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Field

TF_FIELD_LAST
TF_FIELD_OPEN_FIVE
TF_FIELD_HIGH_FIVE
TF_FIELD_LOW_FIVE
TF_FIELD_CLOSE_FIVE
TF_FIELD_OPEN_HOUR
TF_FIELD_HIGH_HOUR
TF_FIELD_LOW_HOUR
TF_FIELD_CLOSE_HOUR
TF_FIELD_OPEN_DAY
TF_FIELD_HIGH_DAY
TF_FIELD_LOW_DAY
TF_FIELD_CLOSE_DAY

ID
0x02
0x044D
0x044E
0x044F
0x0450
0x0451
0x0452
0x0453
0x0454
0x0455
0x0456
0x0457
0x0458

Len
4
4
4
4
4
4
4
4
4
4
4
4
4

Description
tick
open price five minutes
high price five minutes
low price five minutes
close price five minutes
open price hour
high price hour
low price hour
close price hour
open price day
high price day
low price day
close price day

ID Pos Item
Fieldname
Type
Length Description
1
1 Record format nMessageType WORD
2
Message type
1
2 Record format nSecurityType WORD
2
Security type
1
3 Record format bExchangeId BYTE
1
Exchange ID
1
4 Record format bMarketCenter BYTE
1
Market center if other than Exchange ID
1
5 Record format iFieldCount
INT
4
Field count
1
6 Record format cSymbol
CHAR
20
Symbol name
1
7 Record format FieldArr[1]
TfField 4 n Field 1 Field n
2
1 Field format nFieldId
WORD
2
Field ID defined by Tenfore
2
2 Field format bValueType
BYTE
1
Value type
2
3 Field format Value
TfValue 1 n Union to hold the actual value
3
1 Value format c
CHAR
1
Signed char
3
2 Value format b
UCHAR
1
Unsigned char
3
3 Value format l
LONG
4
Signed long
3
4 Value format u
ULONG
4
Unsigned long
3
5 Value format f
FLOAT
4
Float
3
6 Value format p
CHAR*
4
Pointer to a string (do not free this pointer!)

ID Pos Item
Field
1
1 Value types TF_VAL_TYPE_NULL
1
2 Value types TF_VAL_TYPE_CHAR
1
3 Value types TF_VAL_TYPE_BYTE
1
4 Value types TF_VAL_TYPE_SHORT
1
5 Value types TF_VAL_TYPE_WORD
1
6 Value types TF_VAL_TYPE_INT
1
7 Value types TF_VAL_TYPE_UINT
1
8 Value types TF_VAL_TYPE_LONG
1
9 Value types TF_VAL_TYPE_ULONG
1 10 Value types TF_VAL_TYPE_FLOAT
1 11 Value types TF_VAL_TYPE_DOUBLE
1 12 Value types TF_VAL_TYPE_LPSTR
1 13 Value types TF_VAL_TYPE_FRAC

ID
0x00
0x01
0x02
0x03
0x04
0x05
0x06
0x07
0x08
0x09
0x0a
0x0b
0x0c

Dec
Description
0
undefined type
1
signed character
2
unsigned character
3
signed short (2 bytes)
4
unsigned short (2 bytes)
5
signed integer (4 bytes)
6
unsigned integer (4 bytes)
7
signed long
8
unsigned long
9
float
10
double
11
pointer to zero terminated string
12
fractional representation

ID Pos Item
1
1 General field types
1
2
1
3
1
4
1
5
1
6
1
7
1
8
1
9
1 10
1 11
1 12
1 13
1 14
1 15
1 16
1 17
1 18
1 19
1 20
1 21
1 22
2
1 Field definitions for time and date record (eastern daytime)
2
2
2
3
2
4
2
5
2
6
3
1 Field definitions for error messages from the TIC card
3
2
4
1 Field definitions added 05.03.97
4
2
5
1 Field types for options, futures and future options
5
2
5
3
5
4
5
5
5
6
5
7
5
8
5
9
5 10
5 11
5 12
6
1 LME specific field types
6
2
6
3
6
4
7
1 Swiss Market Feed (SMF) specific field types
7
2
7
3
8
1 LSE specific field definitions
8
2
8
3
9
1 Additional LME field definitions
9
2
9
3
9
4
9
5
9
6
9
7
9
8
###
1 Field definitions for statistic messages
###
2
11
1 Additional field definitions for LIFFE/LTOM AutoQuote
11
2
###
1 Additional field definitions for FOREX symbols

