Appendix – EventCommunication Category

Messages

News Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = B
Component	ApplicationSequenceControl	N
1472	NewsID	N	Unique identifer for News message
Component	NewsRefGrp	N	News items referenced by this News message
1473	NewsCategory	N
1474	LanguageCode	N	Used to optionally specify the national language used for the News item.
42	OrigTime	N
61	Urgency	N
148	Headline	Y	Specifies the headline text
358	EncodedHeadlineLen	N	Must be set if EncodedHeadline field is specified and must immediately precede it.
359	EncodedHeadline	N	Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field.
Component	RoutingGrp	N
1301	MarketID	N	Used to optionally specify the market to which this News applies.
1300	MarketSegmentID	N	Used to optionally specify the market segment to which this News applies.
Component	InstrmtGrp	N	Specifies the number of repeating symbols (instruments) specified
Component	InstrmtLegGrp	N
Component	UndInstrmtGrp	N	Number of underlyings
Component	LinesOfTextGrp	Y	Specifies the number of repeating lines of text specified
149	URLLink	N	A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
95	RawDataLength	N
96	RawData	N
Component	StandardTrailer	Y

Email Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = C
164	EmailThreadID	Y	Unique identifier for the email message thread
94	EmailType	Y
42	OrigTime	N
147	Subject	Y	Specifies the Subject text
356	EncodedSubjectLen	N	Must be set if EncodedSubject field is specified and must immediately precede it.
357	EncodedSubject	N	Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field.
Component	RoutingGrp	N
Component	InstrmtGrp	N	Specifies the number of repeating symbols (instruments) specified
Component	UndInstrmtGrp	N	Number of underlyings
Component	InstrmtLegGrp	N
37	OrderID	N
11	ClOrdID	N
Component	LinesOfTextGrp	Y	Specifies the number of repeating lines of text specified
95	RawDataLength	N
96	RawData	N
Component	AttachmentGrp	N
Component	StandardTrailer	Y

Components

LinesOfTextGrp

Tag	Name	Req’d	Description
33	NoLinesOfText	N
→58	Text	Y	Repeating field, number of instances defined in LinesOfText
→354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
→355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

NewsRefGrp

Tag	Name	Req’d	Description
1475	NoNewsRefIDs	N
→1476	NewsRefID	N	Required if NoNewsRefIDs(2144) > 0. News item being referenced.
→1477	NewsRefType	N	Type of reference.

Appendix – Indication Category

Messages

IOI Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = 6
Component	ApplicationSequenceControl	N
23	IOIID	Y
28	IOITransType	Y
26	IOIRefID	N	Required for Cancel and Replace IOITransType messages
Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
Component	InstrumentExtension	N
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages.
Component	FinancingDetails	N	Insert here the set of FinancingDetails (symbology) fields defined in Common Components of Application Messages
Component	UndInstrmtGrp	N	Number of underlyings
Component	RelatedInstrumentGrp	N
54	Side	Y	Side of Indication Valid subset of values: 1 = Buy 2 = Sell 7 = Undisclosed B = As Defined (for multilegs) C = Opposite (for multilegs)
854	QtyType	N
Component	OrderQtyData	N	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages The value zero is used if NoLegs repeating group is used Applicable if needed to express CashOrder Qty (tag 152)
27	IOIQty	Y	The value zero is used if NoLegs repeating group is used
15	Currency	N
2897	CurrencyCodeSource	N
Component	Stipulations	N	Insert here the set of Stipulations (symbology) fields defined in Common Components of Application Messages
Component	InstrmtLegIOIGrp	N	Required for multileg IOIs
423	PriceType	N
Component	PriceQualifierGrp	N
44	Price	N
62	ValidUntilTime	N
25	IOIQltyInd	N
130	IOINaturalFlag	N
Component	IOIQualGrp	N	Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers.
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
60	TransactTime	N
149	URLLink	N	A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
Component	RoutingGrp	N
Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages
Component	RelativeValueGrp	N
Component	YieldData	N
Component	StandardTrailer	Y

Advertisement Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = 7
2	AdvId	Y
5	AdvTransType	Y
3	AdvRefID	N	Required for Cancel and Replace AdvTransType messages
Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
Component	InstrumentExtension	N
Component	FinancingDetails	N
Component	InstrmtLegGrp	N	Number of legs Identifies a Multi-leg Execution if present and non-zero.
Component	UndInstrmtGrp	N	Number of underlyings
Component	RelatedInstrumentGrp	N
4	AdvSide	Y
53	Quantity	Y
854	QtyType	N
44	Price	N
15	Currency	N
2897	CurrencyCodeSource	N
75	TradeDate	N
60	TransactTime	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
149	URLLink	N	A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
30	LastMkt	N
336	TradingSessionID	N
625	TradingSessionSubID	N
Component	RoutingGrp	N
Component	StandardTrailer	Y

CrossRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = DS
2672	CrossRequestID	Y	Unique identifier for cross request message.
1301	MarketID	N
1300	MarketSegmentID	N
Component	Instrument	Y
38	OrderQty	N	Can be used to announce a maximum quantity that is subject to crossing.
376	ComplianceID	N
2404	ComplianceText	N
Component	StandardTrailer	Y

CrossRequestAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = DT
2672	CrossRequestID	Y	Unique identifier for the cross request message being confirmed.
1301	MarketID	N
1300	MarketSegmentID	N
Component	Instrument	Y
38	OrderQty	N
376	ComplianceID	N
2404	ComplianceText	N
Component	StandardTrailer	Y

Components

IOIQualGrp

Tag	Name	Req’d	Description
199	NoIOIQualifiers	N
→104	IOIQualifier	N	Required if NoIOIQualifiers > 0

InstrmtLegIOIGrp

Tag	Name	Req’d	Description
555	NoLegs	N
→Component	InstrumentLeg	N	Required for multileg IOIs For Swaps one leg is Buy and other leg is Sell
→682	LegIOIQty	N	Required for multileg IOIs and for each leg.
→Component	LegStipulations	N

Appendix – MarketData Category

Messages

StreamAssignmentRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = CC
1497	StreamAsgnReqID	Y	Unique identifier of the request.
1498	StreamAsgnReqType	Y	Type of assignment being requested.
Component	StrmAsgnReqGrp	Y	Assignment requests
Component	StandardTrailer	Y

StreamAssignmentReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = CD
1501	StreamAsgnRptID	Y	Unique identifier of the Stream Assignment Report.
1498	StreamAsgnReqType	N	Required if report is being sent in response to a StreamAssignmentRequest. The value should be the same as the value in the corresponding request.
1497	StreamAsgnReqID	N	Conditionally required if Stream Assignment Report is being sent in response to a StreamAssignmentRequest(MsgType=CC). Not required for unsolicited stream assignments.
Component	StrmAsgnRptGrp	N	Stream assignments
Component	StandardTrailer	Y

StreamAssignmentReportACK Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = CE
1503	StreamAsgnAckType	Y
1501	StreamAsgnRptID	Y
1502	StreamAsgnRejReason	N
58	Text	N	Can be used to provide additional information regarding the assignment report, such as reject description.
354	EncodedTextLen	N
355	EncodedText	N
Component	StandardTrailer	Y

MarketDataStatisticsRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DO
2452	MDStatisticReqID	Y	Unique message identifier for the request or the identifier of a previous request when unsubscribing.
263	SubscriptionRequestType	Y	Used to subscribe / unsubscribe for market data statistics reports or to request a one-time snapshot of the current information.
Component	Parties	N
75	TradeDate	N	Used to specify the business date.
1301	MarketID	N	Used to specify a single market.
1300	MarketSegmentID	N	Used to specify a single market segment.
1396	MarketSegmentDesc	N
1397	EncodedMktSegmDescLen	N	Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it.
1398	EncodedMktSegmDesc	N	Encoded (non-ASCII characters) representation of the MarketSegmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field.
1465	SecurityListID	N	Used to reference an entire group of instruments for which a single set of statistics is to be calculated.
Component	Instrument	N	Used to specify an individual instrument or instrument attributes for which a single set of statistics is to be calculated.
Component	InstrumentExtension	N
Component	FinancingDetails	N
Component	UndInstrmtGrp	N
Component	InstrmtLegGrp	N
Component	RelatedInstrumentGrp	N
Component	MDStatisticReqGrp	Y	Used to specify the parameters for the calculation of statistics.
60	TransactTime	N	Time that the request was submitted.
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	N

MarketDataStatisticsReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = DP
Component	ApplicationSequenceControl	N
2453	MDStatisticRptID	Y	Unique message identifier for the report.
2452	MDStatisticReqID	N	Unique message identifier for the request. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message.
2473	MDStatisticRequestResult	N	Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message.
325	UnsolicitedIndicator	N	Set to ‘Y’ if message is sent as a result of a subscription request not a snapshot request
Component	Parties	N
582	CustOrderCapacity	N
75	TradeDate	N
1301	MarketID	N
1300	MarketSegmentID	N
1396	MarketSegmentDesc	N
1397	EncodedMktSegmDescLen	N	Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it.
1398	EncodedMktSegmDesc	N	Encoded (non-ASCII characters) representation of the MarketDesgmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field.
1465	SecurityListID	N
15	Currency	N
2897	CurrencyCodeSource	N
Component	Instrument	N
Component	InstrumentExtension	N
Component	FinancingDetails	N
Component	UndInstrmtGrp	N
Component	InstrmtLegGrp	N
Component	RelatedInstrumentGrp	N
Component	MDStatisticRptGrp	Y	Specifies the resulting statistics information and corresponding statistical parameters.
60	TransactTime	N	Time that the report was provided.
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

MarketDataReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = DR
Component	ApplicationSequenceControl	N
963	MDReportID	N	Unique identifier for MarketDataReport(35=DR).
2535	MDReportEvent	Y
2536	MDReportCount	Y
60	TransactTime	N
911	TotNumReports	N
2537	TotNoMarketSegmentReports	N
2538	TotNoInstrumentReports	N
2539	TotNoPartyDetailReports	N
2540	TotNoEntitlementReports	N
2541	TotNoRiskLimitReports	N
Component	StandardTrailer	Y

MarketDataRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = V
262	MDReqID	Y	Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType(263) = 2(Disable previous Snapshot + Updates Request).
263	SubscriptionRequestType	Y	SubscriptionRequestType(263) indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.
Component	Parties	N
264	MarketDepth	Y
265	MDUpdateType	N	Required if SubscriptionRequestType(263) = 1(Snapshot + Updates).
266	AggregatedBook	N
286	OpenCloseSettlFlag	N	Can be used to clarify a request if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price).
546	Scope	N	Defines the scope(s) of the request
547	MDImplicitDelete	N	Can be used when MarketDepth(254) >= 2 and MDUpdateType(265) = 1(Incremental Refresh).
Component	MDReqGrp	Y
Component	MarketSegmentScopeGrp	N	Can be used to limit the result set to the specified markets or market segments.
Component	InstrmtMDReqGrp	Y
Component	TrdgSesGrp	N
815	ApplQueueAction	N	Action to take if application level queuing exists
812	ApplQueueMax	N	Maximum application queue depth that must be exceeded before queuing action is taken.
1070	MDQuoteType	N
2447	FastMarketIndicator	N
Component	StandardTrailer	Y

MarketDataSnapshotFullRefresh Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = W
Component	ApplicationSequenceControl	N
911	TotNumReports	N	Total number or reports returned in response to a request.
963	MDReportID	N	Unique identifier for the market data report.
715	ClearingBusinessDate	N
1021	MDBookType	N	Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection
1173	MDSubBookType	N	Can be used to define a subordinate book.
264	MarketDepth	N	Can be used to define the current depth of the book.
1022	MDFeedType	N	Describes a class of service for a given data feed, ie Regular and Market Maker
1683	MDSubFeedType	N
1187	RefreshIndicator	N
75	TradeDate	N	Used to specify the trading date for which a set of market data applies
262	MDReqID	N	Conditionally required if this message is in response to a MarketDataRequest(35=V).
1500	MDStreamID	N
1301	MarketID	N
1300	MarketSegmentID	N
Component	Instrument	Y
Component	InstrumentExtension	N
Component	FinancingDetails	N
Component	UndInstrmtGrp	N
Component	InstrmtLegGrp	N	Required for multileg quotes
Component	RelatedInstrumentGrp	N
779	LastUpdateTime	Y
291	FinancialStatus	N
292	CorporateAction	N
451	NetChgPrevDay	N
1682	MDSecurityTradingStatus	N
1684	MDHaltReason	N
Component	MDFullGrp	Y
813	ApplQueueDepth	N	Depth of application messages queued for transmission as of delivery of this message
814	ApplQueueResolution	N	Action taken to resolve application queuing
Component	RoutingGrp	N
Component	StandardTrailer	Y

MarketDataIncrementalRefresh Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = X
Component	ApplicationSequenceControl	N
1021	MDBookType	N	Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection
1022	MDFeedType	N	Describes a class of service for a given data feed, ie Regular and Market Maker
1683	MDSubFeedType	N
75	TradeDate	N	Used to specify the trading date for which a set of market data applies
262	MDReqID	N	Conditionally required if this message is in response to a Market Data Request.
1301	MarketID	N
1300	MarketSegmentID	N
Component	MDIncGrp	Y	Number of entries following.
813	ApplQueueDepth	N	Depth of application messages queued for transmission as of delivery of this message
814	ApplQueueResolution	N	Action taken to resolve application queuing
Component	RoutingGrp	N
Component	StandardTrailer	Y

MarketDataRequestReject Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = Y
262	MDReqID	Y	Must refer to the MDReqID of the request.
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages.
281	MDReqRejReason	N
Component	MDRjctGrp	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
Component	StandardTrailer	Y

Components

InstrmtMDReqGrp

Tag	Name	Req’d	Description
146	NoRelatedSym	N
→Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
→Component	InstrumentExtension	N
→Component	FinancingDetails	N
→Component	UndInstrmtGrp	N
→Component	InstrmtLegGrp	N
→Component	RelatedInstrumentGrp	N
→Component	SpreadOrBenchmarkCurveData	N
→15	Currency	N
→2897	CurrencyCodeSource	N
→537	QuoteType	N
→63	SettlType	N	For NDFs either SettlType (specifying the tenor) or SettlDate must be specified.
→64	SettlDate	N	SettlType (specifying the tenor) or SettlDate must be specified.
→271	MDEntrySize	N	Quantity or volume represented by the Market Data Entry. In the context of the Market Data Request this allows the Initiator to indicate the quantity of the market data request. Specific to FX this field indicates the ceiling amount the customer is seeking prices for.
→1500	MDStreamID	N

