_MARK_UP_EVENT CMF_TPA_MARK_UP_STATUS CMF_TPA_MARK_UP_TYPE CMF_TPA_MARK_UP_TRADING_FUNCTION CMF_YIELD_PRICE_CONV CMF Data Substructures CMF_BV_BEST_TRADING_INFO CMF_DEAL_MEMBER_INFO CMF_DEAL_TRADING_INFO CMF_HIST_DEAL_MEMBER_INFO CMF_HIST_INSTRUMENT_INFO CMF_HIST_INSTRUMENT_INFO_EXT CMF_HIST_MEMBER_INFO CMF_HIST_MEMBER_INFO_EXT CMF_HIST_TRADE_MEMBER_INFO CMF_INSTRUMENT_INFO CMF_INSTRUMENT_PER_FUNCTION CMF_MEMBER_INFO CMF_OFFICIAL_PRICE_INFO CMF_QUICK_QUOTING_DATA CMF_QUOTE_SEQNO CMF_QUOTING_DATA CMF_RFQ_DATA CMF_SMART_QUOTING_DATA CMF_TPA_MARK_UP_THRESHOLD CMF_TRADE_MEMBER_INFO CMF_TRADE_TRADING_INFO CMF_TRADING_INFO Index iv Contents SDP Protocol Suite

7 About This Manual This document describes the SMP data classes in the CMF (Cash Market Facility) Market for the Common and CAT functionalities. The CMF Market classes are grouped according to the functions provided, as follows: CMF registry and configuration Market, sections, members and traders Public info Trading and private info Message exchange CMF Data Contribution This document also describes all the enumerated types used by the CMF Market data classes. See the "SDP Protocol Suite, CMF Market Class Reference Volume 2" manual for a description of the RFCQ classes. See the "SDP Protocol Suite, General Description" manual for a description of basic data types. SDP Protocol Suite About This Manual 1

8 Revision Change Summary AFFECTED ITEM Changes from version 9.4 to version 9.5 of this document CMF_DEAL_MEMBER_INFO on page 201 CMF_HIST_DEAL_MEMBER_INFO on page 202 CMF_HIST_TRADE_MEMBER_INFO on page 203 CMF_TRADE_MEMBER_INFO on page 206 ERRATA CORRIGE CHANGE DESCRIPTION The TimeZone field type has been modified. ERRATA CORRIGE The TimeZone field type has been modified. ERRATA CORRIGE The TimeZone field type has been modified. ERRATA CORRIGE Changes from version 9.3 to version 9.4 of this document CMF Smart Quotes Edit on page 85 The TimeZone field type has been modified. ERRATA CORRIGE The ADD class action has been changed: the Event notes have been changed. Changes from version 9.2 to version 9.3 of this document CMF Members Private Info on page 50 Changes from version 9.1 to version 9.2 of this document CMF Members Private Info on page 50 Changes from version 9.0 to version 9.1 of this document CMF Restricted Trading for Area Code on page 23 CMF Sponsor/Third Party MarkUp on page 135 CMF_TPA_MARK_UP_TRADING_FUNCTI ON on page 200 Changes from version 8.1 to version 9.0 of this document CMF Bonds on page 32 CMF Instrument Classes on page 24 CMF Tradable Instruments for Trading Modality on page 34 CMF Official Price on page 71 The CMF_MEMBER_PRIVATE_INFO class description has been added. The CMF_MEMBER_PRIVATE_INFO class has been added. The CMF_RESTRICTED_TRADING class has been added. The CMF_TPA_MARK_UP class structure has been changed: the TradingFunction field type has been changed. The CMF_TPA_MARK_UP_TRADING_FUNCTION enumerate has been added. CHANGES CMF 10.0 STEP B The CMF_BOND class structure has been changed: the IndicativeQuotingFg field has been deleted. The CMF_INSTRUMENT_CLASS class structure has been changed: the IndicativeYieldPriceConv field has been renamed into BVBestYieldPriceConv; the RFCQOutrightFg field has been added; the RFCQSwitchFg field has been added; the RFCQButterflyFg field has been added; the RFCQButterflyFreeFg field has been added; the RFCQMultiLegFg field has been added; the RFCQDoubleSidedFg field has been added; the InventoryOrderFg field has been added. The CMF_INSTRUMENT_MODALITY class structure has been changed: the MinDiscountRateTick field has been added. The CMF_OFFICIAL_PRICE class structure and key have been modified: the AreaCodeId field has been added. 2 About This Manual SDP Protocol Suite

