| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 378 | The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel. | |||||||||||
| 1143 | The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. | |||||||||||
| 1377 | Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities. | |||||||||||
| 1492 | UTCDateOnly | |||||||||||
| 1493 | UTCDateOnly | |||||||||||
| 2054 | UTCDateOnly | |||||||||||
| 2055 | UTCDateOnly | |||||||||||
| 2251 | UTCDateOnly | |||||||||||
| 2252 | UTCDateOnly | |||||||||||
| 2400 | Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific. |
| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2528 | ClearingSettlPrice | Price | SetPx | 0 | Clearing settlement price. | ||||||
| 2535 | MDReportEvent | int | MDRptEvent | 0 | Technical event within market data feed. | ||||||
| 2536 | MDReportCount | int | MDRptCnt | 0 | Number of reference and market data messages in-between two MarketDataReport(35=DR) messages. | ||||||
| 2537 | TotNoMarketSegmentReports | int | TotNoMktSegRpts | 0 | Total number of reports related to market segments. | ||||||
| 2538 | TotNoInstrumentReports | int | TotNoInstrmtRpts | 0 | Total number of reports related to instruments. | ||||||
| 2539 | TotNoPartyDetailReports | int | TotNoPtyDetlRpts | 0 | Total number of reports related to party detail information. | ||||||
| 2540 | TotNoEntitlementReports | int | TotNoEntlmntRpts | 0 | Total number of reports related to party entitlement information. | ||||||
| 2541 | TotNoRiskLimitReports | int | TotNoRiskLmtRpts | 0 | Total number of reports related to party risk limit information. | ||||||
| 2542 | MarketSegmentStatus | int | MktSegStat | 0 | Status of market segment. | ||||||
| 2543 | MarketSegmentType | int | MktSegTyp | 0 | Used to classify the type of market segment. | ||||||
| 2544 | MarketSegmentSubType | int | MktSegSubTyp | 0 | Reserved100Plus | Used to further categorize market segments within a MarketSegmentType(2543). | |||||
| 2545 | NoRelatedMarketSegments | NumInGroup | 1 | Number of related market segments. | |||||||
| 2546 | RelatedMarketSegmentID | String | ReltdMktSegID | 0 | Identifies a related market segment. | ||||||
| 2547 | MarketSegmentRelationship | int | MktSegRltnshp | 0 | Reserved100Plus | Type of relationship between two or more market segments. | |||||
| 2548 | NoAuctionTypeRules | NumInGroup | 1 | Number of auction order types. | |||||||
| 2549 | AuctionTypeProductComplex | String | AuctTypProdCmplx | 0 | Identifies an entire suite of products for which the auction order type rule applies. | ||||||
| 2550 | NoPriceRangeRules | NumInGroup | 1 | Number of rules related to price ranges. | |||||||
| 2551 | StartPriceRange | Price | StartPxRng | 0 | Lower boundary for price range. | ||||||
| 2552 | EndPriceRange | Price | EndPxRng | 0 | Upper boundary for price range. | ||||||
| 2553 | PriceRangeValue | Price | PxRngValu | 0 | Maximum range expressed as absolute value. | ||||||
| 2554 | PriceRangePercentage | Percentage | PxRngPctage | 0 | Maximum range expressed as percentage. | ||||||
| 2555 | PriceRangeProductComplex | String | PxRngProdCmplx | 0 | Identifies an entire suite of products in the context of trading rules related to price ranges. | ||||||
| 2556 | PriceRangeRuleID | String | PxRngRuleID | 0 | Identifier for a price range rule. | ||||||
| 2557 | FastMarketPercentage | Percentage | FastMktPctage | 0 | The percentage factor to be applied to trading rule parameters (e.g. price ranges, size ranges, etc.) when fast market conditions are applicable. | ||||||
| 2558 | NoQuoteSizeRules | NumInGroup | 1 | Number of rules related to quote sizes. | |||||||
| 2559 | QuoteSideIndicator | Boolean | QuotSideInd | 0 | Indicates whether single sided quotes are allowed. | ||||||
| 2560 | NoFlexProductEligibilities | NumInGroup | 1 | Number of eligibility indicators for the creation of flexible securities. | |||||||
| 2561 | FlexProductEligibilityComplex | String | FlexProdEligCmplx | 0 | Identifies an entire suite of products which are eligible for the creation of flexible securities. | ||||||