MDFullGrp

Tag	Name	Req’d	Description
268	NoMDEntries	N
→269	MDEntryType	Y	Required if NoMDEntries(268) > 0.
→278	MDEntryID	N	Conditionally required when maintaining an order-depth book (AggregatedBook(266) is N). Allows subsequent Incremental changes to be applied using MDEntryID(278).
→270	MDEntryPx	N	Conditionally required if MDEntryType(269) is not A (Imbalance), B (Trade Volume), or C (Open Interest); Conditionally required when MDEntryType(269) = Q (Auction clearing price).
→423	PriceType	N
→Component	PriceQualifierGrp	N
→819	AvgPxIndicator	N
→Component	YieldData	N
→Component	SpreadOrBenchmarkCurveData	N
→40	OrdType	N	Used to support market mechanism type; limit order, market order, committed principal order
→15	Currency	N	Can be used to specify the currency of the quoted price.
→2897	CurrencyCodeSource	N
→120	SettlCurrency	N	Required for NDFs to specify the settlement currency (fixing currency).
→2899	SettlCurrencyCodeSource	N
→Component	RateSource	N
→271	MDEntrySize	N	Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest).
→Component	SecSizesGrp	N
→1093	LotType	N	Can be used to specify the lot type of the quoted size in order depth books.
→272	MDEntryDate	N
→273	MDEntryTime	N
→274	TickDirection	N
→336	TradingSessionID	N
→625	TradingSessionSubID	N
→326	SecurityTradingStatus	N
→327	HaltReason	N
→2447	FastMarketIndicator	N
→2705	MarketCondition	N
→276	QuoteCondition	N	Space-delimited list of conditions describing a quote.
→277	TradeCondition	N	Space-delimited list of conditions describing a trade
→Component	TradePriceConditionGrp	N
→2961	AnonymousTradeIndicator	N
→2667	AlgorithmicTradeIndicator	N
→286	OpenCloseSettlFlag	N	Used if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price).
→59	TimeInForce	N	For optional use when this Bid or Offer represents an order
→432	ExpireDate	N	For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry.
→126	ExpireTime	N	For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry.
→1629	ExposureDuration	N	Conditionally required when TimeInForce(59) = A (Good for Time).
→1916	ExposureDurationUnit	N
→110	MinQty	N	For optional use when this Bid or Offer represents an order
→18	ExecInst	N	Can contain multiple instructions, space delimited.
→287	SellerDays	N
→37	OrderID	N	For optional use when this Bid, Offer, or Trade represents an order
→198	SecondaryOrderID	N	For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id.
→299	QuoteEntryID	N	For optional use when this Bid, Offer, or Trade represents a quote
→1003	TradeID	N	For optional use in reporting Trades.
→1851	StrategyLinkID	N	For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades.
→288	MDEntryBuyer	N	For optional use in reporting Trades
→289	MDEntrySeller	N	For optional use in reporting Trades
→2449	NumberOfBuyOrders	N	For optional use in reporting trades.
→2450	NumberOfSellOrders	N	For optional use in reporting trades.
→346	NumberOfOrders	N	In an Aggregated Book, used to show how many individual orders make up an MDEntry
→290	MDEntryPositionNo	N
→546	Scope	N
→811	PriceDelta	N
→828	TrdType	N	Specifies trade type when a trade is being reported. For optional use in reporting trades.
→829	TrdSubType	N	For optional use in reporting trades.
→855	SecondaryTrdType	N	For optional use in reporting trades. Conditionally requires presence of TrdType(828).
→2896	TertiaryTrdType	N	For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType(855).
→1934	RegulatoryReportType	N	Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report.
→2963	MultiJurisdictionReportingIndicator	N	For optional use in reporting trades.
→2405	ExecMethod	N
→574	MatchType	N	For optional use in reporting trades.
→1115	OrderCategory	N
→1390	TradePublishIndicator	N	For optional use in reporting trades.
→Component	TrdRegPublicationGrp	N
→2373	IntraFirmTradeIndicator	N
→570	PreviouslyReported	N
→Component	RelatedTradeGrp	N	For optional use when reporting trades. Lists trades related to the current market data entry, e.g. leg trades of a multi-leg trade.
→58	Text	N	Text to describe the Market Data Entry. Part of repeating group.
→354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
→355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
→1023	MDPriceLevel	N
→528	OrderCapacity	N
→1024	MDOriginType	N
→332	HighPx	N	Used to report high price in association with trade, bid or ask rather than a separate entity
→333	LowPx	N	Used to report low price in association with trade, bid or ask rather than a separate entity.
→1025	FirstPx	N	Indicates the first price of a trading session; can be a bid, ask, or trade price.
→31	LastPx	N	Indicates the last price of a trading session; can be a bid, ask, or trade price.
→1592	DiscountFactor	N
→1020	TradeVolume	N	Used to report trade volume in association with trade, bid or ask rather than a separate entity
→Component	PriceLimits	N
→1143	MaxPriceVariation	N
→731	SettlPriceType	N
→2451	SettlPriceDeterminationMethod	N
→63	SettlType	N
→64	SettlDate	N	Indicates date on which instrument will settle. For NDFs required for specifying the value date.
→1070	MDQuoteType	N
→83	RptSeq	N	Used to identify the sequence number within a feed type
→1048	DealingCapacity	N
→1026	MDEntrySpotRate	N
→1027	MDEntryForwardPoints	N
→Component	Parties	N
→2445	AggressorTime	N
→2446	AggressorSide	N
→654	LegRefID	N	May be specified for an MDEntryType(269)=2 (Trade) entry to indicate that MDEntryPx(270), PriceType(423) and MDEntrySize(271) apply to the instance of the InstrmtLegGrp component with matching LegID(1788).

MDIncGrp

Tag	Name	Req’d	Description
268	NoMDEntries	N
→279	MDUpdateAction	Y	Must be first field in this repeating group.
→1173	MDSubBookType	N	Can be used to define a subordinate book.
→264	MarketDepth	N	Can be used to define the current depth of the book.
→269	MDEntryType	N	Conditionally required if MDUpdateAction(279) = 0 (New). Cannot be changed.
→278	MDEntryID	N	If specified, must be unique among currently active entries if MDUpdateAction(279) = 0 (New); must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 2 (Delete); must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is not specified; or must be unique among currently active entries if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is specified.
→280	MDEntryRefID	N	If MDUpdateAction(279) = 0 (New), for the first market data entry in a message, either this field or a security symbol must be specified. If MDUpdateAction(279) = 1 (Change), this must refer to a previous MDEntryID(278).
→1500	MDStreamID	N
→Component	Instrument	N
→Component	InstrumentExtension	N
→Component	FinancingDetails	N
→Component	UndInstrmtGrp	N
→Component	InstrmtLegGrp	N
→Component	RelatedInstrumentGrp	N
→291	FinancialStatus	N
→292	CorporateAction	N
→270	MDEntryPx	N	Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) is not A (Imbalance), B (Trade volume), or C (Open interest). Conditionally required when MDEntryType(269) = Q (Auction clearing price).
→423	PriceType	N
→Component	PriceQualifierGrp	N
→819	AvgPxIndicator	N
→Component	YieldData	N	Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages
→Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages
→40	OrdType	N	Used to support market mechanism type; limit order, market order, committed principal order
→15	Currency	N	Can be used to specify the currency of the quoted price.
→2897	CurrencyCodeSource	N
→120	SettlCurrency	N	Required for NDFs to specify the settlement currency (fixing currency).
→2899	SettlCurrencyCodeSource	N
→Component	RateSource	N
→271	MDEntrySize	N	Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest).
→Component	SecSizesGrp	N
→1093	LotType	N	Can be used to specify the lot type of the quoted size in order depth books.
→272	MDEntryDate	N
→273	MDEntryTime	N
→274	TickDirection	N
→336	TradingSessionID	N
→625	TradingSessionSubID	N
→326	SecurityTradingStatus	N
→327	HaltReason	N
→2447	FastMarketIndicator	N
→2705	MarketCondition	N
→276	QuoteCondition	N	Space-delimited list of conditions describing a quote.
→277	TradeCondition	N	Space-delimited list of conditions describing a trade
→Component	TradePriceConditionGrp	N
→2961	AnonymousTradeIndicator	N
→2667	AlgorithmicTradeIndicator	N
→1934	RegulatoryReportType	N	Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report.
→2963	MultiJurisdictionReportingIndicator	N	For optional use in reporting trades.
→828	TrdType	N	For optional use in reporting trades.
→829	TrdSubType	N	For optional use in reporting trades.
→855	SecondaryTrdType	N	For optional use in reporting trades. Conditionally requires presence of TrdType(828).
→2896	TertiaryTrdType	N	For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType(855).
→2405	ExecMethod	N
→574	MatchType	N	For optional use in reporting trades.
→1115	OrderCategory	N
→1390	TradePublishIndicator	N	For optional use in reporting trades.
→Component	TrdRegPublicationGrp	N
→2373	IntraFirmTradeIndicator	N
→570	PreviouslyReported	N
→Component	RelatedTradeGrp	N	For optional use when reporting trades. List of trades related to the current market data entry, e.g. leg trades of a multi-leg trade.
→286	OpenCloseSettlFlag	N	Used if MDEntryType(269) = 4 (Opening Price), 5 (Closing Price), or 6 (Settlement Price).
→59	TimeInForce	N	For optional use when this Bid or Offer represents an order
→432	ExpireDate	N	For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry.
→126	ExpireTime	N	For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry.
→1629	ExposureDuration	N	Conditionally required when TimeInForce(59)= 10 (Good for Time).
→1916	ExposureDurationUnit	N
→110	MinQty	N	For optional use when this Bid or Offer represents an order
→18	ExecInst	N	Can contain multiple instructions, space delimited.
→287	SellerDays	N
→37	OrderID	N	For optional use when this Bid, Offer, or Trade represents an order
→198	SecondaryOrderID	N	For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id.
→299	QuoteEntryID	N	For optional use when this Bid, Offer, or Trade represents a quote
→1003	TradeID	N	For optional use in reporting Trades
→1851	StrategyLinkID	N	For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades.
→288	MDEntryBuyer	N	For optional use in reporting Trades
→289	MDEntrySeller	N	For optional use in reporting Trades
→2449	NumberOfBuyOrders	N	For optional use when reporting trades
→2450	NumberOfSellOrders	N	For optional use when reporting trades
→346	NumberOfOrders	N	In an Aggregated Book, used to show how many individual orders make up an MDEntry
→290	MDEntryPositionNo	N
→546	Scope	N
→811	PriceDelta	N
→451	NetChgPrevDay	N
→58	Text	N	Text to describe the Market Data Entry. Part of repeating group.
→354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
→355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
→1023	MDPriceLevel	N
→528	OrderCapacity	N
→1024	MDOriginType	N
→332	HighPx	N
→333	LowPx	N
→1025	FirstPx	N	Indicates the first price of a trading session; can be a bid, ask, or a trade price.
→31	LastPx	N	Indicates the last price of a trading session; can be a bid, ask, or a trade price.
→1592	DiscountFactor	N
→1020	TradeVolume	N
→Component	PriceLimits	N
→1143	MaxPriceVariation	N
→731	SettlPriceType	N
→2451	SettlPriceDeterminationMethod	N
→63	SettlType	N
→64	SettlDate	N	Indicates date on which instrument will settle. For NDFs required for specifying the value date.
→483	TransBkdTime	N	For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades.
→60	TransactTime	N	For optional use in reporting Trades. Used to specify the time of matching.
→2445	AggressorTime	N	Entry time of the incoming order that triggered the trade
→2446	AggressorSide	N
→1070	MDQuoteType	N
→83	RptSeq	N	Allows sequence number to be specified within a feed type
→1048	DealingCapacity	N
→1026	MDEntrySpotRate	N
→1027	MDEntryForwardPoints	N
→Component	StatsIndGrp	N
→Component	Parties	N

MDReqGrp

Tag	Name	Req’d	Description
267	NoMDEntryTypes	N
→269	MDEntryType	Y	Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving.

MDRjctGrp

Tag	Name	Req’d	Description
816	NoAltMDSource	N
→817	AltMDSourceID	N	Alternative Market Data Source

MDStatisticParameters

Tag	Name	Req’d	Description
2456	MDStatisticType	Y
2457	MDStatisticScope	Y
2458	MDStatisticSubScope	N
2459	MDStatisticScopeType	N
2454	MDStatisticName	N
2455	MDStatisticDesc	N
2481	EncodedMDStatisticDescLen	N	Must be set if EncodedMDStatisticDesc(2482) field is specified and must immediately precede it.
2482	EncodedMDStatisticDesc	N	Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding(347) field.
264	MarketDepth	N	May be used to specify the market depth up to specified level.
2460	MDStatisticFrequencyPeriod	N	Conditionally required when MDStatisticFrequencyUnit(2461) is specified. Omission represents a one-time dissemination.
2461	MDStatisticFrequencyUnit	N	Conditionally required when MDStatisticFrequencyPeriod(2460) is specified.
2462	MDStatisticDelayPeriod	N	Conditionally required when MDStatisticDelayUnit(2463) is specified.
2463	MDStatisticDelayUnit	N	Conditionally required when MDStatisticDelayPeriod(2462) is specified.
2464	MDStatisticIntervalType	Y
2465	MDStatisticIntervalTypeUnit	N	Conditionally required when MDStatisticIntervalType (2464) = 5(Current time unit), 6(Previous time unit) or 8(Maximum range up to previous time unit).
2466	MDStatisticIntervalPeriod	N	Conditionally required if/when MDStatisticIntervalUnit(2467) is specified. Conditionally required when MDStatisticIntervalType(2464) = 1 (Sliding window) or 2 (Sliding window peak).
2467	MDStatisticIntervalUnit	N	Conditionally required when MDStatisticIntervalPeriod(2466) is specified.
2468	MDStatisticStartDate	N	Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range starting with the first available day.
2469	MDStatisticEndDate	N	Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range including the current day.
2470	MDStatisticStartTime	N	Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range starting at midnight.
2471	MDStatisticEndTime	N	Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range ending with the time of dissemination of the statistical data.
2472	MDStatisticRatioType	N	Conditionally required when MDStatisticType(2456) = 5(Ratio).
Component	NestedParties	N
2584	AnnualTradingBusinessDays	N
1815	TradingCapacity	N
40	OrdType	N
59	TimeInForce	N
276	QuoteCondition	N
277	TradeCondition	N
54	Side	N
578	TradeInputSource	N
336	TradingSessionID	N
625	TradingSessionSubID	N
1024	MDOriginType	N
2711	MDValueTier	N
338	TradSesMethod	N
1022	MDFeedType	N
1629	ExposureDuration	N
1916	ExposureDurationUnit	N	Conditionally required when ExposureDuration(1629) is specified.
1057	AggressorIndicator	N

MDStatisticReqGrp

Tag	Name	Req’d	Description
2474	NoMDStatistics	N
→2475	MDStatisticID	N	Required if NoMDStatistics(2474) > 0. Unique statistics identifier used as a placeholder for a set of parameters. If an ID is not applicable use [N/A].
→Component	MDStatisticParameters	N	Required if NoMDStatistics(2474) > 0 and MDStatisticID(2475) = [N/A].

MDStatisticRptGrp

Tag	Name	Req’d	Description
2474	NoMDStatistics	N
→Component	MDStatisticParameters	N	Required if NoMDStatistics(2474) > 0.
→2475	MDStatisticID	N	Required if NoMDStatistics(2474) > 0.
→2476	MDStatisticTime	N	Conditionally required when MDStatisticValue(2478) is specified.
→2477	MDStatisticStatus	N	May be used when sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. If not specified the default is MDStatisticStatus(2477)=1 (Active).
→2478	MDStatisticValue	N	Conditionally required unless sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component.
→2479	MDStatisticValueType	N
→2480	MDStatisticValueUnit	N

SecSizesGrp

Tag	Name	Req’d	Description
1177	NoOfSecSizes	N
→1178	MDSecSizeType	N	Defines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group
→1179	MDSecSize	N

StatsIndGrp

Tag	Name	Req’d	Description
1175	NoStatsIndicators	N
→1176	StatsType	N	Indicates that the MD Entry is eligible for inclusion in the type of statistic specified by the StatsType. Must be provided if NoStatsIndicators greater than 0.

StrmAsgnReqGrp

Tag	Name	Req’d	Description
1499	NoAsgnReqs	N
→Component	Parties	N
→Component	StrmAsgnReqInstrmtGrp	N

StrmAsgnReqInstrmtGrp

Tag	Name	Req’d	Description
146	NoRelatedSym	N
→Component	Instrument	N
→63	SettlType	N
→271	MDEntrySize	N
→1500	MDStreamID	N

StrmAsgnRptGrp

Tag	Name	Req’d	Description
1499	NoAsgnReqs	N
→Component	Parties	N
→Component	StrmAsgnRptInstrmtGrp	N

StrmAsgnRptInstrmtGrp

Tag	Name	Req’d	Description
146	NoRelatedSym	N
→Component	Instrument	N
→63	SettlType	N
→1617	StreamAsgnType	N
→1500	MDStreamID	N
→1502	StreamAsgnRejReason	N
→58	Text	N
→354	EncodedTextLen	N
→355	EncodedText	N

Appendix – MarketStructureReferenceData Category

Messages

TradingSessionListRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BI
335	TradSesReqID	Y	Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Update Request (2).
1301	MarketID	N	Market for which Trading Session applies
1300	MarketSegmentID	N	Market Segment for which Trading Session applies
336	TradingSessionID	N	Trading Session for which status is being requested
625	TradingSessionSubID	N
338	TradSesMethod	N	Method of Trading
339	TradSesMode	N	Trading Session Mode
263	SubscriptionRequestType	Y
Component	StandardTrailer	Y

TradingSessionList Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BJ
Component	ApplicationSequenceControl	N
335	TradSesReqID	N	Provided for a response to a specific Trading Session List Request message (snapshot).
Component	TrdSessLstGrp	Y
Component	StandardTrailer	Y

TradingSessionListUpdateReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BS
Component	ApplicationSequenceControl	N
335	TradSesReqID	N	Provided for a response to a specific Trading Session List Request message (snapshot).
Component	TrdSessLstGrp	Y
Component	StandardTrailer	Y

MarketDefinitionRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BT
1393	MarketReqID	Y	Must be unique, or the ID of previous Market Segment Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request(2).
263	SubscriptionRequestType	Y
1301	MarketID	N	Conditionally required if MarketSegmentID(1300) is specified on the request
1300	MarketSegmentID	N
1325	ParentMktSegmID	N	Specifies that the Market Segment is a sub segment of the Market Segment defined in this field.
Component	StandardTrailer	Y

