Tag | FieldName | AbbrName | Type | Desc | Pattern |
---|
1173 | MDSubBookType | MDSubBkTyp | int | Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly.
Values are bilaterally agreed. | |
1174 | SecurityTradingEvent | SecTrdEvnt | int | Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. | Reserved100Plus |
1175 | NoStatsIndicators | NoStatsInds | NumInGroup | Number of statistics indicator repeating group entries | |
1176 | StatsType | StatsTyp | int | Type of statistics | |
1177 | NoOfSecSizes | NoSecSzs | NumInGroup | The number of secondary sizes specifies in this entry | |
1178 | MDSecSizeType | MDSecSizeType | int | Specifies the type of secondary size. | Reserved100Plus |
1179 | MDSecSize | MDSecSize | Qty | A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178). | |
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'Tag = xxx'> where xxx is a tag number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.
Tag | New Enums | Group |
---|
276 | 3 - Rest of Book VWAP |
|
276 | 4 - Better Prices in Conditional Orders |
|
277 | AV - Outside Spread |
|
574 | 8 - Issuing/Buy Back Auction | General Purpose |
828 | 48 - Non-standard settlement |
|
828 | 49 - Derivative Related Transaction |
|
828 | 50 - Portfolio Trade |
|
828 | 51 - Volume Weighted Average Trade |
|
828 | 52 - Exchange Granted Trade |
|
828 | 53 - Repurchase Agreement |
|
828 | 54 - OTC |
|
1174 | 1 - Order imbalance, auction is extended |
|
1174 | 2 - Trading resumes (after Halt) |
|
1174 | 3 - Price Volatility Interruption |
|
1174 | 4 - Change of Trading Session |
|
1174 | 5 - Change of Trading Subsession |
|
1174 | 6 - Change of Security Status |
|
1174 | 7 - Change of Book Type |
|
1174 | 8 - Change of Market Depth |
|
1176 | 1 - Exchange Last |
|
1176 | 2 - High / Low Price |
|
1176 | 3 - Average Price (VWAP, TWAP ... ) |
|
1176 | 4 - Turnover (Price * Qty) |
|
1178 | 1 - Customer |
|
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'Tag = xxx and Enum = yyy'> where xxx is a tag number and yyy is an enum string may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.
Name | Ind | Tag | Reqd | Description |
---|
MarketDataRequest | 0 | Parties | No | Insert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages |
MarketDataSnapshotFullRefresh | 0 | 1173 | No | Can be used to define a subordinate book. |
MarketDataSnapshotFullRefresh | 0 | 264 | No | Can be used to define the current depth of the book. |
MarketDataRequestReject | 0 | Parties | No | Insert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages |
SecurityStatus | 0 | 1174 | No | Identifies an event related to the trading status |
SecurityStatus | 0 | 1021 | No | Used to relay changes in the book type |
SecurityStatus | 0 | 264 | No | Used to relay changes in Market Depth. |
MDFullGrp | 1 | 423 | No |
|
MDFullGrp | 1 | YieldData | No | Insert here the set of YieldData (yield-related) fields defined in "Common Components of Application Messages |
MDFullGrp | 1 | SpreadOrBenchmarkCurveData | No | Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages |
MDFullGrp | 1 | SecSizesGrp | No |
|
MDFullGrp | 1 | 1093 | No | Can be used to specify the lot type of the quoted size in order depth books. |
MDFullGrp | 1 | 326 | No |
|
MDFullGrp | 1 | 327 | No |
|
MDIncGrp | 1 | 1173 | No | Can be used to define a subordinate book. |
MDIncGrp | 1 | 264 | No | Can be used to define the current depth of the book. |
MDIncGrp | 1 | 423 | No |
|
MDIncGrp | 1 | YieldData | No | Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages |
MDIncGrp | 1 | SpreadOrBenchmarkCurveData | No | Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages |
MDIncGrp | 1 | SecSizesGrp | No |
|
MDIncGrp | 1 | 1093 | No | Can be used to specify the lot type of the quoted size in order depth books. |
MDIncGrp | 1 | 326 | No |
|
MDIncGrp | 1 | 327 | No |
|
MDIncGrp | 1 | 828 | No | For optional use in reporting Trades |
MDIncGrp | 1 | 574 | No | For optional use in reporting Trades |
MDIncGrp | 1 | 1003 | No | For optional use in reporting Trades |
MDIncGrp | 1 | 483 | No | For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades. |
MDIncGrp | 1 | 60 | No | For optional use in reporting Trades. Used to specify the time of matching. |
MDIncGrp | 1 | StatsIndGrp | No |
|
| 0 | 1177 | No | Number of entries following. Conditionally required when MDUpdateAction = New(0) and MDEntryType = Bid(0) or Offer(1). |
| 1 | 1178 | No | Defines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group |
| 1 | 1179 | No |
|
| 0 | 1175 | No | Number of statistics indicators |
| 1 | 1176 | No |
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.
|
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx and Position = yyy'> where xxx is a MsgID number and yyy is an Position number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx'> where xxx is a MsgID number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx'> where xxx is a MsgID number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.