| Tag | Field Name | AbbrName | Req'd | Comments | ||
|---|---|---|---|---|---|---|
| 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 | ||||