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TOMS book name & px num
Added descriptions for the upcoming TOMS book name and px# elements.
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build/doctrees/environment.pickle

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build/html/_sources/programmable/emsxFeatures.rst.txt

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@@ -196,6 +196,12 @@ The EMSX element definitions will include the type of the element and will infor
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+-----------------------------+------------------------------------------------------------------------+
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|``EMSX_BLOCK_ID`` | | ``STRING`` ``ORDER`` The EMSX Block ID |
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+-----------------------------+------------------------------------------------------------------------+
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|``EMSX_BOOKNAME`` | | ``STRING`` This element is used to specify TOMS book name while |
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| | | using ``CreateOrderAndRouteEx``, ``RouteEx``, and ``GroupRouteEx`` |
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| | | requests. This element requires ``EMSX_TOMS_PXNUM`` element to |
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| | | specify the TOMS px#. This element is not available from the order |
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| | | or route subscription services. |
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+-----------------------------+------------------------------------------------------------------------+
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|``EMSX_BROKER`` | | ``STRING`` ``O,R`` The code for the broker with whom the order is |
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| | | routed. This field is applicable to trades on an order and/or route |
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| | | level, and does not populate on a per security basis. |
@@ -719,6 +725,12 @@ EMSX Element Definition (N to Z)
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+-------------------------------+----------------------------------------------------------------------+
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|``EMSX_TIME_STAMP_MICROSEC`` | | ``FLOAT64`` ``O,R`` ``EMSX_TIME_STAMP`` in microseconds. |
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+-------------------------------+----------------------------------------------------------------------+
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|``EMSX_TOMS_PXNUM`` | | ``INT32`` This element allows the user to insert the TOMS PX# |
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| | | while using ``CreateOrderAndRouteEx``, ``RouteEx``, and |
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| | | ``GroupRouteEx`` requests. This element is required to use |
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| | | ``EMSX_BOOKNAME`` to specify the TOMS book name. This element is |
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| | | not available from the order or route subscription services. |
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+-------------------------------+----------------------------------------------------------------------+
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|``EMSX_TRAD_UUID`` | | ``INT32`` ``ORDER`` The UUID of the EMSX Trader. This field is |
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| | | equivalent to ``EMSX_TRADER_UUID`` in the elements in the |
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| | | request/response. |

