Bloomberg API Service for IOI API Subscription¶

For IOI subscription, this is accomplished by referencing //blp/ioisub-beta as the service name in your program. This command will allow your service to redirect all IOI API subscription to the test environment.

Once the client has thoroughly tested the custom-built strategies, they can access the production environment by changing the service name from //blp/ioisub-beta to //blp/ioisub.

Accessing the Test Environment¶

Bloomberg provides a test environment for clients to build and test their strategies using the IOI API.

Inside the Bloomberg Terminal type UAT ON <GO>.This command allows the particular terminal window and launchpad to log into the beta environment. Please note, when a user is remote into the beta environment it only affects that particular terminal window and the other Bloomberg panels will not be affected by the UAT ON <GO> command.

To check which environment your current view is in, type VSAT <GO> inside the Bloomberg terminal.

To get back to production type UAT OFF <GO>. Please note that the testing environment in Beta will not operate in the exact same way as the production environment. Also, please note that the beta environment is a lot slower than the production environment and no one should perform any volume or load testing in the beta environment.

API Demo Tool¶

API Demo Tool is a handy tool while developing on any Bloomberg API services. The API Demo Tool provides real-time schema viewing tool among other handy tools that can be leveraged during the initial development.

The API Demo Tool can be downloaded from the Bloomberg terminal along with other generic Bloomberg API code samples.

WAPI<GO> >> API Download Center >> Download

Desktop vs. Server Authentication¶

Desktop:

d_ioi = "//blp/ioiapi-beta-request"
d_host = "localhost"
d_port = 1234

Server:

d_ioi = "//blp/ioiapi-beta-request"
d_auth = "//blp/apiauth"
d_host = "abc.com"
d_port = 1234
d_user = "myAuthID"
d_ip = "10.20.30.40"

Set authorization request:

def sendAuthRequest(self, session):

    authService = session.getService(d_auth)
    authReq = authService.createAuthorizationRequest()
    authReq.set("emrsID", d_user)
    authReq.set("ipAdress", d_ip)
    self.identity = session.createIdentity()

    print ("Sending authorization rquest: %s" % (authReq))

    session.sendAuthorizationRequest(authReq, self.identity)

    print ("Authorization request sent.")

...

def processAuthorizationStatusEvent(self, event):

    print("Processing AUTHORIZATION_STATUS event")

    for msg in event:

        print("AUTHORIZATION_STATUS message: %s" % (msg))

...

def processEvent(self, event, session):
    try:

    ...

    elif event.eventType() == blpapi.Event.AUTHORIZATION_STATUS:
        self.processAuthorizationStatusEvent(event)

    ...

IOI API Subscription¶

The IOI API Subscription allows IOI messages over subscription service.

Full code sample:-

Subscribe IOI cs	Subscribe IOI py
Subscribe IOI java

Hint

Please right click on the top code sample link to open in a new tab.

 def createIOISubscription(self, session):

     print("Create IOI subscription")

     #Create the topic string for the ioi subscription.
     ioiTopic = d_ioi + "/ioi"

     subscriptions = blpapi.SubscriptionList()

     subscriptions.add(topic=ioiTopic,correlationId=ioiSubscriptionID)

     print("Sending subscription...")
     session.subscribe(subscriptions)

Output:-

C:\Users\_scripts>py -3 py_dapi_SubscribeIOI.py
Bloomberg - IOI API Example - DesktopAPI - SubscribeIOI
Connecting to localhost:8194
Processing SESSION_STATUS event
SessionConnectionUp = {
    server = "localhost:8194"
    encryptionStatus = "Clear"
}

Session connection is up
Processing SESSION_STATUS event
SessionStarted = {
    initialEndpoints[] = {
        initialEndpoints = {
            address = "localhost:8194"
        }
    }
}

Session started...
Processing SERVICE_STATUS event
ServiceOpened = {
    serviceName = "//blp/ioisub-beta"
}

