EMSX Features¶
The EMSX API supports 99.9% of the features supported in EMSX<GO>
function.
The following standalone EMSX settings will also impact the EMSX API.
Important
Please note the following EMSX settings are changed by Bloomberg at the user or user firms request.
EMSX Setting |
---|
EMSX Routing enabled |
Orders=routes enabled |
Staging Protection enabled |
Use B/O & S/C for Futures enabled |
Allow MKT routes on LMT |
Broker (Hard) Restrictions |
Directed Broker |
Restricted Secuirites List (EMSX) |
Cross check for Equity |
Cross check for Futures |
Broker (Soft) restriction |
Allow After-Market Routing for Day Order |
Exec/Research/Risk Capital Rate Type |
Enable Route as Futures Spread |
Enable Basket All or None |
Enable Restricted Securities Validation (RTIP) |
Filter out Directed/Restricted brokers |
Enable Team Risk Ticket |
Enable Routing InvestorID to Broker |
Allow Blottery Snc Orders to be Deleted |
Enable Centralized Trading controls |
Block Market Routes |
AIM: Use Settlement Date from B/S |
AIM: Send AIM Order# in BlockID tag |
LMSA: Lock Broker Code on Order |
LMSA: AIM Restricted Order Violation Setting |
LMSA: AIM Add Order from EMSX Lanuch Ticket |
Important
The following settings are controlled by the user of EMSX<GO>
.
EMSX User Defaults | EMSX Setting Location |
---|---|
Home Currency | Setting under Confirmation & Warnings in EMSX |
Warn About Restricted Short Sells | Setting under Confirmation & Warnings in EMSX |
Order Violation Settings | Setting under Confirmation & Warnings in EMSX |
Confirm Order Violation | Setting under Confirmation & Warnings in EMSX |
Quantity Warning | Setting under Confirmation & Warnings in EMSX |
Quantity Maximum | Setting under Confirmation & Warnings in EMSX |
Market Value Warning | Setting under Confirmation & Warnings in EMSX |
%ADV Warning Threshold | Setting under Confirmation & Warnings in EMSX |
%ADV Maximum Threshold | Setting under Confirmation & Warnings in EMSX |
ADV Benchmark | Setting under Confirmation & Warnings in EMSX |
Price Tolerance level | Setting under Confirmation & Warnings in EMSX |
EMSX Routing Defaults | EMSX Setting Location |
---|---|
Strategy Time Zone | Setting under Routing Generic |
Show Commission Fields | Setting under Routing Generic |
Show Basket Name in Broker Notes | Setting under Routing Generic |
Send Odd Lots | Setting under Routing Generic |
Send Parent Order Instruction* | Setting under Routing Generic |
User Order Values for Routing | Setting under Routing Generic |
EMSX Teams¶
The EMSX API allows the same action on TEAMVIEW
as you would have permission on EMSX<GO>
function.
The TEAMVIEW
feature in EMSX<GO>
allows a team member to view or take action on behalf of the team members based on the team setting within EMSX<GO>
.
For EMSX API, This offers flexibilities within the application design. For example, a single subscription with the team name can capture all the events for the team members. The topic string for using team remains the same as non-team with the exception of adding team name on the topic string as illustrated below.
Important
//blp/emapisvc_beta/order;team=my_team_name?fields=EMSX_ASSIGNED_TRADER, EMSX_BASKET_NAME, EMSX_CFD_FLAG, EMSX_AMOUNT
Trading on behalf of team members from TEAMVIEW
requires creating a route on behalf of the team member. The service object of type RouteEx
and fill in the required fields before submitting the request.
Within RouteEx
, there is an element EMSX_TRADER_UUID
where the user can enter the order owner’s Bloomberg UUID. Bloomberg will do the validation against the user privilege setup via
EMT<GO>
and EMBR<GO>
.
A user can be part of more than one team on the backend. When the user creates the topic string and does not belong to a team or specify a wrong team, the user will receive an error.
In cases where a user is defined as a member of multiple teams, then the user will need to supply multiple subscriptions. (One for each team). These subscriptions should be monitored separately since the user will receive two notifications.
Important
It’s best to keep the overall design simple. TEAM is a heirarchical structure and thus best to have a single order and single route subscription for the entire TEAM strucuture and avoid replication. The replication increases the bandwidth usage and provides ZERO benefit for the end client.
