| FRAMES | NO FRAMES |
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Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 268 | NoMDEntries | Full | Y | Number of entries following. | |||
| => | 269 | MDEntryType | @Typ | Y | Must be the first field in this repeating group. | ||
| => | 278 | MDEntryID | @ID | C | Conditionally required when maintaining an order-depth book, that is, when AggregatedBook (266) is "N". allows subsequent Incremental changes to be applied using MDEntryID. | ||
| => | 270 | MDEntryPx | @Px | C | Conditionally required if MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest(C); Conditionally required when MDEntryType = "auction clearing price" | ||
| => | 423 | PriceType | @PxTyp | N | |||
| => | <YieldData> | N | Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" | ||||
| => | <SpreadOrBenchmarkCurveData> | N | Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages | ||||
| => | 40 | OrdType | @OrdTyp | N | Used to support market mechanism type; limit order, market order, committed principal order | ||
| => | 15 | Currency | @Ccy | N | Can be used to specify the currency of the quoted price. | ||
| => | 120 | SettlCurrency | @SettlCcy | N | Required for NDFs to specify the settlement currency (fixing currency). | ||
| => | <RateSource> | N | |||||
| => | 271 | MDEntrySize | @Sz | C | Conditionally required if MDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume (B), or Open Interest(C) conditionally required when MDEntryType = "auction clearing price" | ||
| => | <SecSizesGrp> | N | |||||
| => | 1093 | LotType | @LotTyp | N | Can be used to specify the lot type of the quoted size in order depth books. | ||
| => | 272 | MDEntryDate | @Dt | N | |||
| => | 273 | MDEntryTime | @Tm | N | |||
| => | 274 | TickDirection | @TickDirctn | N | |||
| => | 275 | MDMkt | @Mkt | N | (Deprecated in FIX.5.0)Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C | ||
| => | 336 | TradingSessionID | @SesID | N | |||
| => | 625 | TradingSessionSubID | @SesSub | N | |||
| => | 326 | SecurityTradingStatus | @TrdgStat | N | |||
| => | 327 | HaltReason | @HaltRsn | N | |||
| => | 276 | QuoteCondition | @QCond | N | Space-delimited list of conditions describing a quote. | ||
| => | 277 | TradeCondition | @TrdCond | N | Space-delimited list of conditions describing a trade | ||
| => | 282 | MDEntryOriginator | @Orig | N | (Deprecated in FIX.5.0) | ||
| => | 283 | LocationID | @LctnID | N | (Deprecated in FIX.5.0) | ||
| => | 284 | DeskID | @DeskID | N | (Deprecated in FIX.5.0) | ||
| => | 286 | OpenCloseSettlFlag | @OpenClsSettlFlag | N | Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). | ||
| => | 59 | TimeInForce | @TmInForce | N | For optional use when this Bid or Offer represents an order | ||
| => | 432 | ExpireDate | @ExpireDt | N | For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. | ||
| => | 126 | ExpireTime | @ExpireTm | N | For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. | ||
| => | 110 | MinQty | @MinQty | N | For optional use when this Bid or Offer represents an order | ||
| => | 18 | ExecInst | @ExecInst | N | Can contain multiple instructions, space delimited. | ||
| => | 287 | SellerDays | @SellerDays | N | |||
| => | 37 | OrderID | @OrdID | N | For optional use when this Bid, Offer, or Trade represents an order | ||
| => | 198 | SecondaryOrderID | @OrdID2 | N | For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. | ||
| => | 299 | QuoteEntryID | @EntryID | N | For optional use when this Bid, Offer, or Trade represents a quote | ||
| => | 288 | MDEntryBuyer | @Buyer | N | For optional use in reporting Trades | ||
| => | 289 | MDEntrySeller | @Seller | N | For optional use in reporting Trades | ||
| => | 346 | NumberOfOrders | @NumOfOrds | N | In an Aggregated Book, used to show how many individual orders make up an MDEntry | ||
| => | 290 | MDEntryPositionNo | @PosNo | N | Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 | ||
| => | 546 | Scope | @Scope | N | |||
| => | 811 | PriceDelta | @PxDelta | N | |||
| => | 828 | TrdType | @TrdTyp | C | Specifies trade type when a trade is being reported. Must be used when MDEntryType (269) = Trade(2). | ||
| => | 58 | Text | @Txt | N | Text to describe the Market Data Entry. Part of repeating group. | ||
| => | 354 | EncodedTextLen | @EncTxtLen | C | Must be set if EncodedText field is specified and must immediately precede it. | ||
| => | 355 | EncodedText | @EncTxt | C | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | ||
| => | 1023 | MDPriceLevel | @MDPxLvl | N | Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 | ||
| => | 528 | OrderCapacity | @Cpcty | N | Designates the capacity of the firm placing the order | ||
| => | 1024 | MDOriginType | @MDOrigTyp | N | |||
| => | 332 | HighPx | @HighPx | N | Used to report high price in association with trade, bid or ask rather than a separate entity | ||
| => | 333 | LowPx | @LowPx | N | Used to report low price in association with trade, bid or ask rather than a separate entitty | ||
| => | 1025 | FirstPx | @FirstPx | N | Indicates the first price of a trading session; can be a bid, ask, or trade price. | ||
| => | 31 | LastPx | @LastPx | N | Indicates the last price of a trading session; can be a bid, ask, or trade price. | ||
| => | 1020 | TradeVolume | @TrdVol | N | Used to report trade volume in association with trade, bid or ask rather than a separate entity | ||
| => | 63 | SettlType | @SettlTyp | N | |||
| => | 64 | SettlDate | @SettlDt | C | Indicates date on which instrument will settle.For NDFs required for specifying the "value date". | ||
| => | 1070 | MDQuoteType | @MDQteTyp | N | |||
| => | 83 | RptSeq | @RptSeq | N | Used to identify the sequence number within a feed type | ||
| => | 1048 | DealingCapacity | @DealingCpcty | N | Identifies role of dealer; Agent, Principal, RisklessPrincipal | ||
| => | 1026 | MDEntrySpotRate | @MDEntrySpotRt | N | |||
| => | 1027 | MDEntryForwardPoints | @MDEntryFwdPnts | N | |||
| => | <Parties> | N | |||||
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