Data Files

Files are named according to the information they contain and the time they are created. The name of the files are in the form:

• Fills: fill_<YYYYMMDD_hhmm>_<AccountGroupAbbreviation>.txt

• Orders: ordr__<YYYYMMDD_hhmm>_<AccountGroupAbbreviation >.txt

• Transactions: tran__<YYYYMMDD_hhmm>_<AccountGroupAbbreviation >.txt

The fill file you receive depends on the version of MODES in use. If you have a question about which version you are using, contact FCM Customer Support.

An empty file indicates that no fill activity has occurred during the time interval. An empty file contains a single CR-LF pair.

Files are in an ASCII format with delimited fields. Record separator is a CR-LF pair.

Note about excluded data: MODES files exclude external orders, including transactions and fills on those orders. External orders are created on the New External Order page in CAST.

Type/Format descriptions

The tables in the following sections detail message layouts of fill, order, and transaction data files. Each layout includes information about each field in the file: the order of the field, name, description, version of MODES it’s included in, whether it’s always provided, and the type of field it is (big integer, date, float, integer, string, or time).

Type

Description

Big Integer

64-bit number in range from -2^63 (-9,223,372,036,854,775,808) to 2^63-1 (9,223,372,036,854,775,807).

Maximum of 20 characters (1 for sign and 19 for digits).

Date

Format: YYYYMMDD

Float

Used with prices (fields with fractional values).

MODES converts prices to a numeric data type that has fixed precision and scale decimal:

• length=18 (total length including decimal point, sign, digits, and spaces)

• decimal=10 (number of places to the right of the decimal point)

The number is rounded up to ten digits after the decimal point. For example:

215.11111111159 is rounded to 215.1111111116

215.11111111151 is rounded to 215.1111111115

Integer

32-bit number with range of −2,147,483,648 to 2,147,483,647.

Maximum of 11 chars (1 for sign and 10 for digits).

String(n)

Set of characters with maximum length of some number (n).

Time

HH:MM:SS.ssssss (as of gateway version 5.7 release 2 and higher)

In versions of transactions layout prior to 9+, orders layout prior to 13+, and fills layout prior to 20+, this format was HHMMSS.

In UTC by default.

Upon request, can be reported in a specified local time zone.

A multi-valued field is one that contains two or more values relating to a fill record. By default the separator for the values is “/”, but can be changed if necessary.