9 AFFECTED ITEM CMF Deals on page 109 CMF Sponsor/Third Party Deals on page 144 CMF Historical Deals on page 111 CMF Historical Sponsor/Third Party Deals on page 145 CMF Trades on page 113 CMF Sponsor/Third Party Trades on page 146 CMF Historical Trades on page 116 CMF Last Day Trades on page 120 CMF Historical Indirect Trades on page 122 CMF Historical Sponsor/Third Party Trades on page 148 CMF_BV_BEST_TRADING_INFO on page 201 CMF_DEAL_TRADING_INFO on page 201 CMF_TRADE_TRADING_INFO on page 207 Changes from version 8.0 to version 8.1 of this document CMF Switch Auction on page 40 CMF Residual Maturity Benchmark on page 42 CHANGE DESCRIPTION The CMF_DEAL_INFO substructure has been changed: the TradeInfo field type has been changed: - CMF_DEAL_TRADING_INFO instead of CMF_TRADING_INFO; - the DiscountRate field has been added into CMF_DEAL_TRADING_INFO substructure. The CMF_HIST_DEAL_INFO substructure has been changed: the TradeInfo field type has been changed: - CMF_DEAL_TRADING_INFO instead of CMF_TRADING_INFO; - the DiscountRate field has been added into CMF_DEAL_TRADING_INFO substructure. The CMF_TRADE_INFO substructure has been changed: the TradeInfo field type has been changed: - CMF_TRADE_TRADING_INFO instead of CMF_DEAL_TRADING_INFO; - the DiscountRate field has been added into CMF_TRADE_TRADING_INFO substructure. the BVBestBid field has been added; the BVBestAsk field has been added; the BVBestMidPrice field has been added; the BVBestMidYield field has been added; the BVBestMidValidityFg field has been added. The CMF_HIST_TRADE_INFO substructure has been changed: the TradeInfo field type has been changed: - CMF_TRADE_TRADING_INFO instead of CMF_DEAL_TRADING_INFO; - the DiscountRate field has been added into CMF_TRADE_TRADING_INFO substructure. the BVBestBid field has been added; the BVBestAsk field has been added; the BVBestMidPrice field has been added; the BVBestMidYield field has been added; the BVBestMidValidityFg field has been added. The CMF_BV_BEST_TRADING_INFO substructure has been added. The CMF_DEAL_TRADING_INFO has been added: the DiscountRate field has been added. The CMF_TRADE_TRADING_INFO shas been added: the DiscountRate field has been added. ANAGRAFICA INTRADAY UPDATE The CMF_SWITCH_AUCTION class has been modified: the class description has been modified. ANAGRAFICA INTRADAY UPDATE Changes from version 7.1 to version 8.0 of this document CMF Instrument Classes on page 24 The CMF_RESIDUAL_MATURITY_BENCHMARK class has been modified: the class description has been modified. CHANGES CMF 10.0 STEP A The CMF_INSTRUMENT_CLASS class structure has been changed: the MidPriceSource field has been added. SDP Protocol Suite About This Manual 3

10 AFFECTED ITEM CMF Instrument Classes for Section (Quantity Limits) on page 29 CMF Quotation Limits for Instruments on page 30 CMF Residual Maturity Benchmark on page 42 CMF Mid Price on page 64 CMF Sponsor/Third Party MarkUp on page 135 CMF_MID_PRICE_SOURCE on page 197 CMF_QUOTE_STATUS on page 198 CMF_BV_BEST_TRADING_INFO on page 201 CMF_HIST_DEAL_MEMBER_INFO on page 202 CMF_TPA_MARK_UP_THRESHOLD on page 206 CMF_TRADE_MEMBER_INFO on page 203 CMF_TRADE_MEMBER_INFO on page 206 Changes from version 7.0 to version 7.1 of this document CHANGE DESCRIPTION The CMF_INSTRUMENT_CLASS_SECTION class has been added. The CMF_QUOTATION_LIMIT class has been added. The CMF_RESIDUAL_MATURITY_BENCHMARK_EXT (114534) class has been renamed CMF_RESIDUAL_MATURITY_BENCHMARK. The old CMF_RESIDUAL_MATURITY_BENCHMARK (114537) class has been deleted. The CMF_MID_PRICE class structure has been changed: the MidPriceSource field has been added. The CMF_TPA_MARK_UP class structure has been changed: the ResidualMaturityId field has been added; the TradingFunction field has been added; the NumOfThreshold field has been added; the MarkUpThreshold field array has been added. The CMF_TPA_MARK_UP key structure has been changed: the ResidualMaturityId field has been added; the TradingFunction field has been added. The actions have been changed. The CMF_MID_PRICE_SOURCE enumerate has been added. The CMF_QUOTE_STATUS enumerate has been changed: The CMF_QUOTE_STATUS_IndirectCancellation value has been added. The CMF_DEAL_MEMBER_INFO substructure has been changed: the TimeZone field has been added. The CMF_HIST_DEAL_MEMBER_INFO substructure has been changed: the TimeZone field has been added. The CMF_TPA_MARK_UP_THRESHOLD substructure has been added. The CMF_HIST_TRADE_MEMBER_INFO substructure has been changed: the RefMsgId field has been added; the TxnType field has been added; the ClientRefMsgId field has been added; the ClientExecID field has been added; the QuoteTraderName field has been added; the TimeZone field has been added. The CMF_TRADE_MEMBER_INFO substructure has been changed: the RefMsgId field has been added; the TxnType field has been added; the ClientRefMsgId field has been added; the ClientExecID field has been added; the QuoteTraderID field has been added; the QuoteTraderName field has been added; the TimeZone field has been added. 4 About This Manual SDP Protocol Suite