Field
TF_FIELD_SYMBOL
TF_FIELD_MIN_OF_DAY
TF_FIELD_LAST
TF_FIELD_VOLUME
TF_FIELD_BID
TF_FIELD_BID_SIZE
TF_FIELD_ASK
TF_FIELD_ASK_SIZE
TF_FIELD_BID_MARKET
TF_FIELD_BID_TIME
TF_FIELD_BEST_BID
TF_FIELD_BEST_BID_SIZE
TF_FIELD_ASK_MARKET
TF_FIELD_ASK_TIME
TF_FIELD_BEST_ASK
TF_FIELD_BEST_ASK_SIZE
TF_FIELD_CUM_VOLUME
TF_FIELD_OPEN
TF_FIELD_HIGH
TF_FIELD_LOW
TF_FIELD_CLOSE
TF_FIELD_OP_INT
TF_FIELD_TIME_DAY
TF_FIELD_TIME_MONTH
TF_FIELD_TIME_YEAR
TF_FIELD_TIME_HOURS
TF_FIELD_TIME_MINUTES
TF_FIELD_TIME_SECONDS
TF_FIELD_ERROR_CODE
TF_FIELD_ERROR_TEXT
TF_FIELD_TRADE_COUNT
F_FIELD_FFM_SPOT
TF_FIELD_PREV_VOLUME
TF_FIELD_EST_VOLUME
TF_FIELD_SETTL
TF_FIELD_PREV_SETTL
TF_FIELD_OP_RANGE1
TF_FIELD_OP_RANGE2
TF_FIELD_CL_RANGE1
TF_FIELD_CL_RANGE2
TF_FIELD_SP_RANGE1
TF_FIELD_SP_RANGE2
TF_FIELD_LIMIT_HIGH
TF_FIELD_LIMIT_LOW
TF_FIELD_LME_CF_MONTH
TF_FIELD_LME_SPRD_MONTH
TF_FIELD_LME_PR_QUAL
TF_FIELD_LME_DEALER
TF_FIELD_SMF_FORWARD
TF_FIELD_SMF_FWD_MONTH
TF_FIELD_SMF_PREMIUM
TF_FIELD_MID_PRICE
TF_FIELD_CMP_HIGH
TF_FIELD_CMP_LOW
TF_FIELD_LME_CF_DAY
TF_FIELD_LME_CF_YEAR
TF_FIELD_LME_SPRD_DAY
TF_FIELD_LME_SPRD_YEAR
TF_FIELD_LME_PRICE
TF_FIELD_LME_BATE_CODE
TF_FIELD_LME_CONTANGO
TF_FIELD_LME_VOLUME
TF_FIELD_STAT_FACTOR
TF_FIELD_STAT_VALUE
TF_FIELD_AUTO_BID
TF_FIELD_AUTO_ASK
TF_FIELD_FRX_BANK

ID
0x00
0x01
0x02
0x03
0x04
0x05
0x06
0x07
0x08
0x09
0x0a
0x0b
0x0c
0x0d
0x0e
0x0f
0x10
0x11
0x12
0x13
0x14
0x15
0x16
0x17
0x18
0x19
0x1a
0x1b
0x1c
0x1d
0x1e
0x1f
0x20
0x21
0x22
0x23
0x24
0x25
0x26
0x27
0x28
0x29
0x2a
0x2b
0x2c
0x2d
0x2e
0x2f
0x36
0x37
0x38
0x39
0x3a
0x3b
0x4c
0x4d
0x4e
0x4f
0x50
0x51
0x52
0x53
0x54
0x55
0x56
0x57
0x58

Len
n
2
4
4
4
4
4
4
1
2
4
4
1
2
4
4
4
4
4
4
4
4
1
1
1
1
1
1
4
n
4
4
4
4
4
4
4
4
4
4
4
4
4
4
1
1
1
n
4
1
4
4
4
4
4
4
4
4
4
4
4
4
4
4
1
1
n

###
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###
###
###
###
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###
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###
###
###
###
###

2
3
4
5
1
2
3
4
5
6
7
8
9
10
11
12
13
14
1
1
2
3
4
5
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7
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13
14
15
16
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19
20
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22
23
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31
32
33
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16

Additional field definitions for NASDAQ fund

Definition to force change/change(%) recalculation


Static data specific field definitions

AEX feed specific definitions

TF_FIELD_FRX_CITY
TF_FIELD_FRX_BID
TF_FIELD_FRX_ASK
TF_FIELD_FRX_QUAL
TF_FIELD_FOOTNOTE
TF_FIELD_AVG_MAT
TF_FIELD_7DY_YIELD
TF_FIELD_EFF_7DY_YIELD
TF_FIELD_ASSET
TF_FIELD_NAV
TF_FIELD_OFFER
TF_FIELD_CAP_GAIN
TF_FIELD_DIVIDEND
TF_FIELD_SPL_DIV
TF_FIELD_NET_NAV
TF_FIELD_PREV_NAV
TF_FIELD_OPEN_NAV
TF_FIELD_CLOSE_NAV
TF_FIELD_RECALC_CHANGE
TF_FIELD_STATIC_AMD
TF_FIELD_STATIC_ROOT
TF_FIELD_STATIC_DTB_VER
TF_FIELD_STATIC_EXP_DAY
TF_FIELD_STATIC_EXP_MONTH
TF_FIELD_STATIC_EXP_YEAR
TF_FIELD_STATIC_STRIKE
TF_FIELD_STATIC_CONSZ
TF_FIELD_STATIC_CURR
TF_FIELD_STATIC_UNITSZ
TF_FIELD_STATIC_UNITTP
TF_FIELD_STATIC_ISSNM
TF_FIELD_STATIC_ISSDSC
TF_FIELD_STATIC_LTD_DAY
TF_FIELD_STATIC_LTD_MONTH
TF_FIELD_STATIC_LTD_YEAR
TF_FIELD_STATIC_HIGH
TF_FIELD_STATIC_LOW
TF_FIELD_STATIC_ISIN
TF_FIELD_STATIC_INSTR_TYPE
TF_FIELD_STATIC_IND_SEC
TF_FIELD_STATIC_TICK_SZ
TF_FIELD_STATIC_CON_NAME
TF_FIELD_STATIC_SNAME
TF_FIELD_STATIC_SEDOL
TF_FIELD_STATIC_COUNTRY
TF_FIELD_STATIC_FTSE
TF_FIELD_STATIC_MKT_SEG
TF_FIELD_STATIC_MKT_SEC
TF_FIELD_STATIC_LONGNAME2
TF_FIELD_STATIC_SYMBOL2
TF_FIELD_STATIC_SOURCE
TF_FIELD_STATIC_PREV_CURR
TF_FIELD_ASSET_BID
TF_FIELD_ASSET_BID_SIZE
TF_FIELD_ASSET_BID_MEM
TF_FIELD_ASSET_ASK
TF_FIELD_ASSET_ASK_SIZE
TF_FIELD_ASSET_ASK_MEM
TF_FIELD_LIMBO_BID
TF_FIELD_LIMBO_BID_SIZE
TF_FIELD_LIMBO_ASK
TF_FIELD_LIMBO_ASK_SIZE
TF_FIELD_TRADE_
TF_FIELD_EXDIV
TF_FIELD_THPRICE
TF_FIELD_WVOL
TF_FIELD_WTRADE_COUNT
TF_FIELD_RVOL

