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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.
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 API
events. 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
STRINGO,R The account of the routing firm as designated by
the 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
INT32O,R The total amount of 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_APA_MIC
STRINGROUTE Approved publication arrangement in MiFID II.
This is a route level field.
EMSX_ASSET_CLASS
STRINGSTATICORDER The asset class of the order. This
field 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
STRINGORDER 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
FLOAT64O,R The average price for one share executed with
the 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
STRINGORDER The name assigned to a group of related orders
contained 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
INT32ORDER The number corresponding to the EMSX_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
STRINGORDER The EMSX Block ID
EMSX_BOOKNAME
STRING This element is used to specify TOMS book name while
using CreateOrderAndRouteEx, RouteEx, and GroupRouteEx
requests. This element requires EMSX_TOMS_PXNUM element to
specify the TOMS PX#. This element is not available from the order
or route subscription services.
EMSX_BROKER
STRINGO,R The code for the broker with whom the order is
routed. 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
FLOAT64O,R The amount of commission charged by the broker
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_BROKER_LEI
STRINGROUTE Broker Legal Entity Identifier in MiFID II.
EMSX_BROKER_SI
STRINGROUTE Broker Systematic Internalizer in MiFID II.
EMSX_BROKER_STATUS
STRINGROUTE Broker status in EMSX. This element will
populate one of the three values: CXRPRJ, CXLREJ, and MODIFIED. More details can be found in here.
EMSX_BSE_AVG_PRICE
FLOAT64STATICO,R The EMSX Bombay Stock Exchange
Average 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
INT32O,R The EMSX Bombay Stock Exchange Filled. Total
quantity 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
STRINGO,R The buyside Legal Entity Identifier in MiFID II.
EMSX_CFD_FLAG
STRINGORDER 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
STRINGROUTE The clearing account defined on a futures or
option route. This field is applicable to trades on a route level,
and does not populate on a per security basis.
EMSX_CLEARING_FIRM
STRINGROUTE The clearing firm defined on a futures or
options route. This field is applicable to trades on a route level,
and does not populate on a per security basis.
EMSX_CLIENT_IDENTIFICATION
STRINGO,R MiFID II field for client Identification.
EMSX_CLIENT_ORDER_ID
STRINGROUTE The client order ID identifier generated
between 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
STRINGO,R The EMSX Commission Difference between broker
commission 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
FLOAT64O,R The EMSX Commission Rate of commission charged
on 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
STRINGSTATICO,R The EMSX Currency Pair which provides
the 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
STRINGROUTE The EMSX Route Account, is the account value at
the 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
STRINGORDER 79-character free text field.
EMSX_DATE
INT32ORDER The EMSX Order Creation Date is the date on
which 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
FLOAT64O,R The EMSX Day Average Price is the average price
for 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
INT32O,R The EMSX Day Fill is the total quantity of shares
filled 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
STRINGORDER The EMSX Directed Brokers is an indicator of
whether 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
STRINGSTATICORDER The EMSX Exchange is the exchange
code 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
STRINGO,R The EMSX Exchange Destination is the Exchange
destination 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
STRINGO,R The EMSX execution instruction field.
EMSX_EXECUTE_BROKER
STRINGROUTE The EMSX Execution Broker is the executing
broker 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
INT32STATICO,R The fill number associated with a
route. This field is applicable to trades on an order and/or route
level, and does not populate on a per security basis.
EMSX_FILLED
INT32O,R The quantity of shares which have been executed by
broker. This field is applicable to trades on an order and/or route
level, and does not populate on a per security basis.
EMSX_GPI
STRINGO,R The Global Personal Identifier in MiFID II.
EMSX_GTD_DATE
INT32O,R The EMSX Good to Date is the date the order is in
force 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
STRINGO,R The EMSX Handling Instruction is the instructions
for 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
STRINGORDER The quantity of shares yet to be routed or
executed, 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
STRINGORDER The identifier for the buy side investor as
used 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
INT32STATICROUTE The EMSX Manual Route indicates that
the 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
STRINGSTATICORDER The EMSX International Securities
Identification 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
STRINGROUTE The broker capacity in order execution.
(e.g. agent, cross as agent, cross as principal, and principal)
EMSX_LAST_FILL_DATE
INT32ROUTE The date of the last fill based on 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
INT32ROUTE The time of the last fill based on 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_LAST_FILL_TIME_MICROSEC
INT32ROUTE The last fill time based on the user's time
zone in microseconds. This field is applicable to trades on a
route level, and does not populate on a per security basis.
EMSX_LAST_MARKET
STRINGROUTE The last market of execution for a trade as
returned 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
FLOAT64ROUTE The last execution price for a trade. This
field is applicable to trades on a route level, and does not
populate ona per security basis.