| 2562 | NumOfComplexInstruments | int | NumCmplxInstrmt | 0 | Represents the total number of multileg securities or user defined securities that make up the security. | ||||||
| 2563 | MarketDepthTimeInterval | int | MktDepthTmIntvl | 0 | Specifies the time interval used for netting market data in a price depth feed. | ||||||
| 2564 | MarketDepthTimeIntervalUnit | int | MktDepthTmIntvlUnit | 0 | 1429 | The time unit associated with the time interval of the netting of market data in a price depth feed. | |||||
| 2565 | MDRecoveryTimeInterval | int | MDRcvryTmIntvl | 0 | Specifies the time interval between two repetitions of the same market data for cyclic recovery feeds. | ||||||
| 2566 | MDRecoveryTimeIntervalUnit | int | MDRcvryTmIntvlUnit | 0 | 1429 | The time unit associated with the time interval between two cycles of the same market data in cyclic data recovery feeds. | |||||
| 2567 | PrimaryServiceLocationID | String | SvcLctnID1 | 0 | Primary service location identifier. | ||||||
| 2568 | SecondaryServiceLocationID | String | SvcLctnID2 | 0 | Secondary or alternate service location identifier. | ||||||
| 2569 | MatchRuleProductComplex | String | MtchRuleProdCmplx | 0 | Identifies an entire suite of products for which the matching rule applies. | ||||||
| 2570 | CustomerPriority | int | CustPri | 0 | Specifies the kind of priority given to customers. | ||||||
| 2571 | TickRuleProductComplex | String | TickRuleProdCmplx | 0 | Identifies an entire suite of products for which the price tick rule applies. | ||||||
| 2572 | PreviousAdjustedOpenInterest | Amt | PrevAdjOpenInt | 0 | Previous day's adjusted open interest. | ||||||
| 2573 | PreviousUnadjustedOpenInterest | Amt | PrevUnadjOpenInt | 0 | Previous day's unadjusted open interest. | ||||||
| 2574 | LowExercisePriceOptionIndicator | Boolean | LowExerPxOptInd | 0 | Indicates if a given option instrument permits low exercise prices (LEPO). | ||||||
| 2575 | BlockTradeEligibilityIndicator | Boolean | BlckTrdEligInd | 0 | Indicates if a given instrument is eligible for block trading. | ||||||
| 2576 | InstrumentPricePrecision | int | PxPrcsn | 0 | Specifies the number of decimal places for instrument prices. | ||||||
| 2577 | StrikePricePrecision | int | StrkPxPrcsn | 0 | Specifies the number of decimal places for exercise price. | ||||||
| 2578 | OrigStrikePrice | Price | OrigStrkPx | 0 | Original exercise price, e.g. after corporate action requiring changes. | ||||||
| 2579 | SettlSubMethod | int | SettlSubMeth | 0 | Reserved100Plus | Specifies a suitable settlement sub-method for a given settlement method. | |||||
| 2580 | NoClearingPriceParameters | NumInGroup | 1 | Number of parameter sets for clearing prices. | |||||||
| 2581 | BusinessDayType | int | BizDayTyp | 0 | 40921 | Relative identification of a business day. | |||||
| 2582 | ClearingPriceOffset | PriceOffset | ClrPxOfst | 0 | Constant value required for the calculation of the clearing price, e.g. for variance futures. | ||||||
| 2583 | VegaMultiplier | float | VegaMult | 0 | Constant value required for the calculation of the clearing quantity, e.g. for variance futures. | ||||||
| 2584 | AnnualTradingBusinessDays | int | AnnlTrdgBizDays | 0 | Number of trading business days in a year. | ||||||
| 2585 | TotalTradingBusinessDays | int | TotTrdgBizDays | 0 | Number of trading business days over the lifetime of an instrument. | ||||||
| 2586 | TradingBusinessDays | int | TrdgBizDays | 0 | Number of actual trading business days of an instrument. | ||||||
| 2587 | RealizedVariance | float | RlzdVarnc | 0 | Actual or realized variance of an instrument used to calculate settlement prices, e.g. for variance futures. | ||||||
| 2588 | StandardVariance | float | StdVarnc | 0 | Standard variance (over the lifetime of an instrument) or initial variance used to calculate settlement prices, e.g. for variance futures. | ||||||
| 2589 | RelatedClosePrice | Price | ReltdClsPx | 0 | Closing price of the underlying required to calculate the RealizedVariance(2587). | ||||||
