DOMAIN | PURPOSE |
---|---|
Login | Authenticates users and advertise/request features that are not specific to a particular domain. Use of and support for this domain is required for all Open Message Model applications. This is considered an administrative domain, content is required and expected by many LSEG components and conformance to the domain model definition is expected. For further details refer to Chapter 3, Login Domain. |
Source Directory | Advertises information about available services and their state, QoS, and capabilities. This domain also conveys any group status and group merge information. Interactive and non-Interactive Open Message Model provider applications require support for this domain. LSEG strongly recommends that Open Message Model consumers request this domain. This is considered an administrative domain, and many LSEG components expect and require content to conform to the domain model definition. For further details, refer to Chapter 4, Source Directory Domain. |
Dictionary | Provides dictionaries that may be needed when decoding data. Though use of the Dictionary domain is optional, LSEG recommends that provider applications support the domain’s use. Considered an administrative domain, content is required and expected by many LSEG components and following the domain model definition is expected. For further details refer to Chapter 5, Dictionary Domain. |
Market Price | Provides access to Level I market information such as trades, indicative quotes and top of book quotes. Content includes information such as volume, bid, ask, net change, last price, high, and low. For further details refer to Chapter 6, Market Price Domain. |
Market By Order | Provides access to Level II full order books. Contains a list of orders (keyed by the order IDs) with related information such as price, whether it is a bid/ask order, size, quote time, and market maker identifier. For further details refer to Chapter 7, Market By Order Domain |
Market By Price | Provides access to Level II market depth information. Contains a list of price points (keyed by that price and the bid/ask side) with related information. For further details refer to Chapter 8, Market By Price Domain. |
Market Maker | Provides access to market maker quotes and trade information. Contains a list of market makers (keyed by that market maker’s ID) with related information such as that market maker’s bid and asking prices, quote time, and market source. For further details refer to Chapter 9, Market Maker Domain. |
Yield Curve | Provides access to yield curve information. This can contain input information used to calculate a yield curve along with output information (which is the curve itself). A yield curve shows the relation between the interest rate and the term associated with the debt of a borrower. The curve’s shape can help to give an idea of future economic activity and interest rates. For further details refer to Chapter 10, Yield Curve Domain. |
Symbol List | Provides access to a set of symbol names, typically from an index, service, or cache. Minimally contains symbol names and can optionally contain additional cross-reference information such as permission information, name type, or other venue-specific content. For further details refer to Chapter 11, Symbol List Domain. |