<MarketDataFeedTypes> Component Block

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.

=> 1683 MDSubFeedType @MDSubFeedTyp N

Describes a sub-class for a given class of service defined by MDFeedType (1022)

=> 264 MarketDepth @MktDepth N

Specifies the depth of book (or levels of market depth) for the feed type.

=> 2563 MarketDepthTimeInterval @MktDepthTmIntvl N

Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified.

=> 2564 MarketDepthTimeIntervalUnit @MktDepthTmIntvlUnit N

Conditionally required when MarketDataTimeInterval(2563) is specified.

=> 2565 MDRecoveryTimeInterval @MDRcvryTmIntvl N

Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified.

=> 2566 MDRecoveryTimeIntervalUnit @MDRcvryTmIntvlUnit N

Conditionally required when MDRecoveryTimeInterval(2565) is specified.

=> 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

=> 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.

=> 2567 PrimaryServiceLocationID @SvcLctnID1 N

Primary service location identifier.

=> 2568 SecondaryServiceLocationID @SvcLctnID2 N

Secondary or alternate service location identifier.