MDIncGrp Component

<Inc>

Tag Field Name AbbrName Req'd Comments
268 NoMDEntries NoMDEntries Yes Number of entries following.
> 279 MDUpdateAction UpdtAct Yes Must be first field in this repeating group.
> 285 DeleteReason DelRsn (Deprecated from this message as of FIX.5.0)If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion.
> 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.
> 269 MDEntryType Typ Conditionally required if MDUpdateAction = New(0). Cannot be changed.
> 278 MDEntryID ID If specified, must be unique among currently active entries if MDUpdateAction = New (0), must be the same as a previous MDEntryID if MDUpdateAction = Delete (2), and must be the same as a previous MDEntryID if MDUpdateAction = Change (1) and MDEntryRefID is not specified, or must be unique among currently active entries if MDUpdateAction = Change(1) and MDEntryRefID is specified..
> 280 MDEntryRefID RefID If MDUpdateAction = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction = Change(1), this must refer to a previous MDEntryID.
> Instrument Instrmt Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
Either Symbol (the instrument component block) or MDEntryRefID must be specified if MDUpdateAction = New(0) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction = New(0), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear, MaturityDay, StrikePrice, OptAttribute, and SecurityExchange. May not be changed.
> UndInstrmtGrp Undly
> InstrmtLegGrp Leg
> 291 FinancialStatus FinclStat
> 292 CorporateAction CorpActn
> 270 MDEntryPx Px Conditionally required when MDUpdateAction = New(0) and MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest (C).
Conditionally required when MDEntryType = "auction clearing price"
> 423 PriceType PxTyp
> YieldData Yield Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages
> SpreadOrBenchmarkCurveData SprdBnchmkCurve Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages
> 40 OrdType OrdTyp Used to support market mechanism type; limit order, market order, committed principal order
> 15 Currency Ccy Can be used to specify the currency of the quoted price.
> 271 MDEntrySize Sz Conditionally required when MDUpdateAction = New(0) andMDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume(B), or Open Interest(C).
Conditionally required when MDEntryType = "auction clearing price"
> SecSizesGrp SecSizesGrp
> 1093 LotType LotTyp Can be used to specify the lot type of the quoted size in order depth books.
> 272 MDEntryDate Dt
> 273 MDEntryTime Tm
> 274 TickDirection TickDirctn
> 275 MDMkt (Deprecated in FIX.5.0) Mkt (Deprecated from this message as of FIX.5.0)Market posting quote / trade. Valid values:
See Volume 6: Appendix 6-C
> 336 TradingSessionID SesID
> 625 TradingSessionSubID SesSub
> 326 SecurityTradingStatus TrdgStat
> 327 HaltReason HaltRsn
> 276 QuoteCondition QCond Space-delimited list of conditions describing a quote.
> 277 TradeCondition TrdCond Space-delimited list of conditions describing a trade
> 828 TrdType TrdTyp For optional use in reporting Trades
> 574 MatchType MtchTyp For optional use in reporting Trades
> 282 MDEntryOriginator (Deprecated in FIX.5.0) Orig (Deprecated from this message as of FIX.5.0)
> 283 LocationID LctnID (Deprecated from this message as of FIX.5.0)
> 284 DeskID DeskID (Deprecated from this message as of FIX.5.0)
> 286 OpenCloseSettlFlag OpenClsSettlFlag Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
> 59 TimeInForce TmInForce For optional use when this Bid or Offer represents an order
> 432 ExpireDate ExpireDt For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.
> 126 ExpireTime ExpireTm For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.
> 110 MinQty MinQty For optional use when this Bid or Offer represents an order
> 18 ExecInst ExecInst Can contain multiple instructions, space delimited.
> 287 SellerDays SellerDays
> 37 OrderID OrdID For optional use when this Bid, Offer, or Trade represents an order
> 198 SecondaryOrderID OrdID2 For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id.
> 299 QuoteEntryID EntryID For optional use when this Bid, Offer, or Trade represents a quote
> 1003 TradeID TrdID For optional use in reporting Trades
> 288 MDEntryBuyer Buyer For optional use in reporting Trades
> 289 MDEntrySeller Seller For optional use in reporting Trades
> 346 NumberOfOrders NumOfOrds In an Aggregated Book, used to show how many individual orders make up an MDEntry
> 290 MDEntryPositionNo PosNo Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1
> 546 Scope Scope
> 811 PriceDelta PxDelta
> 451 NetChgPrevDay NetChgPrevDay
> 58 Text Txt Text to describe the Market Data Entry. Part of repeating group.
> 354 EncodedTextLen EncTxtLen Must be set if EncodedText field is specified and must immediately precede it.
> 355 EncodedText EncTxt Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
> 1023 MDPriceLevel MDPxLvl
> 528 OrderCapacity Cpcty
> 1024 MDOriginType MDOrigTyp
> 332 HighPx HighPx
> 333 LowPx LowPx
> 1020 TradeVolume TrdVol
> 63 SettlType SettlTyp
> 64 SettlDate SettlDt Indicates date on which instrument will settle
> 483 TransBkdTime TransBkdTm For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades.
> 60 TransactTime TxnTm For optional use in reporting Trades. Used to specify the time of matching.
> 1070 MDQuoteType MDQteTyp
> 83 RptSeq RptSeq Allows sequence number to be specified within a feed type
> 1048 DealingCapacity DealingCpcty Identifies role of dealer; Agent, Principal, RisklessPrincipal
> 1026 MDEntrySpotRate MDEntrySpotRt
> 1027 MDEntryForwardPoints MDEntryFwdPnts
> StatsIndGrp StatsIndGrp
> Parties Pty
Used in the following messages and components
MarketDataIncrementalRefresh