IOIAPI service opened... Sending request...
Create IOI subscription
Sending subscription: //blp/ioisub-beta/ioi
Processing SUBSCRIPTION_STATUS event
SUBSCRIPTION_STATUS MESSAGE: SubscriptionStarted = {
    exceptions[] = {
    }
    streamIds[] = {
        "1"
    }
    receivedFrom = {
        address = "localhost:8194"
    }
    reason = "Subscriber made a subscription"
}

IOIAPI subscription started...
SUBSCRIPTION_STATUS MESSAGE: SubscriptionStreamsActivated = {
    streams[] = {
        streams = {
            id = "1"
            endpoint = {
                address = "localhost:8194"
            }
        }
    }
    reason = "Subscriber made a subscription"
}

Processing SUBSCRIPTION_DATA event
Ioidata = {
    ioi_instrument_type = "stock"
    ioi_instrument_stock_security_ticker = "VOD LN Equity"
    ioi_goodUntil = 2020-01-23T14:45:59.000+00:00
    ioi_bid_price_type = "fixed"
    ioi_bid_price_fixed_price = 226.500000
    ioi_bid_price_fixed_currency = "GBp"
    ioi_bid_size_type = "quantity"
    ioi_bid_size_quantity = 1000
    ioi_bid_notes = "bid notes"
    ioi_bid_qualifiers_count = 0
    ioi_bid_natural = 0
    ioi_sentTime = 2020-01-23T14:30:59.267+00:00
    ioi_id = "-1034576088"
    state = "New"
    id_value = "-1034576088"
    originalId_value = "-1034576088"
    trader_uuid = 6767714
    trader_acronym = "B:BLP"
    trader_username = "TKIM"
    receivedTime = 2020-01-23T14:30:59.267+00:00
}