0x59
0x5a
0x5b
0x5c
0x5d
0x5e
0x5f
0x60
0x61
0x62
0x63
0x64
0x65
0x66
0x67
0x68
0x69
0x6a
0x6b
0x01
0x02
0x03
0x04
0x05
0x06
0x07
0x08
0x09
0x0a
0x0b
0x0c
0x0d
0x0e
0x0f
0x10
0x11
0x12
0x13
0x14
0x15
0x1e
0x1f
0x20
0x21
0x22
0x23
0x24
0x25
0x26
0x27
0x28
0x29
0x0080
0x0081
0x0082
0x0083
0x0084
0x0085
0x0086
0x0087
0x0088
0x0089
0x008a
0x008b
0x008c
0x008d
0x008e
0x008f

n
4
4
1
n
4
4
4
4
4
4
4
4
4
4
4
4
4
1
1
n
1
1
1
1
4
4
n
4
n
n
n
1
1
1
4
4
n
4
n
4
n
n
n
n
1
n
n
n
n
n
n
4
4
n
4
4
n
4
4
4
4
n
1
4
4
4
4

###
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###
###
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###
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###
###
###
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###
###
###
###
###
###
###
###
###
###
###

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27
1 FIM feed specific definitions
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57

TF_FIELD_RTRADE_COUNT
TF_FIELD_BOOK_BID
TF_FIELD_BOOK_BID_SIZE
TF_FIELD_BOOK_ASK
TF_FIELD_BOOK_ASK_SIZE
TF_FIELD_BEST_BID_COMP
TF_FIELD_BEST_ASK_COMP
TF_FIELD_CLOSE_IND
TF_FIELD_HIST_UV_PRICE
TF_FIELD_DAYSTOEXP
TF_FIELD_TRANS_COUNT
TF_FIELD_SUSPENDEDTIME
TF_FIELD_ASKCOMP_FIXCOURS
TF_FIELD_ASKREP_FIXASK
TF_FIELD_RATEREP
TF_FIELD_INTEREST_RATE
TF_FIELD_DEALINCVOL
TF_FIELD_DEALCUMVOL
TF_FIELD_SUSPENDED
TF_FIELD_INXCHANGE3
TF_FIELD_INXCHANGE
TF_FIELD_INXSETTLEMENT
TF_FIELD_INXQUOTESAVAIL
TF_FIELD_BIDNO1
TF_FIELD_BIDNO2
TF_FIELD_BIDNO3
TF_FIELD_BIDNO4
TF_FIELD_BIDNO5
TF_FIELD_BIDNO6
TF_FIELD_BIDVOL1
TF_FIELD_BIDVOL2
TF_FIELD_BIDVOL3
TF_FIELD_BIDVOL4
TF_FIELD_BIDVOL5
TF_FIELD_BIDVOL6
TF_FIELD_BID1
TF_FIELD_BID2
TF_FIELD_BID3
TF_FIELD_BID4
TF_FIELD_BID5
TF_FIELD_BID6
TF_FIELD_ASKNO1
TF_FIELD_ASKNO2
TF_FIELD_ASKNO3
TF_FIELD_ASKNO4
TF_FIELD_ASKNO5
TF_FIELD_ASKNO6
TF_FIELD_ASKVOL1
TF_FIELD_ASKVOL2
TF_FIELD_ASKVOL3
TF_FIELD_ASKVOL4
TF_FIELD_ASKVOL5
TF_FIELD_ASKVOL6
TF_FIELD_ASK1
TF_FIELD_ASK2
TF_FIELD_ASK3
TF_FIELD_ASK4
TF_FIELD_ASK5
TF_FIELD_ASK6
TF_FIELD_ORIGIN
TF_FIELD_CURRENCYCODE
TF_FIELD_BLOCK_TRADE_TIME
TF_FIELD_BLOCK_PRICE
TF_FIELD_BLOCK_VOLUME
TF_FIELD_FIX_PRICE
TF_FIELD_FIX_BID
TF_FIELD_INXVALUE
TF_FIELD_FIX_ASK

