FIX Version FIX.5.0SP2 Extension Pack EP125

Approval Date 2010-08-24T00:00:00.000

Description EP125




Field Changes

Updated Fields

TagNameTypeDescriptionAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataType
770Trading / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions)
278MDIDMarketDataID


New Fields

TagNameTypeDescriptionAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataType
1745BidMDEntryIDStringThe market data entry identifier of the bid side of a quoteBidMDID0
1746OfferMDEntryIDStringThe market data entry identifier of the offer side of a quote.OfrMDID0
1747BidQuoteIDStringMarketplace assigned quote identifier for the bid side. Can be used to indicate priority.BidQID0
1748OfferQuoteIDStringMarketplace assigned quote identifier for the offer side. Can be used to indicate priority.OfrQID0



Message/Component Content

Message/Components Content Changes

ComponentIDTagTextIndentPositionReqdDescription
9198030Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority.

Messages/Components  Content Added

ComponentIDTagTextIndentPositionReqdDescription
927808.10Reference to the MDEntryID(278) of this order or quote in the market data.
910800163.10
910810163.20
681747039.10
681748039.20
681745039.30
681746039.40