build/html/programmable/emsxFeatures.html

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@@ -459,15 +459,25 @@ <h1>EMSX Element Definition (A to M)<a class="headerlink" href="#emsx-element-de
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</div>
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</td>
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</tr>
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<tr class="row-odd"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BROKER</span></code></td>
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<tr class="row-odd"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BOOKNAME</span></code></td>
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<td><div class="first last line-block">
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<div class="line"><code class="docutils literal notranslate"><span class="pre">STRING</span></code> This element is used to specify TOMS book name while</div>
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<div class="line">using <code class="docutils literal notranslate"><span class="pre">CreateOrderAndRouteEx</span></code>, <code class="docutils literal notranslate"><span class="pre">RouteEx</span></code>, and <code class="docutils literal notranslate"><span class="pre">GroupRouteEx</span></code></div>
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<div class="line">requests. This element requires <code class="docutils literal notranslate"><span class="pre">EMSX_TOMS_PXNUM</span></code> element to</div>
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<div class="line">specify the TOMS px#. This element is not available from the order</div>
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<div class="line">or route subscription services.</div>
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</div>
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</td>
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</tr>
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<tr class="row-even"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BROKER</span></code></td>
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<td><div class="first last line-block">
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<div class="line"><code class="docutils literal notranslate"><span class="pre">STRING</span></code> <code class="docutils literal notranslate"><span class="pre">O,R</span></code> The code for the broker with whom the order is</div>
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<div class="line">routed. This field is applicable to trades on an order and/or route</div>
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<div class="line">level, and does not populate on a per security basis.</div>
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</div>
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</td>
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</tr>
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<tr class="row-even"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BROKER_COMM</span></code></td>
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<tr class="row-odd"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BROKER_COMM</span></code></td>
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<td><div class="first last line-block">
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<div class="line"><code class="docutils literal notranslate"><span class="pre">FLOAT64</span></code> <code class="docutils literal notranslate"><span class="pre">O,R</span></code> The amount of commission charged by the broker</div>
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<div class="line">for the order or route. This field is applicable to trades on an</div>
@@ -476,27 +486,27 @@ <h1>EMSX Element Definition (A to M)<a class="headerlink" href="#emsx-element-de
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</div>
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</td>
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</tr>
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<tr class="row-odd"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BROKER_LEI</span></code></td>
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<tr class="row-even"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BROKER_LEI</span></code></td>
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<td><div class="first last line-block">
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<div class="line"><code class="docutils literal notranslate"><span class="pre">STRING</span></code> <code class="docutils literal notranslate"><span class="pre">ROUTE</span></code> Broker Legal Entity Identifier in MiFID II.</div>
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</div>
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</td>
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</tr>
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<tr class="row-even"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BROKER_SI</span></code></td>
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<tr class="row-odd"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BROKER_SI</span></code></td>
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<td><div class="first last line-block">
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<div class="line"><code class="docutils literal notranslate"><span class="pre">STRING</span></code> <code class="docutils literal notranslate"><span class="pre">ROUTE</span></code> Broker Systematic Internalizer in MiFID II.</div>
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</div>
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</td>
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</tr>
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<tr class="row-odd"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BROKER_STATUS</span></code></td>
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<tr class="row-even"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BROKER_STATUS</span></code></td>
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<td><div class="first last line-block">
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<div class="line"><code class="docutils literal notranslate"><span class="pre">STRING</span></code> <code class="docutils literal notranslate"><span class="pre">ROUTE</span></code> Broker status in EMSX. This element will</div>
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<div class="line">populate one of the three values: <code class="docutils literal notranslate"><span class="pre">CXRPRJ</span></code>, <code class="docutils literal notranslate"><span class="pre">CXLREJ</span></code>, and</div>
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<div class="line"><code class="docutils literal notranslate"><span class="pre">MODIFIED</span></code>. More details can be found in <a class="reference external" href="https://emsx-api-doc.readthedocs.io/en/latest/programmable/emsxSubscription.html#description-of-the-child-route-status-messages">here</a>.</div>
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</div>
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</td>
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</tr>
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<tr class="row-even"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BSE_AVG_PRICE</span></code></td>
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<tr class="row-odd"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BSE_AVG_PRICE</span></code></td>
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<td><div class="first last line-block">
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<div class="line"><code class="docutils literal notranslate"><span class="pre">FLOAT64</span></code> <code class="docutils literal notranslate"><span class="pre">STATIC</span></code> <code class="docutils literal notranslate"><span class="pre">O,R</span></code> The EMSX Bombay Stock Exchange</div>
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<div class="line">Average Price. Average price of the fills completed for the order or</div>
@@ -506,7 +516,7 @@ <h1>EMSX Element Definition (A to M)<a class="headerlink" href="#emsx-element-de
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</div>
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</td>
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</tr>
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<tr class="row-odd"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BSE_FILLED</span></code></td>
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<tr class="row-even"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BSE_FILLED</span></code></td>
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<td><div class="first last line-block">
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<div class="line"><code class="docutils literal notranslate"><span class="pre">INT32</span></code> <code class="docutils literal notranslate"><span class="pre">O,R</span></code> The EMSX Bombay Stock Exchange Filled. Total</div>
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<div class="line">quantity of the fills completed for the order or route on the Bombay</div>
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</div>
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</td>
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</tr>
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<tr class="row-even"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BUYSIDE_LEI</span></code></td>
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<tr class="row-odd"><td><code class="docutils literal notranslate"><span class="pre">EMSX_BUYSIDE_LEI</span></code></td>
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<td><div class="first last line-block">
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<div class="line"><code class="docutils literal notranslate"><span class="pre">STRING</span></code> <code class="docutils literal notranslate"><span class="pre">O,R</span></code> The buyside Legal Entity Identifier in MiFID II.</div>
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</div>
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</td>
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</tr>
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<tr class="row-odd"><td><code class="docutils literal notranslate"><span class="pre">EMSX_CFD_FLAG</span></code></td>
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<tr class="row-even"><td><code class="docutils literal notranslate"><span class="pre">EMSX_CFD_FLAG</span></code></td>
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<td><div class="first last line-block">
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<div class="line"><code class="docutils literal notranslate"><span class="pre">STRING</span></code> <code class="docutils literal notranslate"><span class="pre">ORDER</span></code> The EMSX Contract For Difference Flag.</div>
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<div class="line">Indicates if the order is a contract for differences (CFD) trade.</div>
@@ -530,15 +540,15 @@ <h1>EMSX Element Definition (A to M)<a class="headerlink" href="#emsx-element-de
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</div>
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</td>
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<tr class="row-even"><td><code class="docutils literal notranslate"><span class="pre">EMSX_CLEARING_ACCOUNT</span></code></td>
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<tr class="row-odd"><td><code class="docutils literal notranslate"><span class="pre">EMSX_CLEARING_ACCOUNT</span></code></td>
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<td><div class="first last line-block">
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<div class="line"><code class="docutils literal notranslate"><span class="pre">STRING</span></code> <code class="docutils literal notranslate"><span class="pre">ROUTE</span></code> The clearing account defined on a futures or</div>
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<div class="line">option route. This field is applicable to trades on a route level,</div>
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<div class="line">and does not populate on a per security basis.</div>
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</div>
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</td>
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<tr class="row-odd"><td><code class="docutils literal notranslate"><span class="pre">EMSX_CLEARING_FIRM</span></code></td>
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<tr class="row-even"><td><code class="docutils literal notranslate"><span class="pre">EMSX_CLEARING_FIRM</span></code></td>
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<td><div class="first last line-block">
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<div class="line"><code class="docutils literal notranslate"><span class="pre">STRING</span></code> <code class="docutils literal notranslate"><span class="pre">ROUTE</span></code> The clearing firm defined on a futures or</div>
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<div class="line">options route. This field is applicable to trades on a route level,</div>
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</div>
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</td>
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</tr>
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<tr class="row-even"><td><code class="docutils literal notranslate"><span class="pre">EMSX_TRAD_UUID</span></code></td>
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<tr class="row-even"><td><code class="docutils literal notranslate"><span class="pre">EMSX_TOMS_PXNUM</span></code></td>
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<td><div class="first last line-block">
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<div class="line"><code class="docutils literal notranslate"><span class="pre">INT32</span></code> This element allows the user to insert the TOMS PX#</div>
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<div class="line">while using <code class="docutils literal notranslate"><span class="pre">CreateOrderAndRouteEx</span></code>, <code class="docutils literal notranslate"><span class="pre">RouteEx</span></code>, and</div>
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<div class="line"><code class="docutils literal notranslate"><span class="pre">GroupRouteEx</span></code> requests. This element is required to use</div>
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<div class="line"><code class="docutils literal notranslate"><span class="pre">EMSX_BOOKNAME</span></code> to specify the TOMS book name. This element is</div>
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<div class="line">not available from the order or route subscription services.</div>
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</div>
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</td>
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</tr>
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<tr class="row-odd"><td><code class="docutils literal notranslate"><span class="pre">EMSX_TRAD_UUID</span></code></td>
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<td><div class="first last line-block">
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<div class="line"><code class="docutils literal notranslate"><span class="pre">INT32</span></code> <code class="docutils literal notranslate"><span class="pre">ORDER</span></code> The UUID of the EMSX Trader. This field is</div>
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<div class="line">equivalent to <code class="docutils literal notranslate"><span class="pre">EMSX_TRADER_UUID</span></code> in the elements in the</div>
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<div class="line">request/response.</div>
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</div>
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</td>
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<tr class="row-odd"><td><code class="docutils literal notranslate"><span class="pre">EMSX_TRADE_DESK</span></code></td>
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<tr class="row-even"><td><code class="docutils literal notranslate"><span class="pre">EMSX_TRADE_DESK</span></code></td>
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<td><div class="first last line-block">
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<div class="line"><code class="docutils literal notranslate"><span class="pre">STRING</span></code> `` STATIC`` <code class="docutils literal notranslate"><span class="pre">ORDER</span></code> The name of the trading desk on</div>
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<div class="line">the order. This field is applicable to trades on an order level,</div>