MarketDefinition Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BU
Component	ApplicationSequenceControl	N
1394	MarketReportID	Y	Unique identifier for each market definition message.
1393	MarketReqID	N
1301	MarketID	Y
1300	MarketSegmentID	N
1396	MarketSegmentDesc	N
1397	EncodedMktSegmDescLen	N	Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it.
1398	EncodedMktSegmDesc	N	Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field.
1325	ParentMktSegmID	N	Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field.
2542	MarketSegmentStatus	N
2543	MarketSegmentType	N	Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified.
2544	MarketSegmentSubType	N
Component	InstrumentScopeGrp	N	Used to specify the types of securities that belong to the market segment.
Component	RelatedMarketSegmentGrp	N	Used to specify market segments that have a relationship to the market segment defined in this message.
15	Currency	N	The default trading currency
2897	CurrencyCodeSource	N
Component	BaseTradingRules	N	Used to specify the base trading rules for the identified market or market segment.
Component	OrdTypeRules	N	Used to specify the order types that are valid for trading on the identified market or market segment.
Component	TimeInForceRules	N	Used to specify the time in force rules that are valid for trading on the identified market or market segment.
Component	ExecInstRules	N	Used to specify the execution instructions that are valid for trading on the identified market or market segment.
Component	AuctionTypeRuleGrp	N	Used to specify the auction order types that are valid for trading on the identified market or market segment.
Component	MarketDataFeedTypes	N	Used to specify the market data feed types that are valid for trading on the identified market or market segment.
Component	MatchRules	N	Used to specify the matching rules that are valid for trading on the identified market or market segment.
Component	FlexProductEligibilityGrp	N	Specifies the eligibility indicators for the creation of flexible securities.
Component	Parties	N	Specifies parties relevant for the market or market segment, e.g. market makers.
Component	MiscFeesGrp	N
2400	EffectiveBusinessDate	N
60	TransactTime	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

MarketDefinitionUpdateReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BV
Component	ApplicationSequenceControl	N
1394	MarketReportID	Y	Unique identifier for each market definition message.
1393	MarketReqID	N
1395	MarketUpdateAction	N	Specifies the action taken
1301	MarketID	Y
1300	MarketSegmentID	N
1396	MarketSegmentDesc	N
1397	EncodedMktSegmDescLen	N	Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it.
1398	EncodedMktSegmDesc	N	Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field.
1325	ParentMktSegmID	N	Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field.
2542	MarketSegmentStatus	N
2543	MarketSegmentType	N	Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified.
2544	MarketSegmentSubType	N
Component	InstrumentScopeGrp	N	Used to specify the types of securities that belong to the market segment.
Component	RelatedMarketSegmentGrp	N	Used to specify market segments that have a relationship to the market segment defined in this message.
15	Currency	N	The default trading currency
2897	CurrencyCodeSource	N
Component	BaseTradingRules	N	Used to specify the valid base trading rules for the identified market or market segment.
Component	OrdTypeRules	N	Used to specify the order types that are valid for trading on the identified market or market segment.
Component	TimeInForceRules	N	Used to specify the time in force rules that are valid for trading on the identified market or market segment.
Component	ExecInstRules	N	Used to specify the execution instructions that are valid for trading on the identified market or market segment.
Component	AuctionTypeRuleGrp	N	Used to specify the auction order types that are valid for trading on the identified market or market segment.
Component	MarketDataFeedTypes	N	Used to specify the market data feed types that are valid for trading on the identified market or market segment.
Component	MatchRules	N	Used to specify the matching rules that are valid for trading on the identified market or market segment.
Component	FlexProductEligibilityGrp	N	Specifies the eligibility indicators for the creation of flexible securities.
Component	Parties	N	Specifies parties relevant for the market or market segment, e.g. market makers.
2400	EffectiveBusinessDate	N
60	TransactTime	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

TradingSessionStatusRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = g (lowercase)
335	TradSesReqID	Y	Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
1301	MarketID	N	Market for which Trading Session applies
1300	MarketSegmentID	N	Market Segment for which Trading Session applies
336	TradingSessionID	N	Trading Session for which status is being requested
625	TradingSessionSubID	N
338	TradSesMethod	N	Method of trading
339	TradSesMode	N	Trading Session Mode
263	SubscriptionRequestType	Y
Component	StandardTrailer	Y

TradingSessionStatus Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = h (lowercase)
Component	ApplicationSequenceControl	N
335	TradSesReqID	N	Conditionally required when responding to a specific TradingSessionStatusRequest(35=g)
1301	MarketID	N	Market for which trading session applies
1300	MarketSegmentID	N	Market Segment for which trading session applies
75	TradeDate	N	Business day for which trading session applies to.
336	TradingSessionID	Y	Identifier for trading session
625	TradingSessionSubID	N
338	TradSesMethod	N
339	TradSesMode	N
325	UnsolicitedIndicator	N	Set to ‘Y’ if message is sent unsolicited as a result of a previous subscription request.
340	TradSesStatus	Y
1368	TradSesEvent	N	Identifies an event related to the trading status of a trading session
2447	FastMarketIndicator	N	Indicates if trading session is in fast market.
567	TradSesStatusRejReason	N	Use with TradSesStatus(340) = 6(Request Rejected).
341	TradSesStartTime	N	Starting time of the trading session
342	TradSesOpenTime	N	Time of the opening of the trading session
343	TradSesPreCloseTime	N	Time of the pre-close of the trading session
344	TradSesCloseTime	N	Closing time of the trading session
345	TradSesEndTime	N	End time of the trading session
1785	TradSesControl	N	Indicates how control of trading session and subsession transitions are performed
387	TotalVolumeTraded	N
60	TransactTime	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
Component	Instrument	N	Use if status information applies only to a subset of all instruments. Use SecurityStatus(35=f) message instead for status on a single instrument.
Component	StandardTrailer	Y

Components

FlexProductEligibilityGrp

Tag	Name	Req’d	Description
2560	NoFlexProductEligibilities	N
→1242	FlexProductEligibilityIndicator	N	Required if NoFlexProductEligibilities(2560) > 0.
→2561	FlexProductEligibilityComplex	N	Required if NoFlexProductEligibilities(2560) > 0. Used to specify a product suite related to an eligibility indicator.

RelatedMarketSegmentGrp

Tag	Name	Req’d	Description
2545	NoRelatedMarketSegments	N
→2546	RelatedMarketSegmentID	N	Required if NoRelatedMarketSegments (2545) > 0.
→2547	MarketSegmentRelationship	N

TrdSessLstGrp

Tag	Name	Req’d	Description
386	NoTradingSessions	N
→336	TradingSessionID	Y	Identifier for Trading Session
→625	TradingSessionSubID	N
→1327	TradSesUpdateAction	N
→1301	MarketID	N	Market for which Trading Session applies
→1300	MarketSegmentID	N	Market Segment for which Trading Session applies
→1326	TradingSessionDesc	N
→338	TradSesMethod	N	Method of Trading
→339	TradSesMode	N	Trading Session Mode
→325	UnsolicitedIndicator	N	Y if message is sent unsolicited as a result of a previous subscription request.
→340	TradSesStatus	Y	State of trading session.
→567	TradSesStatusRejReason	N	Used with TradSesStatus = Request Rejected
→341	TradSesStartTime	N	Starting time of trading session
→342	TradSesOpenTime	N	Time of the opening of the trading session
→343	TradSesPreCloseTime	N	Time of pre-close of trading session
→344	TradSesCloseTime	N	Closing time of trading session
→345	TradSesEndTime	N	End time of trading session
→387	TotalVolumeTraded	N
→Component	TradingSessionRules	N	Insert here the set of TradingSessionRules fields defined in common components of application messages
→60	TransactTime	N
→58	Text	N
→354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
→355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

Appendix – PartiesAction Category

Messages

PartyRiskLimitCheckRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DE
2318	RiskLimitCheckRequestID	N	Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be specified. RiskLimitCheckRequestID(2318) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via RiskLimitCheckRequestRefID(2322). The alternative is an entity-based model in which RiskLimitCheckID(2319) is used to statically identify a given request. In this case RiskLimitCheckID(2319) is required and RiskLimitRequestID(1666) can be optionally specified.
2319	RiskLimitCheckID	N	Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be specified.
2320	RiskLimitCheckTransType	Y
2321	RiskLimitCheckType	Y
2322	RiskLimitCheckRequestRefID	N	Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace), and message-chaining model is used.
1080	RefOrderID	N	Used to specify the transaction reference for this limit check request.
1081	RefOrderIDSource	N	Identifies the type of reference specified in RefOrderID(1080) for this limit check request.
2323	RiskLimitCheckRequestType	N
2324	RiskLimitCheckAmount	N	Specifies the amount being requested or consumed, as indicated by RiskLimitCheckType(2321).
15	Currency	N
2897	CurrencyCodeSource	N
1670	RiskLimitID	N
Component	RequestingPartyGrp	N	May be used to identify the party making the limit check request and their role.
Component	Parties	N	May be used to specify the trading party on which the limit check request is for. Each request is for a single trading party and the specified transaction reference.
Component	RelatedPartyDetailGrp	N
Component	Instrument	N
Component	LegOrdGrp	N
Component	UndInstrmtGrp	N
54	Side	N
60	TransactTime	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

PartyRiskLimitCheckRequestAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DG
2318	RiskLimitCheckRequestID	N	Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message
2319	RiskLimitCheckID	N	Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message.
2325	RiskLimitCheckRequestStatus	Y
2326	RiskLimitCheckRequestResult	N
2320	RiskLimitCheckTransType	Y	Identifies the RiskLimitCheckTransType(2320) this message is responding to as specified in the request message.
2321	RiskLimitCheckType	Y	Identifies the RiskLimitCheckType(2321) this message is responding to as specified in the request message.
2322	RiskLimitCheckRequestRefID	N	Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace)
1328	RejectText	N
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
1080	RefOrderID	N
1081	RefOrderIDSource	N
54	Side	N
2327	RiskLimitApprovedAmount	N	Conditionally required when RiskLimitCheckRequestStatus(2325)=1 (Partially approved)
2324	RiskLimitCheckAmount	N
1670	RiskLimitID	N
15	Currency	N
2897	CurrencyCodeSource	N
126	ExpireTime	N	Optionally used to specify when the approved credit limit being reserved will expire.
Component	RequestingPartyGrp	N
Component	Parties	N	The trading party identified in the limit check request.
Component	RelatedPartyDetailGrp	N
Component	Instrument	N
Component	LegOrdGrp	N
Component	UndInstrmtGrp	N
60	TransactTime	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

PartyActionRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DH
2328	PartyActionRequestID	Y
2329	PartyActionType	Y
2330	ApplTestMessageIndicator	N
1301	MarketID	N	Use to reduce the scope to a market
1300	MarketSegmentID	N	Use to reduce the scope to a market segment
Component	InstrumentScope	N	Use to reduce the scope of instruments
Component	RequestingPartyGrp	N	May be used to identify the party making the request and their role.
Component	Parties	Y	Used to specify the trading party on which the action is applied to.
Component	RelatedPartyDetailGrp	N
60	TransactTime	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

PartyActionReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DI
2400	EffectiveBusinessDate	N
2328	PartyActionRequestID	N	Conditionally required when responding to a PartyActionRequest(35=DH) message.
2331	PartyActionReportID	Y
2329	PartyActionType	Y
2332	PartyActionResponse	Y
2333	PartyActionRejectReason	N	Conditionally required when PartyActionResponse(2332) = 2 (Rejected).
2330	ApplTestMessageIndicator	N	Conditionally required if present in the PartyActionRequest(35=DH) message.
1328	RejectText	N
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
1301	MarketID	N
1300	MarketSegmentID	N
Component	InstrumentScope	N
Component	RequestingPartyGrp	N	May be used to identify the party making the request and their role.
Component	Parties	Y	Used to specify the trading party on which the action is applied to. If in response to PartyActionRequest(35=DH) message, this should echo back the values from the request.
Component	RelatedPartyDetailGrp	N
60	TransactTime	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
797	CopyMsgIndicator	N
Component	StandardTrailer	Y

Appendix – PartiesReferenceData Category

Messages

PartyDetailsListRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = CF
1505	PartyDetailsListRequestID	Y
Component	RequestingPartyGrp	N	May be used to identify the party making the request and their role.
Component	Parties	N	Scope of the query/request for specific party(-ies).
Component	RequestedPartyRoleGrp	N	Scope of the query/request for specific party role(s)
Component	PartyRelationshipGrp	N	Scope of the query/reqeust for specific party relationship(s)
263	SubscriptionRequestType	N
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
Component	StandardTrailer	Y

PartyDetailsListReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = CG
Component	ApplicationSequenceControl	N
1510	PartyDetailsListReportID	Y
1505	PartyDetailsListRequestID	N	Conditionally required when responding to the PartyDetailsListRequest message.
1511	RequestResult	N	Conditionally required when responding to the PartyDetailsListRequest message.
1512	TotNoParties	N
893	LastFragment	N
Component	PartyDetailGrp	N
60	TransactTime	N
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
1328	RejectText	N
1664	EncodedRejectTextLen	N
1665	EncodedRejectText	N
Component	StandardTrailer	Y

PartyDetailsListUpdateReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = CK
Component	ApplicationSequenceControl	N
1510	PartyDetailsListReportID	Y
1505	PartyDetailsListRequestID	N	Conditionally required when responding to the PartyDetailsListRequest(35=CF) message.
1512	TotNoParties	N
893	LastFragment	N
Component	RequestingPartyGrp	N	May be used to specify the requesting party in the event the request was made verbally or via other means.
Component	PartyDetailsUpdateGrp	N
60	TransactTime	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

PartyRiskLimitsRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = CL
1666	RiskLimitRequestID	Y
1760	RiskLimitRequestType	N	Scope of risk limit information.
263	SubscriptionRequestType	N
Component	RequestingPartyGrp	N	May be used to identify the party making the request and their role.
Component	Parties	N	Scope of the query/request for specific party(-ies)
Component	RequestedPartyRoleGrp	N	Scope of the query/request for specific party role(s). For example, all information for PartyRole=24.
Component	RequestedRiskLimitTypesGrp	N
1533	RiskLimitPlatform	N
Component	RiskInstrumentScopeGrp	N	Scope of the query/request for specific securities. Absence means all instruments for a given party or party role.
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
Component	StandardTrailer	Y

PartyRiskLimitsReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = CM
Component	ApplicationSequenceControl	N
1667	RiskLimitReportID	Y
1666	RiskLimitRequestID	N	Conditionally required when responding to PartyRiskLimitsRequest(35=CL).
1760	RiskLimitRequestType	N	Can be used when responding to a PartyRiskLimitsRequest(35=CL).
1511	RequestResult	N	Conditionally required when responding to a PartyRiskLimitsRequest(35=CL).
325	UnsolicitedIndicator	N
1512	TotNoParties	N
893	LastFragment	N
Component	PartyRiskLimitsGrp	N	Optionally includes utilization (consumption) information.
60	TransactTime	N
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
1328	RejectText	N
1664	EncodedRejectTextLen	N
1665	EncodedRejectText	N
Component	StandardTrailer	Y

PartyRiskLimitsUpdateReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=CR
Component	ApplicationSequenceControl	N
1667	RiskLimitReportID	Y
1666	RiskLimitRequestID	N	Conditionally required when sent as part of a subscription requested by a PartyRiskLimitsRequest(35=CL).
1760	RiskLimitRequestType	N	Can be used if sent as part of a subscription started by a PartyRiskLimitsRequest(35=CL).
1512	TotNoParties	N
893	LastFragment	N
Component	RequestingPartyGrp	N	May be used to specify the requesting party in the event the request was made verbally or via other means.
Component	PartyRiskLimitsUpdateGrp	N
60	TransactTime	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

PartyRiskLimitsDefinitionRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=CS
1666	RiskLimitRequestID	Y
Component	RequestingPartyGrp	N	May be used to identify the party making the request and their role.
Component	PartyRiskLimitsUpdateGrp	N	Risk limits to be enforced for given party(-ies) and related party(-ies).
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
Component	StandardTrailer	Y

PartyRiskLimitsDefinitionRequestAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=CT
1666	RiskLimitRequestID	Y
1761	RiskLimitRequestResult	N
1762	RiskLimitRequestStatus	Y
Component	RequestingPartyGrp	N
Component	PartyRiskLimitsAckGrp	N
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
Component	StandardTrailer	Y

PartyEntitlementsRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=CU
1770	EntitlementRequestID	N
263	SubscriptionRequestType	N
Component	RequestingPartyGrp	N	May be used to identify the party making the request and their role.
Component	Parties	N	Scope of the query/request for specific party(-ies).
Component	RequestedPartyRoleGrp	N	Scope of the query/request for specific party roles. For example, all information for PartyRole=24.
1883	EntitlementStatus	N
Component	EntitlementTypeGrp	N
1784	EntitlementPlatform	N
Component	InstrumentScopeGrp	N	Scope of the query/request for specific securities.
Component	MarketSegmentScopeGrp	N
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
Component	StandardTrailer	Y

PartyEntitlementsReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=CV
Component	ApplicationSequenceControl	N
1771	EntitlementReportID	Y
1770	EntitlementRequestID	N	Conditionally required when responding to PartyEntitlementsRequest(35=CU).
1511	RequestResult	N	Conditionally required when responding to Party Entitlements Request.
1512	TotNoParties	N
893	LastFragment	N
Component	PartyEntitlementGrp	N
60	TransactTime	N
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
1328	RejectText	N
1664	EncodedRejectTextLen	N
1665	EncodedRejectText	N
Component	StandardTrailer	Y

PartyDetailsDefinitionRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=CX
1505	PartyDetailsListRequestID	Y
Component	RequestingPartyGrp	N	Can be used to identify the party making the request and their role.
Component	PartyDetailsUpdateGrp	Y	Specifies the parties and relationships between parties to be defined, modified, or deleted.
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
Component	StandardTrailer	Y

PartyDetailsDefinitionRequestAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=CY
1505	PartyDetailsListRequestID	Y
1878	PartyDetailRequestStatus	Y
1877	PartyDetailRequestResult	N
Component	RequestingPartyGrp	N
Component	PartyDetailAckGrp	N
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
Component	StandardTrailer	Y

PartyEntitlementsUpdateReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=CZ
Component	ApplicationSequenceControl	N
1771	EntitlementReportID	Y
1770	EntitlementRequestID	N	Conditionally required when responding to a PartyEntitlementsRequest(35=CU) message.
1512	TotNoParties	N
893	LastFragment	N
Component	RequestingPartyGrp	N	May be used to specify the requesting party in the event the request was made verbally or via other means.
Component	PartyEntitlementUpdateGrp	Y	Specifies the updated entitlements to be enforced for the given party(-ies) and related party(-ies).
60	TransactTime	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

PartyEntitlementsDefinitionRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DA
1770	EntitlementRequestID	Y
Component	RequestingPartyGrp	N	Can be used to identify the party making the request and their role.
Component	PartyEntitlementUpdateGrp	Y	Specifies the entitlements to be defined, modified or deleted for the given party(-ies) and related party(-ies).
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
Component	StandardTrailer	Y

PartyEntitlementsDefinitionRequestAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DB
1770	EntitlementRequestID	Y
1882	EntitlementRequestStatus	Y
1881	EntitlementRequestResult	N
Component	RequestingPartyGrp	N
Component	PartyEntitlementAckGrp	N
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
Component	StandardTrailer	Y

PartyRiskLimitsReportAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DE
1667	RiskLimitReportID	Y	The identifier of the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) message.
1666	RiskLimitRequestID	N
2316	RiskLimitReportStatus	Y
2317	RiskLimitReportRejectReason	N	Conditionally required when RiskLimitReportStatus(2316)=1 (Rejected).
Component	PartyRiskLimitsUpdateGrp	N
60	TransactTime	N
1328	RejectText	N
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

Components

EntitlementAttribGrp

Tag	Name	Req’d	Description
1777	NoEntitlementAttrib	N
→1778	EntitlementAttribType	N	Required if NoEntitlementAttrib(1777) > 0.
→1779	EntitlementAttribDatatype	N	If specified, and this is an attribute published by FPL in the external code list, this must agree with the published datatype.
→1780	EntitlementAttribValue	N	Required if NoEntitlementAttrib(1777) > 0.
→1781	EntitlementAttribCurrency	N
→2940	EntitlementAttribCurrencyCodeSource	N

EntitlementGrp

Tag	Name	Req’d	Description
1773	NoEntitlements	N
→1774	EntitlementIndicator	N	Required if NoEntitlements(1773) > 0.
→1775	EntitlementType	N	Absence of this field indicates the meaning of the entitlement is implicit.
→2402	EntitlementSubType	N
→Component	EntitlementAttribGrp	N
→1776	EntitlementID	N
→1784	EntitlementPlatform	N
→Component	InstrumentScopeGrp	N
→Component	MarketSegmentScopeGrp	N
→1782	EntitlementStartDate	N
→1783	EntitlementEndDate	N

EntitlementTypeGrp

Tag	Name	Req’d	Description
2345	NoEntitlementTypes	N
→1775	EntitlementType	N	Required if NoEntitlementTypes(2345) > 0.
→2402	EntitlementSubType	N

PartyDetailAckGrp

Tag	Name	Req’d	Description
1676	NoPartyUpdates	N
→1324	ListUpdateAction	N	Required if NoPartyUpdates(1676) > 0.
→1879	PartyDetailDefinitionStatus	N	Required if NoPartyUpdates(1676) > 0.
→1880	PartyDetailDefinitionResult	N
→1328	RejectText	N
→1664	EncodedRejectTextLen	N
→1665	EncodedRejectText	N
→Component	PartyDetailGrp	N

PartyDetailsUpdateGrp

Tag	Name	Req’d	Description
1676	NoPartyUpdates	N
→1324	ListUpdateAction	N	Required if NoPartyUpdates > 0.
→Component	PartyDetailGrp	N

PartyEntitlementAckGrp

Tag	Name	Req’d	Description
1772	NoPartyEntitlements	N
→1324	ListUpdateAction	N	Required if NoPartyEntitlements(1772).
→1883	EntitlementStatus	N	Required if NoPartyEntitlements(1772).
→1884	EntitlementResult	N
→1328	RejectText	N
→1664	EncodedRejectTextLen	N
→1665	EncodedRejectText	N
→Component	PartyDetailGrp	N	Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided.
→Component	EntitlementGrp	N	Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided.
→1885	EntitlementRefID	N	Optional when PartyDetailGrp is provided or ListUpdateAction(1324) = A(Add).

PartyEntitlementGrp

Tag	Name	Req’d	Description
1772	NoPartyEntitlements	N
→Component	PartyDetailGrp	N	Required if NoPartyEntitlements(1772) > 0.
→1883	EntitlementStatus	N
→Component	EntitlementGrp	N	Required unless omitted to indicate the removal of entitlements for the party(-ies) specified in the PartyDetailGrp component.

PartyEntitlementUpdateGrp

Tag	Name	Req’d	Description
1772	NoPartyEntitlements	N
→1324	ListUpdateAction	N	Required if NoPartyEntitlements(1772).
→Component	PartyDetailGrp	N	Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided.
→1883	EntitlementStatus	N
→Component	EntitlementGrp	N	Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided.
→1885	EntitlementRefID	N	Optional when PartyDetailGrp is provided or ListUpdateAction(1324) = A(Add).

PartyRiskLimitsAckGrp

Tag	Name	Req’d	Description
1677	NoPartyRiskLimits	N
→1324	ListUpdateAction	N	Required if NoPartyRiskLimits(1677) > 0.
→1763	RiskLimitStatus	N	Required if NoPartyRiskLimits(1677) > 0.
→1764	RiskLimitResult	N
→Component	PartyDetailGrp	N	Conditionally required when RiskLimitID(1670) is not provided. Changes to party or related party(-ies) defined in the request are not permitted.
→Component	RiskLimitsGrp	N	Conditionally required when RiskLimitStatus(1763) = 1(Accepted with changes) and must then be complete, i.e. omissions compared to the request represent risk limits that were removed, additional risk limits are possible.
→1670	RiskLimitID	N	Conditionally required when PartyDetailGrp component is not provided.
→2339	RiskLimitCheckModelType	N
→1328	RejectText	N
→1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
→1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
→2355	PartyRiskLimitStatus	N

PartyRiskLimitsGrp

Tag	Name	Req’d	Description
1677	NoPartyRiskLimits	N
→Component	PartyDetailGrp	N	Required if NoPartyRiskLimits(1677) > 0.
→Component	RiskLimitsGrp	N	Required if NoPartyRiskLimits(1677) > 0. Omit to implicitly report removal of risk limits.
→1670	RiskLimitID	N
→2339	RiskLimitCheckModelType	N
→2355	PartyRiskLimitStatus	N

PartyRiskLimitsUpdateGrp

Tag	Name	Req’d	Description
1677	NoPartyRiskLimits	N
→1324	ListUpdateAction	N	Required if NoPartyRiskLimits(1677) > 0.
→Component	PartyDetailGrp	N	Conditionally required when ListUpdateAction(1324) = A(Add). Conditionally required when ListUpdateAction(1324) = M(Modify) or D(Delete) and RiskLimitID(1670) is not provided.
→Component	RiskLimitsGrp	N	Conditionally required when ListUpdateAction(1324) = A(Add) or M(Modify).
→1670	RiskLimitID	N	Conditionally required when PartyDetailGrp component is not provided.
→2339	RiskLimitCheckModelType	N
→2355	PartyRiskLimitStatus	N

RequestedPartyRoleGrp

Tag	Name	Req’d	Description
1508	NoRequestedPartyRoles	N
→1509	RequestedPartyRole	N	Identifies the type of party role requested. Required if NoRequestedPartyRoles > 0.
→2386	RequestedPartyRoleQualifier	N

RequestedRiskLimitTypesGrp

Tag	Name	Req’d	Description
1668	NoRequestedRiskLimitType	N
→1530	RiskLimitType	N	Required if NoRequestedRiskLimitType > 0.

RiskInstrumentScopeGrp

Tag	Name	Req’d	Description
1534	NoRiskInstrumentScopes	N
→1535	InstrumentScopeOperator	N	Required when NoRiskInstrumentScopes > 0.
→Component	InstrumentScope	N
→1558	RiskInstrumentMultiplier	N

RiskLimitTypesGrp

Tag	Name	Req’d	Description
1529	NoRiskLimitTypes	N
→1530	RiskLimitType	N	Required if NoRiskLimitTypes(1529) > 0.
→1531	RiskLimitAmount	N
→1767	RiskLimitAction	N
→1766	RiskLimitUtilizationAmount	N	Not applicable in a request.
→1765	RiskLimitUtilizationPercent	N	Not applicable in a request.
→1532	RiskLimitCurrency	N
→2939	RiskLimitCurrencyCodeSource	N
→1533	RiskLimitPlatform	N
→2336	RiskLimitVelocityPeriod	N	Conditionally required when RiskLimitType(1530) = 10 (Clip size)
→2337	RiskLimitVelocityUnit	N
→Component	RiskWarningLevelGrp	N

RiskLimitsGrp

Tag	Name	Req’d	Description
1669	NoRiskLimits	N
→Component	RiskLimitTypesGrp	N	Required if NoRiskLimits(1669) > 0.
→Component	RiskInstrumentScopeGrp	N

RiskWarningLevelGrp

Tag	Name	Req’d	Description
1559	NoRiskWarningLevels	N
→1769	RiskWarningLevelAction	N	Required if NoRiskWarningLevels(1559) > 0.
→1560	RiskWarningLevelPercent	N	Conditionally required when RiskWarningLevelAmount(1768) is not provided.
→1768	RiskWarningLevelAmount	N	Conditionally required when RiskWarningLevelPercent(1560) is not provided.
→1561	RiskWarningLevelName	N

Appendix – QuotationNegotiation Category

Messages

QuoteRequestReject Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AG
131	QuoteReqID	Y
644	RFQReqID	N	For tradeable quote model – used to indicate to which RFQ Request this Quote Request is in response.
658	QuoteRequestRejectReason	Y	Reason Quote was rejected
1171	PrivateQuote	N	Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes.
1172	RespondentType	N
1091	PreTradeAnonymity	N
Component	RootParties	N	Insert here the set of Root Parties fields defined in common components of application messages. Used for acting parties that applies to the whole message, not individual legs, sides, etc.
Component	QuotReqRjctGrp	Y	Number of related symbols (instruments) in Request
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
Component	StandardTrailer	Y

RFQRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AH
644	RFQReqID	Y
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in COMMON COMPONENTS OF APPLICATION MESSAGES
Component	RFQReqGrp	Y	Number of related symbols (instruments) in Request
263	SubscriptionRequestType	N	Used to subscribe for Quote Requests that are sent into a market
1171	PrivateQuote	N	Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed.
Component	StandardTrailer	Y

QuoteStatusReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AI
649	QuoteStatusReqID	N
131	QuoteReqID	N	Required when quote is in response to a Quote Request message
117	QuoteID	N	Contains the QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i).
390	BidID	N	Contains the BidID(390) of a single Quote(35=S).
1867	OfferID	N	Contains the QuoteID(1867) of a single Quote(35=S).
1751	SecondaryQuoteID	N
1166	QuoteMsgID	N	Contains the QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i).
693	QuoteRespID	N	Required when responding to a QuoteResponse(35=AJ) message.
537	QuoteType	N	If not specified, the default is an indicative quote.
298	QuoteCancelType	N
Component	Parties	N
Component	TargetParties	N	Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A).
336	TradingSessionID	N
625	TradingSessionSubID	N
Component	Instrument	N	Conditionally required when reporting status of a single security quote.
Component	FinancingDetails	N
Component	UndInstrmtGrp	N
54	Side	N
Component	OrderQtyData	N	Conditionally required for quotes of single instrument depending on the type of instrument when QuoteType(537)=1 (Tradeable).
63	SettlType	N
64	SettlDate	N	Can be used with forex quotes to specify a specific value date
2878	TerminationDate	N
15	Currency	N	Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted
2897	CurrencyCodeSource	N
Component	Stipulations	N
1	Account	N
660	AcctIDSource	N
581	AccountType	N
Component	LegQuotStatGrp	N	Conditionally required for multileg quote status reports.
Component	QuotQualGrp	N
Component	QuoteAttributeGrp	N
2830	EventInitiatorType	N
2115	NegotiationMethod	N
126	ExpireTime	N
44	Price	N
423	PriceType	N
Component	PriceQualifierGrp	N
Component	SpreadOrBenchmarkCurveData	N
Component	YieldData	N
1747	BidQuoteID	N
1748	OfferQuoteID	N
1745	BidMDEntryID	N
1746	OfferMDEntryID	N
132	BidPx	N	If F/X quote, should be the all-in rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
133	OfferPx	N	If F/X quote, should be the all-in rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
645	MktBidPx	N	Can be used by markets that require showing the current best bid and offer
646	MktOfferPx	N	Can be used by markets that require showing the current best bid and offer
647	MinBidSize	N	Used for markets that use a minimum and maximum bid size.
134	BidSize	N	If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size.
1749	TotalBidSize	N
648	MinOfferSize	N	Used for markets that use a minimum and maximum offer size.
135	OfferSize	N	If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size.
1750	TotalOfferSize	N
110	MinQty	N
62	ValidUntilTime	N
188	BidSpotRate	N
190	OfferSpotRate	N
189	BidForwardPoints	N
191	OfferForwardPoints	N
631	MidPx	N
632	BidYield	N
633	MidYield	N
634	OfferYield	N
60	TransactTime	N
Component	TrdRegTimestamps	N
40	OrdType	N	Can be used to specify the type of order the quote is for
656	SettlCurrBidFxRate	N	Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this message
657	SettlCurrOfferFxRate	N	Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this message
156	SettlCurrFxRateCalc	N	Can be used when the quote is provided in a currency other than the instruments trading currency.
Component	CommissionData	N	Can be used to show the counterparty the commission associated with the transaction.
582	CustOrderCapacity	N
100	ExDestination	N	Used when routing quotes to multiple markets
1133	ExDestinationIDSource	N
775	BookingType	N
528	OrderCapacity	N
529	OrderRestrictions	N
1934	RegulatoryReportType	N
297	QuoteStatus	N
300	QuoteRejectReason	N
1328	RejectText	N	Reason description for rejecting the quote.
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
1937	TradeContinuation	N	If specified, this should echo the value in the message this status message is in response to.
2374	TradeContinuationText	N
2372	EncodedTradeContinuationTextLen	N	Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.
2371	EncodedTradeContinuationText	N	Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.
Component	ThrottleResponse	N
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
443	StrikeTime	N	Conditionally required when QuoteQual(695) = d (Deferred spot) is specified.
Component	StandardTrailer	Y