IOI MESSAGE: CorrelationID(1)
ioi_instrument_type: stock
ioi_instrument_option_legs_count: 0
ioi_instrument_option_legs_0_strike: 0
ioi_instrument_option_legs_0_expiry:
ioi_instrument_option_legs_0_type:
ioi_instrument_option_legs_0_ratio: 0
ioi_instrument_option_legs_0_underlying_type:
ioi_instrument_option_legs_0_underlying_ticker:
ioi_instrument_option_legs_0_underlying_figi:
ioi_instrument_option_legs_0_exchange:
ioi_instrument_option_legs_0_style:
ioi_instrument_option_legs_0_futureRefDate:
ioi_instrument_option_legs_0_delta: 0
ioi_instrument_option_legs_1_strike: 0
ioi_instrument_option_legs_1_expiry:
ioi_instrument_option_legs_1_type:
ioi_instrument_option_legs_1_ratio: 0
ioi_instrument_option_legs_1_underlying_type:
ioi_instrument_option_legs_1_underlying_ticker:
ioi_instrument_option_legs_1_underlying_figi:
ioi_instrument_option_legs_1_exchange:
ioi_instrument_option_legs_1_style:
ioi_instrument_option_legs_1_futureRefDate:
ioi_instrument_option_legs_1_delta: 0
ioi_instrument_option_legs_2_strike: 0
ioi_instrument_option_legs_2_expiry:
ioi_instrument_option_legs_2_type:
ioi_instrument_option_legs_2_ratio: 0
ioi_instrument_option_legs_2_underlying_type:
ioi_instrument_option_legs_2_underlying_ticker:
ioi_instrument_option_legs_2_underlying_figi:
ioi_instrument_option_legs_2_exchange:
ioi_instrument_option_legs_2_style:
ioi_instrument_option_legs_2_futureRefDate:
ioi_instrument_option_legs_2_delta: 0
ioi_instrument_option_legs_3_strike: 0
ioi_instrument_option_legs_3_expiry:
ioi_instrument_option_legs_3_type:
ioi_instrument_option_legs_3_ratio: 0
ioi_instrument_option_legs_3_underlying_type:
ioi_instrument_option_legs_3_underlying_ticker:
ioi_instrument_option_legs_3_underlying_figi:
ioi_instrument_option_legs_3_exchange:
ioi_instrument_option_legs_3_style:
ioi_instrument_option_legs_3_futureRefDate:
ioi_instrument_option_legs_3_delta: 0
ioi_instrument_option_structure:
ioi_instrument_stock_security_ticker: VOD LN Equity
ioi_instrument_stock_security_figi:
ioi_goodUntil: 2020-01-23T14:45:59.000+00:00
ioi_bid_price_type: fixed
ioi_bid_price_fixed_price: 226
ioi_bid_price_fixed_currency: GBp
ioi_bid_price_pegged_offsetAmount: 0
ioi_bid_price_pegged_offsetFrom:
ioi_bid_price_pegged_limitPrice: 0
ioi_bid_price_reference:
ioi_bid_price_moneyness: 0
ioi_bid_size_type: quantity
ioi_bid_size_quantity: 1000
ioi_bid_size_quality:
ioi_bid_referencePrice_price: 0
ioi_bid_referencePrice_currency:
ioi_bid_volatility: 0
ioi_bid_notes: bid notes
ioi_bid_qualifiers_count: 0
ioi_bid_qualifiers_0:
ioi_bid_qualifiers_1:
ioi_bid_qualifiers_2:
ioi_bid_qualifiers_3:
ioi_bid_qualifiers_4:
ioi_offer_price_type:
ioi_offer_price_fixed_price: 0
ioi_offer_price_fixed_currency:
ioi_offer_price_pegged_offsetAmount: 0
ioi_offer_price_pegged_offsetFrom:
ioi_offer_price_pegged_limitPrice: 0
ioi_offer_price_reference:
ioi_offer_price_moneyness: 0
ioi_offer_size_type:
ioi_offer_size_quantity: 0
ioi_offer_size_quality:
ioi_offer_referencePrice_price: 0
ioi_offer_referencePrice_currency:
ioi_offer_volatility: 0
ioi_offer_notes:
ioi_offer_qualifiers_count: 0
ioi_offer_qualifiers_0:
ioi_offer_qualifiers_1:
ioi_offer_qualifiers_2:
ioi_offer_qualifiers_3:
ioi_offer_qualifiers_4:
ioi_routing_strategy_name:
ioi_routing_strategy_brief:
ioi_routing_strategy_detailed:
ioi_routing_customId:
ioi_routing_broker:
ioi_sentTime: 2020-01-23T14:30:59.267+00:00
change:
Processing SUBSCRIPTION_DATA event
Processing SUBSCRIPTION_DATA event
Exception:  raw write() returned invalid length 72 (should have been between 0 and 36)
Processing SUBSCRIPTION_DATA event
Ioidata = {
    ioi_instrument_type = "stock"
    ioi_instrument_stock_security_ticker = "SINA UW Equity"
    ioi_goodUntil = 2020-01-23T14:36:15.000+00:00
    ioi_bid_price_type = "fixed"
    ioi_bid_price_fixed_price = 40.390000
    ioi_bid_price_fixed_currency = "USD"
    ioi_bid_size_type = "quantity"
    ioi_bid_size_quantity = 8279
    ioi_bid_notes = "1/22/2020 3:38:35 PM"
    ioi_bid_qualifiers_count = 0
    ioi_bid_natural = 0
    ioi_sentTime = 2020-01-23T14:31:15.183+00:00
    ioi_id = "D4291-23JAN2020-229-x0"
    state = "New"
    id_value = "1781985133"
    originalId_value = "1781985133"
    trader_uuid = 12624540
    trader_acronym = "B:BLP"
    receivedTime = 2020-01-23T14:31:15.183+00:00
}