EMSX_LAST_SHARES
INT32ROUTE The last executed quantity for a trade. This
field is applicable to trades on a route level, and does not
populate on a per security basis.
EMSX_LEG_FILL_DATE_ADDED
INT32ROUTE The date added for the leg fill.
EMSX_LEG_FILL_PRICE
FLOAT64ROUTE The leg fill price.
EMSX_LEG_FILL_SEQ_NO
INT32ROUTE The leg fill sequence number.
EMSX_LEG_FILL_SHARES
FLOAT64ROUTE The leg fill shares.
EMSX_LEG_FILL_SIDE
STRINGROUTE The leg fill side.
EMSX_LEG_FILL_TICKER
STRINGROUTE The leg fill ticker.
EMSX_LEG_FILL_TIME_ADDED
INT32ROUTE The time added for the leg fill.
EMSX_LIMIT_PRICE
FLOAT64O,R The price which is the maximum the order to buy
securities 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
STRINGO,R The MiFID II instruction field.
EMSX_MISC_FEES
FLOAT64ROUTE The EMSX Miscellaneous Fees is the assorted
fees 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
STRINGORDER 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
Price 2.0000 -> 4.0000|Instr: -> test instr"
Multi-Leg Element Definition
Field
Definition
EMSX_ML_ID
STRINGROUTE The multi-leg ID.
EMSX_ML_LEG_QUANTITY
INT32ROUTE The EMSX Multi-Leg Shares per Leg is the number of
shares 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
INT32ROUTE The EMSX Multi-Leg Number Legs is the number of
legs 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
FLOAT64ROUTE The EMSX Multi-Leg Percent Filled is the percent
of 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
FLOAT64ROUTE The EMSX Multi-Leg Ratio is the factor that
controls 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
FLOAT64ROUTE The EMSX Multi-Leg Remaining Balance is the
balance 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
STRINGROUTE The EMSX Multi-Leg Strategy Name is the name of
the 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
INT32ROUTE The EMSX Multi-Leg Quantity is the total number of
mutli-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
STRINGO,R The EMSX Instructions is the free form
instructions 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
FLOAT64O,R The EMSX National Stock Exchange Average Price
is 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
INT32O,R The EMSX National Stock Exchange Filled is the
total 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
STRINGORDER The EMSX Order Reference ID. The element is
called the EMSX_ORDER_REF_ID in the request/response services.
Not available to AIM users.
EMSX_ORDER_AS_OF_DATE
INT32ORDER The order as of date in EMSX in New York
time zone.
EMSX_ORDER_AS_OF_TIME_MICROSEC
FLOAT64ORDER The order as of time in microseconds in
New York time zone.
EMSX_ORDER_TYPE
STRINGO,R The order type in EMSX. (e.g. market, limit,
stop limit and etc.)
EMSX_ORIGINATE_TRADER
STRINGORDER The trader who routed the order. This field
is applicable to trades on an order level, and does not populate
on a per security basis.
EMSX_ORIGINATE_TRADER_FIRM
STRINGSTATICORDER The firm of the trader who routed
the order. This field is applicable to trades on an order level
and does not populate on a per security basis.
EMSX_OTC_FLAG
STRINGROUTE The OTC flag in EMSX.
EMSX_P_A
STRINGROUTE The EMSX Principal/Agency element specifies
the 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
FLOAT64O,R The remaining balance of the order as a
percentage 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
INT32STATICORDER The Portfolio Manager UUID in AIM.
EMSX_PORT_MGR
STRINGSTATICORDER The EMSX Portfolio Manager is the
name 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
STRINGORDER The EMSX Portfolio Name is the name of the
portfolio 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
INT32ORDER The EMSX Portfolio Number is the number of the
portfolio 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
STRINGSTATICORDER The EMSX Position specifies if the
position 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
FLOAT64O,R The EMSX Principal is the gross executed value
of 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
STRINGSTATICORDER The EMSX Product Name is the
product 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
INT32O,R The EMSX Queued Date is the date in the future
when 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
INT32O,R The time in the future when 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_MICROSEC
FLOAT64O,REMSX_QUEUED_TIME in microseconds.
EMSX_REASON_CODE
STRINGO,R The reason code customized by a firm for the
order or route. The corresponding description for a code is in EMSX Reason Code Description. This field is applicable to
trades on an order and/or route level, and does not populate on a
per security basis.
EMSX_REASON_DESC
STRINGO,R The EMSX Reason Code Description is the reason
description 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
FLOAT64O,R The amount of shares not executed on and still
outstanding. 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
INT32ROUTE The date of the creation of the route in the
New 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
FLOAT64ROUTE The route as of time in microseconds, in
New York time zone.