EMSX Element Definitions¶
For information on accessing field meta data, this is currently only supported within Bloomberg terminal.
The user will need to access FLDS<GO>
function within the Bloomberg terminal. Once in FLDS<GO>
, type EMSX underneath the security section and choose EMSX under the filter. The source is Calcrt and should select All for Field Type.
EMSX Element Definition (A to M)¶
The EMSX element definitions will include the type of the element and will inform whether the element is an ORDER
, ROUTE
, or sometimes both O,R
elements. The type consists of INT64
, INT32
, STRING
, and FLOAT64
.
Field | Definition |
---|---|
API_SEQ_NUM |
INT64 Special field to indicate the sequence number of the APIevents. The number begins at 1 and increases with each event posted
to a client subscription. It can be used by the client side to
guarantee order, and to identify any gaps in subscription events.
|
EMSX_ACCOUNT |
STRING O,R The account of the routing firm as designated bythe broker chosen. This field is applicable to trades on an order
and/or route level, and does not populate on a per security basis.
|
EMSX_AMOUNT |
INT32 O,R The total amount of the order or route. This fieldis applicable to trades on an order and/or route level, and does not
populate on a per security basis.
|
EMSX_APA_MIC |
STRING ROUTE Approved publication arrangement in MiFID II.This is a route level field.
|
EMSX_ASSET_CLASS |
STRING STATIC ORDER The asset class of the order. Thisfield is applicable to trades on an order level, and does not
populate on a per security basis. This is a static field.
|
EMSX_ASSIGNED_TRADER |
STRING ORDER The name of the trader assigned to the order.This field is applicable to trades on an order level, and does not
populate on a per security basis.
|
EMSX_AVG_PRICE |
FLOAT64 O,R The average price for one share executed withthe order, calculated over the life of the order. This field is
applicable to trades on an order and/or route level, and does not
populate on a per security basis.
|
EMSX_BASKET_NAME |
STRING ORDER The name assigned to a group of related orderscontained in a basket. This field is applicable to trades on an
order level, and does not populate on a per security basis.
|
EMSX_BASKET_NUM |
INT32 ORDER The number corresponding to theEMSX_BASKET_NAME assigned to a group of related orders.This field is applicable to trades on an order level, and does not
populate on a per security basis.
|
EMSX_BLOCK_ID |
STRING ORDER The EMSX Block ID |
EMSX_BOOKNAME |
STRING This element is used to specify TOMS book name whileusing
CreateOrderAndRouteEx , RouteEx , and GroupRouteEx requests. This element requires
EMSX_TOMS_PXNUM element tospecify the TOMS PX#. This element is not available from the order
or route subscription services.
|
EMSX_BROKER |
STRING O,R The code for the broker with whom the order isrouted. This field is applicable to trades on an order and/or route
level, and does not populate on a per security basis.
|
EMSX_BROKER_COMM |
FLOAT64 O,R The amount of commission charged by the brokerfor the order or route. This field is applicable to trades on an
order and/or route level, and does not populate on a per security
basis.
|
EMSX_BROKER_LEI |
STRING ROUTE Broker Legal Entity Identifier in MiFID II. |
EMSX_BROKER_SI |
STRING ROUTE Broker Systematic Internalizer in MiFID II. |
EMSX_BROKER_STATUS |
STRING ROUTE Broker status in EMSX. This element willpopulate one of the three values:
CXRPRJ , CXLREJ , andMODIFIED . More details can be found in here. |
EMSX_BSE_AVG_PRICE |
FLOAT64 STATIC O,R The EMSX Bombay Stock ExchangeAverage Price. Average price of the fills completed for the order or
route on the Bombay Stock Exchange (BSE). This field is applicable
to trades on an order and/or route level, and does not populate
on a per security basis.
|
EMSX_BSE_FILLED |
INT32 O,R The EMSX Bombay Stock Exchange Filled. Totalquantity of the fills completed for the order or route on the Bombay
Stock Exchange (BSE). This field is applicable to trades on an order
and/or route level, and does not populate on a per security basis.
|
EMSX_BUYSIDE_LEI |
STRING O,R The buyside Legal Entity Identifier in MiFID II. |
EMSX_CFD_FLAG |
STRING ORDER The EMSX Contract For Difference Flag.Indicates if the order is a contract for differences (CFD) trade.