0x0090
4
0x0091
4
0x0092
4
0x0093
4
0x0094
4
0x0095
1
0x0096
1
0x0097 n
0x0098
4
0x0099
4
0x009a
4
0x009b
4
0x009c
4
0x009d
4
0x009e
4
0x009f
4
0x00a0
4
0x00a1
4
0x00a2
1
0x00a3
4
0x00a4
4
0x00a5
4
0x00a6
4
0x00a7
4
0x00a8
4
0x00a9
4
0x00aa
4
0x00ab
4
0x00ac
4
0x00ad
4
0x00ae
4
0x00af
4
0x00b0
4
0x00b1
4
0x00b2
4
0x00b3
4
0x00b4
4
0x00b5
4
0x00b6
4
0x00b7
4
0x00b8
4
0x00b9
4
0x00ba
4
0x00bb
4
0x00bc
4
0x00bd
4
0x00be
4
0x00bf
4
0x00c0
4
0x00c1
4
0x00c2
4
0x00c3
4
0x00c4
4
0x00c5
4
0x00c6
4
0x00c7
4
0x00c8
4
0x00c9
4
0x00ca
4
0x00cb
1
0x00cc
4
0x00cd
4
0x00ce
4
0x00cf
4
0x00d0
4
0x00d1
4
0x00d2
4
0x00d3
4

###
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###
###
###
###
###
###
###

58
59
1 Fields reserved for Tenfore internal usage
2
3
4
5
6
7
8

TF_FIELD_FOURCHBID
TF_FIELD_FOURCHASK
TF_FIELD_STATIC_META_ID
TF_FIELD_STATIC_UNDERLYING_PAPER
TF_FIELD_STATIC_COMPARE_FIELD
TF_FIELD_STATIC_BOX_ID
TF_FIELD_STATIC_AXXESS_KEY
TF_FIELD_STATIC_FACTOR
TF_FIELD_STATIC_UI_TYPE
TF_FIELD_STATIC_META_ID_GROUP

0x00d4
0x00d5
0x0f00
0x0f01
0x0f02
0x0f03
0x0f04
0x0f05
0x0f06
0x0f07

4
4
n
n
n
n
n
n
n
n

Dec
Description
0
symbol name
1
time of day (in minutes 0 1440)
2
last price
3
last volume
4
bid price
5
bid price size
6
ask price
7
ask price size
8
bid market
9
bid time (in minutes 0 1440)
10
best bid
11
best bid size
12
ask market
13
ask time (in minutes 0 1440)
14
best ask
15
best ask size
16
cumulative volume
17
open price
18
high price
19
low price
20
close price
21
open interest
22
system time day
23
system time month
24
system time year
25
system time hours
26
system time minutes
27
system time seconds
28
TIC error code
29
TIC error text
30
# of trades since market opening
31
German Spot price (Kassakurs)
32
previous days volume
33
estimated volume (= cumulative volume for futures)
34
settlement price
35
previous days settlement
36
closing range 1
37
closing range 2
38
opening range 1
39
opening range 2
40
special range 1
41
special range 2
42
limit high
43
limit low
44
LME cash/forward month
45
LME spread month
46
LME price qualifier
47
LME dealer
54
MF forward price
55
SMF forward month
56
SMF premium price
57
LSE mid price
58
composite high price
59
composite low price
76
LME cash/forward day
77
LME cash/forward year
78
LME spread month day
79
LME spread month year
80
LME price value
81
LME bate code
82
LME contango (to indicate neg. prices)
83
LME volume
84
multiplicator for following values
85
value
86
trade/quote condition
87
trade/quote condition
88
bank name

city
forex bid
forex ask
quote qualifier
footnote
average maturity
7 days yield
effective 7 days yield
asset
net asset value
offer
capital gain
dividend
spilt dividend
NAV net change
previous days NAV
beginning NAV
closing NAV
recalculate net change
unchanged(4) / add (3) / modify (2) / delete (1) flag
root symbol (for options,...)
DTB version code
expiration day
expiration month
expiration year (modulo 100)
strike price */
contract size (shares per contract)
currency code
unit size
unit type
issuer name
issuer description
last trading date day
last trading date month
last trading date year
high
low
ISIN code
instrument type
industry sector
minimum tick size
contract name
short name
sedol code
country
FTSE flag 0=no,1=100,2=250,...
LSE market segment
LSE market sector
2nd long name (e.g. for greek name)
2nd symbol name (e.g. for greek name)
contract source information
previous currency code
asset bid
asset bid size
asset bid member
asset ask
asset ask size
n asset ask member
limbo bid
limbo bid size
limbo ask
limbo ask size
trade indicator flag
ex divident flag
theoretical price
wholesale volume
# of wholesale trades
retail volume

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100
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40
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128
129
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140
141
142
143