11 Timestamp format AFFECTED ITEM CMF Instrument Classes on page 24 CMF Tradable Instruments for Trading Modality on page 34 CMF Official Price on page 71 CMF Deals on page 109 CMF Historical Deals on page 111 CMF Trades on page 113 CMF Historical Trades on page 116 CMF Last Day Trades on page 120 CMF Historical Indirect Trades on page 122 ERRATA CORRIGE CHANGE DESCRIPTION UTIME TimeStamp: the format is hmmssmmmuuu instead of hhmmssmmmuuu (hour without leading zeros). ETF TRADING Notes relating to ETF Trading have been added. Changes from version 6.4 to version 7.0 of this document CHANGES CMF 9.1 CMF Residual Maturity Benchmark on page 42 Changes from version 6.4 to version 6.5 of this document CMF Credit Line on page 130 Changes from version 6.3 to version 6.4 of this document CMF Sponsor/Third Party Best Execution on page 151 CMF Historical Sponsor/Third Party Best Execution on page 152 Changes from version 6.2 to version 6.3 of this document CMF Market and Section Parameters on page 52 CMF Sponsor/Third Party Best Execution on page 151 CMF Historical Sponsor/Third Party Best Execution on page 152 CMF Historical Sponsor/Client Best Execution Query Parameters on page 194 CMF_TPA_MARK_UP_TYPE on page 200 The CMF_RESIDUAL_MATURITY_BENCHMARK_EXT class has been added. This class can be used in place of the CMF_RESIDUAL_MATURITY_BENCHMARK class; it contains: All the fields of the CMF_RESIDUAL_MATURITY_BENCHMARK class; The new CurrencyCode field. The CMF_RESIDUAL_MATURITY_BENCHMARK class is still available for backward compatibility. The DEL (The Sponsor delete the the credit lines and trading limits parameters for a Third Party member) action has been added. The CMF_TPA_BEST_EXECUTION key structure has been changed: the MemberId field has been replaced by the ClientMemberId field. The CMF_HIST_TPA_BEST_EXECUTION key structure has been changed: the MemberCode field has been replaced by the ClientMemberCode field. The CMF_MARKET_PARAMS class structure has been changed: the MinPriceMarkUpTick field has been added; the MinFlatFreeMarkUpTick field has been added. The CMF_TPA_BEST_EXECUTION key structure has been changed: the MemberId field has been added. The CMF_HIST_TPA_BEST_EXECUTION key structure has been changed: the MemberCode field has been added. The CMF_HIST_TPA_BEST_EXECUTION_QUERY_PARAM query has been changed: the MemberCodeOp field has been added; the MemberCode field has been added. The CMF_TPA_MARK_UP_TYPE enumerate has been changed: the CMF_TPA_MARK_UP_TYPE_Percentage value has been renamed in CMF_TPA_MARK_UP_TYPE_PriceTick. SDP Protocol Suite About This Manual 5

12 AFFECTED ITEM Changes from version 6.1 to version 6.2 of this document No changes. Changes from version 6.0 to version 6.1 of this document CMF RFQs on page 102 CMF Price Alert Configuration on page 128 CMF Sponsor/Third Party MarkUp on page 135 CMF Historical Sponsor/Client Best Execution Query Parameters on page 194 CHANGE DESCRIPTION The RWT (The Aggressor Cancels the RFQ) action has been added. The ADD (The Member defines the spreads for a residual maturity) and RWT (The Member modifies the spreads for a residual maturity) actions have been changed: the PriceSpread and YieldSpread notes have been changed. The CMF_TPA_MARK_UP class structure has been changed: the TraderId field has been added; the TraderName field has been added. The ADD (The Sponsor defines the mark-up for a Third Party member) and RWT (The Sponsor delete the mark-up for a Third Party member) actions have been changed: the TraderId field has been added. The RWT (The Sponsor modifies the mark-up for a Third Party member) action has been added. The CMF_HIST_TPA_BEST_EXECUTION_QUERY_PARAM query id has been defined. Changes from version 5.3 to version 6.0 of this document CHANGES CMF 9.0 CMF Instrument Classes on page 24 All timestamps fields will have been changed in the SDP data classes: each timestamp is expressed in microseconds as: UTIME TimeStamp (hhmmssmmmuuu). The CMF_INSTRUMENT_CLASS class structure has been changed: the MidPriceInterestLatency field has been added; the MidPricePublicationDelay field has been added; the InventoryDepthFreeze field has been added; the InventoryQuoteFreshness field has been added. CMF Instrument for Section on page 27 The CMF_INSTRUMENT_SECTION class structure has been changed: the MarketAffiliation field has been deleted. CMF Instrument Class for Section Adjustment on page 31 CMF Mid Price Fixing Interval on page 43 Associations Between CMF Settlement Groups and Members on page 44 CMF Mid Price on page 64 Last CMF Deal Executed on page 65 The CMF_IC_SECTION_ADJUSTMENT class and key structures have been changed: the AreaCodeId field has been added. The CMF_RESIDUAL_MATURITY_BENCHMARK class has been added. The CMF_MID_PRICE_FIXING class has been added. The CMF_SETTLEMENT_GROUP_MEMBER class structure has been changed: the MarketAffiliation field has been deleted. The CMF_MID_PRICE class structure has been changed: the FixingFg field has been added; the FixingEndValidityTime field has been added. The CMF_LAST_DEAL class structure has been changed: the MarketAffiliation field type has been changed; the Status field has been added. 6 About This Manual SDP Protocol Suite

