Base Codes

September 1, 2017 - Download as .txt file

Base Codes
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2 = 1/8 = one digit fraction, range is 0 - 7
3 = 1/16 = two digit fraction, range is 0 - 15
4 = 1/32 = two digit fraction, range is 0 - 31
5 = 1/64 = two digit fraction, range is 0 - 63
6 = 1/128 = three digit fraction, range is 0 - 127
7 = 1/256 = three digit fraction, range is 0 - 255
8 = 0 = no decimal places, a whole number
9 = 0.1 = one decimal place
A = 0.01 = two decimal places
B = 0.001 = three decimal places
C = 0.0001 = four decimal places
D = 0.00001 = five decimal places
E = 0.000001 = six decimal places
F = 0.0000001 = seven decimal places
* = unchanged = transmitted by ddfplus with size only data

Note: Base codes in ddfplus messages indicate the incoming message precision only. Display requirements are independent of the incoming base code. Five year notes (FV) are transmitted with base code "5" indicating 64ths, but are normally displayed in 32nds and halves. 30 year bond (US) options also carry base code "5", but these are traditionally displayed in 64ths.

Quote Element Codes
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0 = trade
1 = ask
2 = bid
3 = close; 31 is offer; 32 is bid
4 = 2nd of closing range; 41 is offer; 42 is bid
5 = high; 52 is high made by valid bid
6 = low; 61 is low made by valid offer
7 = volume; 71 = yesterday's volume; 76 = today's cumulative volume
A = open; A1 is offer; A2 is bid
B = 2nd of opening range; B1 is offer; B2 is bid
C = open interest; C1 = yesterday's open interest
D = settlement
d = settlement (during market trading)
E = previous
F = ETF informational message
S = 52 Week High or Low Values
X = cancelled trade message

Note: volume and open interest are calculated once per day for the previous day, cumulative volume is reported for electronic sessions by some exchanges.

Quote Element Modifiers
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0 = last
1 = ask
2 = bid
< = bid size
= = ask size
> = trade size
S = etf shares outstanding
N = etf net asset value
H = high (52-week high)
L = low (52-week low)

Note: bid, ask and trade size is only reported for electronic sessions by some exchanges.

Note: S and N are only available with quote element code F