IOI MESSAGE: CorrelationID(1)
ioi_instrument_type: stock
ioi_instrument_option_legs_count: 0
ioi_instrument_option_legs_0_strike: 0
ioi_instrument_option_legs_0_expiry:
ioi_instrument_option_legs_0_type:
ioi_instrument_option_legs_0_ratio: 0
ioi_instrument_option_legs_0_underlying_type:
ioi_instrument_option_legs_0_underlying_ticker:
ioi_instrument_option_legs_0_underlying_figi:
ioi_instrument_option_legs_0_exchange:
ioi_instrument_option_legs_0_style:
ioi_instrument_option_legs_0_futureRefDate:
ioi_instrument_option_legs_0_delta: 0
ioi_instrument_option_legs_1_strike: 0
ioi_instrument_option_legs_1_expiry:
ioi_instrument_option_legs_1_type:
ioi_instrument_option_legs_1_ratio: 0
ioi_instrument_option_legs_1_underlying_type:
ioi_instrument_option_legs_1_underlying_ticker:
ioi_instrument_option_legs_1_underlying_figi:
ioi_instrument_option_legs_1_exchange:
ioi_instrument_option_legs_1_style:
ioi_instrument_option_legs_1_futureRefDate:
ioi_instrument_option_legs_1_delta: 0
ioi_instrument_option_legs_2_strike: 0
ioi_instrument_option_legs_2_expiry:
ioi_instrument_option_legs_2_type:
ioi_instrument_option_legs_2_ratio: 0
ioi_instrument_option_legs_2_underlying_type:
ioi_instrument_option_legs_2_underlying_ticker:
ioi_instrument_option_legs_2_underlying_figi:
ioi_instrument_option_legs_2_exchange:
ioi_instrument_option_legs_2_style:
ioi_instrument_option_legs_2_futureRefDate:
ioi_instrument_option_legs_2_delta: 0
ioi_instrument_option_legs_3_strike: 0
ioi_instrument_option_legs_3_expiry:
ioi_instrument_option_legs_3_type:
ioi_instrument_option_legs_3_ratio: 0
ioi_instrument_option_legs_3_underlying_type:
ioi_instrument_option_legs_3_underlying_ticker:
ioi_instrument_option_legs_3_underlying_figi:
ioi_instrument_option_legs_3_exchange:
ioi_instrument_option_legs_3_style:
ioi_instrument_option_legs_3_futureRefDate:
ioi_instrument_option_legs_3_delta: 0
ioi_instrument_option_structure:
ioi_instrument_stock_security_ticker: SINA UW Equity
ioi_instrument_stock_security_figi:
ioi_goodUntil: 2020-01-23T14:36:15.000+00:00
ioi_bid_price_type: fixed
ioi_bid_price_fixed_price: 40
ioi_bid_price_fixed_currency: USD
ioi_bid_price_pegged_offsetAmount: 0
ioi_bid_price_pegged_offsetFrom:
ioi_bid_price_pegged_limitPrice: 0
ioi_bid_price_reference:
ioi_bid_price_moneyness: 0
ioi_bid_size_type: quantity
ioi_bid_size_quantity: 8279
ioi_bid_size_quality:
ioi_bid_referencePrice_price: 0
ioi_bid_referencePrice_currency:
ioi_bid_volatility: 0
ioi_bid_notes: 1/22/2020 3:38:35 PM
ioi_bid_qualifiers_count: 0
ioi_bid_qualifiers_0:
ioi_bid_qualifiers_1:
ioi_bid_qualifiers_2:
ioi_bid_qualifiers_3:
ioi_bid_qualifiers_4:
ioi_offer_price_type:
