| FRAMES | NO FRAMES |
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The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle.
The message can be used when distributing reference and market data on an ongoing basis to convey start and end points for synchronization. The report contains multiple message counters that are provided at the beginning or end of a cycle.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = DR | |||||
| <ApplicationSequenceControl> | N | ||||||
| 963 | MDReportID | @RptID | N |
Unique identifier for MarketDataReport(35=DR). |
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| 2535 | MDReportEvent | @MDRptEvent | Y |
Technical event within market data feed. |
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| 2536 | MDReportCount | @MDRptCnt | Y |
Number of reference and market data messages in-between two MarketDataReport(35=DR) messages. |
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| 60 | TransactTime | @TxnTm | N |
Timestamp when the business transaction represented by the message occurred. |
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| 911 | TotNumReports | @TotNumRpts | N |
Total number of reports returned in response to a request. |
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| 2537 | TotNoMarketSegmentReports | @TotNoMktSegRpts | N |
Total number of reports related to market segments. |
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| 2538 | TotNoInstrumentReports | @TotNoInstrmtRpts | N |
Total number of reports related to instruments. |
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| 2539 | TotNoPartyDetailReports | @TotNoPtyDetlRpts | N |
Total number of reports related to party detail information. |
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| 2540 | TotNoEntitlementReports | @TotNoEntlmntRpts | N |
Total number of reports related to party entitlement information. |
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| 2541 | TotNoRiskLimitReports | @TotNoRiskLmtRpts | N |
Total number of reports related to party risk limit information. |
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| <Standard Message Trailer> | Y | ||||||
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| FRAMES | NO FRAMES |