This field is applicable to trades on an order level, and does not
populate on a per security basis.
|
EMSX_CLEARING_ACCOUNT |
STRING ROUTE The clearing account defined on a futures oroption route. This field is applicable to trades on a route level,
and does not populate on a per security basis.
|
EMSX_CLEARING_FIRM |
STRING ROUTE The clearing firm defined on a futures oroptions route. This field is applicable to trades on a route level,
and does not populate on a per security basis.
|
EMSX_CLIENT_IDENTIFICATION |
STRING O,R MiFID II field for client Identification. |
EMSX_CLIENT_ORDER_ID |
STRING ROUTE The client order ID identifier generatedbetween EMSX and the EOR Broker. This value is unique per day. This
field is applicable to trades on a route level, and does not
populate on a per security basis.
|
EMSX_COMM_DIFF_FLAG |
STRING O,R The EMSX Commission Difference between brokercommission and AIM (Asset and Investment Manager) commission values.
This field is applicable to trades on an order and/or route level,
and does not populate on a per security basis.
|
EMSX_COMM_RATE |
FLOAT64 O,R The EMSX Commission Rate of commission chargedon the trade. This field is applicable to trades on an order and/or
route level, and does not populate on a per security basis.
|
EMSX_CURRENCY_PAIR |
STRING STATIC O,R The EMSX Currency Pair which providesthe spot rate to convert the security’s currency and the user’s
currency. This field is applicable to trades on an order and/or
route level, and does not populate on a per security basis.
|
EMSX_CUSTOM_ACCOUNT |
STRING ROUTE The EMSX Route Account, is the account value atthe level of the route. This field is applicable to trades on a
route level, and does not populate on a per security basis.
|
EMSX_CUSTOM_NOTEn |
STRING ORDER 79-character free text field. |
EMSX_DATE |
INT32 ORDER The EMSX Order Creation Date is the date onwhich the order is created. This field is applicable to trades on an
order level, and does not populate on a per security basis.
|
EMSX_DAY_AVG_PRICE |
FLOAT64 O,R The EMSX Day Average Price is the average pricefor one share executed with the order, based on shares filled today.
This field is applicable to trades on an order and/or route level,
and does not populate on a per security basis.
|
EMSX_DAY_FILL |
INT32 O,R The EMSX Day Fill is the total quantity of sharesfilled today for this order/security, across any number of brokers.
This field is applicable to trades on an order and/or route level,
and does not populate on a per security basis.
|
EMSX_DIR_BROKER_FLAG |
STRING ORDER The EMSX Directed Brokers is an indicator ofwhether the order has funds with the directed brokers defined. This
field is applicable to trades on an order level, and does not
populate on a per security basis.
|
EMSX_EXCHANGE |
STRING STATIC ORDER The EMSX Exchange is the exchangecode for the order where the security in the order is listed. This
field is applicable to trades on an order level, and does not
populate on a per security basis.
|
EMSX_EXCHANGE_DESTINATION |
STRING O,R The EMSX Exchange Destination is the Exchangedestination of the security for the order or route. This field is
applicable to trades on an order and/or route level, and does not
populate on a per security basis.
|
EMSX_EXEC_INSTRUCTION |
STRING O,R The EMSX execution instruction field. |
EMSX_EXECUTE_BROKER |
STRING ROUTE The EMSX Execution Broker is the executingbroker on the trade for the route. This field is applicable to
trades on a route level, and does not populate on a per security
basis.
|
EMSX_FILL_ID |
INT32 STATIC O,R The fill number associated with aroute. This field is applicable to trades on an order and/or route
level, and does not populate on a per security basis.
|
EMSX_FILLED |
INT32 O,R The quantity of shares which have been executed bybroker. This field is applicable to trades on an order and/or route
level, and does not populate on a per security basis.
|
EMSX_GPI |
STRING O,R The Global Personal Identifier in MiFID II. |
EMSX_GTD_DATE |
INT32 O,R The EMSX Good to Date is the date the order is inforce until, based on local exchange date and time. This field is
applicable to trades on an order and/or route level, and does not
populate on a per security basis.
|
EMSX_HAND_INSTRUCTION |
STRING O,R The EMSX Handling Instruction is the instructionsfor handling the order or route. The values can be preconfigured or
a value customized by the broker. This field is applicable to trades
on an order and/or route level, and does not populate on a per
security basis.
