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The MarketDataFeedTypes component is used to specify the different available feed types and sub-types, and additional market data feed related attributes, such as the market depth of the specified feed type.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 1141 | NoMDFeedTypes | MDFeedTyps | N | The number of feed types and corresponding book depths associated with a security | |||
| => | 1022 | MDFeedType | @MDFeedTyp | C |
Required if NoMDFeedTypes(1141) > 0. |
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| => | 1683 | MDSubFeedType | @MDSubFeedTyp | N |
Describes a sub-class for a given class of service defined by MDFeedType (1022) |
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| => | 264 | MarketDepth | @MktDepth | N |
Specifies the depth of book (or levels of market depth) for the feed type. |
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| => | 2563 | MarketDepthTimeInterval | @MktDepthTmIntvl | N |
Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified. |
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| => | 2564 | MarketDepthTimeIntervalUnit | @MktDepthTmIntvlUnit | N |
Conditionally required when MarketDataTimeInterval(2563) is specified. |
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| => | 2565 | MDRecoveryTimeInterval | @MDRcvryTmIntvl | N |
Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified. |
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| => | 2566 | MDRecoveryTimeIntervalUnit | @MDRcvryTmIntvlUnit | N |
Conditionally required when MDRecoveryTimeInterval(2565) is specified. |
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| => | 1021 | MDBookType | @MDBkTyp | N |
Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection |
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| => | 1173 | MDSubBookType | @MDSubBkTyp | N |
Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly. Values are bilaterally agreed. |
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| => | 2567 | PrimaryServiceLocationID | @SvcLctnID1 | N |
Primary service location identifier. |
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| => | 2568 | SecondaryServiceLocationID | @SvcLctnID2 | N |
Secondary or alternate service location identifier. |
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