ioi_offer_price_fixed_price: 0
ioi_offer_price_fixed_currency:
ioi_offer_price_pegged_offsetAmount: 0
ioi_offer_price_pegged_offsetFrom:
ioi_offer_price_pegged_limitPrice: 0
ioi_offer_price_reference:
ioi_offer_price_moneyness: 0
ioi_offer_size_type:
ioi_offer_size_quantity: 0
ioi_offer_size_quality:
ioi_offer_referencePrice_price: 0
ioi_offer_referencePrice_currency:
ioi_offer_volatility: 0
ioi_offer_notes:
ioi_offer_qualifiers_count: 0
ioi_offer_qualifiers_0:
ioi_offer_qualifiers_1:
ioi_offer_qualifiers_2:
ioi_offer_qualifiers_3:
ioi_offer_qualifiers_4:
ioi_routing_strategy_name:
ioi_routing_strategy_brief:
ioi_routing_strategy_detailed:
ioi_routing_customId:
ioi_routing_broker:
ioi_sentTime: 2020-01-23T14:31:15.183+00:00
change:
Processing SUBSCRIPTION_DATA event
Ioidata = {
    ioi_instrument_type = "option"
    ioi_instrument_option_legs_count = 2
    ioi_instrument_option_legs_0_strike = 230.000000
    ioi_instrument_option_legs_0_expiry = 2020-01-31T12:00:00.000+00:00
    ioi_instrument_option_legs_0_type = "Call"
    ioi_instrument_option_legs_0_ratio = 1.000000
    ioi_instrument_option_legs_0_underlying_figi = "BBG000C6K6G9"
    ioi_instrument_option_legs_0_exchange = "LN"
    ioi_instrument_option_legs_0_style = "European"
    ioi_instrument_option_legs_1_strike = 240.000000
    ioi_instrument_option_legs_1_expiry = 2020-01-31T12:00:00.000+00:00
    ioi_instrument_option_legs_1_type = "Call"
    ioi_instrument_option_legs_1_ratio = -1.250000
    ioi_instrument_option_legs_1_underlying_figi = "BBG000C6K6G9"
    ioi_instrument_option_legs_1_exchange = "LN"
    ioi_instrument_option_legs_1_style = "European"
    ioi_instrument_option_structure = "CallSpread"
    ioi_goodUntil = 2020-01-23T14:46:21.192+00:00
    ioi_bid_price_type = "fixed"
    ioi_bid_price_fixed_price = 83.630000
    ioi_bid_price_fixed_currency = ""
    ioi_bid_size_type = "quantity"
    ioi_bid_size_quantity = 1000
    ioi_bid_referencePrice_price = 202.150000
    ioi_bid_referencePrice_currency = "GBp"
    ioi_bid_notes = "bid notes"
    ioi_bid_qualifiers_count = 0
    ioi_offer_price_type = "fixed"
    ioi_offer_price_fixed_price = 83.640000
    ioi_offer_price_fixed_currency = ""
    ioi_offer_size_type = "quantity"
    ioi_offer_size_quantity = 2000
    ioi_offer_referencePrice_price = 202.150000
    ioi_offer_referencePrice_currency = "GBp"
    ioi_offer_notes = "offer notes"
    ioi_offer_qualifiers_count = 0
    state = "New"
    id_value = "0678b50e-287c-416f-813a-bf34cde3f300"
    originalId_value = "0678b50e-287c-416f-813a-bf34cde3f300"
    trader_uuid = 6767714
    trader_acronym = "S:BLP"
    receivedTime = 2020-01-23T14:31:21.577+00:00
}