13 AFFECTED ITEM CMF Tradable Instrument Statistics on page 66 CMF Financial Instrument Statistics on page 68 CMF Volume Market Statistics on page 70 CMF Official Price on page 71 CMF Quotes on page 74 CMF Sponsor Quotes on page 135 CMF Historical Quotes on page 78 CMF Historical Sponsor Quotes on page 139 CMF Orders on page 96 CMF Sponsor Orders on page 140 CMF Historical Orders on page 100 CMF Historical Sponsor Orders on page 141 CMF Deals on page 109 CMF Sponsor/Third Party Deals on page 144 CMF Historical Deals on page 111 CMF Historical Sponsor/Third Party Deals on page 145 CMF Trades on page 113 CMF Sponsor/Third Party Trades on page 146 CHANGE DESCRIPTION The CMF_TRADABLE_INSTRUMENT_STATISTIC class structure has been changed: the MarketAffiliation field type has been changed; the RecalculationFg field has been added. The CMF_FINANCIAL_INSTRUMENT_STATISTIC class structure has been changed: the MarketAffiliation field type has been changed; the RecalculationFg field has been added. The CMF_VOLUME_MARKET_STATISTIC class structure has been changed: the MarketAffiliation field type has been changed; the RecalculationFg field has been added. The CMF_OFFICIAL_PRICE class structure has been changed: the MarketAffiliation field type has been changed. The CMF_QUOTE_INFO substructure has been changed: the StageOrderId field has been added. The ADD action has been changed. The CMF_HIST_QUOTE_INFO substructure has been changed: the StageOrderId field has been added. The CMF_ORDER_INFO substructure has been changed: the StageOrderId field has been added. The ADD action has been changed. The CMF_HIST_ORDER_INFO substructure has been changed: the StageOrderId field has been added. The CMF_DEAL_INFO substructure has been changed: the MarketAffiliation field type has been changed; the AreaCodeId field has been added. The CMF_HIST_DEAL_INFO substructure has been changed: the MarketAffiliation field has been deleted; the MktAffiliationShortDesc field has been added; the MktAffiliationDesc field has been added; the AreaCodeShortDesc field has been added; the AreaCodeDesc field has been added. The CMF_TRADE_INFO substructure has been changed: the TradeInfo field type has been changed (the PriceMarkUp and YieldMarkUp fields have been added into CMF_DEAL_TRADING_INFO substructure, referred by the TradeInfo); the MarketAffiliation field type has been changed; the MidPriceFixingFg field has been added; the AreaCodeId field has been added. SDP Protocol Suite About This Manual 7

14 AFFECTED ITEM CMF Historical Trades on page 116 CMF Last Day Trades on page 120 CMF Historical Indirect Trades on page 122 CMF Historical Sponsor/Third Party Trades on page 148 CMF Price Alert Configuration on page 128 CMF Credit Line on page 130 CHANGE DESCRIPTION The CMF_HIST_TRADE_INFO substructure has been changed: the TradeInfo field type has been changed (the PriceMarkUp and YieldMarkUp fields have been added into CMF_DEAL_TRADING_INFO substructure, referred by the TradeInfo); the MarketAffiliation field has been deleted; the MktAffiliationShortDesc field has been added; the MktAffiliationDesc field has been added; the AreaCodeShortDesc field has been added; the AreaCodeDesc field has been added. The CMF_PRICE_ALERT class has been added. The CMF_CREDIT_LINE class structure has been changed: the UnlimitedDailyCredit field has been deleted; the DailyCreditLimit field description has been changed; the UnlimitedOrderCredit field has been deleted; the FASOrderLimit field description has been changed; the OrderLimit field description has been changed; the RFQLimit field description has been changed; the RemainingCredit field description has been changed; the NettingFlag field has been deleted. The actions have been changed. CMF Historical Credit Lines on page 133 The CMF_HIST_CREDIT_LINE class structure has been changed: the UnlimitedDailyCredit field has been deleted; the DailyCreditLimit field description has been changed; the UnlimitedOrderCredit field has been deleted; the FASOrderLimit field description has been changed; the OrderLimit field description has been changed; the RFQLimit field description has been changed; the RemainingCredit field description has been changed; the NettingFlag field has been deleted. CMF Sponsor/Third Party MarkUp on page 135 CMF Sponsor/Third Party Last Day Trades on page 147 CMF Sponsor/Third Party Best Execution on page 151 CMF Historical Sponsor/Third Party Best Execution on page 152 CMF Historical Credit Line Query Parameters on page 182 CMF Historical Sponsor/Client Best Execution Query Parameters on page 194 CMF_TPA_MARK_UP_EVENT on page 199 CMF_TPA_MARK_UP_STATUS on page 200 The CMF_TPA_MARK_UP class has been added. The CMF_LAST_DAY_TPA_TRADE class has been added. The CMF_TPA_BEST_EXECUTION class has been added. The CMF_HIST_TPA_BEST_EXECUTION class has been added. The CMF_HIST_CREDIT_LINE_QUERY_PARAM query has been changed: the NettingOp field has been deleted; the Netting field has been deleted. The CMF_HIST_TPA_BEST_EXECUTION_QUERY_PARAM query has been added. The CMF_TPA_MARK_UP_EVENT enumerate has been added. The CMF_TPA_MARK_UP_STATUS enumerate has been added. 8 About This Manual SDP Protocol Suite

15 AFFECTED ITEM CMF_TPA_MARK_UP_TYPE on page 200 CMF_DEAL_TRADING_INFO on page 201 Changes from version 5.1 to version 5.3 of this document CMF Credit Line on page 130 CHANGE DESCRIPTION The CMF_TPA_MARK_UP_TYPE enumerate has been added. The CMF_DEAL_TRADING_INFO substructure has been added. The CMF_CREDIT_LINE class structure has been changed: the NettingFlag field description has been changed. The ADD/RWT actions has been changed: the UnlimitedDailyCredit notes have been changed; the DailyCreditLimit notes have been changed; the UnlimitedOrderCredit notes have been changed; the FASOrderLimit notes have been changed; the OrderLimit notes have been changed; the RFQLimit notes have been changed; the NettingFlag notes have been changed. CMF Historical Credit Lines on page 133 The CMF_HIST_CREDIT_LINE class structure has been changed: the NettingFlag field description has been changed. Changes from version 5.0 to version 5.1 of this document CMF Instrument Classes on page 24 CMF Market and Section Parameters on page 52 CMF Quick Quotes Edit on page 82 CMF Mid Price FAS Orders on page 87 CMF Mid Price FOK Orders on page 92 CMF Historical Mid Price FOK Orders on page 94 The CMF_INSTRUMENT_CLASS class structure has been changed: the MidPriceMultiplier field has been added. The CMF_MARKET_PARAMS class structure has been changed: the MaxInventoryDepthDealersNum field has been deleted; the MidPriceFokOrderFg field has been added. The ADD action has been changed: the BidStrikerQuotationFg notes have been changed; the AskStrikerQuotationFg notes have been changed. The RWT Action (Cancelling a Mid Price FAS Order) has been changed: the Order.Event notes have been changed. The RWT Action (Editing a Mid Price FAS Order) has been changed: the Order.EditTime field has been added. The CMF_MID_PRICE_FOK_ORDER class structure has been changed: the UpdateTime field has been deleted. The CMF_HIST_MID_PRICE_FOK_ORDER class structure has been changed: the UpdateTime field has been deleted. Changes from version 4.3 to version 5.0 of this document CHANGES CMF 7.0 CMF Instrument Classes on page 24 The CMF Market - Class Reference Manual has been splitted in two volumes: Volume 1 Common and CAT Functionalities Volume 2 RFCQ Functionalities The CMF_INSTRUMENT_CLASS class structure has been changed: the DoubleLegStrikerQuotingFg field has been added; the MidPriceYieldPriceConv field has been added; the IODenialTime field has been added; the IODenialTimeType field has been added; the IOLastLook field has been added; the ProductType field has been added. SDP Protocol Suite About This Manual 9

