Mapping fields between Refinitiv RDP Websocket feed and Quotes exported from DataScope

Hi,

The live data from RDP Websocket feed is in the format of :

JPY10YOIS=,Market Price,2015-01-15T01:42:15.503648000Z,+0,Raw,UPDATE,UNSPECIFIED,,,,2668,,3406,21
,,,,FID,11,,NETCHNG_1,-0.0256,
,,,,FID,22,,BID,0.2469,
,,,,FID,25,,ASK,0.2869,
,,,,FID,56,,PCTCHNG,-9.39,
,,,,FID,130,,DURATION,-9.899,
,,,,FID,134,,MID_PRICE,0.2669,
,,,,FID,270,,ACT_TP_1,27,#42FE#
,,,,FID,275,,SEC_ACT_1,0.2869,
,,,,FID,280,,SC_ACT_TP1,17," A"
,,,,FID,393,,PRIMACT_1,0.2469,
,,,,FID,826,,DLG_CODE1,"      ",
,,,,FID,831,,CTBTR_1,"BROKER      ",
,,,,FID,836,,CTB_LOC1,GFX,
,,,,FID,841,,CTB_PAGE1,BRKR,
,,,,FID,875,,VALUE_DT1,2015-01-15,
,,,,FID,996,,GEN_VAL1,,
,,,,FID,997,,GEN_VAL2,,
,,,,FID,999,,GEN_VAL4,0.2669,
,,,,FID,1010,,VALUE_TS1,01:42:15.000000000,
,,,,FID,1030,,GEN_VAL6,-0.81,
,,,,FID,3838,,PV01,985.6999,

while "quotes" exported from datascope has a format of:

#RICDomainDate-TimeGMT OffsetTypeEx/Cntrb.IDLOCPriceVolumeMarket VWAPBuyer IDBid PriceBid SizeNo. BuyersSeller IDAsk PriceAsk SizeNo. SellersQualifiersSeq. No.Exch TimeBlock TrdPE RatioYieldBid YldAsk YldISMA Bid YldISMA Ask YldDurationMod DurtnBPVConvexityBench SpdSwp SpdAsst Swp SpdSwap PointUpLim PriceLoLim PriceTheo. PriceParityPremiumBid Imp. VolAsk Imp. VolImp. Vol.CrackTopFreight Pr.OfferActualPriorRevisedForecastFrcst HighFrcst LowNo. FrctsDateBid TicTick Dir.OpenHighLowOpen InterestBench PriceOpen YldHigh YldLow YldAcc. VolumeTurnoverVolatilityStrikeMid PriceAdvancing IssuesDeclining IssuesUnchanged IssuesTotal IssuesAdvancing VolumeDeclining VolumeUnchanged VolumeTotal VolumeNew HighsNew LowsTotal MovesPercentage ChangeAdvancing MovesDeclining MovesUnchanged MovesStrong MarketWeak MarketChanged MarketMarket VolatilityOriginal DateFinal NAV30 Day ATM IV Call60 Day ATM IV Call90 Day ATM IV Call30 Day ATM IV Put60 Day ATM IV Put90 Day ATM IV PutBackground ReferenceOriginal PriceOriginal VolumeOriginal Seq. No.Original Exch TimeBid SpreadAsk SpreadReference PricePaired QuantityImbalance QuantityFar Clearing PriceNear Clearing PriceOption Adjusted Spread BidZ SpreadConversion PremiumConversion RatioPercentage Daily ReturnInterpolated CDS BasisInterpolated CDS SpreadClosest-to-Maturity CDS BasisDeltaFair PriceBond FloorEdgeYTWYTBSimple MarginDiscount Margin1M Basis Asset Swap Spread3M Basis Asset Swap Spread6M Basis Asset Swap SpreadAccumulated Ask OrderAccumulated Ask Order SizeAccumulated Bid OrderAccumulated Bid Order SizeAsk Compound YieldAsk Dealer CountAsk Market Maker IdAsset Swap Spread AskAsset Swap Spread BidAverage PriceBase CorrelationBasis Point VolatilityBenchmark Spread AskBenchmark Spread BidBenchmark YieldBid Compound YieldBid Dealer CountBid Market Maker IdBreakeven InflationCap PremiumCarry Roll-down TotalCDS Dollar Value Of 1 Basis PtCommodity BasisCompound YieldConstant Maturity YieldConversion FactorConvexity BiasCost of CarryDaily Quota Remaining BalanceDealing CodeDefault ProbabilityDiscount AskDiscount BidDiscount FactorDiscount Margin AskDiscount Margin BidDiscount RateDisplay NameEnergy NetbackEnergy SwingEnergy VarianceExch For Physical VolExch For Swaps VolFinal Physical NotificationFixed CouponFixing DateFixing ValueFloor PremiumForecast Avg Swap PtsForecast MeanForecast MedianForecast Std DeviationForward RateFutures BasisFutures RiskFwd Outright AskFwd Outright BidGammaImplied CorrelationImplied Repo RateImplied YieldIndex SkewMax Export LimitMax Import LimitMean ReversionMid SpreadMid YieldNumber of TradesOdd-Lot Trade PriceOdd-Lot Trade TurnoverOdd-Lot Trade VolumeOption Adjusted SpreadOption Adjusted Spread AskOrderbook VWAPOriginal Acc. VolumeOriginal YieldPar YieldPresent Value of Basis PointQuscnt Physical NotificationReal Yield AskReal Yield BidRecovery RateReference Bond YieldRefinery Mgn CrackRefinery Mgn TopReserve VolRoll-downRunning SpreadSeasonal Normal DemandShort Rate VolatilitySource ReferenceSovereign SpreadSwap PremiumSwap RateSwap Spread AskSwap Spread BidSwap YieldTheoretical Price AskTheoretical Price BidTheoretical Price MidTheoretical Spread AskTheoretical Spread BidTheoretical Spread MidThetaTotal Buy ValueTotal Buy VolumeTotal DemandTotal Sell ValueTotal Sell VolumeTrade Price CurrencyUnique Trade IdentificationYield To CallYield to MaturityYield to Maturity AskYield to Maturity BidYield To PutZero YieldAggressive Order ConditionCategorisation of TradesEffective ConvexityEffective DurationFair ValueFair Value Accuracy MeasureFair Value Consistency ScoreFair Value DV01Fair Value SpreadFair Value VolumeFair Value YieldFlowsForward Future RiskGross BasisHalt ReasonHedge RatioImbalance Activity TypeImbalance SideImbalance Variation IndicatorIndicative Auction PriceIndicative Auction VolumeInstrument DescriptionInvoice PriceInvoice SpreadLULD IndicatorMMT ClassificationNet BasisNet ChangeOriginal Buyer IdOriginal Primary ActivityOriginal RIC of Last Eligible TradeOriginal Seller IdOriginal Trade Sequence NumberOriginal Unique Trade IdentificationPrimary ActivityRIC of Last Eligible TradeShort Sale Restriction IndicatorSpread to TreasuryTrade Sequence NumberTrade YieldTrading StatusChange TypeOld ValueNew ValueISINUnique Quote Identification

Where can I find mappings between the two format? It's sort of difficult to manually look up specs and try to translate.

Thanks