|
EMSX_IDLE_AMOUNT |
STRING ORDER The quantity of shares yet to be routed orexecuted, equal to the order quantity minus amounts filled,
unreleased, and routed. This field is applicable to trades on an
order level, and does not populate on a per security basis.
|
EMSX_INVESTOR_ID |
STRING ORDER The identifier for the buy side investor asused for markets such as Korea and Taiwan. This field is applicable
to trades on an order level, and does not populate on a per security
basis.
|
EMSX_IS_MANUAL_ROUTE |
INT32 STATIC ROUTE The EMSX Manual Route indicates thatthe route was not communicated electronically to the broker. This
field is applicable to trades on a route level, and does not
populate on a per security basis.
|
EMSX_ISIN |
STRING STATIC ORDER The EMSX International SecuritiesIdentification Number or the ISIN (International Securities
Identification Number) of the security in the order. This field is
applicable to trades on an order level, and does not populate on a
per security basis.
|
EMSX_LAST_CAPACITY |
STRING ROUTE The broker capacity in order execution.(e.g. agent, cross as agent, cross as principal, and principal)
|
EMSX_LAST_FILL_DATE |
INT32 ROUTE The date of the last fill based on the user’stime zone. This field is applicable to trades on a route level, and
does not populate on a per security basis.
|
EMSX_LAST_FILL_TIME |
INT32 ROUTE The time of the last fill based on seconds frommidnight in the user’s time zone. This field is applicable to trades
on a route level, and does not populate on a per security basis.
|
EMSX_LAST_FILL_TIME_MICROSEC |
INT32 ROUTE The last fill time based on the user’s timezone in microseconds. This field is applicable to trades on a
route level, and does not populate on a per security basis.
|
EMSX_LAST_MARKET |
STRING ROUTE The last market of execution for a trade asreturned by the broker.This field is applicable to trades on a route
level, and does not populate on a per security basis.
|
EMSX_LAST_PRICE |
FLOAT64 ROUTE The last execution price for a trade. Thisfield is applicable to trades on a route level, and does not
populate ona per security basis.
|
EMSX_LAST_SHARES |
INT32 ROUTE The last executed quantity for a trade. Thisfield is applicable to trades on a route level, and does not
populate on a per security basis.
|
EMSX_LEG_FILL_DATE_ADDED |
INT32 ROUTE The date added for the leg fill. |
EMSX_LEG_FILL_PRICE |
FLOAT64 ROUTE The leg fill price. |
EMSX_LEG_FILL_SEQ_NO |
INT32 ROUTE The leg fill sequence number. |
EMSX_LEG_FILL_SHARES |
FLOAT64````ROUTE The leg fill shares. |
EMSX_LEG_FILL_SIDE |
STRING ROUTE The leg fill side. |
EMSX_LEG_FILL_TICKER |
STRING ROUTE The leg fill ticker. |
EMSX_LEG_FILL_TIME_ADDED |
INT32 ROUTE The time added for the leg fill. |
EMSX_LIMIT_PRICE |
FLOAT64 O,R The price which is the maximum the order to buysecurities or commodities should be executed at; or the minimum at
which securities or commodities should be sold. This field is
applicable to trades on an order and/or route level, and does not
populate on a per security basis.
|
EMSX_MIFID_II_INSTRUCTION |
STRING O,R The MiFID II instruction field. |
EMSX_MISC_FEES |
FLOAT64 ROUTE The EMSX Miscellaneous Fees is the assortedfees associated with a trade, such as regulatory fees and taxes.
This field is applicable to trades on a route level, and does not
populate on a per security basis.
|
EMSX_MOD_PEND_STATUS |
STRING ORDER Only valid for Sell-Side EMSX on E2E(EMSX to EMSX) settings. Fields that can populate: Size, Price,
Stop, GTDDate, TIF, Type and instruments.
e.g. EMSX_MOD_PEND_STATUS= “Pending Info|Size: 500.0 -> 200.0|
Price 2.0000 -> 4.0000|Instr: -> test instr”
|
Multi-Leg Element Definition¶
Field | Definition |
---|---|
EMSX_ML_ID |
STRING ROUTE The multi-leg ID. |
EMSX_ML_LEG_QUANTITY |
INT32 ROUTE The EMSX Multi-Leg Shares per Leg is the number ofshares per leg in the multi-leg strategy. This field is applicable to
trades on a route level, and does not populate on a per security basis.