16 AFFECTED ITEM CHANGE DESCRIPTION CMF Instrument for Section on page 27 The CMF_INSTRUMENT_SECTION class structure has been changed: the MidPriceQuotingFg field has been added. CMF Instrument Class for Section Adjustment on page 31 CMF Bonds on page 32 CMF Tradable Instruments for Trading Modality on page 34 CMF Basis on page 36 CMF Spread on page 38 CMF Market and Section Parameters on page 52 CMF Mid Price on page 64 Last CMF Deal Executed on page 65 CMF Quotes on page 74 CMF Sponsor Quotes on page 135 CMF Historical Quotes on page 78 CMF Historical Sponsor Quotes on page 139 CMF Quick Quotes Edit on page 82 CMF Smart Quotes Edit on page 85 CMF Mid Price FAS Orders on page 87 CMF Historical Mid Price FAS Orders on page 90 CMF Mid Price FOK Orders on page 92 CMF Historical Mid Price FOK Orders on page 94 The CMF_IC_SECTION_ADJUSTMENT class has been added. The CMF_BOND class structure has been changed: the StrikerQuotingFg field has been added. The CMF_INSTRUMENT_MODALITY class structure has been changed: the FunctionParameters field has been changed (20 array elements); the CMF_INSTRUMENT_PER_FUNCTION referred by the FunctionParameters field has been changed. The CMF_BASIS class structure has been changed: the MinStrikerQtyCap field has been added; the MinStrikerQuoteQty field has been added; the MinStrikerOrderQty field has been added. The CMF_SPREAD class structure has been changed: the MinStrikerQtyCap field has been added; the MinStrikerQuoteQty field has been added; the MinStrikerOrderQty field has been added. The CMF_MARKET_PARAMS class structure has been changed: the MaxNumMidPriceFASOrders field has been added; the MaxInventoryDepthDealersNum field has been added; the InventoryOrdersFg field has been added. The CMF_MID_PRICE class has been added. The CMF_LAST_DEAL class structure has been changed: the Verb field type and description have been changed. The CMF_QUOTE_INFO substructure has been changed: the CMF_QUOTING_DATA referred by the Bid and Ask fields has been changed. The CMF_HIST_QUOTE_INFO substructure has been changed: the CMF_QUOTING_DATA referred by the Bid and Ask fields has been changed. The CMF_QUICK_EDIT class structure has been changed: the BidStrikerQuotation and BidStrikerQuotationFg field have been added; the AskStrikerQuotation and AskStrikerQuotationFg field have been added. The CMF_SMART_EDIT class structure has been changed: the CMF_SMART_QUOTING_DATA referred by the Bid and Ask fields has been changed. The CMF_MID_PRICE_FAS_ORDER class structure has been added. The CMF_HIST_MID_PRICE_FAS_ORDER class structure has been added. The CMF_MID_PRICE_FOK_ORDER class structure has been added. The CMF_HIST_MID_PRICE_FOK_ORDER class structure has been added. 10 About This Manual SDP Protocol Suite