| 2590 | OvernightInterestRate | float | OvrNiteIntRt | 0 | Overnight interest rate. | ||||||
| 2591 | AccumulatedReturnModifiedVariationMargin | float | ARMVM | 0 | The economic cost of the variation margin from one trading day to the next. | ||||||
| 2592 | CalculationMethod | int | CalcMeth | 0 | Specifies how the calculation will be made. |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|
| 297 | 15 | Canceled due to crossed market | |||||
| 965 | 1 | Instrument is active, i.e. trading is possible. | |||||
| 965 | 2 | Instrument has previously been active and is now no longer traded but has not expired yet. The instrument may become active again. | |||||
| 1377 | 1 | User-defined Multileg Security | |||||
| 40921 | 1 | None (current day) |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration |
|---|---|---|---|---|---|---|
| 2535 | 1 | StartInstrumentRefData | 1 | Start of instrument reference data | ||
| 2535 | 2 | EndInstrumentRefData | 2 | End of instrument reference data | ||
| 2535 | 3 | StartOffMarketTrades | 3 | Start of off-market trades | ||
| 2535 | 4 | EndOffMarketTrades | 4 | End of off-market trades | ||
| 2535 | 5 | StartOrderBookTrades | 5 | Start of order book trades | ||
| 2535 | 6 | EndOrderBookTrades | 6 | End of order book trades | ||
| 2535 | 7 | StartOpenInterest | 7 | Start of open interest | ||
| 2535 | 8 | EndOpenInterest | 8 | End of open interest | ||
| 2535 | 9 | StartSettlementPrices | 9 | Start of settlement prices | ||
| 2535 | 10 | EndSettlementPrices | 10 | End of settlement prices | ||
| 2535 | 11 | StartStatsRefData | 11 | Start of statistics reference data | ||
| 2535 | 12 | EndStatsRefData | 12 | End of statistics reference data | ||
| 2535 | 13 | StartStatistics | 13 | Start of statistics | ||
| 2535 | 14 | EndStatistics | 14 | End of statistics | ||
| 2542 | 1 | Active | 1 | Active | Market segment is active, i.e. trading is possible. | |
| 2542 | 2 | Inactive | 2 | Inactive | Market segment has previously been active and is now inactive. | |
| 2542 | 3 | Published | 3 | Published | Market segment information is provided prior to its first activation. | |
| 2543 | 1 | Pool | 1 | Pool | Used when multiple market segments are being grouped or pooled together. | |
| 2543 | 2 | Retail | 2 | Retail | ||
| 2543 | 3 | Wholesale | 3 | Wholesale | ||
| 2544 | 1 | InterProductSpread | 1 | Inter-product spread | Complex instruments which consist of leg instruments from different products, e.g. a location spread which include country-specific products in each leg instrument. | |
| 2547 | 1 | MarketSegmentPoolMember | 1 | Market segment pool member | Market segments represent constituents of the pool identified. | |
| 2547 | 2 | RetailSegment | 2 | Retail segment | Retail segment related to wholesale segment identified. | |
| 2547 | 3 | WholesaleSegment | 3 | Wholesale segment | Wholesale segment related to retail segment identified. | |
| 2559 | N | No | 0 | Single sided quotes are not allowed | ||
| 2559 | Y | Yes | 1 | Single sided quotes are allowed | ||
| 2570 | 0 | NoPriority | 0 | No priority | ||
| 2570 | 1 | UnconditionalPriority | 1 | Unconditional priority | ||
| 1648 | 5 | RetailEquivalent | 5 | Retail equivalent of wholesale instrument | ||
| 2579 | 1 | Shares | 1 | Shares | ||
| 2579 | 2 | Derivatives | 2 | Derivatives | ||
| 2579 | 3 | PaymentVsPayment | 3 | Payment vs payment | ||
| 2579 | 4 | Notional | 4 | Notional | ||
| 2579 | 5 | Cascade | 5 | Cascade | ||
| 2579 | 6 | Repurchase | 6 | Repurchase | ||
| 2579 | 99 | Other | 99 | Other | ||
| 965 | 3 | ActiveClosingOrdersOnly | 3 | Active, closing orders only | Instrument is active but only orders closing positions (reducing risk) are allowed. | |
| 965 | 4 | Expired | 4 | Expired | Instrument has expired. E.g. An instrument may expire due to reaching maturity or expired based on contract definitions or exchange rules. | |
