Tag |
Field Name |
AbbrName |
Req'd |
Comments |
StandardHeader
|
|
Hdr |
Yes |
MsgType = X
|
ApplicationSequenceControl
|
|
ApplSeqCtrl |
|
|
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 |
1022 |
MDFeedType
|
MDFeedTyp |
|
Describes a class of service for a given data feed, ie Regular and Market Maker |
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.
|
MDIncGrp
|
|
Inc |
Yes |
Number of entries following.
|
813 |
ApplQueueDepth
|
ApplQuDepth |
|
Depth of application messages queued for transmission as of delivery of this message
|
814 |
ApplQueueResolution
|
ApplQuResolution |
|
Action taken to resolve application queuing
|
RoutingGrp
|
|
Rtg |
|
|
StandardTrailer
|
|
Trlr |
Yes |
|