| Tag | Field Name | AbbrName | Req'd | Comments | ||
|---|---|---|---|---|---|---|
| StandardHeader | Hdr | Yes | MsgType = W |
|||
| ApplicationSequenceControl | ApplSeqCtrl | |||||
| 911 | TotNumReports | TotNumRpts | Total number or reports returned in response to a request. | |||
| 963 | MDReportID | RptID | Unique indentifier for Market Data Report | |||
| 715 | ClearingBusinessDate | BizDt | ||||
| 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 | |||
| 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. | |||
| 1022 | MDFeedType | MDFeedTyp | Describes a class of service for a given data feed, ie Regular and Market Maker | |||
| 1187 | RefreshIndicator | RefInd | ||||
| 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. |
|||
| Instrument | Instrmt | Yes | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
|||
| UndInstrmtGrp | Undly | Number of underlyings |
||||
| InstrmtLegGrp | Leg | Required for multileg quotes |
||||
| 291 | FinancialStatus | FinclStat | ||||
| 292 | CorporateAction | CorpActn | ||||
| 451 | NetChgPrevDay | NetChgPrevDay | ||||
| MDFullGrp | Full | 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 | ||||