|
EMSX_ML_NUM_LEGS |
INT32 ROUTE The EMSX Multi-Leg Number Legs is the number oflegs in the multi-leg strategy. This field is applicable to trades on
a route level, and does not populate on a per security basis.
|
EMSX_ML_PERCENT_FILLED |
FLOAT64 ROUTE The EMSX Multi-Leg Percent Filled is the percentof legs filled in a multi-leg strategy. This field is applicable to
trades on a route level, and does not populate on a per security basis.
|
EMSX_ML_RATIO |
FLOAT64 ROUTE The EMSX Multi-Leg Ratio is the factor thatcontrols the number of securities in each leg. This field is applicable
to trades on a route level, and does not populate on a per security
basis.
|
EMSX_ML_REMAIN_BALANCE |
FLOAT64 ROUTE The EMSX Multi-Leg Remaining Balance is thebalance yet to be filled across the legs of a multi-leg strategy. This
field is applicable to trades on a route level, and does not populate
on a per security basis.
|
EMSX_ML_STRATEGY |
STRING ROUTE The EMSX Multi-Leg Strategy Name is the name ofthe multi-leg strategy for the route. This field is applicable to
trades on avroute level, and does not populate on a per security basis.
|
EMSX_ML_TOTAL_QUANTITY |
INT32 ROUTE The EMSX Multi-Leg Quantity is the total number ofmutli-leg packages in the order. One package consists of several legs
with individual quantities of certain options for each leg. This field
is applicable to trades on a route level, and does not populate on a
per security basis.
|
EMSX Element Definition (N to Z)¶
Field | Definition |
---|---|
EMSX_NOTES |
STRING O,R The EMSX Instructions is the free forminstructions that may be sent to the broker. This field is
applicable to trades on an order and/or route level, and does not
populate on a per security basis.
|
EMSX_NSE_AVG_PRICE |
FLOAT64 O,R The EMSX National Stock Exchange Average Priceis the average price of the fills completed for the order or route
on the National Stock Exchange (NSE). This field is applicable to
trades on an order and/or route level, and does not populate on a
per security basis.
|
EMSX_NSE_FILLED |
INT32 O,R The EMSX National Stock Exchange Filled is thetotal quantity of the fills completed for the order or route on
the National Stock Exchange (NSE). This field is applicable to
trades on an order and/or route level, and does not populate on a
per security basis.
|
EMSX_ORD_REF_ID |
STRING ORDER The EMSX Order Reference ID. The element iscalled the
EMSX_ORDER_REF_ID in the request/response services.Not available to AIM users.
|
EMSX_ORDER_AS_OF_DATE |
INT32 ORDER The order as of date in EMSX in New Yorktime zone.
|
EMSX_ORDER_AS_OF_TIME_MICROSEC |
FLOAT64 ORDER The order as of time in microseconds inNew York time zone.
|
EMSX_ORDER_TYPE |
STRING O,R The order type in EMSX. (e.g. market, limit,stop limit and etc.)
|
EMSX_ORIGINATE_TRADER |
STRING ORDER The trader who routed the order. This fieldis applicable to trades on an order level, and does not populate
on a per security basis.
|
EMSX_ORIGINATE_TRADER_FIRM |
STRING STATIC ORDER The firm of the trader who routedthe order. This field is applicable to trades on an order level
and does not populate on a per security basis.
|
EMSX_OTC_FLAG |
STRING ROUTE The OTC flag in EMSX. |
EMSX_P_A |
STRING ROUTE The EMSX Principal/Agency element specifiesthe capacity in which the broker acts for a particular order and
route; either ‘Principal’ or ‘Agency’. This field is
applicable to trades on a route level, and does not populate on a
per security basis.
|
EMSX_PERCENT_REMAIN |
FLOAT64 O,R The remaining balance of the order as apercentage of the projected remaining volume in the day. This
field is applicable to trades on an order and/or route level, and
does not populate on a per security basis.
|
EMSX_PM_UUID |
INT32 STATIC ORDER The Portfolio Manager UUID in AIM. |
EMSX_PORT_MGR |
STRING STATIC ORDER The EMSX Portfolio Manager is thename of the portfolio manager in the AIM function. For standalone
users, this is the same as the EMSX Trader Name. This field is
applicable to trades on an order level, and does not populate on a
per security basis.
|
EMSX_PORT_NAME |
STRING ORDER The EMSX Portfolio Name is the name of theportfolio from which the order is sourced. This field is
applicable to trades on an order level, and does not populate on a
per security basis.