| 965 | 5 | Delisted | 5 | Delisted | Instrument has been removed from securities reference data. Delisting rules varies from exchange to exchange, which may include non-compliance of capitalization, revenue, consecutive minimum closing price. The instrument may become listed again once the instrument is back in compliance. A delisted instrument would not trade on the exchange but it may still be traded over-the-counter (e.g. OTCBB) or on Pink Sheets, or other similar trading service. | |
| 965 | 6 | KnockedOut | 6 | Knocked-out | Instrument has breached a pre-defined price threshold. | |
| 965 | 7 | KnockOutRevoked | 7 | Knock-out revoked | Instrument reinstated, i.e. threshold has not been breached. | |
| 965 | 8 | PendingExpiry | 8 | Pending Expiry | Instrument is currently still active but will expire after the current business day. For example, a contract that expires intra-day (e.g. at noon time) and is no longer tradeable but will still show up in the current day's order book with related statistics. | |
| 965 | 9 | Suspended | 9 | Suspended | Instrument has been temporarily disabled for trading (i.e. halted). | |
| 965 | 10 | Published | 10 | Published | Instrument information is provided prior to its first activation. | |
| 965 | 11 | PendingDeletion | 11 | Pending Deletion | Instrument is awaiting deletion from security reference data. | |
| 2592 | 0 | Automatic | 0 | Automatic (default) | ||
| 2592 | 1 | Manual | 1 | Manual |
| MsgType | ComponentID | Name | CategoryID | SectionID | AbbrName | NotReqXML | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|---|---|
| BU | The MarketDefinition(35=BU) message is used to respond to MarketDefinitionRequest(35=BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport(35=BV). | ||||||||
| BV | In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the MarketDefinition(35=BU) message. | ||||||||
| CK | The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information. | ||||||||
| CZ | The PartyEntitlementsUpdateReport(35=CZ) is used to convey incremental changes to party entitlements. It is similar to the PartyEntitlementsReport(35=CV). This message uses the PartyEntitlementsUpdateGrp component which includes the ability to specify an update action using ListUpdateAction(1324). | ||||||||
| CR | The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action. | ||||||||
| c | The SecurityDefinitionRequest(35=c) message is used for the following: 1. Request a specific security to be traded with the second party. The requested security can be defined as a multileg security made up of one or more instrument legs. 2. Request a set of individual securities for a single market segment. 3. Request all securities, independent of market segment. | ||||||||
| d | The SecurityDefinition(35=d) message is used for the following: 1. Accept the security defined in a SecurityDefinition(35=d) message. 2. Accept the security defined in a SecurityDefinition(35=d) message with changes to the definition and/or identity of the security. 3. Reject the security requested in a SecurityDefinition(35=d) message. 4. Respond to a request for securities within a specified market segment. 5. Convey comprehensive security definition for all market segments that the security participates in. 6. Convey the security's trading rules that differ from default rules for the market segment. | ||||||||
| BP | This message is used for reporting updates to a product security master file. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. |
| MsgType | ComponentID | Name | CategoryID | SectionID | AbbrName | NotReqXML | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|
| DR | 154 | MarketDataReport | MarketData | PreTrade | MktDataRpt | 0 | The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle. |
| ComponentID | ComponentType | CategoryID | Name | AbbrName | NotReqXML | Volume | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|---|---|
| 2131 | Block | Trading rules that are applicable to a market, market segment or individual security independent of a trading session. | |||||||
