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build/doctrees/environment.pickle

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

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@@ -166,7 +166,7 @@ The EMSX element definitions will include the type of the element and will infor
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|``EMSX_APA_MIC`` | | ``STRING`` ``ROUTE`` Approved publication arrangement in MiFID II. |
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| | | This is a route level field. |
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+-----------------------------+------------------------------------------------------------------------+
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|``EMSX_ARRIVAL_PRICE`` | | ``FLOAT64`` ``ROUTE`` The arrival price benchmark for order.The |
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|``EMSX_ARRIVAL_PRICE`` | | ``FLOAT64`` ``ORDER`` The arrival price benchmark for order.The |
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| | | arrival price is the midpoint during market hours, and the next |
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| | | opening price between exchange sessions. This field is applicable to|
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| | | trades on an order level, and does not populate on a per security |

build/html/programmable/emsxFeatures.html

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@@ -405,7 +405,7 @@ <h1>EMSX Element Definition (A to M)<a class="headerlink" href="#emsx-element-de
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</tr>
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<tr class="row-even"><td><code class="docutils literal notranslate"><span class="pre">EMSX_ARRIVAL_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">ROUTE</span></code> The arrival price benchmark for order.The</div>
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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">ORDER</span></code> The arrival price benchmark for order.The</div>
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<div class="line">arrival price is the midpoint during market hours, and the next</div>
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<div class="line">opening price between exchange sessions. This field is applicable to</div>
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<div class="line">trades on an order level, and does not populate on a per security</div>

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