# of retail trades
AEO book bid
AEO book bid size
AEO book ask
AEO book ask size
asset bid joint flag
asset ask joint flag
close indicator flag
historical underlining value
days to expiration
total # of transactions
Suspended time
Compensation price
Contango price
Contango rate
Interest rate
Trade inc.vol
Trade cum.vol
Suspended
Change 1 year
Change (opening level)
Change - settlement
Quoted shares
Bid no. 1
Bid no. 2
Bid no. 3
Bid no. 4
Bid no. 5
Bid no. 6
Bid vol. 1
Bid vol. 2
Bid vol. 3
Bid vol. 4
Bid vol. 5
Bid vol. 6
Bid 1
Bid 2
Bid 3
Bid 4
Bid 5
Bid 6
Ask no. 1
Ask no. 2
Ask no. 3
Ask no. 4
Ask no. 5
Ask no. 6
Ask vol. 1
Ask vol. 2
Ask vol. 3
Ask vol. 4
Ask vol. 5
Ask vol. 6
Ask 1
Ask 2
Ask 3
Ask 4
Ask 5
Ask 6
origin market
Currency Code
Block trade time
Block price
Block volume
Fix price
Fix bid
index value
Fix ask

144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211

fourchette bid
fourchette ask
meta ID (used for meta futures)
underlying paper name
compare field
BoxId in keytree
AxxessKey of instrument
multiplicator added to system info field
underl. instr. type
met id group

212
213
###
###
###
###
###
###
###
###

ID Pos Item
1
1 Forex quote qualifiers
1
2
1
3
1
4
1
5
1
6
1
7
1
8
1
9
1 10
1 11
1 12
2
1 Field definitions for the TIC card status record
2
2
2
3
2
4
2
5
2
6
2
7
2
8
2
9
2 10
2 11
2 12
2 13
2 14
2 15
2 16
3
1 Definitions for the message types
3
2
3
3
3
4
3
5
3
6
3
7
3
8
3
9
3 10
3 11
4
1 News messages sub types
4
2
4
3
5
1 Administration messages sub types
5
2
5
3
5
4
6
1 Definitions for the security types
6
2
6
3
6
4
6
5
6
6
6
7
6
8
6
9
6 10
6 11
6 12
6 13
6 14
6 15
6 16
6 17
6 18
6 19
6 20
6 21

Field
TF_FRX_QUAL_LDN_AM
TF_FRX_QUAL_LDN_PM
TF_FRX_QUAL_LDN_FIX
TF_FRX_QUAL_ZUR_PL
TF_FRX_QUAL_1MNTH
TF_FRX_QUAL_2MNTH
TF_FRX_QUAL_3MNTH
TF_FRX_QUAL_6MNTH
TF_FRX_QUAL_ZUR_CL
TF_FRX_QUAL_HK_CL
TF_FRX_QUAL_NY_CL
TF_FRX_QUAL_ZUR_FIX
TF_FIELD_TOTALS_ERROR_COUNT
TF_FIELD_TOTALS_BLOCK_COUNT
TF_FIELD_TOTALS_MAX_BUFF_USED
TF_FIELD_TOTALS_MAX_SCOUNT
TF_FIELD_TOTALS_MAX_RCOUNT
TF_FIELD_TOTALS_HASHS
TF_FIELD_TOTALS_HASHO
TF_FIELD_TOTALS_HASHC
TF_FIELD_TOTALS_HASHX
TF_FIELD_TOTALS_MEM
TF_FIELD_TOTALS_FRAME_ERRORS
TF_FIELD_TOTALS_UPTIME
TF_FIELD_TOTALS_MAX_REC_SIZE
TF_FIELD_TOTALS_CUR_REC_SIZE
TF_FIELD_TOTALS_VERSION
TF_FIELD_TOTALS_DROP_REC
TF_MSG_TYPE_UNDE
TF_MSG_TYPE_TRADE
TF_MSG_TYPE_QUOTE
TF_MSG_TYPE_RECAP
TF_MSG_TYPE_ADMIN
TF_MSG_TYPE_CONTROL
TF_MSG_TYPE_STATIC
TF_MSG_TYPE_DYNAMIC
TF_MSG_TYPE_OTHERS
TF_MSG_TYPE_CLOSE
TF_MSG_TYPE_NEWS
TF_MSG_NEWS_MOS
TF_MSG_NEWS_SOS
TF_MSG_NEWS_EOS
TF_MSG_ADMIN_UNDEF
TF_MSG_ADMIN_ERROR
TF_MSG_ADMIN_TIME
TF_MSG_ADMIN_TOTALS
TF_SEC_TYPE_UNDEF
TF_SEC_TYPE_STOCK
TF_SEC_TYPE_OPTION
TF_SEC_TYPE_FUTURE
TF_SEC_TYPE_FUT_OPT
TF_SEC_TYPE_SPOT
TF_SEC_TYPE_SPECS
TF_SEC_TYPE_CORP_BOND
TF_SEC_TYPE_MUT_FUND
TF_SEC_TYPE_GOV_BOND
TF_SEC_TYPE_INDEX
TF_SEC_TYPE_MUN_BOND
TF_SEC_TYPE_NEWS
TF_SEC_TYPE_RES2
TF_SEC_TYPE_STAT
TF_SEC_TYPE_MON_FUND
TF_SEC_TYPE_UNSP_BOND
TF_SEC_TYPE_UNSP_FUND
TF_SEC_TYPE_MISC
TF_SEC_TYPE_RES3
TF_SEC_TYPE_FOREX