| 2123 | BlockRepeating | The MarketDataFeedTypes component is used to specify the different available feed types and sub-types, and additional market data feed related attributes, such as the market depth of the specified feed type. | |||||||
| 2125 | BlockRepeating | The MatchRules component is used to specify the details of order matching rules for specified product group or complex. | |||||||
| 2118 | The TickRules component specifies the rules for determining how a security ticks, i.e. the price increments which it can be quoted, traded, and for certain cases settled, depending on the current price of the security. | ||||||||
| 2178 | Common |
| ComponentID | ComponentType | CategoryID | Name | AbbrName | NotReqXML | Volume | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|
| 2253 | BlockRepeating | Common | AuctionTypeRuleGrp | AuctTypRule | 0 | The AuctionTypeRuleGrp component is used to specify the auction rule applicable for a given product group or complex, for example. | ||
| 2254 | BlockRepeating | Common | FlexProductEligibilityGrp | FlexProdElig | 0 | The FlexProductEligibilityGrp component is used to specify whether securities within a product group or complex are eligible for creating flexible securities. | ||
| 2255 | BlockRepeating | Common | PriceRangeRuleGrp | PxRngRule | 0 | The PriceRangeRulesGrp component is used to specify the price range rules for a given product group or complex. | ||
| 2256 | BlockRepeating | Common | QuoteSizeRuleGrp | QteSzRule | 0 | Rules for minimum bid and offer sizes of quotes. | ||
| 2257 | BlockRepeating | Common | RelatedMarketSegmentGrp | ReltdMktSeg | 0 | This component is used to identify market segments that are related to each other for a business purpose. This component should not be used in lieu of available explicit FIX fields that denote specific relationships (e.g. ParentMktSegmID(1325) for parent market segments), but rather should be used when no such fields exist. | ||
| 2258 | BlockRepeating | Common | ClearingPriceParametersGrp | ClrPxPrm | 0 | This component is used convey parameters that are relevant for the calculation of clearing prices that are different from the trading prices due to the nature of the product, e.g. variance futures. |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 106 | 1394 | Unique identifier for each market definition message. | |||
| 106 | 1397 | Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. | |||
| 106 | 1398 | Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. | |||
| 106 | 1325 | Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. | |||
| 106 | BaseTradingRules | Used to specify the base trading rules for the identified market or market segment. | |||
| 106 | OrdTypeRules | Used to specify the order types that are valid for trading on the identified market or market segment. | |||
| 106 | TimeInForceRules | Used to specify the time in force rules that are valid for trading on the identified market or market segment. | |||
| 106 | ExecInstRules | Used to specify the execution instructions that are valid for trading on the identified market or market segment. | |||
| 106 | 58 | ||||
| 106 | 354 | Must be set if EncodedText(355) field is specified and must immediately precede it. | |||
| 106 | 355 | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. | |||
| 107 | 1394 | Unique identifier for each market definition message. | |||
| 107 | 1397 | Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. | |||
| 107 | 1398 | Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. | |||
| 107 | 1325 | Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. | |||
| 107 | BaseTradingRules | Used to specify the valid base trading rules for the identified market or market segment. | |||
| 107 | OrdTypeRules | Used to specify the order types that are valid for trading on the identified market or market segment. | |||
| 107 | TimeInForceRules | Used to specify the time in force rules that are valid for trading on the identified market or market segment. | |||