QuoteResponse Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AJ
693	QuoteRespID	Y	Unique ID as assigned by the Initiator
117	QuoteID	N	Required only when responding to a Quote.
1166	QuoteMsgID	N	Optionally used when responding to a Quote.
131	QuoteReqID	N	Contains the QuoteReqID(131) of the QuoteRequest(35=R).
694	QuoteRespType	Y
11	ClOrdID	N	Unique ID as assigned by the Initiator. Required only in two-party models when QuoteRespType(694) = 1 (Hit/Lift) or 2 (Counter quote).
528	OrderCapacity	N
529	OrderRestrictions	N
23	IOIID	N	Required only when responding to an IOI.
1091	PreTradeAnonymity	N
Component	QuotQualGrp	N
828	TrdType	N	May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction.
2347	RegulatoryTransactionType	N
2115	NegotiationMethod	N
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages
336	TradingSessionID	N
625	TradingSessionSubID	N
Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages For multilegs supply minimally a value for Symbol (55).
Component	FinancingDetails	N	Insert here the set of FinancingDetails (symbology) fields defined in Common Components of Application Messages For multilegs supply minimally a value for Symbol (55).
Component	UndInstrmtGrp	N	Number of underlyings
54	Side	N	Required when countering a single instrument quote or hit/lift an IOI or Quote.
Component	OrderQtyData	N	Conditionally required when countering a single instrument quote or hit/lift an IOI or Quote when applicable for the type of instrument.
110	MinQty	N
63	SettlType	N
64	SettlDate	N	Can be used with forex quotes to specify a specific value date
2878	TerminationDate	N
15	Currency	N	Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted
2897	CurrencyCodeSource	N
Component	Stipulations	N	Optional
1	Account	N
660	AcctIDSource	N	Used to identify the source of the Account code.
581	AccountType	N	Type of account associated with the order (Origin)
Component	LegQuotGrp	N	Required for multileg quote response
132	BidPx	N	If F/X quote, should be the all-in rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
133	OfferPx	N	If F/X quote, should be the all-in rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
645	MktBidPx	N	Can be used by markets that require showing the current best bid and offer
646	MktOfferPx	N	Can be used by markets that require showing the current best bid and offer
647	MinBidSize	N	Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
134	BidSize	N	Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size.
648	MinOfferSize	N	Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
135	OfferSize	N	Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
62	ValidUntilTime	N	The time when the QuoteResponse(35=AJ) will expire. Required for FI when the QuoteRespType(694) is either 1 (Hit/Lift) or 2 (Counter quote) to indicate to the respondent when the offer is valid until.
188	BidSpotRate	N	May be applicable for F/X quotes
190	OfferSpotRate	N	May be applicable for F/X quotes
189	BidForwardPoints	N	May be applicable for F/X quotes
191	OfferForwardPoints	N	May be applicable for F/X quotes
631	MidPx	N
632	BidYield	N
633	MidYield	N
634	OfferYield	N
60	TransactTime	N
40	OrdType	N	Can be used to specify the type of order the quote is for.
656	SettlCurrBidFxRate	N	Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this quote message
657	SettlCurrOfferFxRate	N	Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this quote message
156	SettlCurrFxRateCalc	N	Can be used when the quote is provided in a currency other than the instruments trading currency.
Component	CommissionData	N	Can be used to show the counterparty the commission associated with the transaction.
582	CustOrderCapacity	N	For Futures Exchanges
100	ExDestination	N	Used when routing quotes to multiple markets
1133	ExDestinationIDSource	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
44	Price	N
423	PriceType	N
Component	PriceQualifierGrp	N
1917	CoverPrice	N
Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData fields defined in Common Components of Application Messages
Component	YieldData	N	Insert here the set of YieldData fields defined in Common Components of Application Messages
1937	TradeContinuation	N	May be used to indicate the quote/negotiation is for the specified post-execution trade continuation or lifecycle event.
2374	TradeContinuationText	N
2372	EncodedTradeContinuationTextLen	N	Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.
2371	EncodedTradeContinuationText	N	Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.
443	StrikeTime	N	Conditionally required when QuoteQual(695) = d (Deferred spot) is specified.
Component	StandardTrailer	Y

QuoteAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	35=CW
117	QuoteID	N	Contains the QuoteID(117) of a single Quote(35=S).
1166	QuoteMsgID	N	Contains the QuoteMsgID(1166) of a single Quote(35=S) or QuoteCancel(35=Z).
131	QuoteReqID	N
537	QuoteType	N
298	QuoteCancelType	N
1751	SecondaryQuoteID	N
1865	QuoteAckStatus	Y
300	QuoteRejectReason	N	Conditionally required when QuoteAckStatus(1865) = 2(Rejected).
1328	RejectText	N
1664	EncodedRejectTextLen	N
1665	EncodedRejectText	N
Component	Parties	N
Component	QuoteAttributeGrp	N	May be used by the quote receiver to inform quote provider of pre-trade transparency waiver determination in the context of MiFID II.
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
Component	StandardTrailer	Y

QuoteRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = R
131	QuoteReqID	Y
644	RFQReqID	N	For tradeable quote model – used to indicate to which RFQ Request this Quote Request is in response.
11	ClOrdID	N	Required only in two party models when QuoteType(537) = ‘1’ (Tradeable) and the OrdType(40) = ‘2’ (Limit).
775	BookingType	N
528	OrderCapacity	N
529	OrderRestrictions	N
1171	PrivateQuote	N	Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed.
1172	RespondentType	N
1091	PreTradeAnonymity	N
Component	RootParties	N	Insert here the set of Root Parties fields defined in common components of application messages. Used for acting parties that applies to the whole message, not individual legs, sides, etc.
Component	QuotReqGrp	Y	Number of related symbols (instruments) in Request
376	ComplianceID	N
2404	ComplianceText	N
2351	EncodedComplianceTextLen	N	Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.
2352	EncodedComplianceText	N	Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
Component	StandardTrailer	Y

Quote Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = S
131	QuoteReqID	N	Required when quote is in response to a QuoteRequest(35=R) message.
117	QuoteID	Y
390	BidID	N	Unique identifier for the bid side of the quote.
1867	OfferID	N	Unique identifier for the ask side of the quote.
1751	SecondaryQuoteID	N	Can be used when modifying an existing quote.
1166	QuoteMsgID	N	Optionally used to supply a message identifier for a quote.
693	QuoteRespID	N	Required when responding to the QuoteResponse(35=AJ) message. The counterparty specified ID of the QuoteResponse(35=AJ) message.
1080	RefOrderID	N	May be used to refer to a related quote.
1081	RefOrderIDSource	N	Conditionally required if RefOrderID(1080) is specified.
537	QuoteType	N	If not specified, the default is an indicative quote.
2403	QuoteModelType	N
1171	PrivateQuote	N	Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed.
2837	SingleQuoteIndicator	N
Component	QuotQualGrp	N
828	TrdType	N
2115	NegotiationMethod	N
301	QuoteResponseLevel	N
Component	QuoteAttributeGrp	N	May be used by the quote provider to indicate pre-trade transparency waiver determination in the context of MiFID II.
Component	ValueChecksGrp	N
Component	Parties	N
336	TradingSessionID	N
625	TradingSessionSubID	N
Component	Instrument	Y
Component	FinancingDetails	N
Component	UndInstrmtGrp	N
54	Side	N	Required for 1-sided tradeable or counter quotes of single instruments. Omit for 2-sided tradeable quote.
Component	OrderQtyData	N	Conditionally required for Tradeable or Counter quotes of single instruments when applicable for the type of instrument.
63	SettlType	N
64	SettlDate	N	Can be used with forex quotes to specify a specific value date. For NDFs this is required.
15	Currency	N	Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted
2897	CurrencyCodeSource	N
120	SettlCurrency	N	Required for NDFs to specify the settlement currency (fixing currency).
2899	SettlCurrencyCodeSource	N
Component	RateSource	N
Component	Stipulations	N
1	Account	N
660	AcctIDSource	N
581	AccountType	N
522	OwnerType	N
377	SolicitedFlag	N
Component	LegQuotGrp	N	Required for multileg quotes
132	BidPx	N	If F/X quote, should be the all-in rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
133	OfferPx	N	If F/X quote, should be the all-in rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
645	MktBidPx	N	Can be used by markets that require showing the current best bid and offer
646	MktOfferPx	N	Can be used by markets that require showing the current best bid and offer
647	MinBidSize	N	Used for markets that use a minimum and maximum bid size.
134	BidSize	N	If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size.
1749	TotalBidSize	N
648	MinOfferSize	N	Used for markets that use a minimum and maximum offer size.
135	OfferSize	N	If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size.
1750	TotalOfferSize	N
110	MinQty	N	For use in private/directed quote negotiations.
1629	ExposureDuration	N
1916	ExposureDurationUnit	N
62	ValidUntilTime	N	The time when the quote will expire
188	BidSpotRate	N
190	OfferSpotRate	N
189	BidForwardPoints	N
191	OfferForwardPoints	N
1065	BidSwapPoints	N
1066	OfferSwapPoints	N
631	MidPx	N
632	BidYield	N
633	MidYield	N
634	OfferYield	N
60	TransactTime	N
Component	TrdRegTimestamps	N
40	OrdType	N	Can be used to specify the type of order the quote is for
656	SettlCurrBidFxRate	N	Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this quote message
657	SettlCurrOfferFxRate	N	Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this quote message
156	SettlCurrFxRateCalc	N	Can be used when the quote is provided in a currency other than the instruments trading currency.
Component	CommissionData	N	Can be used to show the counterparty the commission associated with the transaction.
582	CustOrderCapacity	N
100	ExDestination	N	Used when routing quotes to multiple markets
1133	ExDestinationIDSource	N
775	BookingType	N
528	OrderCapacity	N
529	OrderRestrictions	N
1934	RegulatoryReportType	N
423	PriceType	N
Component	PriceQualifierGrp	N
2533	BidSpread	N	SpreadOrBenchmarkCurveData component may be used to specify the benchmark.
2534	OfferSpread	N	SpreadOrBenchmarkCurveData component may be used to specify the benchmark.
Component	SpreadOrBenchmarkCurveData	N	Spread(218) may be used for a mid-spread value.
Component	RelativeValueGrp	N
Component	YieldData	N
Component	RoutingGrp	N
1937	TradeContinuation	N	May be used to indicate the quote/negotiation is for the specified post-execution trade continuation or lifecycle event.
2374	TradeContinuationText	N
2372	EncodedTradeContinuationTextLen	N	Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.
2371	EncodedTradeContinuationText	N	Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.
2362	SelfMatchPreventionID	N
2964	SelfMatchPreventionInstruction	N
1685	ThrottleInst	N
376	ComplianceID	N
2404	ComplianceText	N
2351	EncodedComplianceTextLen	N	Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.
2352	EncodedComplianceText	N	Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
443	StrikeTime	N	Conditionally required when QuoteQual(695) = d (Deferred spot) is specified.
Component	StandardTrailer	Y

QuoteCancel Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = Z
131	QuoteReqID	N	Required when quote is in response to a Quote Request message
117	QuoteID	N	Conditionally required when QuoteCancelType(298) = 5 (Cancel specified single quote) and SecondarlyQuoteID(1751) is not specified. Maps to QuoteID(117) of a single Quote(35=S) or QuoteEntryID(299) of a MassQuote(35=i)
1751	SecondaryQuoteID	N	Conditionally required when QuoteCancelType(298) = 5 (Cancel specific single quote) and QuoteID(117) is not specified.
1166	QuoteMsgID	N	Optionally used to supply a message identifier for a quote cancel.
298	QuoteCancelType	Y	Identifies the type of Quote Cancel request.
537	QuoteType	N	Conditionally required when QuoteCancelType(298)=6(Cancel by type of quote).
301	QuoteResponseLevel	N	Level of Response requested from receiver of quote messages.
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages
Component	TargetParties	N	Can be used to specify the parties to whom the Quote Cancel should be applied.
1	Account	N
660	AcctIDSource	N
581	AccountType	N	Type of account associated with the order (Origin)
336	TradingSessionID	N
625	TradingSessionSubID	N
Component	QuotCxlEntriesGrp	N	The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes.
Component	StandardTrailer	Y

QuoteStatusRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = a (lowercase)
649	QuoteStatusReqID	N
117	QuoteID	N	Maps to: – QuoteID(117) of a single Quote – QuoteEntryID(299) of a Mass Quote.
Component	Instrument	N	Conditionally required when requesting status of a single security quote.
Component	FinancingDetails	N	Insert here the set of FinancingDetails (symbology) fields defined in Common Components of Application Messages
Component	UndInstrmtGrp	N	Number of underlyings
Component	InstrmtLegGrp	N	Required for multileg quotes
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages
Component	TargetParties	N	Can be used to specify the parties to whom the Quote Status Request should apply.
1	Account	N
660	AcctIDSource	N
581	AccountType	N	Type of account associated with the order (Origin)
336	TradingSessionID	N
625	TradingSessionSubID	N
263	SubscriptionRequestType	N	Used to subscribe for Quote Status Report messages
Component	StandardTrailer	Y

MassQuoteAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = b (lowercase)
131	QuoteReqID	N	Required when acknowledgment is in response to a Quote Request message
117	QuoteID	N	Required when acknowledgment is in response to a Mass Quote, mass Quote Cancel or mass Quote Status Request message. Maps to: – QuoteID(117) of a Mass Quote – QuoteMsgID(1166) of Quote Cancel – QuoteStatusReqID(649) of Quote Status Request
297	QuoteStatus	Y	Status of the mass quote acknowledgement.
300	QuoteRejectReason	N	Reason Quote was rejected.
301	QuoteResponseLevel	N	Level of Response requested from receiver of quote messages. Is echoed back to the counterparty.
537	QuoteType	N	Type of Quote
298	QuoteCancelType	N
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages
Component	TargetParties	N	Should be populated if the Mass Quote Acknowledgement is acknowledging a mass quote cancellation by party.
1	Account	N
660	AcctIDSource	N
581	AccountType	N	Type of account associated with the order (Origin)
376	ComplianceID	N
2404	ComplianceText	N
2351	EncodedComplianceTextLen	N	Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.
2352	EncodedComplianceText	N	Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
Component	QuotSetAckGrp	N	The number of sets of quotes in the message
Component	ThrottleResponse	N
Component	StandardTrailer	Y

MassQuote Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = i (lowercase)
131	QuoteReqID	N	Required when quote is in response to a Quote Request message
117	QuoteID	Y
537	QuoteType	N	Type of Quote Default is Indicative if not specified
2403	QuoteModelType	N
301	QuoteResponseLevel	N	Level of Response requested from receiver of quote messages.
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages
1	Account	N
660	AcctIDSource	N
581	AccountType	N	Type of account associated with the order (Origin)
293	DefBidSize	N	Default Bid Size for quote contained within this quote message – if not explicitly provided.
294	DefOfferSize	N	Default Offer Size for quotes contained within this quote message – if not explicitly provided.
Component	QuotSetGrp	Y	The number of sets of quotes in the message
2362	SelfMatchPreventionID	N
2964	SelfMatchPreventionInstruction	N
1685	ThrottleInst	N
376	ComplianceID	N
2404	ComplianceText	N
2351	EncodedComplianceTextLen	N	Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.
2352	EncodedComplianceText	N	Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

Components

LegQuotGrp

Tag	Name	Req’d	Description
555	NoLegs	N
→Component	InstrumentLeg	N	Required if NoLegs(555) > 0.
→685	LegOrderQty	N
→2346	LegMidPx	N
→690	LegSwapType	N
→587	LegSettlType	N
→588	LegSettlDate	N
→Component	LegStipulations	N
→Component	NestedParties	N
→686	LegPriceType	N	Code to represent type of price presented in LegBidPx(681) and LegOfferPx(684). Conditionally required when LegBidPx(681) or PegOfferPx(684) is present.
→681	LegBidPx	N
→684	LegOfferPx	N
→Component	LegBenchmarkCurveData	N
→1067	LegBidForwardPoints	N
→1068	LegOfferForwardPoints	N

LegQuotStatGrp

Tag	Name	Req’d	Description
555	NoLegs	N
→Component	InstrumentLeg	N	Required if NoLegs(555) > 0.
→685	LegOrderQty	N
→2346	LegMidPx	N
→690	LegSwapType	N
→587	LegSettlType	N
→588	LegSettlDate	N
→Component	LegStipulations	N
→Component	NestedParties	N

QuotCxlEntriesGrp

Tag	Name	Req’d	Description
295	NoQuoteEntries	N
→Component	Instrument	N	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
→Component	FinancingDetails	N	Insert here the set of FinancingDetails (symbology) fields defined in Common Components of Application Messages
→Component	UndInstrmtGrp	N
→Component	InstrmtLegGrp	N

QuotEntryAckGrp

Tag	Name	Req’d	Description
295	NoQuoteEntries	N
→299	QuoteEntryID	N	Uniquely identifies the quote across the complete set of all quotes for a given quote provider. First field in repeating group. Required if NoQuoteEntries > 0.
→Component	Instrument	N	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
→Component	InstrmtLegGrp	N
→132	BidPx	N	If F/X quote, should be the all-in rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
→133	OfferPx	N	If F/X quote, should be the all-in rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
→134	BidSize	N
→135	OfferSize	N
→62	ValidUntilTime	N
→188	BidSpotRate	N	May be applicable for F/X quotes
→190	OfferSpotRate	N	May be applicable for F/X quotes
→189	BidForwardPoints	N	May be applicable for F/X quotes
→191	OfferForwardPoints	N	May be applicable for F/X quotes
→631	MidPx	N
→632	BidYield	N
→633	MidYield	N
→634	OfferYield	N
→60	TransactTime	N
→336	TradingSessionID	N
→625	TradingSessionSubID	N
→64	SettlDate	N	Can be used with forex quotes to specify a specific value date
→40	OrdType	N	Can be used to specify the type of order the quote is for
→15	Currency	N	Can be used to specify the currency of the quoted price.
→2897	CurrencyCodeSource	N
→775	BookingType	N
→528	OrderCapacity	N
→529	OrderRestrictions	N
→1167	QuoteEntryStatus	N
→368	QuoteEntryRejectReason	N	Reason Quote Entry was rejected.