ID
o
T
U
W
A
B
C
F
L
M
N
P
0x64
0x65
0x66
0x67
0x68
0x69
0x6a
0x6b
0x6c
0x6d
0x6e
0x6f
0x70
0x71
0x72
0x73
0x00
0x01
0x02
0x03
0x04
0x05
0x06
0x07
0x08
0x09
0x0a
0x00
0x01
0x02
0x00
0x01
0x02
0x03
0x00
0x01
0x02
0x03
0x04
0x05
0x06
0x07
0x08
0x09
0x0a
0x0b
0x0c
0x0d
0x0e
0x0f
0x10
0x11
0x12
0x13
0x14

7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
8
8
8
8
8
8
8
8
8
8
8
8
8
8
8
8
8
8
8
8
8
8
8
8
8
8
8
8
8
8
9
9
9
9

1 Definitions for the exchange IDs (and also market centers)


2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
1 Future and future option exchanges
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
1 Exchange IDs used for the news sources
2
3
4

TF_EXCHG_ID_CTS
TF_EXCHG_ID_CQS
TF_EXCHG_ID_AMEX
TF_EXCHG_ID_BSE
TF_EXCHG_ID_OPRA
TF_EXCHG_ID_CBOE
TF_EXCHG_ID_EAG
TF_EXCHG_ID_MSE
TF_EXCHG_ID_NYSE
TF_EXCHG_ID_INST
TF_EXCHG_ID_PSE
TF_EXCHG_ID_SCAP
TF_EXCHG_ID_NASDAQ
TF_EXCHG_ID_NASD
TF_EXCHG_ID_NASD_FUNDS
TF_EXCHG_ID_THIRD
TF_EXCHG_ID_PHL
TF_EXCHG_ID_OTCBB
TF_EXCHG_ID_CSE
TF_EXCHG_ID_US_COMP
TF_EXCHG_ID_SEAQ_NAT
TF_EXCHG_ID_SEAQ_INT
TF_EXCHG_ID_LIFFE
TF_EXCHG_ID_ATHENS
TF_EXCHG_ID_FFM
TF_EXCHG_ID_DTB
TF_EXCHG_ID_IBIS
TF_EXCHG_ID_MUNICH
TF_EXCHG_ID_STUTT
TF_EXCHG_ID_BERLIN
TF_EXCHG_ID_BREMEN
TF_EXCHG_ID_DDORF
TF_EXCHG_ID_HAMBG
TF_EXCHG_ID_HANOVER
TF_EXCHG_ID_CBOT
TF_EXCHG_ID_CEC_COMEX
TF_EXCHG_ID_CEC_NYMEX
TF_EXCHG_ID_CEC_CSC
TF_EXCHG_ID_CEC_NYFE
TF_EXCHG_ID_CEC_CSCO
TF_EXCHG_ID_CEC_NYCT
TF_EXCHG_ID_CEC_NYCCA
TF_EXCHG_ID_CEC_NYCTO
TF_EXCHG_ID_CEC_NYCFA
TF_EXCHG_ID_KCBT
TF_EXCHG_ID_CME
TF_EXCHG_ID_MACE
TF_EXCHG_ID_IMM
TF_EXCHG_ID_IOM
TF_EXCHG_ID_LCE
TF_EXCHG_ID_LME
TF_EXCHG_ID_IPE
TF_EXCHG_ID_SMF_BERNE
TF_EXCHG_ID_SMF_BASEL
TF_EXCHG_ID_SMF_GENEVA
TF_EXCHG_ID_SMF_SOFFEX
TF_EXCHG_ID_SMF_EBS
TF_EXCHG_ID_SMF_ZURICH
TF_EXCHG_ID_SMF
TF_EXCHG_ID_MATIF
TF_EXCHG_ID_AEX
TF_EXCHG_ID_EOE
TF_EXCHG_ID_SBF
TF_EXCHG_ID_MONEP
TF_EXCHG_ID_NEWS_MNS
TF_EXCHG_ID_NEWS_AFX
TF_EXCHG_ID_NEWS_FWN
TF_EXCHG_ID_NEWS_PRN

0x00
0x00
0x01
0x02
0x03
0x03
0x07
0x0d
0x0e
0x0f
0x10
0x11
0x13
0x14
0x15
0x17
0x18
0x19
0x1a
0x7e
0x97
0x98
0x99
0xd4
0xc8
0xc9
0xd5
0xd6
0xd7
0xd8
0xd9
0xda
0xdb
0xdc
0x22
0x24
0x25
0x26
0x2e
0x31
0x32
0x33
0x34
0x36
0x2b
0x2d
0x38
0x39
0x3a
0x9a
0x9b
0x9c
0xb2
0xb3
0xb4
0xb5
0xb6
0xb7
0xb8
0xa8
0xca
0xcb
0xa0
0xa1
0x5b
0x5c
0x5d
0x5e

