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In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the Market Definition message.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = BV | |||||
| <ApplicationSequenceControl> | N | ||||||
| 1394 | MarketReportID | @MktRptID | Y | Unique identifier for each Market Definition Update message | |||
| 1393 | MarketReqID | @MktReqID | N | ||||
| 1395 | MarketUpdateAction | @MktUpdtActn | N | Specifies the action taken. | |||
| 1301 | MarketID | @MktID | Y | ||||
| 1300 | MarketSegmentID | @MktSegID | N | ||||
| 1396 | MarketSegmentDesc | @MarketSegmentDesc | N | ||||
| 1397 | EncodedMktSegmDescLen | @EncodedMktSegmDescLen | C | Must be set if EncodedMktSegmDesc field is specified and must immediately precede it. | |||
| 1398 | EncodedMktSegmDesc | @EncodedMktSegmDesc | C | Encoded (non-ASCII characters) representation of the MarketSegmDesc field in the encoded format specified via the MessageEncoding field. | |||
| 1325 | ParentMktSegmID | @ParentMktSegmID | N | Specifies that the Market Segment is a sub segment of the Market Segment defined in this field. | |||
| 15 | Currency | @Ccy | N | The default trading currency. | |||
| 1205 | NoTickRules | TickRules | N | Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security. | |||
| => | 1206 | StartTickPriceRange | @StartTickPxRng | C | Starting price range for specified tick increment. | ||
| => | 1207 | EndTickPriceRange | @EndTickPxRng | C | Ending price range for the specified tick increment. | ||
| => | 1208 | TickIncrement | @TickIncr | N | Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded. | ||
| => | 1209 | TickRuleType | @TickRuleTyp | N | Specifies the type of tick rule which is being described. | ||
| 1234 | NoLotTypeRules | LotTypeRules | N | Number of Lot Types. | |||
| => | 1093 | LotType | @LotTyp | C | Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1) | ||
| => | 1231 | MinLotSize | @MinLotSz | C | Minimum lot size allowed based on lot type specified in LotType(1093) | ||
| 1306 | PriceLimitType | @PxLmtTyp | N | Describes the how the price limits are expressed. | |||
| 1148 | LowLimitPrice | @LowLmtPx | N | Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected. | |||
| 1149 | HighLimitPrice | @HighLmtPx | N | Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected. | |||
| 1150 | TradingReferencePrice | @TrdgRefPx | N | Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. | |||
| 827 | ExpirationCycle | @ExpirationCycle | N | ||||
| 562 | MinTradeVol | @MinTrdVol | N | The minimum order quantity that can be submitted for an order. | |||
| 1140 | MaxTradeVol | @MaxTrdVol | N | The maximum order quantity that can be submitted for a security. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade. | |||
| 1143 | MaxPriceVariation | @MxPxVar | N | The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. | |||
| 1144 | ImpliedMarketIndicator | @ImpldMktInd | N | ||||
| 1245 | TradingCurrency | @TrdCcy | N | Used when the trading currency can differ from the price currency. | |||
| 561 | RoundLot | @RndLot | N | Trading lot size of security. | |||
| 1377 | MultilegModel | @MlegModel | N | Used for multileg security only. Defines whether the security is pre-defined or user-defined. Not that value = 2 (User-defined, Non-Securitized, Multileg) does not apply for Securities. | |||
| 1378 | MultilegPriceMethod | @MlegPxMeth | N | Used for multileg security only. Defines the method used when applying the multileg price to the legs. | |||
| 423 | PriceType | @PxTyp | N | Defines the default Price Type used for trading. | |||
| 1237 | NoOrdTypeRules | OrdTypRules | N | Number of order types. | |||
| => | 40 | OrdType | @OrdTyp | C | Indicates order types that are valid for the specified market segment. | ||
| 1239 | NoTimeInForceRules | TmInForceRules | N | Number of time in force techniques. | |||
| => | 59 | TimeInForce | @TmInForce | C | Indicates time in force techniques that are valid for the specified market segment. | ||
| 1232 | NoExecInstRules | ExecInstRules | N | Number of execution instructions. | |||
| => | 1308 | ExecInstValue | @ExecInstValu | C | Indicates execution instructions that are valid for the specified market segment. | ||
| 60 | TransactTime | @TxnTm | N | ||||
| 58 | Text | @Txt | N | Comment, instructions, or other identifying information. | |||
| 354 | EncodedTextLen | @EncTxtLen | C | Must be set if EncodedText (355) field is specified and must immediately precede it. | |||
| 355 | EncodedText | @EncTxt | C | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | |||
| <Standard Message Trailer> | Y | ||||||
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