EMSX_ROUTE_CREATE_DATE
INT32STATICROUTE The date of the creation of the
route 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
INT32STATICROUTE The time of the creation of the
route 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
FLOAT64STATICROUTEEMSX_ROUTE_CREATE_TIME
in microseconds.
EMSX_ROUTE_ID
INT32STATICO,R The transaction number of the route
in 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
INT32ROUTE The time stamp of the last execution or
cancellation 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
FLOAT64ROUTEEMSX_ROUTE_LAST_UPDATE_TIME in
microseconds.
EMSX_ROUTE_PRICE
FLOAT64O,R The route price benchmark for the route. This
is 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
STRINGROUTE The EMSX Route Reference ID. The element is
called the EMSX_ROUTE_REF_ID in the request/response services.
Not available to AIM users.
EMSX_SEC_NAME
STRINGSTATICORDER The EMSX Security Name is the long
name 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
STRINGSTATICORDER The EMSX Stock Exchange Daily
Official 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
INT32STATICO,R The sequence number generated by the
EMSX 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
FLOAT64O,R The EMSX Net Money is the executed value of
trade 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
STRINGO,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
INT32O,R The date on which payment is due to settle the
trade 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
STRINGORDER The Systematic Internalizer in MiFID II.
EMSX_SIDE
STRINGSTATICORDER The EMSX Side specifies whether
the 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
INT32STATICORDER The original order quantity at
creation 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
STRINGO,R The current status of 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_STEP_OUT_BROKER
STRINGORDER The name of the broker the executing broker
gives 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
FLOAT64O,R The price at which an order to buy or sell
a 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
INT32O,R The end time for the EMSX Strategy Type EMSX_STRATEGY_TYPE. 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_RATE1
FLOAT64O,R The first participation rate for the
algorithmic 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
FLOAT64O,R The second participation rate for the
algorithmic 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
INT32O,R The start time for the EMSX Strategy Type EMSX_STRATEGY_TYPE. This field is applicable to trades on an
order and/or route level, and does not populate on a per security
basis.
EMSX_STRATEGY_STYLE
STRINGO,R The execution urgency for the algorithmic
strategy 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
STRINGO,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
STRINGSTATICORDER The ticker specifies the
abbreviation 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
STRINGO,R The time limit of the order; how long the order
remains 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
INT32O,R The time the order or route is created, in
seconds 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
FLOAT64O,REMSX_TIME_STAMP in microseconds.
EMSX_TOMS_PXNUM
INT32 This element allows the user to insert the TOMS PX#
while using CreateOrderAndRouteEx, RouteEx, and GroupRouteEx requests. This element is required to use EMSX_BOOKNAME to specify the TOMS book name. This element is
not available from the order or route subscription services.
EMSX_TRAD_UUID
INT32ORDER The UUID of the EMSX Trader. This field is
equivalent to EMSX_TRADER_UUID in the elements in the
request/response.
EMSX_TRADE_DESK
STRINGSTATICORDER The name of the trading desk on
the 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
STRINGSTATICORDER The trade reporting indicator
for MiFID II.
EMSX_TRADER
STRINGORDER 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
STRINGORDER The free form notes for the trader which are
not 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
STRINGROUTE The transaction reporting MIC code in
MiFID II.
EMSX_TS_ORDNUM
INT32STATICORDER The order number generated by the
AIM. For a non-AIM user, this number is the same as the EMSX_SEQUENCE Number. This field is applicable to trades on
an order level, and does not populate on a per security basis.
EMSX_TYPE
STRINGO,R The type of the order; this can be a
preconfigured 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
STRINGSTATICORDER The instrument to which a
derivative, 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
INT32ROUTE The integer which is the parameter for a
route 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
FLOAT64O,R The EMSX User Commission Amount is the total
commission 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
FLOAT64O,R The EMSX User Commission Rate is the
user-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
FLOAT64O,R The user-defined fees 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_NET_MONEY
FLOAT64O,R The executed value of trade net of
user-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
STRINGROUTE The waiver flag indicator for MiFID II.
EMSX_WORK_PRICE
FLOAT64ORDER The limit price of the last working route of
a 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
INT32O,R The amount the broker is working with. This
field is applicable to trades on an order and/or route level, and
does not populate on a per security basis.
EMSX_YELLOW_KEY
STRINGSTATICORDER The yellow key of the security in
the 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 all
subscription fields.)
MSG_SUB_TYPE
STRING Special field to indicate the service specific details
in the EMSX API. MSG_SUB_TYPE = O is to indicate an Order
event 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.