<MDFullGrp> Component Block

Used in :

Market Data - Snapshot / Full Refresh (W)

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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