|
EMSX_PORT_NUM |
INT32 ORDER The EMSX Portfolio Number is the number of theportfolio from which the order is sourced. This field is
applicable to trades on an order level, and does not populate on a
per security basis.
|
EMSX_POSITION |
STRING STATIC ORDER The EMSX Position specifies if theposition for the order is open or closed. This field is
applicable to trades on an order level, and does not populate on
a per security basis.
|
EMSX_PRINCIPAL |
FLOAT64 O,R The EMSX Principal is the gross executed valueof the trade. This field is applicable to trades on an order
and/or route level, and does not populate on a per security basis.
|
EMSX_PRODUCT |
STRING STATIC ORDER The EMSX Product Name is theproduct type of the order. This field is applicable to trades on
an order level, and does not populate on a per security basis.
|
EMSX_QUEUED_DATE |
INT32 O,R The EMSX Queued Date is the date in the futurewhen a route will be released to the broker. This field is
applicable to trades on an order and/or route level, and does not
populate on a per security basis.
|
EMSX_QUEUED_TIME |
INT32 O,R The time in the future when a route will bereleased to the broker. This field is applicable to trades on an
order and/or route level, and does not populate on a per security
basis.
|
EMSX_QUEUED_TIME_MICROSEC |
FLOAT64 O,R EMSX_QUEUED_TIME in microseconds. |
EMSX_REASON_CODE |
STRING O,R The reason code customized by a firm for theorder or route. The corresponding description for a code is in
EMSX Reason Code Description. This field is applicable totrades on an order and/or route level, and does not populate on a
per security basis.
|
EMSX_REASON_DESC |
STRING O,R The EMSX Reason Code Description is the reasondescription customized by a firm for the order or route. The
corresponding code for the description is in EMSX Reason Code.
This field is applicable to trades on an order and/or route level,
and does not populate on a per security basis.
|
EMSX_REMAIN_BALANCE |
FLOAT64 O,R The amount of shares not executed on and stilloutstanding. This field is applicable to trades on an order
and/or route level, and does not populate on a per security basis.
|
EMSX_ROUTE_AS_OF_DATE |
INT32 ROUTE The date of the creation of the route in theNew York time zone. This field is applicable to trades on a route
level, and does not populate on a per security basis.
|
EMSX_ROUTE_AS_OF_TIME_MICROSEC |
FLOAT64 ROUTE The route as of time in microseconds, inNew York time zone.
|
EMSX_ROUTE_CREATE_DATE |
INT32 STATIC ROUTE The date of the creation of theroute in the user’s time zone. This field is applicable to trades
on a route level, and does not populate on a per security basis.
|
EMSX_ROUTE_CREATE_TIME |
INT32 STATIC ROUTE The time of the creation of theroute in seconds from midnight in the user’s time zone. This field
is applicable to trades on a route level, and does not populate on
a per security basis.
|
EMSX_ROUTE_CREATE_TIME_MICROSEC |
FLOAT64 STATIC ROUTE EMSX_ROUTE_CREATE_TIME in microseconds.
|
EMSX_ROUTE_ID |
INT32 STATIC O,R The transaction number of the routein the system. This field is applicable to trades on an order
and/or route level, and does not populate on a per security basis.
|
EMSX_ROUTE_LAST_UPDATE_TIME |
INT32 ROUTE The time stamp of the last execution orcancellation on a route. This field is applicable to trades on a
route level and does not populate on a per security basis.
|
EMSX_ROUTE_LAST_UPDATE_TIME_MICROSEC |
FLOAT64 ROUTE EMSX_ROUTE_LAST_UPDATE_TIME inmicroseconds.
|
EMSX_ROUTE_PRICE |
FLOAT64 O,R The route price benchmark for the route. Thisis the midpoint during market hours, and the next opening price
between exchange sessions. This field is applicable to trades on
an order and/or route level, and does not populate on a per
security basis.
|
EMSX_ROUTE_REF_ID |
STRING ROUTE The EMSX Route Reference ID. The element iscalled the
EMSX_ROUTE_REF_ID in the request/response services.Not available to AIM users.
|
EMSX_SEC_NAME |
STRING STATIC ORDER The EMSX Security Name is the longname of the security being traded in EMSX. This field is
applicable to trades on an order and/or route level, and does not
populate on a per security basis.