| 107 | ExecInstRules | Used to specify the execution instructions that are valid for trading on the identified market or market segment. | |||
| 107 | 58 | ||||
| 107 | 354 | Must be set if EncodedText(355) field is specified and must immediately precede it. | |||
| 107 | 355 | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. | |||
| 122 | 1505 | Conditionally required when responding to the PartyDetailsListRequest(35=CF) message. | |||
| 122 | 354 | Must be set if EncodedText(355) field is specified and must immediately precede it. | |||
| 122 | 355 | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. | |||
| 136 | 1770 | Conditionally required when responding to a PartyEntitlementsRequest(35=CU) message. | |||
| 136 | 354 | Must be set if EncodedText(355) field is specified and must immediately precede it. | |||
| 136 | 355 | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. | |||
| 128 | 1760 | Can be used if sent as part of a subscription started by a PartyRiskLimitsRequest(35=CL). | |||
| 128 | 354 | Must be set if EncodedText(355) field is specified and must immediately precede it. | |||
| 128 | 355 | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. | |||
| 36 | Instrument | ||||
| 36 | InstrumentExtension | ||||
| 36 | UndInstrmtGrp | ||||
| 36 | 58 | ||||
| 36 | 354 | Must be set if EncodedText(355) field is specified and must immediately precede it. | |||
| 36 | 355 | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. | |||
| 36 | 336 | Optional trading session identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. | |||
| 36 | InstrmtLegGrp | ||||
| 37 | 964 | Used to identify the SecurityDefinition(35=d) message. | |||
| 37 | 292 | ||||
| 37 | 322 | Used to identify the response to a SecurityDefinitionRequest(35=c) message. | |||
| 37 | 323 | ||||
| 37 | 1607 | Used to specify a rejection reason when SecurityResponseType(323)=5 (Reject security proposal). | |||
| 37 | Instrument | ||||
| 37 | InstrumentExtension | ||||
| 37 | UndInstrmtGrp | ||||
| 37 | 58 | ||||
| 37 | 354 | Must be set if EncodedText(355) field is specified and must immediately precede it. | |||
| 37 | 355 | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. | |||
| 37 | 1606 | ||||
| 37 | 2562 | ||||
| 37 | InstrmtLegGrp | ||||
| 95 | 292 | ||||
| 95 | 964 | Used to identify the SecurityDefinitionUpdateReport(35=BP) message in a bulk message transfer. Not used in request/response messaging. | |||
| 95 | 320 | Conditionally required when responding to the SecurityDefinitionRequest(35=c) message. | |||
| 95 | 322 | Used to identify the SecurityDefinitionUpdateReport(35=BP) message. | |||
| 95 | 323 | ||||
| 95 | 58 | ||||
| 95 | 354 | Must be set if EncodedText(355) field is specified and must immediately precede it. | |||
| 95 | 355 | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. | |||
| 95 | 1606 | ||||
| 39 | Instrument | ||||
| 39 | InstrumentExtension | ||||
| 39 | UndInstrmtGrp | ||||
| 39 | InstrmtLegGrp | ||||
| 39 | 327 | ||||
| 39 | 264 | Used to relay changes in market depth. | |||
| 39 | 31 | Represents the last price for that security either on a consolidated or an individual participant basis at the time it is disseminated. | |||
| 39 | 60 | Time of status information. | |||
| 39 | 58 | ||||
| 39 | 326 | ||||
| 39 | 354 | Must be set if EncodedText(355) field is specified and must immediately precede it. | |||
| 39 | 355 | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. | |||
| 39 | 1174 | ||||
| 1003 | 1193 | Conditionally required if SettlSubMethod(2579) is specified. | |||
| 1003 | InstrumentParties | Used to identify the parties related to a specific instrument. | |||
| 2131 | TickRules | Specifies price tick rules for the security. | |||
| 2131 | 1786 | ||||
| 2131 | 562 | ||||
| 2131 | 1140 | For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade. | |||
| 2131 | 1143 | ||||
| 2131 | 1245 | ||||
| 2131 | 561 | ||||
| 2131 | 1377 | Used for multileg security only. | |||
| 2131 | 1378 | Used for multileg security only. | |||
| 2131 | 423 | Defines the default price type used for trading. | |||