QuotEntryGrp

Tag	Name	Req’d	Description
295	NoQuoteEntries	N
→299	QuoteEntryID	Y	Uniquely identifies the quote across the complete set of all quotes for a given quote provider.
→Component	Instrument	N	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
→Component	InstrmtLegGrp	N
→132	BidPx	N	If F/X quote, should be the all-in rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
→133	OfferPx	N	If F/X quote, should be the all-in rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.
→1749	TotalBidSize	N
→1750	TotalOfferSize	N
→134	BidSize	N
→135	OfferSize	N
→62	ValidUntilTime	N
→188	BidSpotRate	N	May be applicable for F/X quotes
→190	OfferSpotRate	N	May be applicable for F/X quotes
→189	BidForwardPoints	N	May be applicable for F/X quotes
→191	OfferForwardPoints	N	May be applicable for F/X quotes
→631	MidPx	N
→632	BidYield	N
→633	MidYield	N
→634	OfferYield	N
→60	TransactTime	N
→336	TradingSessionID	N
→625	TradingSessionSubID	N
→64	SettlDate	N	Can be used with forex quotes to specify a specific value date
→40	OrdType	N	Can be used to specify the type of order the quote is for
→15	Currency	N	Can be used to specify the currency of the quoted price.
→2897	CurrencyCodeSource	N
→775	BookingType	N
→528	OrderCapacity	N
→529	OrderRestrictions	N

QuotQualGrp

Tag	Name	Req’d	Description
735	NoQuoteQualifiers	N
→695	QuoteQualifier	N	Required if NoQuoteQualifiers > 1

QuotReqGrp

Tag	Name	Req’d	Description
146	NoRelatedSym	N
→Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
→Component	FinancingDetails	N	Insert here the set of FinancingDetails (symbology) fields defined in Common Components of Application Messages
→Component	UndInstrmtGrp	N
→140	PrevClosePx	N	Useful for verifying security identification
→303	QuoteRequestType	N	Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
→117	QuoteID	N	Can be used when QuoteRequestType(303) = 3(Confirm Quote).
→1751	SecondaryQuoteID	N	Can be used when QuoteRequestType(303) = 3(Confirm Quote).
→537	QuoteType	N	Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote.
→336	TradingSessionID	N
→625	TradingSessionSubID	N
→229	TradeOriginationDate	N
→1913	NumOfCompetitors	N
→54	Side	N	If OrdType = Forex – Swap, should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward.
→854	QtyType	N	Type of quantity specified in a quantity field. For FX, if used, should be 0.
→Component	OrderQtyData	N	Conditionally required for single instrument quoting when applicable for the type of instrument.
→110	MinQty	N
→63	SettlType	N	For NDFs either SettlType (specifying the tenor) or SettlDate must be specified.
→64	SettlDate	N	Can be used (e.g. with forex quotes) to specify the desired value date. For NDFs either SettlType (specifying the tenor) or SettlDate must be specified.
→15	Currency	N	Can be used to specify the desired currency of the quoted price. May differ from the ‘normal’ trading currency of the instrument being quote requested.
→2897	CurrencyCodeSource	N
→120	SettlCurrency	N	Required for NDFs to specify the settlement currency (fixing currency).
→2899	SettlCurrencyCodeSource	N
→Component	RateSource	N
→Component	Stipulations	N	Insert here the set of Stipulations (repeating group of Fixed Income stipulations) fields defined in Common Components of Application Messages
→1	Account	N
→660	AcctIDSource	N
→581	AccountType	N
→Component	QuotReqLegsGrp	N
→Component	QuotQualGrp	N
→828	TrdType	N	May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction.
→2347	RegulatoryTransactionType	N
→Component	RegulatoryTradeIDGrp	N
→2115	NegotiationMethod	N
→692	QuotePriceType	N	Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted.
→Component	PriceQualifierGrp	N
→40	OrdType	N	Can be used to specify the type of order the quote request is for
→62	ValidUntilTime	N	Used by the quote initiator to indicate the period of time the resulting Quote must be valid until
→126	ExpireTime	N	The time when the request for quote or negotiation dialog will expire.
→1914	ResponseTime	N
→1915	QuoteDisplayTime	N
→1629	ExposureDuration	N	The (minimum or suggested) period of time a quote price is tradable before it becomes indicative (i.e. off-the-wire).
→1916	ExposureDurationUnit	N
→60	TransactTime	N	Time transaction was entered
→Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages
→423	PriceType	N
→44	Price	N	Quoted or target price
→631	MidPx	N	For OTC swaps, may be used to provide the estimated mid-market-mark.
→Component	YieldData	N	Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages
→Component	Parties	N
→1937	TradeContinuation	N	Maybe used to indicate quote/negotiation is for the specified post-execution trade continuation or lifecycle event.
→2374	TradeContinuationText	N
→2372	EncodedTradeContinuationTextLen	N	Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.
→2371	EncodedTradeContinuationText	N	Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.
→443	StrikeTime	N	Conditionally required when QuoteQual(695) = d (Deferred spot) is specified.

QuotReqLegsGrp

Tag	Name	Req’d	Description
555	NoLegs	N
→Component	InstrumentLeg	N	Required if NoLegs(555) > 0.
→685	LegOrderQty	N
→2346	LegMidPx	N	For OTC swaps, may be used to provide the estimated mid-market mark.
→690	LegSwapType	N
→587	LegSettlType	N
→588	LegSettlDate	N
→Component	LegStipulations	N
→Component	NestedParties	N
→Component	LegBenchmarkCurveData	N

QuotReqRjctGrp

Tag	Name	Req’d	Description
146	NoRelatedSym	N
→Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
→Component	FinancingDetails	N	Insert here the set of FinancingDetails (symbology) fields defined in Common Components of Application Messages
→Component	UndInstrmtGrp	N
→140	PrevClosePx	N	Useful for verifying security identification
→303	QuoteRequestType	N	Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
→537	QuoteType	N	Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)
→336	TradingSessionID	N
→625	TradingSessionSubID	N
→229	TradeOriginationDate	N
→54	Side	N	If OrdType = Forex – Swap, should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. Required if specified in Quote Request message.
→854	QtyType	N
→Component	OrderQtyData	N	Insert here the set of OrderQytData fields defined in Common Components of Application Messages Required if component is specified in Quote Request message.
→63	SettlType	N
→64	SettlDate	N	Can be used (e.g. with forex quotes) to specify the desired value date
→15	Currency	N	Can be used to specify the desired currency of the quoted price. May differ from the ‘normal’ trading currency of the instrument being quote requested.
→2897	CurrencyCodeSource	N
→Component	Stipulations	N	Insert here the set of Stipulations (repeating group of Fixed Income stipulations) fields defined in Common Components of Application Messages
→1	Account	N
→660	AcctIDSource	N
→581	AccountType	N
→Component	QuotReqLegsGrp	N
→Component	QuotQualGrp	N
→2115	NegotiationMethod	N
→692	QuotePriceType	N	Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted.
→Component	PriceQualifierGrp	N
→40	OrdType	N	Can be used to specify the type of order the quote request is for
→126	ExpireTime	N	The time when Quote Request will expire.
→60	TransactTime	N	Time transaction was entered
→Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages
→423	PriceType	N
→44	Price	N	Quoted or target price
→Component	YieldData	N	Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages
→Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages
→443	StrikeTime	N	Conditionally required when QuoteQual(695) = d (Deferred spot) is specified.

QuotSetAckGrp

Tag	Name	Req’d	Description
296	NoQuoteSets	N
→302	QuoteSetID	N	First field in repeating group. Required if NoQuoteSets > 0
→Component	UnderlyingInstrument	N	Insert here the set of UnderlyingInstrument (underlying symbology) fields defined in Common Components of Application Messages Required if NoQuoteSets > 0
→367	QuoteSetValidUntilTime	N
→304	TotNoQuoteEntries	N	Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0
→1168	TotNoCxldQuotes	N	Total number of quotes canceled for the quote set across all messages.
→1169	TotNoAccQuotes	N	Total number of quotes accepted for the quote set across all messages.
→1170	TotNoRejQuotes	N	Total number of quotes rejected for the quote set across all messages.
→893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
→Component	QuotEntryAckGrp	N

QuotSetGrp

Tag	Name	Req’d	Description
296	NoQuoteSets	N
→302	QuoteSetID	Y	Sequential number for the Quote Set. For a given QuoteID – assumed to start at 1. Must be the first field in the repeating group.
→Component	UnderlyingInstrument	N	Insert here the set of UnderlyingInstrument (underlying symbology) fields defined in Common Components of Application Messages
→367	QuoteSetValidUntilTime	N
→304	TotNoQuoteEntries	Y	Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set.
→893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
→Component	QuotEntryGrp	Y

QuoteAttributeGrp

Tag	Name	Req’d	Description
2706	NoQuoteAttributes	N
→2707	QuoteAttributeType	N	Required if NoQuoteAttributes(2706) > 0.
→2708	QuoteAttributeValue	N	Required if NoQuoteAttributes(2706) > 0.

RFQReqGrp

Tag	Name	Req’d	Description
146	NoRelatedSym	N
→Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
→Component	UndInstrmtGrp	N
→Component	InstrmtLegGrp	N
→140	PrevClosePx	N	Useful for verifying security identification
→303	QuoteRequestType	N	Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
→537	QuoteType	N	Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)
→336	TradingSessionID	N
→625	TradingSessionSubID	N

Appendix – SecuritiesReferenceData Category

Messages

DerivativeSecurityList Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AA (2 A’s)
Component	ApplicationSequenceControl	N
964	SecurityReportID	N
320	SecurityReqID	N
322	SecurityResponseID	N	Identifier for the Derivative Security List message
560	SecurityRequestResult	N	Result of the Security Request identified by SecurityReqID
1607	SecurityRejectReason	N	Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported).
715	ClearingBusinessDate	N
Component	UnderlyingInstrument	N	Underlying security for which derivatives are being returned
Component	DerivativeSecurityDefinition	N	Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block.
779	LastUpdateTime	N	Represents the time at which a security was last updated
60	TransactTime	N
393	TotNoRelatedSym	N	Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component	RelSymDerivSecGrp	N	Specifies the number of repeating symbols (instruments) specified
Component	StandardTrailer	Y

SecurityListUpdateReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BK
Component	ApplicationSequenceControl	N
964	SecurityReportID	N	Identifier for the Security List Update message in a bulk transfer environment (No Request/Response)
1465	SecurityListID	N	Identifies a specific Security List entity
1466	SecurityListRefID	N	Provides a reference to another Security List
1467	SecurityListDesc	N
1468	EncodedSecurityListDescLen	N
1469	EncodedSecurityListDesc	N
1470	SecurityListType	N	Identifies a list type
1471	SecurityListTypeSource	N	Identifies the sourec as a listype
320	SecurityReqID	N
322	SecurityResponseID	N	Identifier for the Security List message.
560	SecurityRequestResult	N	Result of the Security Request identified by the SecurityReqID.
393	TotNoRelatedSym	N	Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
715	ClearingBusinessDate	N
980	SecurityUpdateAction	N
292	CorporateAction	N	Identifies the type of Corporate Action that triggered the update
1301	MarketID	N	Identifies the market which lists and trades the instrument.
1300	MarketSegmentID	N	Identifies the segment of the market to which the specific trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality.
60	TransactTime	N
893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component	SecLstUpdRelSymGrp	N	Specifies the number of repeating symbols (instruments) specified
Component	StandardTrailer	Y

SecurityDefinitionUpdateReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BP
Component	ApplicationSequenceControl	N
964	SecurityReportID	N	Used to identify the SecurityDefinitionUpdateReport(35=BP) message in a bulk message transfer. Not used in request/response messaging.
320	SecurityReqID	N	Conditionally required when responding to the SecurityDefinitionRequest(35=c) message.
322	SecurityResponseID	N	Used to identify the SecurityDefinitionUpdateReport(35=BP) message.
323	SecurityResponseType	N
715	ClearingBusinessDate	N
980	SecurityUpdateAction	N
292	CorporateAction	N
Component	Instrument	N
Component	InstrumentExtension	N
Component	FinancingDetails	N
Component	UndInstrmtGrp	N
Component	RelatedInstrumentGrp	N
15	Currency	N
2897	CurrencyCodeSource	N
2572	PreviousAdjustedOpenInterest	N
2573	PreviousUnadjustedOpenInterest	N
734	PriorSettlPrice	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
Component	Stipulations	N
1606	NumOfSimpleInstruments	N
2562	NumOfComplexInstruments	N
Component	InstrmtLegGrp	N
Component	SpreadOrBenchmarkCurveData	N
Component	YieldData	N
Component	MarketSegmentGrp	N	Contains all the security details related to listing and trading the security
779	LastUpdateTime	N	Represents the time at which a security was last updated
2400	EffectiveBusinessDate	N
60	TransactTime	N
Component	StandardTrailer	Y

DerivativeSecurityListUpdateReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BR
Component	ApplicationSequenceControl	N
320	SecurityReqID	N
322	SecurityResponseID	N	Identifier for the Derivative Security List message
560	SecurityRequestResult	N	Result of the Security Request identified by SecurityReqID
980	SecurityUpdateAction	N	Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed
Component	UnderlyingInstrument	N	Underlying security for which derivatives are being returned
Component	DerivativeSecurityDefinition	N	Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. DerivativeSecurityDefinition contains the following components: DerivativeInstrument. DerivativeInstrumentExtension, MarketSegmentGrp
779	LastUpdateTime	N	Represents the time at which a security was last updated
60	TransactTime	N
393	TotNoRelatedSym	N	Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component	RelSymDerivSecUpdGrp	N
Component	StandardTrailer	Y

SecurityMassStatusRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = CN
324	SecurityStatusReqID	Y	Must be unique, or the ID of previous Security Mass Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
Component	InstrumentScope	N
263	SubscriptionRequestType	Y	SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.
1465	SecurityListID	N
1301	MarketID	N
1300	MarketSegmentID	N
336	TradingSessionID	N
625	TradingSessionSubID	N
Component	StandardTrailer	Y

SecurityMassStatus Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = CO
Component	ApplicationSequenceControl	N
324	SecurityStatusReqID	N	Required when mass status is in response to a SecurityMassStatusRequest(35=CN) message.
1465	SecurityListID	N	Identifies all securities for a security list identifier.
1301	MarketID	N	Identifies all securities for a market.
1300	MarketSegmentID	N	Identifies all securities for a market segment.
75	TradeDate	N	Business day that the state change applies to.
336	TradingSessionID	N	Identifies all securities for a trading session.
625	TradingSessionSubID	N	Identifies all securities for a trading sub-session.
Component	InstrumentScope	N
325	UnsolicitedIndicator	N	Set to Y if message is sent as a result of a subscription request not a snapshot request.
1679	SecurityMassTradingStatus	N
2447	FastMarketIndicator	N
1680	SecurityMassTradingEvent	N
1681	MassHaltReason	N
1021	MDBookType	N	Used to relay changes in the book type.
264	MarketDepth	N	Used to relay changes in Market Depth.
60	TransactTime	N	Time of state change for security list.
334	Adjustment	N
Component	SecMassStatGrp	N
Component	StandardTrailer	Y

SecurityDefinitionRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = c (lowercase)
320	SecurityReqID	Y
321	SecurityRequestType	Y
1301	MarketID	N	Identifies the market for which the security definition request is being made.
1300	MarketSegmentID	N	Identifies the segment of the market for which the security definition request is being made.
Component	Instrument	N
Component	InstrumentExtension	N
Component	FinancingDetails	N
Component	UndInstrmtGrp	N
Component	RelatedInstrumentGrp	N
15	Currency	N
2897	CurrencyCodeSource	N
376	ComplianceID	N
2404	ComplianceText	N
2351	EncodedComplianceTextLen	N	Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.
2352	EncodedComplianceText	N	Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
336	TradingSessionID	N	Optional trading session identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
625	TradingSessionSubID	N
Component	Stipulations	N
Component	InstrmtLegGrp	N
Component	SpreadOrBenchmarkCurveData	N
Component	YieldData	N
827	ExpirationCycle	N
263	SubscriptionRequestType	N	Subscribe or unsubscribe for security status to security specified in request.
Component	StandardTrailer	Y

