FIX Version FIX.5.0SP2 Extension Pack EP106

Approval Date 2009-10-22T00:00:00

Description ISE Market Data Extensions




Field Changes

Updated Fields

TagNameTypeDescriptionAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataType
324Unique ID of a Security Status Request or a Security Mass Status Request message.


New Fields

TagNameTypeDescriptionAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataType
1679SecurityMassTradingStatusintIdentifies the trading status applicable to a group of instruments.TrdgStat0326
1680SecurityMassTradingEventintIdentifies an event related to the mass trading status.SecTrdEvnt01174
1681MassHaltReasonintDenotes the reason for the Opening Delay or Trading halt of a group of securities.HaltRsn0327
1682MDSecurityTradingStatusintIdentifies the trading status applicable to the instrument in the market data message.TrdgStat0326
1683MDSubFeedTypeStringDescribes a sub-class for a given class of service defined by MDFeedType (1022)MDSubFeedTyp0
1684MDHaltReasonintDenotes the reason for the Opening Delay or Trading Halt.HaltRsn0327



Enumerations

Enumerations Added

TagValueSymbolicNameGroupSortDescriptionDefinition
269bMarketBid37Market Bid
269cMarketOffer38Market Offer

Messages

Messages Added

MsgTypeComponentIDNameCategoryIDSectionIDAbbrNameNotReqXMLDescription
CN125SecurityMassStatusRequestSecuritiesReferenceDataPreTradeSecMassStatReq0
CO126SecurityMassStatusSecuritiesReferenceDataPreTradeSecMassStat0

Components

Components Changed

ComponentIDComponentTypeCategoryIDNameAbbrNameNotReqXMLVolumeDescription
2162Common
2163Common

Components Added

ComponentIDComponentTypeCategoryIDNameAbbrNameNotReqXMLVolumeDescription
2186BlockRepeatingSecuritiesReferenceDataSecMassStatGrpSecMassStat0

Message/Component Content

Messages/Components  Content Added

ComponentIDTagTextIndentPositionReqdDescription
2123168311.110
30168301.22010
30130102.20
30130002.30
301682010.10
301684010.20
31168301.210
31130102.10
31130002.20
125StandardHeader011MsgType = CN
125324021Must be unique, or the ID of previous Security Mass Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
125InstrumentScope030
125263041SubcriptionRequestType 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.
1251465050
1251301060
1251300070
125336080
125625090
125StandardTrailer0101
126StandardHeader011MsgType = CO
126ApplicationSequenceControl020
126324030Required when mass status is in response to a Security Mass Status Request message.
1261465040Identifies all securities for a security list identifier.
1261301050Identifies all securities for a market.
1261300060Identifies all securities for a market segment.
126336070Identifies all securities for a trading session.
126625080Identifies all securities for a trading sub-session.
126InstrumentScope090
1263250100Set to "Y" if message is sent as a result of a subscription request not a snapshot request.
12616790110
12616800120
12616810130
12610210140Used to relay changes in the book type.
1262640150Used to relay changes in Market Depth.
126600160Time of state change for security list.
1263340170
126SecMassStatGrp0180
126StandardTrailer0191
2186146010Number of exceptions with a trading status different from SecurityMassTradingStatus (1679).
2186Instrument120Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". Conditionally required if NoRelatedSym > 0.
2186InstrumentExtension130Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages".
2186UndInstrmtGrp140
2186InstrmtLegGrp150
2186326160Conditionally required if NoRelatedSym > 0.
21861174170
2186327180
2186291190
21862921100
2186581110Comment, instructions, or other identifying information.
21863541120Must be set if EncodedText field is specified and must immediately precede it.
21863551130Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.