| 2123 | 1141 | ||||
| 2123 | 1021 | 9 | |||
| 2123 | 1022 | 2 | Required if NoMDFeedTypes(1141) > 0. | ||
| 2123 | 1683 | 3 | |||
| 2123 | 264 | 4 | Specifies the depth of book (or levels of market depth) for the feed type. | ||
| 2125 | 1235 | ||||
| 2125 | 1142 | Required if NoMatchRules(1235) > 0. | |||
| 2125 | 574 | ||||
| 2118 | 1205 | ||||
| 33 | 117 | 0 | |||
| 2189 | 1694 | 0 | |||
| 9 | 1030 | ||||
| 9 | 111 | ||||
| 9 | 641 | ||||
| 14 | 1030 | ||||
| 17 | 1030 | ||||
| 98 | 540 | ||||
| 1024 | 90 | ||||
| 1024 | 91 | ||||
| 1025 | 89 | ||||
| 1025 | 93 | ||||
| 2062 | 818 |
| ComponentID | TagText |
|---|---|
| 9 | 1030 |
| 14 | 1030 |
| 17 | 1030 |
| 9 | 111 |
| 9 | 641 |
| 98 | 540 |
| 2062 | 818 |
| 1024 | 90 |
| 1024 | 91 |
| 1025 | 89 |
| 1025 | 93 |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 154 | StandardHeader | 0 | 1 | 1 | MsgType = DR |
| 154 | ApplicationSequenceControl | 0 | 2 | 0 | |
| 154 | 963 | 0 | 3 | 0 | Unique identifier for MarketDataReport(35=DR). |
| 154 | 2535 | 0 | 4 | 1 | |
| 154 | 2536 | 0 | 5 | 1 | |
| 154 | 60 | 0 | 6 | 0 | |
| 154 | 911 | 0 | 7 | 0 | |
| 154 | 2537 | 0 | 8 | 0 | |
| 154 | 2538 | 0 | 9 | 0 | |
| 154 | 2539 | 0 | 10 | 0 | |
| 154 | 2540 | 0 | 11 | 0 | |
| 154 | 2541 | 0 | 12 | 0 | |
| 154 | StandardTrailer | 0 | 13 | 1 | |
| 106 | 2542 | 0 | 9.1 | 0 | |
| 106 | 2543 | 0 | 9.3 | 0 | Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified. |
| 106 | 2544 | 0 | 9.5 | 0 | |
| 106 | InstrumentScopeGrp | 0 | 9.7 | 0 | Used to specify the types of securities that belong to the market segment. |
| 106 | RelatedMarketSegmentGrp | 0 | 9.9 | 0 | Used to specify market segments that have a relationship to the market segment defined in this message. |
| 106 | AuctionTypeRuleGrp | 0 | 14.2 | 0 | Used to specify the auction order types that are valid for trading on the identified market or market segment. |
| 106 | MarketDataFeedTypes | 0 | 14.4 | 0 | Used to specify the market data feed types that are valid for trading on the identified market or market segment. |
| 106 | MatchRules | 0 | 14.6 | 0 | Used to specify the matching rules that are valid for trading on the identified market or market segment. |
| 106 | FlexProductEligibilityGrp | 0 | 14.7 | 0 | Specifies the eligibility indicators for the creation of flexible securities. |
| 106 | Parties | 0 | 14.8 | 0 | Specifies parties relevant for the market or market segment, e.g. market makers. |
| 106 | 2400 | 0 | 14.9 | 0 | |
| 107 | 2542 | 0 | 10.1 | 0 | |
| 107 | 2543 | 0 | 10.3 | 0 | Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified. |
| 107 | 2544 | 0 | 10.5 | 0 | |
| 107 | InstrumentScopeGrp | 0 | 10.7 | 0 | Used to specify the types of securities that belong to the market segment. |
| 107 | RelatedMarketSegmentGrp | 0 | 10.9 | 0 | Used to specify market segments that have a relationship to the market segment defined in this message. |
| 107 | AuctionTypeRuleGrp | 0 | 16.1 | 0 | Used to specify the auction order types that are valid for trading on the identified market or market segment. |
| 107 | MarketDataFeedTypes | 0 | 16.3 | 0 | Used to specify the market data feed types that are valid for trading on the identified market or market segment. |
| 107 | MatchRules | 0 | 16.5 | 0 | Used to specify the matching rules that are valid for trading on the identified market or market segment. |
| 107 | FlexProductEligibilityGrp | 0 | 16.6 | 0 | Specifies the eligibility indicators for the creation of flexible securities. |
| 107 | Parties | 0 | 16.7 | 0 | Specifies parties relevant for the market or market segment, e.g. market makers. |
| 107 | 2400 | 0 | 16.9 | 0 | |
| 122 | RequestingPartyGrp | 0 | 6.2 | 0 | May be used to specify the requesting party in the event the request was made verbally or via other means. |
| 136 | RequestingPartyGrp | 0 | 6.2 | 0 | May be used to specify the requesting party in the event the request was made verbally or via other means. |
| 128 | RequestingPartyGrp | 0 | 7.2 | 0 | May be used to specify the requesting party in the event the request was made verbally or via other means. |