build/html/searchindex.js

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source/programmable/emsxFeatures.rst

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@@ -196,6 +196,12 @@ The EMSX element definitions will include the type of the element and will infor
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+-----------------------------+------------------------------------------------------------------------+
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|``EMSX_BLOCK_ID`` | | ``STRING`` ``ORDER`` The EMSX Block ID |
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+-----------------------------+------------------------------------------------------------------------+
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|``EMSX_BOOKNAME`` | | ``STRING`` This element is used to specify TOMS book name while |
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| | | using ``CreateOrderAndRouteEx``, ``RouteEx``, and ``GroupRouteEx`` |
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| | | requests. This element requires ``EMSX_TOMS_PXNUM`` element to |
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| | | specify the TOMS px#. This element is not available from the order |
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| | | or route subscription services. |
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+-----------------------------+------------------------------------------------------------------------+
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|``EMSX_BROKER`` | | ``STRING`` ``O,R`` The code for the broker with whom the order is |
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| | | routed. This field is applicable to trades on an order and/or route |
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| | | level, and does not populate on a per security basis. |
@@ -719,6 +725,12 @@ EMSX Element Definition (N to Z)
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+-------------------------------+----------------------------------------------------------------------+
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|``EMSX_TIME_STAMP_MICROSEC`` | | ``FLOAT64`` ``O,R`` ``EMSX_TIME_STAMP`` in microseconds. |
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+-------------------------------+----------------------------------------------------------------------+
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|``EMSX_TOMS_PXNUM`` | | ``INT32`` This element allows the user to insert the TOMS PX# |
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| | | while using ``CreateOrderAndRouteEx``, ``RouteEx``, and |
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| | | ``GroupRouteEx`` requests. This element is required to use |
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| | | ``EMSX_BOOKNAME`` to specify the TOMS book name. This element is |
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| | | not available from the order or route subscription services. |
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+-------------------------------+----------------------------------------------------------------------+
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|``EMSX_TRAD_UUID`` | | ``INT32`` ``ORDER`` The UUID of the EMSX Trader. This field is |
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| | | equivalent to ``EMSX_TRADER_UUID`` in the elements in the |
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| | | request/response. |

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