Tag | Field Name | AbbrName | Req'd | Comments | ||
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StandardHeader | Hdr | Yes | MsgType = W |
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ApplicationSequenceControl | ApplSeqCtrl | |||||
911 | TotNumReports | TotNumRpts | Total number or reports returned in response to a request. | |||
963 | MDReportID | RptID | Unique indentifier for Market Data Report | |||
715 | ClearingBusinessDate | BizDt | ||||
1021 | MDBookType | MDBkTyp | 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 | MDSubBkTyp | Can be used to define a subordinate book. | |||
264 | MarketDepth | MktDepth | Can be used to define the current depth of the book. | |||
1022 | MDFeedType | MDFeedTyp | Describes a class of service for a given data feed, ie Regular and Market Maker | |||
1187 | RefreshIndicator | RefInd | ||||
75 | TradeDate | TrdDt | Used to specify the trading date for which a set of market data applies | |||
262 | MDReqID | ReqID | Conditionally required if this message is in response to a Market Data Request. |
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Instrument | Instrmt | Yes | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
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UndInstrmtGrp | Undly | Number of underlyings |
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InstrmtLegGrp | Leg | Required for multileg quotes |
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291 | FinancialStatus | FinclStat | ||||
292 | CorporateAction | CorpActn | ||||
451 | NetChgPrevDay | NetChgPrevDay | ||||
MDFullGrp | Full | Yes | Number of entries following. |
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813 | ApplQueueDepth | ApplQuDepth | Depth of application messages queued for transmission as of delivery of this message |
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814 | ApplQueueResolution | ApplQuResolution | Action taken to resolve application queuing |
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RoutingGrp | Rtg | |||||
StandardTrailer | Trlr | Yes |