| 36 | RelatedInstrumentGrp | 0 | 6.2 | 0 | |
| 37 | RelatedInstrumentGrp | 0 | 7.2 | 0 | |
| 37 | 2572 | 0 | 10 | 0 | |
| 37 | 2573 | 0 | 11 | 0 | |
| 37 | 734 | 0 | 11.4 | 0 | |
| 37 | 2562 | 0 | 14.6 | 0 | |
| 37 | 2400 | 0 | 15.7 | 0 | |
| 95 | RelatedInstrumentGrp | 0 | 1.85 | 0 | |
| 95 | 2572 | 0 | 1.95 | 0 | |
| 95 | 2573 | 0 | 2 | 0 | |
| 95 | 734 | 0 | 2.1 | 0 | |
| 95 | 2562 | 0 | 2.45 | 0 | |
| 95 | 2400 | 0 | 2.8 | 0 | |
| 39 | ClearingPriceParametersGrp | 0 | 23.2 | 0 | |
| 1003 | 2578 | 0 | 26.2 | 0 | |
| 1003 | 2577 | 0 | 26.4 | 0 | |
| 1003 | 2579 | 0 | 29.2135 | 0 | |
| 1003 | 2575 | 0 | 29.2224 | 0 | |
| 1003 | 2574 | 0 | 29.2226 | 0 | |
| 1003 | 2576 | 0 | 50.7 | 0 | |
| 2131 | PriceRangeRuleGrp | 0 | 1.32 | 0 | Specifies the valid price range tables for trading. |
| 2131 | QuoteSizeRuleGrp | 0 | 1.34 | 0 | Specifies the valid quote sizes for trading. |
| 2131 | 2557 | 0 | 3 | 0 | 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. |
| 2131 | 2559 | 0 | 4 | 0 | |
| 2123 | 2563 | 1 | 5 | 0 | Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified. |
| 2123 | 2564 | 1 | 6 | 0 | Conditionally required when MarketDataTimeInterval(2563) is specified. |
| 2123 | 2565 | 1 | 7 | 0 | Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified. |
| 2123 | 2566 | 1 | 8 | 0 | Conditionally required when MDRecoveryTimeInterval(2565) is specified. |
| 2123 | 1173 | 1 | 10 | 0 | |
| 2123 | 2567 | 1 | 11 | 0 | |
| 2123 | 2568 | 1 | 12 | 0 | |
| 2125 | 2569 | 1 | 4 | 0 | Can be used to limit match rule to specific product suite. |
| 2125 | 2570 | 1 | 5 | 0 | Can be used to give customer orders priority for the given matching algorithm. |
| 2118 | 2571 | 1 | 5.5 | 0 | Can be used to limit tick rule to specific product suite. |
| 2253 | 2548 | 0 | 1 | 0 | |
| 2253 | 1803 | 1 | 2 | 0 | Required if NoAuctionTypeRules(2548) > 0. |
| 2253 | 2549 | 1 | 3 | 0 | 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. |
| 2254 | 2560 | 0 | 1 | 0 | |
| 2254 | 1242 | 1 | 2 | 0 | Required if NoFlexProductEligibilities(2560) > 0. |
| 2254 | 2561 | 1 | 3 | 0 | Required if NoFlexProductEligibilities(2560) > 0. Used to specify a product suite related to an eligibility indicator. |
| 2255 | 2550 | 0 | 1 | 0 | |
| 2255 | 2551 | 1 | 2 | 0 | Required if NoPriceRangeRules(2550) > 0. |
| 2255 | 2552 | 1 | 3 | 0 | |
| 2255 | 2553 | 1 | 4 | 0 | Mutually exclusive with PriceRangePercentage(2554). |
| 2255 | 2554 | 1 | 5 | 0 | Mutually exclusive with PriceRangeValue(2553). |
| 2255 | 2556 | 1 | 6 | 0 | Can be used to provide an identifier so that the rule can be reference via the ID elsewhere. |
| 2255 | 2555 | 1 | 7 | 0 | Can be used to limit price range to specific product suite. |
| 2256 | 2558 | 0 | 1 | 0 | Number of quote size rules. |
| 2256 | 647 | 1 | 2 | 0 | Required if NoQuoteSizeRules(2558) > 0. |
| 2256 | 648 | 1 | 3 | 0 | Required if NoQuoteSizeRules(2558) > 0. |
| 2256 | 2447 | 1 | 4 | 0 | Used to define the sizes applicable for fast market conditions. |
| 2257 | 2545 | 0 | 1 | 0 | Number of market segments. |
| 2257 | 2546 | 1 | 2 | 0 | Required if NoRelatedMarketSegments (2545) > 0. |
| 2257 | 2547 | 1 | 3 | 0 | |
| 2258 | 2580 | 0 | 1 | 0 | Number of parameter sets. |
| 2258 | 2581 | 1 | 2 | 0 | Required if NoClearingPriceParameters (2580) > 0. Use to identify the relative business day to which the parameters apply. |
| 2258 | 2582 | 1 | 3 | 0 | |
| 2258 | 2583 | 1 | 4 | 0 | |
| 2258 | 2584 | 1 | 5 | 0 | |
| 2258 | 2585 | 1 | 6 | 0 | |
| 2258 | 2586 | 1 | 7 | 0 | |
| 2258 | 2588 | 1 | 8 | 0 | |
| 2258 | 2587 | 1 | 9 | 0 | |
| 2258 | 2589 | 1 | 10 | 0 | |
| 2258 | 1190 | 1 | 11 | 0 | Interest rate until the instrument expires and used to calculate DiscountFactor(1592). |
| 2258 | 2590 | 1 | 12 | 0 | Used to calculate AccumulatedReturnModifiedVariationMargin(2591). |
| 2258 | 2591 | 1 | 13 | 0 | |
| 2258 | 1592 | 1 | 14 | 0 | |
| 2258 | 1188 | 1 | 15 | 0 | |
| 2258 | 2528 | 1 | 16 | 0 | |
| 2258 | 2592 | 1 | 17 | 0 |