SecurityDefinition Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = d (lowercase)
Component	ApplicationSequenceControl	N
964	SecurityReportID	N	Used to identify the SecurityDefinition(35=d) message.
715	ClearingBusinessDate	N
320	SecurityReqID	N
2422	OrderRequestID	N
322	SecurityResponseID	N	Used to identify the response to a SecurityDefinitionRequest(35=c) message.
323	SecurityResponseType	N
560	SecurityRequestResult	N	Allow result of query request to be returned to requester
1607	SecurityRejectReason	N	Used to specify a rejection reason when SecurityResponseType(323)=5 (Reject security proposal).
292	CorporateAction	N
Component	Instrument	N
Component	InstrumentExtension	N
Component	FinancingDetails	N
Component	UndInstrmtGrp	N
Component	RelatedInstrumentGrp	N
Component	SecurityClassificationGrp	N	Used to specify forms of product classifications
15	Currency	N	Currency in which the price is denominated
2897	CurrencyCodeSource	N
2572	PreviousAdjustedOpenInterest	N
2573	PreviousUnadjustedOpenInterest	N
734	PriorSettlPrice	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
Component	Stipulations	N
1606	NumOfSimpleInstruments	N
2562	NumOfComplexInstruments	N
Component	InstrmtLegGrp	N
Component	SpreadOrBenchmarkCurveData	N
Component	YieldData	N
Component	MarketSegmentGrp	N	Contains all the security details related to listing and trading the security
779	LastUpdateTime	N	Represents the time at which a security was last updated
2400	EffectiveBusinessDate	N
60	TransactTime	N
Component	StandardTrailer	Y

SecurityStatusRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = e (lowercase)
324	SecurityStatusReqID	Y	Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
Component	InstrumentExtension	N	Insert here the set of InstrumentExtension fields defined in Common Components of Application Messages
Component	FinancingDetails	N
Component	UndInstrmtGrp	N	Number of underlyings
Component	InstrmtLegGrp	N	Number of legs that make up the Security
Component	RelatedInstrumentGrp	N
15	Currency	N
2897	CurrencyCodeSource	N
263	SubscriptionRequestType	Y	SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.
1301	MarketID	N
1300	MarketSegmentID	N
336	TradingSessionID	N
625	TradingSessionSubID	N
Component	StandardTrailer	Y

SecurityStatus Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = f (lowercase)
Component	ApplicationSequenceControl	N
324	SecurityStatusReqID	N
Component	Instrument	Y
Component	InstrumentExtension	N
Component	FinancingDetails	N
Component	UndInstrmtGrp	N
Component	InstrmtLegGrp	N
Component	RelatedInstrumentGrp	N
15	Currency	N
2897	CurrencyCodeSource	N
1301	MarketID	N
1300	MarketSegmentID	N
75	TradeDate	N	Business day that the state change applies to.
336	TradingSessionID	N
625	TradingSessionSubID	N
325	UnsolicitedIndicator	N	Set to ‘Y’ if message is sent as a result of a subscription request not a snapshot request
326	SecurityTradingStatus	N
1655	MarketMakerActivity	N
2447	FastMarketIndicator	N
1174	SecurityTradingEvent	N
2116	NextAuctionTime	N
291	FinancialStatus	N
292	CorporateAction	N
327	HaltReason	N
328	InViewOfCommon	N
329	DueToRelated	N
1021	MDBookType	N	Used to relay changes in the book type
264	MarketDepth	N	Used to relay changes in market depth.
330	BuyVolume	N
331	SellVolume	N
332	HighPx	N
333	LowPx	N
31	LastPx	N	Represents the last price for that security either on a consolidated or an individual participant basis at the time it is disseminated.
Component	ClearingPriceParametersGrp	N
730	SettlPrice	N
731	SettlPriceType	N
2451	SettlPriceDeterminationMethod	N
60	TransactTime	N	Time of status information.
334	Adjustment	N
1025	FirstPx	N	Represents the price of the first fill of the trading session.
2448	LinkageHandlingIndicator	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

SecurityTypeRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = v (lowercase V)
320	SecurityReqID	Y
58	Text	N	Comment, instructions, or other identifying information.
354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
1301	MarketID	N	Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
1300	MarketSegmentID	N	Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
336	TradingSessionID	N	Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
625	TradingSessionSubID	N
460	Product	N	Used to qualify which security types are returned
167	SecurityType	N	Used to qualify which security type is returned
762	SecuritySubType	N	Used to qualify which security types are returned
Component	StandardTrailer	Y

SecurityTypes Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = w (lowercase W)
Component	ApplicationSequenceControl	N
320	SecurityReqID	Y
322	SecurityResponseID	Y	Identifier for the security response message
323	SecurityResponseType	Y	The result of the security request identified by SecurityReqID
557	TotNoSecurityTypes	N	Indicates total number of security types in the event that multiple Security Type messages are used to return results
893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component	SecTypesGrp	N
58	Text	N	Comment, instructions, or other identifying information.
354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
1301	MarketID	N	Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
1300	MarketSegmentID	N	Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
336	TradingSessionID	N	Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
625	TradingSessionSubID	N
263	SubscriptionRequestType	N	Subscribe or unsubscribe for security status to security specified in request.
Component	StandardTrailer	Y

SecurityListRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = x (lowercase X)
320	SecurityReqID	Y
559	SecurityListRequestType	Y	Type of Security List Request being made
1465	SecurityListID	N	Identifies a specific list
1470	SecurityListType	N	Indentifies a list type
1471	SecurityListTypeSource	N	Identifies the source a list type
1301	MarketID	N	Identifies the market which lists and trades the instrument.
1300	MarketSegmentID	N	Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality.
Component	Instrument	N	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages of the requested Security
Component	InstrumentExtension	N	Insert here the set of InstrumentExtension fields defined in Common Components of Application Messages
Component	FinancingDetails	N	Insert here the set of FinancingDetails fields defined in Common Components of Application Messages
Component	UndInstrmtGrp	N	Number of underlyings
Component	InstrmtLegGrp	N	Number of legs that make up the Security
Component	RelatedInstrumentGrp	N
15	Currency	N
2897	CurrencyCodeSource	N
58	Text	N	Comment, instructions, or other identifying information.
354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
336	TradingSessionID	N	Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
625	TradingSessionSubID	N
263	SubscriptionRequestType	N	Subscribe or unsubscribe for security status to security specified in request.
Component	StandardTrailer	Y

SecurityList Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = y (lowercase Y)
Component	ApplicationSequenceControl	N
964	SecurityReportID	N
715	ClearingBusinessDate	N
1465	SecurityListID	N	Identifies a specific Security List Entry
1466	SecurityListRefID	N	Provides a reference to another Security List
1467	SecurityListDesc	N
1468	EncodedSecurityListDescLen	N
1469	EncodedSecurityListDesc	N
1470	SecurityListType	N	Identifies a list type
1471	SecurityListTypeSource	N	Identifies the source of a list type
320	SecurityReqID	N
322	SecurityResponseID	N	Identifier for the Security List message
560	SecurityRequestResult	N	Result of the Security Request identified by the SecurityReqID
1607	SecurityRejectReason	N	Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported).
60	TransactTime	N
393	TotNoRelatedSym	N	Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
1301	MarketID	N	Identifies the market which lists and trades the instrument.
1300	MarketSegmentID	N	Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality.
893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component	SecListGrp	N	Specifies the number of repeating symbols (instruments) specified
Component	StandardTrailer	Y

DerivativeSecurityListRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = z (lowercase Z)
320	SecurityReqID	Y
559	SecurityListRequestType	Y
1301	MarketID	N
1300	MarketSegmentID	N
Component	UnderlyingInstrument	N	Specifies the underlying instrument
Component	DerivativeInstrument	N	Group block which contains all information for an option family.
762	SecuritySubType	N
15	Currency	N
2897	CurrencyCodeSource	N
58	Text	N	Comment, instructions, or other identifying information.
354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
336	TradingSessionID	N	Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
625	TradingSessionSubID	N
263	SubscriptionRequestType	N	Subscribe or unsubscribe for security status to security specified in request.
Component	StandardTrailer	Y

Components

ClearingAccountTypeGrp

Tag	Name	Req’d	Description
1918	NoClearingAccountTypes	N
→1816	ClearingAccountType	N	Required if NoClearingAccountTypes(1918) > 0.

ClearingPriceParametersGrp

Tag	Name	Req’d	Description
2580	NoClearingPriceParameters	N
→2581	BusinessDayType	N	Required if NoClearingPriceParameters (2580) > 0. Use to identify the relative business day to which the parameters apply.
→2582	ClearingPriceOffset	N
→2583	VegaMultiplier	N
→2584	AnnualTradingBusinessDays	N
→2585	TotalTradingBusinessDays	N
→2586	TradingBusinessDays	N
→2588	StandardVariance	N
→2587	RealizedVariance	N
→2589	RelatedClosePrice	N
→1190	RiskFreeRate	N	Interest rate until the instrument expires and used to calculate DiscountFactor(1592).
→2590	OvernightInterestRate	N	Used to calculate AccumulatedReturnModifiedVariationMargin(2591).
→2591	AccumulatedReturnModifiedVariationMargin	N
→1592	DiscountFactor	N
→1188	Volatility	N
→2528	ClearingSettlPrice	N
→2592	CalculationMethod	N

DerivativeEventsGrp

Tag	Name	Req’d	Description
1286	NoDerivativeEvents	N
→1287	DerivativeEventType	N
→1288	DerivativeEventDate	N
→1289	DerivativeEventTime	N
→1290	DerivativeEventPx	N
→1291	DerivativeEventText	N

DerivativeInstrument

Tag	Name	Req’d	Description
1214	DerivativeSymbol	N	Common, human understood representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use [N/A] for products which do not have a symbol. Required if DerivativeInstrument component is marked as required where the component is used.
1215	DerivativeSymbolSfx	N
1216	DerivativeSecurityID	N	Takes precedence in identifying security to counterparty over SecurityAltID block
1217	DerivativeSecurityIDSource	N
Component	DerivativeSecurityAltIDGrp	N
1246	DerivativeProduct	N
1228	DerivativeProductComplex	N	Identifies an entire suite of products for a given market. In Futures this may be interest rates, agricultural, equity indexes, etc
1243	DerivFlexProductEligibilityIndicator	N	Used to indicate if a product or group of product supports the creation of flexible securities
1247	DerivativeSecurityGroup	N
1248	DerivativeCFICode	N	It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
2892	DerivativeUPICode	N
1249	DerivativeSecurityType	N	It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 – Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 – Recommendations and Guidelines for Futures and Options Markets.)
1250	DerivativeSecuritySubType	N
1251	DerivativeMaturityMonthYear	N	Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified.
1252	DerivativeMaturityDate	N	Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.
1253	DerivativeMaturityTime	N
1254	DerivativeSettleOnOpenFlag	N
1255	DerivativeInstrmtAssignmentMethod	N
1256	DerivativeSecurityStatus	N
1276	DerivativeIssueDate	N	Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
1257	DerivativeInstrRegistry	N	Can be used in conjunction with ISIN to address ISIN uniqueness issues.
1258	DerivativeCountryOfIssue	N	Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.
1259	DerivativeStateOrProvinceOfIssue	N
1260	DerivativeLocaleOfIssue	N
1261	DerivativeStrikePrice	N
1262	DerivativeStrikeCurrency	N
2912	DerivativeStrikeCurrencyCodeSource	N
1263	DerivativeStrikeMultiplier	N
1264	DerivativeStrikeValue	N
1265	DerivativeOptAttribute	N
1266	DerivativeContractMultiplier	N
1438	DerivativeContractMultiplierUnit	N
1442	DerivativeFlowScheduleType	N
1267	DerivativeMinPriceIncrement	N
1268	DerivativeMinPriceIncrementAmount	N
1269	DerivativeUnitOfMeasure	N
1270	DerivativeUnitOfMeasureQty	N
1722	DerivativeUnitOfMeasureCurrency	N
2913	DerivativeUnitOfMeasureCurrencyCodeSource	N
1315	DerivativePriceUnitOfMeasure	N
1316	DerivativePriceUnitOfMeasureQty	N
1723	DerivativePriceUnitOfMeasureCurrency	N
2914	DerivativePriceUnitOfMeasureCurrencyCodeSource	N
1317	DerivativeSettlMethod	N
1318	DerivativePriceQuoteMethod	N
1319	DerivativeValuationMethod	N
1576	DerivativePriceQuoteCurrency	N
2915	DerivativePriceQuoteCurrencyCodeSource	N
1320	DerivativeListMethod	N
1321	DerivativeCapPrice	N
1322	DerivativeFloorPrice	N
1323	DerivativePutOrCall	N
2684	DerivativeInTheMoneyCondition	N	Used to express in-the-moneyness behavior in general terms for the option without the use of DerivativeStrikePrice(1261) and DerivativePutOrCall(1323).
2688	DerivativeContraryInstructionEligibilityIndicator	N
1299	DerivativeExerciseStyle	N
1225	DerivativeOptPayoutAmount	N
1271	DerivativeTimeUnit	N
1272	DerivativeSecurityExchange	N	Can be used to identify the security.
1273	DerivativePositionLimit	N
1274	DerivativeNTPositionLimit	N
1275	DerivativeIssuer	N
1277	DerivativeEncodedIssuerLen	N	Must be set if DerivativeEncodedIssuer(1278) field is specified and must immediately precede it.
1278	DerivativeEncodedIssuer	N
1279	DerivativeSecurityDesc	N
1280	DerivativeEncodedSecurityDescLen	N	Must be set if DerivativeEncodedSecurityDesc(1280) field is specified and must immediately precede it.
1281	DerivativeEncodedSecurityDesc	N
Component	DerivativeSecurityXML	N	Embedded XML document describing security.
1285	DerivativeContractSettlMonth	N	Must be present for MBS or TBA
Component	DerivativeEventsGrp	N
Component	DerivativeInstrumentParties	N

DerivativeInstrumentAttribute

Tag	Name	Req’d	Description
1311	NoDerivativeInstrAttrib	N
→1313	DerivativeInstrAttribType	N
→1314	DerivativeInstrAttribValue	N

DerivativeInstrumentParties

Tag	Name	Req’d	Description
1292	NoDerivativeInstrumentParties	N
→1293	DerivativeInstrumentPartyID	N	Used to identify party id related to instrument series
→1294	DerivativeInstrumentPartyIDSource	N	Used to identify source of instrument series party id
→1295	DerivativeInstrumentPartyRole	N	Used to identify the role of instrument series party id
→2377	DerivativeInstrumentPartyRoleQualifier	N
→Component	DerivativeInstrumentPartySubIDsGrp	N

DerivativeInstrumentPartySubIDsGrp

Tag	Name	Req’d	Description
1296	NoDerivativeInstrumentPartySubIDs	N
→1297	DerivativeInstrumentPartySubID	N
→1298	DerivativeInstrumentPartySubIDType	N

DerivativeSecurityAltIDGrp

Tag	Name	Req’d	Description
1218	NoDerivativeSecurityAltID	N
→1219	DerivativeSecurityAltID	N
→1220	DerivativeSecurityAltIDSource	N

DerivativeSecurityDefinition

Tag	Name	Req’d	Description
Component	DerivativeInstrument	N	Optional block which can be used to to summarize common attributes shared across a set of option instruments which belong to the same series.
Component	DerivativeInstrumentAttribute	N	Additional attribution for the instrument series
Component	MarketSegmentGrp	N	Security trading and listing attributes for the series level
Component	SecurityClassificationGrp	N	Used to specify forms of product classifications

DerivativeSecurityXML

Tag	Name	Req’d	Description
1282	DerivativeSecurityXMLLen	N	Must be set if DerivativeSecurityXML(1283) field is specified and must immediately precede it.
1283	DerivativeSecurityXML	N
1284	DerivativeSecurityXMLSchema	N

InstrmtLegSecListGrp

Tag	Name	Req’d	Description
555	NoLegs	N
→Component	InstrumentLeg	N	Insert here the set of Instrument Legs (leg symbology) fields defined in Common Components of Application Messages Required if NoLegs > 0
→690	LegSwapType	N
→587	LegSettlType	N
→Component	LegStipulations	N	Insert here the set of LegStipulations (leg symbology) fields defined in Common Components of Application Messages Required if NoLegs > 0
→Component	LegBenchmarkCurveData	N	Insert here the set of LegBenchmarkCurveData (leg symbology) fields defined in Common Components of Application Messages Required if NoLegs > 0

MarketSegmentGrp

Tag	Name	Req’d	Description
1310	NoMarketSegments	N
→1301	MarketID	N	Identifies the market which lists and trades the instrument.
→1300	MarketSegmentID	N	Identifies the segment of the market to which the specify trading rules and listing rules apply.
→Component	SecurityTradingRules	N
→Component	StrikeRules	N	This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument.

MaturityRules

Tag	Name	Req’d	Description
1236	NoMaturityRules	N
→1222	MaturityRuleID	N	Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
→1303	MaturityMonthYearFormat	N	Format used to generate the MMY for each option contract:
→1302	MaturityMonthYearIncrementUnits	N	enumeration specifying the increment unit:
→1241	StartMaturityMonthYear	N	Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying
→1226	EndMaturityMonthYear	N	Ending maturity month year to which the StrikeIncrement applies. Price refers to the price of the underlying.
→1229	MaturityMonthYearIncrement	N	Value by which maturity month year should be incremented within the specified price range.