17 AFFECTED ITEM CMF Deals on page 85 CMF Sponsor/Third Party Deals on page 144 CMF Historical Deals on page 111 CMF Historical Sponsor/Third Party Deals on page 145 CMF Trades on page 113 CMF Sponsor/Third Party Trades on page 146 CMF Historical Trades on page 116 CMF Last Day Trades on page 120 CMF Historical Indirect Trades on page 122 CMF Historical Sponsor/Third Party Trades on page 148 CMF Historical MID Price FAS Order Query Parameters on page 174 CMF Historical MID Price FOK Order Query Parameters on page 176 CMF_IO_DENIAL_TIME_TYPE on page 196 CMF_MID_PRICE_FAS_ORDER_STATUS on page 197 CMF_SETTL_STATUS on page 199 CMF_TXN_TYPE CMF_HIST_DEAL_MEMBER_INFO on page 202 CMF_INSTRUMENT_PER_FUNCTION on page 204 CMF_QUOTING_DATA on page 205 CMF_SMART_QUOTING_DATA on page 205 CHANGE DESCRIPTION The CMF_DEAL_INFO substructure has been changed: the TradeType field has been added; the CMF_DEAL_MEMBER_INFO referred by the Provider and Aggressor fields has been changed. The CMF_HIST_DEAL_INFO substructure has been changed: the TradeType field has been added; the CMF_HIST_DEAL_MEMBER_INFO referred by the Provider and Aggressor fields has been changed. The CMF_TRADE_INFO substructure has been changed: the SettlFillId field has been added; the Adjustment field has been added; the AdjustedFg field has been added; the TradeType field has been added. The CMF_HIST_TRADE_INFO substructure has been changed: the SettlFillId field has been added; the TradeType field has been added. The CMF_HIST_MID_PRICE_FAS_ORDER_QUERY_PARAM query has been added. The CMF_HIST_MID_PRICE_FOK_ORDER_QUERY_PARAM query has been added. The CMF_IO_DENIAL_TIME_TYPE enumerate has been added. The CMF_MID_PRICE_FAS_ORDER_STATUS enumerate has been added. The CMF_SETTL_STATUS enumerate has been changed: the CMF_SETTL_STATUS_CancelledFromSettlement value has been added. The CMF_TXN_TYPE enumerate has been deleted. The CMF_HIST_DEAL_MEMBER_INFO substructure has been changed: the TxnType field type has been change. The CMF_INSTRUMENT_PER_FUNCTION substructure has been changed: the MinQtyCap field has been added. The QUOTING_DATA substructure has been changed: the StrikerQuotation field has been added; the StrikerQuotationFg field has been added; the MinStrikerQty field has been added. The SMART_QUOTING_DATA substructure has been changed: the StrikerQuotation field has been added; the StrikerQuotationFg field has been added; the MinStrikerQty field has been added. SDP Protocol Suite About This Manual 11

18 Conventions Used for Describing the Classes The descriptions of the SMP data classes contained in this manual follow the conventions outlined below. For general information about SMP data classes and related concepts (such as actions, queries and filters), refer to the "SDP Protocol Suite, General Description" manual. Class Attributes The overall attributes of a data class are described using a table like this: CLASS ATTRIBUTE Class Name Class ID Service Data Update Data Notification Member Profile Definition Trader Profile Definition VALUE A string with the xxx_prefix (where xxx is the market acronym), which contains the name of the class A numeric code that uniquely identifies the class Indicates which TradeImpact Service supports the data class. For example: INFO_BRT stands for the Info Broadcasting Service TXN_INFO_PRIV stands for the Transactional Service Indicates how the data records in the class are updated. Possible values are: STATIC: records do not change during the trade day DYNAMIC: records may change during the trade day Indicates how the client retrieves the data records. Possible values are: SUBSCRIPTION: the client must subscribe to the class to receive the data records RESPONSE: the client receives the data records in the message sent by the server in response to the action request SUBSCRIPTION_RESPONSE: the client may choose to receive the data records either by subscribing to the class or in the response message QUERY: the client must submit a query to the class to receive the data records Indicates the class involvement in member profile definition. Possible values are: NONE: the class is not involved Function_name: the class is involved in member profile definitions (see the TI_MARKET_FUNCTION_PROFILE class) Indicates the class involvement in trader profile definition. Possible values are: NONE: the class is not involved PLATFORM_LEVEL (plg_name): the class is involved in trader profile definitions affecting the plg_name group of platform-level classes (see the TI_TRADER_PLATFORM_ACCESS_RIGHT class) MARKET_LEVEL (mlg_name): the class is involved in trader profile definitions affecting the mlg_name group of market-level classes (see the TI_TRADER_MARKET_ACCESS_RIGHT class) INSTRUMENT_CLASS_LEVEL (icg_name): the class is involved in trader profile definitions affecting the icg_name group of instrument class-level classes (see the TI_TRADER_INSTR_ACCESS_RIGHT class) 12 About This Manual SDP Protocol Suite

19 Class Record Structure The structure of the records in a class is described using a table like this: FieldName1 DataType1 Description of field and allowed values FieldName2 DataType2 Description of field and allowed values There is a row for each field in the record structure, where: Class Keys FieldName is an alphanumeric string that represents the mnemonic name of the field. DataType is any of the TradeImpact basic data types. The keys available for subscribing to a class are described using a table like this: KEY NAME ID TYPE FIELDS KeyName1 KeyID KeyType FieldName1... FieldNameN KeyName There is a row for each key defined for the class, where: KeyName is the mnemonic name of the key. KeyID is a numeric code that uniquely identifies the key among those defined for the class. KeyType specifies whether the key is UNIQUE or DUPLIC. At least one key of type UNIQUE is defined for the class. FieldName1,...,FieldNameN are the names of the fields in the class record structure that make up the key. Class Filters The filters available for subscribing to a class are described using a table like this: FILTER NAME ID FIELDS FilterName1 FilterID FieldName1... FieldNameN FilterName There is a row for each filter defined for the class, where: FilterName is the mnemonic name of the filter. FilterID is a numeric code that uniquely identifies the filter among those defined for the class. FieldName1,...,FieldNameN are the names of the fields in the class record structure that make up the filter. Class Actions Class actions are the actions that a client may perform on the overall class or on one or more of its records. SDP Protocol Suite About This Manual 13