|
EMSX_SEDOL |
STRING STATIC ORDER The EMSX Stock Exchange DailyOfficial List - SEDOL (Stock Exchange Daily Official List) number
of the security in the order. This field is applicable to trades
on an order level and does not populate on a per security basis.
|
EMSX_SEQUENCE |
INT32 STATIC O,R The sequence number generated by theEMSX function for the order. This field is applicable to trades on
an order and/or route level,and does not populate on a per
security basis.
|
EMSX_SETTLE_AMOUNT |
FLOAT64 O,R The EMSX Net Money is the executed value oftrade net of commission, taxes, and fees. This field is applicable
to trades on an order and/or route level, and does not populate on
a per security basis.
|
EMSX_SETTLE_CURRENCY |
STRING O,R The settlement currency of the order or route,will only be populated when settlement currency differs from
trading currency. This field is applicable to trades on an order
and/or route level, and does not populate on a per security basis.
|
EMSX_SETTLE_DATE |
INT32 O,R The date on which payment is due to settle thetrade for the order or route. This field is applicable to trades
on an order and/or route level, and does not populate on a per
security basis.
|
EMSX_SI |
STRING ORDER The Systematic Internalizer in MiFID II. |
EMSX_SIDE |
STRING STATIC ORDER The EMSX Side specifies whetherthe order or route is generated from the buy side (B) or sell side
(S). This field is applicable to trades on an order and/or route
level, and does not populate on a per security basis.
|
EMSX_START_AMOUNT |
INT32 STATIC ORDER The original order quantity atcreation of the order. This field is applicable to trades on an
order and/or route level, and does not populate on a per security
basis.
|
EMSX_STATUS |
STRING O,R The current status of the order or route. Thisfield is applicable to trades on an order and/or route level, and
does not populate on a per security basis.
|
EMSX_STEP_OUT_BROKER |
STRING ORDER The name of the broker the executing brokergives all or a portion of the commission to for the order. This
field is applicable to trades on an order level, and does not
populate on a per security basis.
|
EMSX_STOP_PRICE |
FLOAT64 O,R The price at which an order to buy or sella security is triggered. Once the trigger price is reached, the
order becomes a market order. This field is applicable to trades
on an order and/or route level, and does not populate on a per
security basis.
|
EMSX_STRATEGY_END_TIME |
INT32 O,R The end time for the EMSX Strategy TypeEMSX_STRATEGY_TYPE . This field is applicable to trades on anorder and/or route level, and does not populate on a per security
basis.
|
EMSX_STRATEGY_PART_RATE1 |
FLOAT64 O,R The first participation rate for thealgorithmic strategy on the route. This field is applicable to
trades on an order and/or route level, and does not populate on a
per security basis.
|
EMSX_STRATEGY_PART_RATE2 |
FLOAT64 O,R The second participation rate for thealgorithmic strategy on the route. This field is applicable to
trades on an order and/or route level, and does not populate on a
per security basis.
|
EMSX_STRATEGY_START_TIME |
INT32 O,R The start time for the EMSX Strategy TypeEMSX_STRATEGY_TYPE . This field is applicable to trades on anorder and/or route level, and does not populate on a per security
basis.
|
EMSX_STRATEGY_STYLE |
STRING O,R The execution urgency for the algorithmicstrategy on the route; values are customized by individual
brokers. This field is applicable to trades on an order and/or
route level, and does not populate on a per security basis.
|
EMSX_STRATEGY_TYPE |
STRING O,R The method used for the route or order,customized by individual brokers. This field is applicable to
trades on an order and/or route level, and does not populate on a
per security basis.
|
EMSX_TICKER |
STRING STATIC ORDER The ticker specifies theabbreviation assigned to a security for trading purposes. This
field is applicable to trades on an order level, and does not
populate on a per security basis.
|
EMSX_TIF |
STRING O,R The time limit of the order; how long the orderremains in effect for. This field is applicable to trades on an
order and/or route level, and does not populate on a per security
basis.
|
EMSX_TIME_STAMP |
INT32 O,R The time the order or route is created, inseconds from midnight based on the user’s time. This field is
applicable to trades on an order and/or route level, and does not
populate on a per security basis.