IOI MESSAGE: CorrelationID(1)
ioi_instrument_type: option
ioi_instrument_option_legs_count: 2
ioi_instrument_option_legs_0_strike: 230
ioi_instrument_option_legs_0_expiry: 2020-01-31T12:00:00.000+00:00
ioi_instrument_option_legs_0_type: Call
ioi_instrument_option_legs_0_ratio: 1
ioi_instrument_option_legs_0_underlying_type:
ioi_instrument_option_legs_0_underlying_ticker:
ioi_instrument_option_legs_0_underlying_figi: BBG000C6K6G9
ioi_instrument_option_legs_0_exchange: LN
ioi_instrument_option_legs_0_style: European
ioi_instrument_option_legs_0_futureRefDate:
ioi_instrument_option_legs_0_delta: 0
ioi_instrument_option_legs_1_strike: 240
ioi_instrument_option_legs_1_expiry: 2020-01-31T12:00:00.000+00:00
ioi_instrument_option_legs_1_type: Call
ioi_instrument_option_legs_1_ratio: -1
ioi_instrument_option_legs_1_underlying_type:
ioi_instrument_option_legs_1_underlying_ticker:
ioi_instrument_option_legs_1_underlying_figi: BBG000C6K6G9
ioi_instrument_option_legs_1_exchange: LN
ioi_instrument_option_legs_1_style: European
ioi_instrument_option_legs_1_futureRefDate:
ioi_instrument_option_legs_1_delta: 0
ioi_instrument_option_legs_2_strike: 0
ioi_instrument_option_legs_2_expiry:
ioi_instrument_option_legs_2_type:
ioi_instrument_option_legs_2_ratio: 0
ioi_instrument_option_legs_2_underlying_type:
ioi_instrument_option_legs_2_underlying_ticker:
ioi_instrument_option_legs_2_underlying_figi:
ioi_instrument_option_legs_2_exchange:
ioi_instrument_option_legs_2_style:
ioi_instrument_option_legs_2_futureRefDate:
ioi_instrument_option_legs_2_delta: 0
ioi_instrument_option_legs_3_strike: 0
ioi_instrument_option_legs_3_expiry:
ioi_instrument_option_legs_3_type:
ioi_instrument_option_legs_3_ratio: 0
ioi_instrument_option_legs_3_underlying_type:
ioi_instrument_option_legs_3_underlying_ticker:
ioi_instrument_option_legs_3_underlying_figi:
ioi_instrument_option_legs_3_exchange:
ioi_instrument_option_legs_3_style:
ioi_instrument_option_legs_3_futureRefDate:
ioi_instrument_option_legs_3_delta: 0
ioi_instrument_option_structure: CallSpread
ioi_instrument_stock_security_ticker:
ioi_instrument_stock_security_figi:
ioi_goodUntil: 2020-01-23T14:46:21.192+00:00
ioi_bid_price_type: fixed
ioi_bid_price_fixed_price: 83
ioi_bid_price_fixed_currency:
ioi_bid_price_pegged_offsetAmount: 0
ioi_bid_price_pegged_offsetFrom:
ioi_bid_price_pegged_limitPrice: 0
ioi_bid_price_reference:
ioi_bid_price_moneyness: 0
ioi_bid_size_type: quantity
ioi_bid_size_quantity: 1000
ioi_bid_size_quality:
ioi_bid_referencePrice_price: 202
ioi_bid_referencePrice_currency: GBp
ioi_bid_volatility: 0
ioi_bid_notes: bid notes
ioi_bid_qualifiers_count: 0
ioi_bid_qualifiers_0:
ioi_bid_qualifiers_1:
ioi_bid_qualifiers_2:
ioi_bid_qualifiers_3:
ioi_bid_qualifiers_4:
ioi_offer_price_type: fixed
ioi_offer_price_fixed_price: 83
ioi_offer_price_fixed_currency:
ioi_offer_price_pegged_offsetAmount: 0
ioi_offer_price_pegged_offsetFrom:
ioi_offer_price_pegged_limitPrice: 0
ioi_offer_price_reference:
ioi_offer_price_moneyness: 0
ioi_offer_size_type: quantity
ioi_offer_size_quantity: 2000
ioi_offer_size_quality:
ioi_offer_referencePrice_price: 202
ioi_offer_referencePrice_currency: GBp
ioi_offer_volatility: 0
ioi_offer_notes: offer notes
ioi_offer_qualifiers_count: 0
ioi_offer_qualifiers_0:
ioi_offer_qualifiers_1:
ioi_offer_qualifiers_2:
ioi_offer_qualifiers_3:
ioi_offer_qualifiers_4:
ioi_routing_strategy_name:
ioi_routing_strategy_brief:
ioi_routing_strategy_detailed:
ioi_routing_customId:
ioi_routing_broker:
ioi_sentTime:
change:
Ctrl+C pressed. Stopping...
Processing SESSION_STATUS event
SessionConnectionDown = {
    server = "localhost:8194"
}