20 For each action, there is a subsection that describes the scope and applicability of the action, and the format of the message that the client must send to the server in order to request it. The title of the subsection describing an action consists of the action code followed by a brief description within parentheses. The action code may be any of the following: ACTION CODE ADD RWT DEL KILL DESCRIPTION Insert a new record in the class Update an existing record in the class Logically delete a record from the class Physically delete a record from the class Class Queries The list of the queries (if any) is given, which may be used to retrieve a finite set of records from the class. Conventions Used for Describing the Queries The descriptions of the SMP queries contained in this manual follow the conventions outlined below. For general information about SMP queries and related concepts, refer to the "SDP Protocol Suite, General Description" manual. Query Attributes The overall attributes of a query are described using a table like this: QUERY ATTRIBUTE Query Name Query ID Query Class Params ID Related Class VALUE A string with the xxx_prefix (where xxx is the market acronym), which contains the name of the query A numeric code that uniquely identifies the query A numeric code that uniquely identifies the parameters structure of the query. The name of the class which records are retrieved from using this query. Query Parameter Structure A query is obtained by AND-ing a set of clauses. Each clause is made up of a value and an operator. The data structure that contains the clause that may be included in a query is described using a table like this: FIELD NAME APPLIES TO NOTES ClauseOp1 ClauseValue1 ClauseOp2 ClauseValue2 ClassField1 ClassField There are two rows for each query clause, where: ClauseOp is the clause operator, chosen among those defined by the TI_QUERY_OP enumerate. The default value of ClauseOp is TI_QUERY_OP_None, which means that the clause is not included in the query. Any other value specifies the clause operator to be applied to ClauseValue. When choosing an operator, be aware that it is consistent with the ClassField data type. 14 About This Manual SDP Protocol Suite

21 ClauseValue is the clause value. The clause value must have the same data type as that of ClassField, that, is the field in the class record structure to which the clause will be applied. ClassField is the name of the field of the class record structure (or of a substructure of the class record structure) to which the clause will be applied. SDP Protocol Suite About This Manual 15

22

23 CMF Registry and Configuration The CMF registry and configuration data classes are logically grouped as described below. CMF Market and Sections This group contains the data classes that model the features of the CMF market, sections, market phases and section phases: CMF Market (class TI_MARKET) CMF Market Sections (class TI_SECTION) CMF Market Phases (class TI_MARKET_PHASE) CMF Market Section Phases (class TI_PHASE_SECTION) CMF Restricted Trading for Area Code (class CMF_RESTRICTED_TRADING) CMF Instruments This group contains the data classes that model the CMF instruments: CMF Instrument Classes (class CMF_INSTRUMENT_CLASS) CMF Instrument for Section (class CMF_INSTRUMENT_SECTION) CMF Instrument Classes for Market (class TI_INSTRUMENT_CLASS_MARKET) CMF Instrument Classes for Section (class TI_INSTRUMENT_CLASS_SECTION) CMF Quantity Limits for Instrument Classes for Section (class CMF_INSTRUMENT_CLASS_SECTION) CMF Quotation Limits for Instruments (class CMF_QUOTATION_LIMIT) CMF Instrument Classes for Section Adjustment (class CMF_IC_SECTION_ADJUSTMENT) CMF Bonds (class CMF_BOND) CMF Tradable Instrument for Trading Modality (class CMF_INSTRUMENT_PER_FUNCTION) CMF Basis (class CMF_BASIS) CMF Spread (class CMF_SPREAD) CMF Switch Auction (class CMF_SWITCH_AUCTION) CMF Residual Maturity Benchmark (class CMF_RESIDUAL_MATURITY_BENCHMARK) CMF Mid Price Fixing (class CMF_MID_PRICE_FIXING) CMF Settlement This group contains the data classes that model the associations between CMF settlement systems and CMF members: SDP Protocol Suite CMF Registry and Configuration 17

24 Associations between CMF Settlement Groups and Members (class CMF_SETTLEMENT_GROUP_MEMBER) CMF Cutoff (class CMF_CUTOFF) CMF Members and Traders This group contains the data classes that model the CMF market members and traders: CMF Members (class TI_MEMBER) Members Enabled for CMF Sections (class TI_MEMBER_SECTION) Members Enabled for CMF Instrument Classes (class TI_MEMBER_SECTION_INSTRUMENT_CLASS) Member Profiles Exceptions for CMF Instrument Classes (class TI_MEMBER_SECTION_INSTRUMENT_CLASS_EXCEPTION) CMF Members Private Info (class CMF_MEMBER_PRIVATE_INFO) 18 CMF Registry and Configuration SDP Protocol Suite

25 CMF Market and Sections CMF Market The CMF market group does not include a data class for subscribing to the CMF market. The following MTS Service Provider class is to be used: TI_MARKET (CMF Market Only) To get information about the CMF market only, set the appropriate filter in the MarketId field when starting a subscription to this class. SDP Protocol Suite CMF Registry and Configuration 19

26 CMF Market Sections The CMF market group does not include a data class for subscribing to sections. The following MTS Service Provider class is to be used: TI_SECTION To get information about the CMF market only, set the appropriate filter in the MarketId field when starting a subscription to this class. 20 CMF Registry and Configuration SDP Protocol Suite

27 CMF Market Phases The CMF market group does not include a data class for subscribing to CMF market phases. The following MTS Service Provider class is to be used: TI_MARKET_PHASE To get information about the CMF market only, set the appropriate filter in the MarketId field when starting a subscription to this class. SDP Protocol Suite CMF Registry and Configuration 21

28 CMF Market Section Phases The CMF market group does not include a data class for subscribing to CMF market section phases. The following MTS Service Provider class is to be used: TI_PHASE_SECTION (CMF Market Only) To get information about the CMF market only, set the appropriate filter in the MarketId field when starting a subscription to this class. 22 CMF Registry and Configuration SDP Protocol Suite