9
9
9
9
9
9
9
9
9

5
6
7
8
9
10
11
12
13

TF_EXCHG_ID_NEWS_PRHDR
TF_EXCHG_ID_NEWS_AND
TF_EXCHG_ID_NEWS_ADN1
TF_EXCHG_ID_NEWS_RMS
TF_EXCHG_ID_NEWS_AEX
TF_EXCHG_ID_NEWS_VWDS
TF_EXCHG_ID_NEWS_VWDI
TF_EXCHG_ID_NEWS_VWDD
TF_EXCHG_ID_NEWS_SBF

0x5f
0x60
0x61
0x62
0x63
0x64
0x65
0x66
0x69

Description
London am
London PM
London FIX
Zurich pool
1 month
2 month
3 month
6 month
Zurich close
Honkong close
New York close
Zurich fix
total # of bad blocks (including CRCs and invalid)
# of received blocks
# of overflows
reserved
max # of used TIC - PC buffers (on TIC card)
stock symbols in TIC hash tables
options in TIC hash tables
futures in TIC hash tables
forex symbols in TIC hash tables
free memory on TIC card
# of received CRC errors
runtime of the TICDEC program in minutes
# of available TIC - PC buffers
# of TIC - PC buffers currently in use
version number of the TICDEC program (display it in hex format)
# of dropped records in the TIC (buffer overflow)
undefined
trades
bid/ask
refresh
administration (in text format)
control messages
fundamental data
dynamic size messages
other messages
closing message
news message
mid of story (story line)
start of story (header)
end of story
undefined admin message
error from TIC card (see TF_FIELD_ERROR_.. fields)
time and date message (see TF_FIELD_TIME_.. fields)
TIC status message (see TF_FIELD_TOTALS_.. fields)
undefined security type
stocks
options
commodities/futures
commodity options
spots
contract specs (was reserved)
corporate bonds
mutual funds
government bonds
indices
municipal bonds
news
reserved
statistic symbols
monetary funds
unspecified bonds
unspecified funds
miscellaneous securities
reserved
forex symbols

Dec

100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
0
1
2
3
4
5
6
7
8
9
10
0
1
2
0
1
2
3
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

CTS (consolidated trade system) high speed line


CQS (consolidated quote system) high speed line
american stock exchange
boston stock exchange
OPRA
chicago board option exchange
symbols generated by EAG (like INDU,UTIL,...)
midwest (chicago) stock exchange
new york stock exchange
instinet (for CTS)
pacific stock exchange
NTDS NASDAQ small cap stock market
NTDS NASDAQ stock market
national association of security dealers
NASDAQ funds
NTDS NASDAQ listed third market
philadelphia stock exchange
OTCBB over the counter bulletin board equities
cincinnati stock exchange
US composite
LSE SEAQ national
LSE SEAQ international
LIFFE
athens stock exchange
Frankfurter Brse (TPF general)
DTB Deutsch Termin Brse
IBIS Frankfurt
Mnchen
Stuttgart
Berlin
Bremen
Dsseldorf
Hamburg
Hannover
CBOT
CEC: NY Commodity Exchange
CEC: NY Mercantile Exchange
CEC: Coffe, Sugar, and Cocoa Exchange
CEC: NY Futures Exchange
CEC: Coffe, Sugar, and Cocoa Exchange (Options)
CEC: NY Cotton Exchange
CEC: NY Cotton, Citrus Associates
CEC: NY Cotton Options Exchange
CEC: NY Cotton, Financial Associates
Kansas city board of trade
chicago mercantile exchange
mid american commodity exchange
CME: IMM
CME: IOM
london commodities exchange
london metal exchange
international petroleum exchange
SMF: berne
SMF: basel
SMF: geneva
SMF: soffex
SMF: EBS (electronic boerse suisse)
SMF: zurich
SMF general
MATIF
AEX stocks
AEX options
SBF Paris Stock Exchange
MONEP - Paris options
market news
AFX news
future world news
PR news stories (15 min delay)

0
0
1
2
3
3
7
13
14
15
16
17
19
20
21
23
24
25
26
126
151
152
153
212
200
201
213
214
215
216
217
218
219
220
34
36
37
38
46
49
50
51
52
54
43
45
56
57
58
154
155
156
178
179
180
181
182
183
184
168
202
203
160
161
91
92
93
94

PR news realtime headers


german ADN news
local german ADN news
greek news
AEX feed news
VWD special news
VWD international news
VWD deutschland news
SBF feed news

95
96
97
98
99
100
101
102
105

Sh ID Pos
V

10

11

12

13

10

11

12

13

14

15

16

17

18

19

20

21

22

Dec
0
1
2
3
4
5
6
7
8
9
10
11
12
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38

Count of Dec
Dec
Total
0
8
1
8
2
8
3
8
4
5
5
5
6
5
7
6
8
5
9
5
10
5
11
4
12
4
13
4
14
4
15
4
16
4
17
4
18
3
19
4
20
4
21
3
22
1
23
2
24
2
25
2
26
2
27
1
28
1
29
1
30
2
31
2
32
2
33
2
34
3
35
2
36
3
37
3
38
3
39
2
40
2
41
2
42
1
43
2
44
1
45
2
46
2
47
1
49
1
50
1
51
1