Session connection is down
Processing SESSION_STATUS event
SessionTerminated = {
}

SessionTerminated = {
}

Error Message¶

Error Message	Description
Invalid tags in the topic	There is an unspported tag field or values detected in the topic string.
Exceeded subscription limits	There are too many subscription calls from the client.
The IPER code acronym could not be determined by Bloomberg.	The subscriber’s IPER code acronym could not be determined.
The acronym from the IPER code is blank.	The subscriber’s acronym code is blank
The side from the IPER code cannot be determined.	The subscriber’s side cannot be determined
The UUID is not enabled in `NNAB<GO>` terminal function.	The subscriber’s UUID is not enabled by any broker in `NNAB<GO>`
Failed to get the user UUID from the subscription call.	There wasn’t a valid UUID passed or the UUID passed was set to zero.

Description of Elements¶

The following elements are available for equity and options IOI subscription.

The sell-side sending IOIs will buy from the buy-side at the bid size/price and sell to the buy-side at the offer size/price.

Important

All times are in UTC.

Element Name	Description	Type
`id_value`	Unique Bloomberg value to identify IOI message, also known as handle	string
`ioi_bid_natural`	Indicate natural IOI	int32
`ioi_offer_natural`	Indicate natural IOI	int32
`ioi_bid_notes`	Notes section for IOI messages	string
`ioi_offer_notes`	Notes section for IOI messages	string
`ioi_bid_price_fixed_currency`	Three letter currency acronym for the IOI	string
`ioi_offer_price_fixed_currency`	Three letter currency acronym for the IOI	string
`ioi_bid_price_fixed_price`	IOI fixed price	float64
`ioi_offer_price_fixed_price`	IOI fixed price	float64
`ioi_bid_price_pegged_limitPrice`	IOI pegged limit price	float64
`ioi_offer_price_pegged_limitPrice`	IOI pegged limit price	float64
`ioi_bid_price_pegged_offsetAmount`	IOI pegged offset amount	float64
`ioi_offer_price_pegged_offsetAmount`	IOI pegged offset amount	float64
`ioi_bid_price_pegged_offsetFrom`	IOI pegged offset from	string
`ioi_offer_price_pegged_offsetFrom`	IOI pegged offset from	string
`ioi_bid_price_pegged_offsetType`	IOI pegged offset type	string
`ioi_offer_price_pegged_offsetType`	IOI pegged offset type	string
`ioi_bid_price_reference`	Bid, Mid, Ask	string
`ioi_offer_price_reference`	Bid, Mid, Ask	string
`ioi_bid_price_type`	Market, limit, or unspecified	string
`ioi_offer_price_type`	Market, limit, or unspecified	string
`ioi_bid_qualifiers_n`	IOI bid/offer qualifiers (e.g. H, U, V, I) [definitions]	string
`ioi_offer_qualifiers_n`	IOI bid/offer qualifiers (e.g. H, U, V, I) [definitions]	string
`ioi_bid_qualifiers_count`	IOI bid/offer qualifiers count	int32
`ioi_offer_qualifiers_count`	IOI bid/offer qualifiers count	int32
`ioi_bid_referencePrice_currency`	IOI bid/offer reference currency	string
`ioi_offer_referencePrice_currency`	IOI bid/offer reference currency	string
`ioi_bid_referencePrice_price`	IOI bid/offer reference price	float64
`ioi_offer_referencePrice_price`	IOI bid/offer reference price	float64
`ioi_bid_size_quality`	Small, Medium, or Large	string
`ioi_offer_size_quality`	Small, Medium, or Large	string
`ioi_bid_size_quantity`	Actual quantity of the IOI	int64
`ioi_offer_size_quantity`	Actual quantity of the IOI	int64
`ioi_bid_size_type`	IOI bid/offer size type	string
`ioi_offer_size_type`	IOI bid/offer size type	string
`ioi_bid_volatility`	Options IOI bid/offer volatility	float64