29 CMF Restricted Trading for Area Code The CMF_RESTRICTED_TRADING class describes the trading restrictions defined on the CMF market for different Area Code and different trading functions. CLASS ATTRIBUTE Class Name CMF_RESTRICTED_TRADING Class ID Service INFO_BRT Data Update STATIC Data Notification SUBSCRIPTION Member Profile Definition NONE Trader Profile Definition NONE VALUE Class Record Structure AreaCodeId USHORT Unique ID of the area code SectionId ULONG Unique ID of the section FunctionId TI_FUNCTION Unique ID of the trading function StartRestrictedTrading UTIME Time at which the Restricted Trading will start StopRestrictedTrading UTIME Time at which the Restricted Trading will stop Class Keys KEY NAME ID TYPE FIELDS CMF_RESTRICTED_TRADING_Key 1 UNIQUE AreaCodeId SectionId FunctionId SDP Protocol Suite CMF Registry and Configuration 23

30 CMF Instruments CMF Instrument Classes The CMF_INSTRUMENT_CLASS class describes the instrument classes defined on the CMF market. CLASS ATTRIBUTE Class Name CMF_INSTRUMENT_CLASS Class ID Service INFO_BRT Data Update STATIC Data Notification SUBSCRIPTION Member Profile Definition NONE Trader Profile Definition NONE VALUE See the TI_INSTRUMENT_CLASS_EXT class in the MTS Service Provider group for further information about instrument classes. Class Record Structure InstrumentClassId ULONG Unique ID of the instrument class YieldPriceConv CalculationType TradingType InstrumentType CMF_YIELD_PRICE_CONV CMF_CALCULATION_TYPE TI_TRADING_TYPE TI_INSTRUMENT_TYPE Identifier of the yield/price conversion for CAT market depth Identifier of the calculation type to be used for the second leg quantity definition in case of Spread Trading or Switch Auction Trading. In case of Switch Auction Trading: - Instruments with CalculationType = Cash Equivalent will remain suspended (with status equal to TI_SUSP_STATUS_WaitingForPrice ) until the arrival of the buy back price flow contribution. - Instruments with CalculationType = Duration Weighted will remain suspended (with status equal to TI_SUSP_STATUS_WaitingForPrice ) until the arrival of the buy back price flow contribution and, in addition, until the receipt of the hedge ratio or of the BPVs of the underlying bonds. Identifier of the price type Identifier of the tradable instrument type (Bond, Spread, Basis, etc.) StatisticsTime UTIME Indicates since what time statistics are available. If it is zero statistics are always calculated MaxSettlSize DOUBLE Maximum Settlement Size for the instrument class SortNumber ULONG Instrument Class Sorting Number MarketModel CMF_MARKET_MODEL Market model 24 CMF Registry and Configuration SDP Protocol Suite

31 BVBestYieldPriceConv InventoryYieldPriceConv DoubleLegPossibleQuoting DoubleLegStrikerQuotingFg MidPriceYieldPriceConv CMF_YIELD_PRICE_CONV CMF_YIELD_PRICE_CONV TI_POSSIBLE_QUOTING TI_POSSIBLE_QUOTING CMF_YIELD_PRICE_CONV Identifier of the yield/price conversion for market BV Best Identifier of the yield/price conversion for inventory market depth Flag indicating if it's possible to insert only FAS orders or only double sided proposals or both. Used for tradable instruments: Basis, Spread and Switch Auction Flag indicating if it's possible to insert only striker FAS orders or only double sided proposals or both. Used for tradable instruments: Basis, Spread. Identifier of the yield/price conversion for mid price IODenialTime USHORT Delay, in seconds, between two consecutive submissions of an Inventory order on the same tradable instrument by the same buy side member IODenialTimeType CMF_IO_DENIAL_TIME_TYPE Specifies whether the due in time refers only to the last sell side member or to all counterparties IOLastLook USHORT Delay in seconds for the manual acceptance of an inventory order ProductType ULONG Unique ID of the product type. ETF Trading ETF instruments are identified by using the new Product Type "ETF" associated to the relevant Instrument Classes. MidPriceMultiplier DOUBLE Multiplier to be applied to the MinPriceTick and to the MinYieldTick CAT functions parameters to obtain the MinMidPriceTick and the MinMidYieldTick (Mid Price Trading) MidPriceInterestLatency USHORT Mid Price FAS Orders Flag latency, expressed as number of seconds MidPricePublicationDelay USHORT Delay, expressed as number of seconds, for the Mid Price publication InventoryDepthFreeze USHORT Inventory Depth Freeze (in seconds) at GUI level InventoryQuoteFreshness USHORT Freshness in seconds of the Inventory Quote MidPriceSource RFCQOutrightFg RFCQSwitchFg RFCQButterflyFg RFCQButterflyFreeFg RFCQMultiLegFg CMF_MID_PRICE_SOURCE TI_FLAG TI_FLAG TI_FLAG TI_FLAG TI_FLAG Specifies the source of MidPrice value: Order Book (CAT) or BV Best (RFCQ) Specifies whether the trading on the RFCQ Type Outright is enabled or disable Specifies whether the trading on the RFCQ Type Switch is enabled or disable Specifies whether the trading on the RFCQ Type Butterfly is enabled or disable Specifies whether the trading on the RFCQ Type Butterfly Free is enabled or disable Specifies whether the trading on the RFCQ Type MultiLeg is enabled or disable SDP Protocol Suite CMF Registry and Configuration 25

32 RFCQDoubleSidedFg InventoryOrderFg Class Keys TI_FLAG TI_FLAG Specifies whether the trading on the RFCQ Type DoubleSided is enabled or disable Specifies whether the trading on the RFCQ Type Inventory Order is enabled or disable KEY NAME ID TYPE FIELDS CMF_INSTRUMENT_CLASS_Key 1 UNIQUE InstrumentClassId 26 CMF Registry and Configuration SDP Protocol Suite