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
2
1
1

Field

ID

TF_FIELD_OPEN_FIVE

0x3c 4

TF_FIELD_HIGH_FIVE

0x3d 4

TF_FIELD_LOW_FIVE

0x3e 4

TF_FIELD_CLOSE_FIVE

0x3f 4

TF_FIELD_OPEN_HOUR 0x40 4
TF_FIELD_HIGH_HOUR

0x41 4

TF_FIELD_LOW_HOUR

0x42 4

TF_FIELD_CLOSE_HOUR 0x43 4
TF_FIELD_OPEN_DAY

0x44 4

TF_FIELD_HIGH_DAY

0x45 4

TF_FIELD_LOW_DAY

0x46 4

TF_FIELD_CLOSE_DAY

0x47 4

10

11

12

F ###

F ###

11

11

F ###

F ###

F ###

F ###

F ###

F ###

F ###

F ###

F ###

F ###

F ###

F ###

F ###

F ###

F ###

10

F ###

11

F ###

12

F ###

13

F ###

14

F ###

F ###

F ###

F ###

F ###

F ###

F ###

39
40
41
42
43
44
45
46
47
54
55
56
57
58
59
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
1
2
3
4
5
6

52
54
55
56
57
58
59
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
126
128
129
130
131
132

1
2
1
2
2
2
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
2
3
3
3
2
2
3
2
2
1
1
1
1
1
1
1
1
1
1
1
1
1
1

1
2
1
1
1
1
1
17
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
11
2
1
1
1
1

F ###

F ###

F ###

F ###

10

F ###

11

F ###

12

F ###

13

F ###

14

F ###

15

F ###

16

F ###

17

F ###

18

F ###

19

F ###

20

F ###

21

F ###

22

F ###

23

F ###

24

F ###

25

F ###

26

F ###

27

F ###

28

F ###

29

F ###

30

F ###

31

F ###

32

F ###

33

F ###

F ###

F ###

F ###

F ###

F ###

F ###

F ###

F ###

F ###

10

F ###

11

F ###

12

F ###

13

F ###

14

F ###

15

F ###

16

F ###

17

F ###

18

F ###

19

F ###

20

F ###

21

F ###

22

F ###

23

F ###

24

F ###

25

F ###

26

7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
30
31
32
33
34
35
36
37
38
39
40
41
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153

133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
2
2
2
2
2
2
1
1
1
2
2
1
1
1
1
1
1
2
1
1
1
1
1
1
1
1
1
2
2
2
2
2
2
2
1

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

F ###

27

F ###

F ###

F ###

F ###

F ###

F ###

F ###

F ###

F ###

F ###

10

F ###

11

F ###

12

F ###

13

F ###

14

F ###

15

F ###

16

F ###

17

F ###

18

F ###

19

F ###

20

F ###

21

F ###

22

F ###

23

F ###

24

F ###

25

F ###

26

F ###

27

F ###

28

F ###

29

F ###

30

F ###

31

F ###

32

F ###

33

F ###

34

F ###

35

F ###

36

F ###

37

F ###

38

F ###

39

F ###

40

F ###

41

F ###

42

F ###

43

F ###

44

F ###

45

F ###

46

F ###

47

F ###

48

F ###

49

F ###

50

F ###

51

F ###

52

154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206

186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
3840
3841
3842
3843
3844
3845
3846
3847
(blank)
Grand Total

1
1
1
1
1
1
1
1
1
1
1
1
1
1
2
2
2
2
1
1
1
1
1
1
1
1
2
2
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
358

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
3620
1
1
1
1
1
1
1

F ###

53

F ###

54

F ###

55

F ###

56

F ###

57

F ###

58

F ###

59

F ###

F ###

F ###

F ###

F ###

F ###

F ###

F ###

10

11

12

10

11

12

13

14

15

16

10

207
208
209
210
211
212
213
3840
3841
3842
3843
3844
3845
3846
3847

100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
0
1
2
3
4
5
6
7
8
9

11

10

11

12

13

14

15

16

17

18

19

20

21

10

11

12

13

14

15

16

17

18

19

20

21

22

23

24

10
0
1
2
0
1
2
3
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
0
0
1
2
3
3
7
13
14
15
16
17
19
20
21
23
24
25
26
126
151
152
153
212

25

26

27

28

29

30

31

32

33

34

10

11

12

13

14

15

16

17

18

19

20

21

22

23

24

25

26

27

28

29

30

10

11

12

13

200
201
213
214
215
216
217
218
219
220
34
36
37
38
46
49
50
51
52
54
43
45
56
57
58
154
155
156
178
179
180
181
182
183
184
168
202
203
160
161
91
92
93
94
95
96
97
98
99
100
101
102
105

Need
Tick
Open5
High5
Low5
Close5
OpenH
HighH
LowH
CloseH
OpenD
HighD
LowD
CloseD

Dec

Description

Dec

open price five minutes


high price five minutes
low price five minutes
close price five minutes
open price hour
high price hour
low price hour
close price hour
open price day
high price day
low price day
close price day

1100
1101
1102
1103
1104
1105
1106
1107
1108
1109
1110
1111
1112

Hex
044C
044D
044E
044F
0450
0451
0452
0453
0454
0455
0456
0457
0458
Hex

1100
1101
1102
1103
1104
1105
1106
1107
1108
1109
1110
1111

044C
044D
044E
044F
0450
0451
0452
0453
0454
0455
0456
0457
0000

Free
from

to
48

48

53

53

60

75

116

125

127

127