MDFullGrp Component

<Full>

Tag Field Name AbbrName Req'd Comments
268 NoMDEntries NoMDEntries Yes Number of entries following.
> 269 MDEntryType Typ Yes Must be the first field in this repeating group.
> 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"
> 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 if MDEntryType = 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
> 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
> 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
> 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 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