`ioi_offer_volatility`	Options IOI bid/offer volatility	float64
`ioi_clientId`	IOI Client ID	string
`ioi_goodUntil`	IOI good until time	dateTime
`ioi_instrument_option_legs_n_delta`	Options IOI delta	float64
`ioi_instrument_option_legs_n_exchange`	Options IOI exchange	string
`ioi_instrument_option_legs_n_expiry`	Options IOI leg expiry	dateTime
`ioi_instrument_option_legs_n_futureRefDate`	Options IOI future reference date	dateTime
`ioi_instrument_option_legs_n_listed_figi`	Options IOI FIGI	string
`ioi_instrument_option_legs_n_listed_ticker`	Options IOI ticker	string
`ioi_instrument_option_legs_n_listed_type`	Options IOI type	string
`ioi_instrument_option_legs_n_ratio`	Options IOI ratio	float64
`ioi_instrument_option_legs_n_strike`	Options IOI strike	float64
`ioi_instrument_option_legs_n_style`	European, American	string
`ioi_instrument_option_legs_n_type`	Options IOI leg type	string
`ioi_instrument_option_legs_n_underlying_figi`	Options IOI underlying figi	string
`ioi_instrument_option_legs_n_underlying_ticker`	Options IOI underlying ticker	string
`ioi_instrument_option_legs_n_underlying_type`	Options IOI underlying type	string
`ioi_instrument_option_legs_count`	Options IOI legs count	string
`ioi_instrument_option_structure`	Custom, CallSpread, PutSpread,	string
	Straddle, Strangle, SingleLegCall,
	SingleLegPut, CalendarCallSpread,
	CalendarPutSpread,
	CallSpreadReversal,
	PutSpreadReversal,
	DiagonalCalendarCallSpread,
	DiagonalCalendarPutSpread,
	CallButterfly, PutButterfly,
	IronButterfly, RiskReversal, Box,
	CallLadder, PutLadder, CallCondor,
	PutCondor, IronCondor, JellyRoll,
	RatioCallSpread, RatioPutSpread
`ioi_instrument_stock_security_figi`	Equity IOI security figi	string
`ioi_instrument_stock_security_ticker`	Equity IOI security ticker	string
`ioi_instrument_stock_security_type`	Equity IOI security type	string
`ioi_instrument_type`	IOI instrument type	string
`ioi_routing_benchmark`		string
`ioi_routing_broker`		string
`ioi_routing_customId`		string
`ioi_routing_orderType`		string
`ioi_routing_strategy_brief`		string
`ioi_routing_strategy_detailed`		string
`ioi_routing_strategy_name`		string
`ioi_sentTime`	IOI sent time	dateTime
`originalId_value`		string
`state`	IOI State: New, Replace and Cancel	string
`trader_acronym`	IPER code	string
`trader_username`	Trader name	string
`trader_uuid`	Trader UUID	int64

Actionable IOI¶

The IOIs published via IOI API Publication service can be actionable by the receiving buy-side firms.

The sell-side using IOI API Publication service can specify the targeting EMSX broker code along with customId element. The customId will allow the order receiving sell-side to tie the order back to the original IOI generated from the sell-side.

Element Name	Description	Type
`broker`	The broker code used in EMSX to submit the order. This is viewable as `ioi_routing_broker` element in the IOI API Subscription service.	string
`customId`	Optional, can be created by the sell-side to correlate back to an order. This is viewable as `ioi_routing_id` element in the IOI API Subscription service.	string
`strategy`	Optinal, if specified and the strategy exists in `EQMB<GO>`, this element will be accepted.	string

[definitions]

H = Customer Order in Hand - Firm agency order direct from the customer, U = Customer Principal Interest - Firm principal order originating from previous facilitation, V = Swithc / Versus Trade, I = In Touch With - , X = For Crossing, W = Working, T = Over Time / Day, D = VWAP, R = Ready to Trade, S = Portfolio Shown.