Tag | Field Name | AbbrName | Req'd | Comments | ||
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StandardHeader | Hdr | Yes | MsgType = f (lowercase) |
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ApplicationSequenceControl | ApplSeqCtrl | |||||
324 | SecurityStatusReqID | StatReqID | ||||
Instrument | Instrmt | Yes | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
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InstrumentExtension | InstrmtExt | Insert here the set of "InstrumentExtension" 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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15 | Currency | Ccy | ||||
1301 | MarketID | MktID | ||||
1300 | MarketSegmentID | MktSegID | ||||
336 | TradingSessionID | SesID | ||||
625 | TradingSessionSubID | SesSub | ||||
325 | UnsolicitedIndicator | Unsol | Set to 'Y' if message is sent as a result of a subscription request not a snapshot request |
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326 | SecurityTradingStatus | TrdgStat | Identifies the trading status applicable to the transaction. |
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1174 | SecurityTradingEvent | SecTrdEvnt | Identifies an event related to the trading status | |||
291 | FinancialStatus | FinclStat | ||||
292 | CorporateAction | CorpActn | ||||
327 | HaltReason | HaltRsn | Denotes the reason for the Opening Delay or Trading Halt. |
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328 | InViewOfCommon | InViewOfCmn | ||||
329 | DueToRelated | DueToReltd | ||||
1021 | MDBookType | MDBkTyp | Used to relay changes in the book type | |||
264 | MarketDepth | MktDepth | Used to relay changes in Market Depth. | |||
330 | BuyVolume | BuyVol | ||||
331 | SellVolume | SellVol | ||||
332 | HighPx | HighPx | ||||
333 | LowPx | LowPx | ||||
31 | LastPx | LastPx | Represents the last price for that security either on a Consolidated or an individual participant basis at the time it is disseminated. |
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60 | TransactTime | TxnTm | Trade Dissemination Time |
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334 | Adjustment | Adjmt | ||||
1025 | FirstPx | FirstPx | Represents the price of the first fill of the trading session. | |||
58 | Text | Txt | Comment, instructions, or other identifying information. |
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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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StandardTrailer | Trlr | Yes |