Tag | Field Name | AbbrName | Req'd | Comments | ||
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268 | NoMDEntries | NoMDEntries | Yes | Number of entries following. |
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> | 269 | MDEntryType | Typ | Yes | Must be the first field in this repeating group. |
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> | 278 | MDEntryID | ID | Conditionally required when maintaining an order-depth book, that is, when AggregatedBook (266) is "N". allows subsequent Incremental changes to be applied using MDEntryID. | ||
> | 270 | MDEntryPx | Px | Conditionally required if MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest(C); Conditionally required when MDEntryType = "auction clearing price" |
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> | 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. |
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> | 271 | MDEntrySize | Sz | Conditionally required if MDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume (B), or Open Interest(C) conditionally required when MDEntryType = "auction clearing price" |
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> | 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 |
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> | 336 | TradingSessionID | SesID | |||
> | 625 | TradingSessionSubID | SesSub | |||
> | 326 | SecurityTradingStatus | TrdgStat | |||
> | 327 | HaltReason | HaltRsn | |||
> | 276 | QuoteCondition | QCond | Space-delimited list of conditions describing a quote. |
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> | 277 | TradeCondition | TrdCond | Space-delimited list of conditions describing a trade |
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> | 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). |
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> | 59 | TimeInForce | TmInForce | For optional use when this Bid or Offer represents an order |
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> | 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. |
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> | 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. |
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> | 110 | MinQty | MinQty | For optional use when this Bid or Offer represents an order |
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> | 18 | ExecInst | ExecInst | Can contain multiple instructions, space delimited. |
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> | 287 | SellerDays | SellerDays | |||
> | 37 | OrderID | OrdID | For optional use when this Bid, Offer, or Trade represents an order |
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> | 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 |
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> | 288 | MDEntryBuyer | Buyer | For optional use in reporting Trades |
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> | 289 | MDEntrySeller | Seller | For optional use in reporting Trades |
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> | 346 | NumberOfOrders | NumOfOrds | In an Aggregated Book, used to show how many individual orders make up an MDEntry |
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> | 290 | MDEntryPositionNo | PosNo | Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 |
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> | 546 | Scope | Scope | |||
> | 811 | PriceDelta | PxDelta | |||
> | 58 | Text | Txt | Text to describe the Market Data Entry. Part of repeating group. |
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> | 354 | EncodedTextLen | EncTxtLen | Must be set if EncodedText field is specified and must immediately precede it. |
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> | 355 | EncodedText | EncTxt | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
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> | 1023 | MDPriceLevel | MDPxLvl | Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 | ||
> | 528 | OrderCapacity | Cpcty | Designates the capacity of the firm placing the order | ||
> | 1024 | MDOriginType | MDOrigTyp | |||
> | 332 | HighPx | HighPx | Used to report high price in association with trade, bid or ask rather than a separate entity | ||
> | 333 | LowPx | LowPx | Used to report low price in association with trade, bid or ask rather than a separate entitty | ||
> | 1020 | TradeVolume | TrdVol | Used to report trade volume in association with trade, bid or ask rather than a separate entity | ||
> | 63 | SettlType | SettlTyp | |||
> | 64 | SettlDate | SettlDt | |||
> | 1070 | MDQuoteType | MDQteTyp | |||
> | 83 | RptSeq | RptSeq | Used to identify the sequence number within a feed type | ||
> | 1048 | DealingCapacity | DealingCpcty | Identifies role of dealer; Agent, Principal, RisklessPrincipal | ||
> | 1026 | MDEntrySpotRate | MDEntrySpotRt | |||
> | 1027 | MDEntryForwardPoints | MDEntryFwdPnts | |||
> | Parties | Pty | ||||
Used in the following messages and components | MarketDataSnapshotFullRefresh |