|
EMSX_TIME_STAMP_MICROSEC |
FLOAT64 O,R EMSX_TIME_STAMP in microseconds. |
EMSX_TOMS_PXNUM |
INT32 This element allows the user to insert the TOMS PX#while using
CreateOrderAndRouteEx , RouteEx , andGroupRouteEx requests. This element is required to useEMSX_BOOKNAME to specify the TOMS book name. This element isnot available from the order or route subscription services.
|
EMSX_TRAD_UUID |
INT32 ORDER The UUID of the EMSX Trader. This field isequivalent to
EMSX_TRADER_UUID in the elements in therequest/response.
|
EMSX_TRADE_DESK |
STRING `` STATIC`` ORDER The name of the trading desk onthe order. This field is applicable to trades on an order level,
and does not populate on a per security basis. This is
specifically for AIM.
|
EMSX_TRADE_REPORTING_INDICATOR |
STRING STATIC ORDER The trade reporting indicatorfor MiFID II.
|
EMSX_TRADER |
STRING ORDER The current trader’s Bloomberg login name.This field is to trades on an order level, and does not populate
on a per security basis.
|
EMSX_TRADER_NOTES |
STRING ORDER The free form notes for the trader which arenot passed on to the brokers. This field is applicable to trades
on an order level, and does not populate on a per security basis.
|
EMSX_TRANSACTION_REPORTING_MIC |
STRING ROUTE The transaction reporting MIC code inMiFID II.
|
EMSX_TS_ORDNUM |
INT32 STATIC ORDER The order number generated by theAIM. For a non-AIM user, this number is the same as the
EMSX_SEQUENCE Number. This field is applicable to trades onan order level, and does not populate on a per security basis.
|
EMSX_TYPE |
STRING O,R The type of the order; this can be apreconfigured valued or a value configured by the individual
broker. This field is applicable to trades on an order and/or
route level, and does not populate on a per security basis.
|
EMSX_UNDERLYING_TICKER |
STRING STATIC ORDER The instrument to which aderivative, such as an equity or index option, is related. This
field is applicable to trades on an order and/or route level, and
does not populate on a per security basis.
|
EMSX_URGENCY_LEVEL |
INT32 ROUTE The integer which is the parameter for aroute strategy, which determines a route’s priority. This field is
applicable to trades on an order and/or route level, and does not
populate on a per security basis.
|
EMSX_USER_COMM_AMOUNT |
FLOAT64 O,R The EMSX User Commission Amount is the totalcommission charged on the trade based on user-defined commission
rates entered. This field is applicable to trades on an order
and/or route level, and does not populate on a per security basis.
|
EMSX_USER_COMM_RATE |
FLOAT64 O,R The EMSX User Commission Rate is theuser-defined commission rate for the trade. This field is
applicable to trades on an order and/or route level, and does not
populate on a per security basis.
|
EMSX_USER_FEES |
FLOAT64 O,R The user-defined fees for the trade. Thisfield is applicable to trades on an order and/or route level, and
does not populate on a per security basis.
|
EMSX_USER_NET_MONEY |
FLOAT64 O,R The executed value of trade net ofuser-defined commission, taxes, and fees. This field is applicable
to trades on an order and/or route level, and does not populate on
a per security basis.
|
EMSX_WAIVER_FLAG |
STRING ROUTE The waiver flag indicator for MiFID II. |
EMSX_WORK_PRICE |
FLOAT64 ORDER The limit price of the last working route ofa given order. This field is applicable to trades on an order
and/or route level, and does not populate on a per security basis.
|
EMSX_WORKING |
INT32 O,R The amount the broker is working with. Thisfield is applicable to trades on an order and/or route level, and
does not populate on a per security basis.
|
EMSX_YELLOW_KEY |
STRING STATIC ORDER The yellow key of the security inthe order. This is applicable to trades on an order level, and
does not populate on a per security basis.
|
EVENT_STATUS |
INT32 Special field to indicate the status type of an event.This is a means of determining the type of event you have
received. This helps the developers to know what structure of the
message should be, including the expected fields that should be
available. (e.g.
EVENT_STATUS = 1 Heartbeat Message,EVENT_STATUS = 6 new order or route messsags on allsubscription fields.)
|
MSG_SUB_TYPE |
STRING Special field to indicate the service specific detailsin the EMSX API.
MSG_SUB_TYPE = O is to indicate an Orderevent and
MSG_SUB_TYPE = R is to indicate a Route event. |
MSG_TYPE |
STRING Special field to indicate the service specific details.The value is always
MSG_TYPE = E for EMSX message type. |