NestedInstrumentAttribute

Tag	Name	Req’d	Description
1312	NoNestedInstrAttrib	N
→1210	NestedInstrAttribType	N	Code to represent the type of instrument attribute
→1211	NestedInstrAttribValue	N	Attribute value appropriate to the NestedInstrAttribType field

PriceMovementGrp

Tag	Name	Req’d	Description
1919	NoPriceMovements	N
→Component	PriceMovementValueGrp	N	Required if NoPriceMovements(1919) > 0.
→Component	ClearingAccountTypeGrp	N

PriceMovementValueGrp

Tag	Name	Req’d	Description
1920	NoPriceMovementValues	N
→1921	PriceMovementValue	N	Required if NoPriceMovementValues(1919) > 0.
→1922	PriceMovementPoint	N
→1923	PriceMovementType	N

RelSymDerivSecGrp

Tag	Name	Req’d	Description
146	NoRelatedSym	N
→Component	Instrument	N
→Component	SecondaryPriceLimits	N	Secondary price limit rules
→15	Currency	N
→2897	CurrencyCodeSource	N
→292	CorporateAction	N	Identifies the type of Corporate Action
→Component	InstrumentExtension	N
→Component	InstrmtLegGrp	N
→1504	RelSymTransactTime	N
→1606	NumOfSimpleInstruments	N	Number of simple instruments.
→58	Text	N	Comment, instructions, or other identifying information.
→354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
→355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

RelSymDerivSecUpdGrp

Tag	Name	Req’d	Description
146	NoRelatedSym	N
→1324	ListUpdateAction	N	If provided, then Instrument occurrence has explicitly changed
→292	CorporateAction	N
→Component	Instrument	N
→Component	InstrumentExtension	N
→Component	SecondaryPriceLimits	N	Secondary price limit rules
→15	Currency	N
→2897	CurrencyCodeSource	N
→Component	InstrmtLegGrp	N
→1504	RelSymTransactTime	N
→58	Text	N	Comment, instructions, or other identifying information.
→354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
→355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

SecListGrp

Tag	Name	Req’d	Description
146	NoRelatedSym	N
→Component	Instrument	N	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages of the requested Security
→Component	InstrumentExtension	N	Insert here the set of InstrumentExtension fields defined in Common Components of Application Messages
→Component	SecurityClassificationGrp	N	Used to specify forms of product classifications
→Component	FinancingDetails	N	Insert here the set of FinancingDetails fields defined in Common Components of Application Messages
→Component	SecurityTradingRules	N	Used to provide listing rules
→Component	StrikeRules	N	Used to provide listing rules
→Component	UndInstrmtGrp	N
→15	Currency	N
→2897	CurrencyCodeSource	N
→Component	Stipulations	N	Insert here the set of Stipulations fields defined in Common Components of Application Messages
→Component	InstrmtLegSecListGrp	N
→Component	RelatedInstrumentGrp	N
→Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData fields defined in Common Components of Application Messages
→Component	YieldData	N	Insert here the set of YieldData fields defined in Common Components of Application Messages
→Component	PriceMovementGrp	N
→1504	RelSymTransactTime	N
→1606	NumOfSimpleInstruments	N	Number of simple instruments.
→58	Text	N	Comment, instructions, or other identifying information.
→354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
→355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

SecLstUpdRelSymGrp

Tag	Name	Req’d	Description
146	NoRelatedSym	N
→1324	ListUpdateAction	N
→Component	Instrument	N	Insert here the set of Instrument (symbology) fields defined in common components of application messages of the requested Security
→Component	InstrumentExtension	N	Insert here the set of InstrumentExtension fields defined in COMMON COMPONENTS OF APPLICATION MESSAGES
→Component	FinancingDetails	N	Insert here the set of FinancingDetails fields defined in COMMON COMPONENTS OF APPLICATION MESSAGES
→Component	SecurityTradingRules	N
→Component	StrikeRules	N
→Component	UndInstrmtGrp	N
→15	Currency	N
→2897	CurrencyCodeSource	N
→Component	Stipulations	N
→Component	SecLstUpdRelSymsLegGrp	N
→Component	RelatedInstrumentGrp	N
→Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData fields defined in COMMON COMPONENTS OF APPLICATION MESSAGES
→Component	YieldData	N	Insert here the set of YieldData fields defined in COMMON COMPONENTS OF APPLICATION MESSAGES
→1504	RelSymTransactTime	N
→58	Text	N	Comment, instructions, or other identifying information.
→354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
→355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

SecLstUpdRelSymsLegGrp

Tag	Name	Req’d	Description
555	NoLegs	N
→Component	InstrumentLeg	N	Insert here the set of Instrument Legs (leg symbology) fields defined in common components of application messages Required if NoLegs > 0
→690	LegSwapType	N
→587	LegSettlType	N
→Component	LegStipulations	N	Insert here the set of LegStipulations (leg symbology) fields defined in common components of application messages Required if NoLegs > 0
→Component	LegBenchmarkCurveData	N	Insert here the set of LegBenchmarkCurveData (leg symbology) fields defined in common components of application messages Required if NoLegs > 0

SecMassStatGrp

Tag	Name	Req’d	Description
146	NoRelatedSym	N
→Component	Instrument	N	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages. Conditionally required if NoRelatedSym > 0.
→Component	InstrumentExtension	N	Insert here the set of InstrumentExtension fields defined in Common Components of Application Messages.
→Component	FinancingDetails	N
→Component	UndInstrmtGrp	N
→Component	InstrmtLegGrp	N
→Component	RelatedInstrumentGrp	N
→326	SecurityTradingStatus	N	Conditionally required if NoRelatedSym > 0.
→1174	SecurityTradingEvent	N
→327	HaltReason	N
→291	FinancialStatus	N
→292	CorporateAction	N
→58	Text	N	Comment, instructions, or other identifying information.
→354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
→355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

SecTypesGrp

Tag	Name	Req’d	Description
558	NoSecurityTypes	N
→167	SecurityType	N	Required if NoSecurityTypes > 0
→762	SecuritySubType	N
→460	Product	N
→461	CFICode	N
→2891	UPICode	N
→60	TransactTime	N

SecondaryPriceLimits

Tag	Name	Req’d	Description
1305	SecondaryPriceLimitType	N
1221	SecondaryLowLimitPrice	N
1230	SecondaryHighLimitPrice	N
1240	SecondaryTradingReferencePrice	N

SecurityClassificationGrp

Tag	Name	Req’d	Description
1582	NoSecurityClassifications	N
→1583	SecurityClassificationReason	N	Conditionally required if NoSecurityClassifications > 0.
→1584	SecurityClassificationValue	N

SecurityTradingRules

Tag	Name	Req’d	Description
Component	BaseTradingRules	N	This block contains the base trading rules
Component	TradingSessionRulesGrp	N	This block contains the trading rules specific to a trading session
Component	NestedInstrumentAttribute	N

StrikeRules

Tag	Name	Req’d	Description
1201	NoStrikeRules	N
→1223	StrikeRuleID	N	Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
→1202	StartStrikePxRange	N	Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying
→1203	EndStrikePxRange	N	Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying
→1204	StrikeIncrement	N	Value by which strike price should be incremented within the specified price
→1304	StrikeExerciseStyle	N	Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle
→Component	MaturityRules	N	Describes the maturity rules for a given set of strikes as defined by StrikeRules

TradingSessionRulesGrp

Tag	Name	Req’d	Description
1309	NoTradingSessionRules	N
→336	TradingSessionID	N	Identifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session
→625	TradingSessionSubID	N	Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id
→Component	TradingSessionRules	N	Contains trading rules specified at the trading session level

Appendix – Common Category

Components

AuctionTypeRuleGrp

Tag	Name	Req’d	Description
2548	NoAuctionTypeRules	N
→1803	AuctionType	N	Required if NoAuctionTypeRules(2548) > 0. AuctionType(1803) = 0 (None) can be used to invalidate all auction types on the instrument level that are defined on a market segment level.
→2549	AuctionTypeProductComplex	N	Can be used to limit auction order type to specific product suite. Use multiple entries with the same AuctionType(1803) if multiple but not all product suites are supported.

BaseTradingRules

Tag	Name	Req’d	Description
Component	TickRules	N	Specifies price tick rules for the security.
Component	LotTypeRules	N	Specifies the lot types that are valid for trading.
Component	PriceLimits	N	Specifies the price limits that are valid for trading.
Component	PriceRangeRuleGrp	N	Specifies the valid price range tables for trading.
Component	QuoteSizeRuleGrp	N	Specifies the valid quote sizes for trading.
827	ExpirationCycle	N
1786	TradeVolType	N
562	MinTradeVol	N
1140	MaxTradeVol	N	For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade.
1143	MaxPriceVariation	N
1144	ImpliedMarketIndicator	N
1245	TradingCurrency	N
2934	TradingCurrencyCodeSource	N
561	RoundLot	N
1377	MultilegModel	N	Used for multileg security only.
1378	MultilegPriceMethod	N	Used for multileg security only.
423	PriceType	N	Defines the default price type used for trading.
2557	FastMarketPercentage	N	Can be used as a factor to be applied to other base trading rules during a fast market, e.g. to widen price or size ranges by the specified percentage factor.
2559	QuoteSideIndicator	N

ExecInstRules

Tag	Name	Req’d	Description
1232	NoExecInstRules	N
→1308	ExecInstValue	N	Indicates execution instructions that are valid for the specified market segment

InstrumentScope

Tag	Name	Req’d	Description
1536	InstrumentScopeSymbol	N
1537	InstrumentScopeSymbolSfx	N
1538	InstrumentScopeSecurityID	N
1539	InstrumentScopeSecurityIDSource	N
Component	InstrumentScopeSecurityAltIDGrp	N
1543	InstrumentScopeProduct	N
1544	InstrumentScopeProductComplex	N
1545	InstrumentScopeSecurityGroup	N
1546	InstrumentScopeCFICode	N
2895	InstrumentScopeUPICode	N
1547	InstrumentScopeSecurityType	N
1548	InstrumentScopeSecuritySubType	N
1549	InstrumentScopeMaturityMonthYear	N
1550	InstrumentScopeMaturityTime	N
1551	InstrumentScopeRestructuringType	N
1552	InstrumentScopeSeniority	N
1553	InstrumentScopePutOrCall	N
1554	InstrumentScopeFlexibleIndicator	N
1555	InstrumentScopeCouponRate	N
1616	InstrumentScopeSecurityExchange	N
1556	InstrumentScopeSecurityDesc	N
1620	InstrumentScopeEncodedSecurityDescLen	N
1621	InstrumentScopeEncodedSecurityDesc	N
1557	InstrumentScopeSettlType	N	Can be used to specify FX tenors.

InstrumentScopeGrp

Tag	Name	Req’d	Description
1656	NoInstrumentScopes	N
→1535	InstrumentScopeOperator	N	Required when NoInstrumentScopes > 0.
→Component	InstrumentScope	N

InstrumentScopeSecurityAltIDGrp

Tag	Name	Req’d	Description
1540	NoInstrumentScopeSecurityAltID	N
→1541	InstrumentScopeSecurityAltID	N	Required when NoInstrumentScopeSecurityAltID > 0.
→1542	InstrumentScopeSecurityAltIDSource	N	Required when NoInstrumentScopeSecurityAltID > 0.

LegBenchmarkCurveData

Tag	Name	Req’d	Description
676	LegBenchmarkCurveCurrency	N
2951	LegBenchmarkCurveCurrencyCodeSource	N
677	LegBenchmarkCurveName	N
678	LegBenchmarkCurvePoint	N
679	LegBenchmarkPrice	N
680	LegBenchmarkPriceType	N

LotTypeRules

Tag	Name	Req’d	Description
1234	NoLotTypeRules	N
→1093	LotType	N	Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize (max is next level minus 1). Required if NoLotTypeRules(1234) > 0.
→1231	MinLotSize	N	Minimum lot size allowed based on lot type specified in LotType(1093)

MarketDataFeedTypes

Tag	Name	Req’d	Description
1141	NoMDFeedTypes	N
→1022	MDFeedType	N	Required if NoMDFeedTypes(1141) > 0.
→1683	MDSubFeedType	N
→264	MarketDepth	N	Specifies the depth of book (or levels of market depth) for the feed type.
→2563	MarketDepthTimeInterval	N	Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified.
→2564	MarketDepthTimeIntervalUnit	N	Conditionally required when MarketDataTimeInterval(2563) is specified.
→2565	MDRecoveryTimeInterval	N	Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified.
→2566	MDRecoveryTimeIntervalUnit	N	Conditionally required when MDRecoveryTimeInterval(2565) is specified.
→1021	MDBookType	N
→1173	MDSubBookType	N
→2567	PrimaryServiceLocationID	N
→2568	SecondaryServiceLocationID	N

MarketSegmentScopeGrp

Tag	Name	Req’d	Description
1310	NoMarketSegments	N
→1301	MarketID	N	Required if NoMarketSegments(1310) > 0.
→1300	MarketSegmentID	N

MatchRules

Tag	Name	Req’d	Description
1235	NoMatchRules	N
→1142	MatchAlgorithm	N	Required if NoMatchRules(1235) > 0.
→574	MatchType	N
→2569	MatchRuleProductComplex	N	Can be used to limit match rule to specific product suite.
→2570	CustomerPriority	N	Can be used to give customer orders priority for the given matching algorithm.

OrdTypeRules

Tag	Name	Req’d	Description
1237	NoOrdTypeRules	N
→40	OrdType	N	Indicates order types that are valid for the specified market segment.

PriceLimits

Tag	Name	Req’d	Description
1306	PriceLimitType	N	Describes the how the price limits are expressed
1148	LowLimitPrice	N	Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected
1149	HighLimitPrice	N	Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected
1150	TradingReferencePrice	N	Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.

PriceRangeRuleGrp

Tag	Name	Req’d	Description
2550	NoPriceRangeRules	N
→2551	StartPriceRange	N	Required if NoPriceRangeRules(2550) > 0.
→2552	EndPriceRange	N
→2553	PriceRangeValue	N	Mutually exclusive with PriceRangePercentage(2554).
→2554	PriceRangePercentage	N	Mutually exclusive with PriceRangeValue(2553).
→2556	PriceRangeRuleID	N	Can be used to provide an identifier so that the rule can be reference via the ID elsewhere.
→2555	PriceRangeProductComplex	N	Can be used to limit price range to specific product suite.

QuoteSizeRuleGrp

Tag	Name	Req’d	Description
2558	NoQuoteSizeRules	N
→647	MinBidSize	N	Required if NoQuoteSizeRules(2558) > 0.
→648	MinOfferSize	N	Required if NoQuoteSizeRules(2558) > 0.
→2447	FastMarketIndicator	N	Used to define the sizes applicable for fast market conditions.

RequestingPartyGrp

Tag	Name	Req’d	Description
1657	NoRequestingPartyIDs	N
→1658	RequestingPartyID	N	Required when NoRequestingPartyIDs > 0.
→1659	RequestingPartyIDSource	N	Required when NoRequestingPartyIDs > 0.
→1660	RequestingPartyRole	N	Required when NoRequestingPartyIDs > 0.
→2338	RequestingPartyRoleQualifier	N
→Component	RequestingPartySubGrp	N

RequestingPartySubGrp

Tag	Name	Req’d	Description
1661	NoRequestingPartySubIDs	N
→1662	RequestingPartySubID	N	Required when NoRequestingPartySubIDs > 0.
→1663	RequestingPartySubIDType	N	Required when NoRequestingPartySubIDs > 0.

RoutingGrp

Tag	Name	Req’d	Description
215	NoRoutingIDs	N
→216	RoutingType	N	Indicates type of RoutingID. Required if NoRoutingIDs is > 0.
→217	RoutingID	N	Identifies routing destination. Required if NoRoutingIDs is > 0.

TickRules

Tag	Name	Req’d	Description
1205	NoTickRules	N
→1206	StartTickPriceRange	N	Required if NoTickRules(1205) > 0.
→1207	EndTickPriceRange	N
→1208	TickIncrement	N
→1209	TickRuleType	N
→2571	TickRuleProductComplex	N	Can be used to limit tick rule to specific product suite.
→1830	SettlPriceIncrement	N
→1831	SettlPriceSecondaryIncrement	N

TimeInForceRules

Tag	Name	Req’d	Description
1239	NoTimeInForceRules	N
→59	TimeInForce	N	Indicates time in force techniques that are valid for the specified market segment

TradingSessionRules

Tag	Name	Req’d	Description
Component	OrdTypeRules	N	Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.
Component	TimeInForceRules	N	Specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.
Component	ExecInstRules	N	Specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.
Component	AuctionTypeRuleGrp	N	Specifies the auction order types that are valid for trading on the identified. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.
Component	MatchRules	N	Specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.
Component	MarketDataFeedTypes	N	Specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.