| FRAMES | NO FRAMES |
|
|
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = CO | |||||
| <ApplicationSequenceControl> | N | ||||||
| 324 | SecurityStatusReqID | @StatReqID | N |
Required when mass status is in response to a SecurityMassStatusRequest(35=CN) message. |
|||
| 1465 | SecurityListID | @ListID | N |
Identifies all securities for a security list identifier. |
|||
| 1301 | MarketID | @MktID | N |
Identifies all securities for a market. |
|||
| 1300 | MarketSegmentID | @MktSegID | N |
Identifies all securities for a market segment. |
|||
| 75 | TradeDate | @TrdDt | N |
Business day that the state change applies to. |
|||
| 336 | TradingSessionID | @SesID | N |
Identifies all securities for a trading session. |
|||
| 625 | TradingSessionSubID | @SesSub | N |
Identifies all securities for a trading sub-session. |
|||
| <InstrumentScope> | N | ||||||
| 325 | UnsolicitedIndicator | @Unsol | N |
Set to "Y" if message is sent as a result of a subscription request not a snapshot request. |
|||
| 1679 | SecurityMassTradingStatus | @TrdgStat | N |
Identifies the trading status applicable to a group of instruments. |
|||
| 2447 | FastMarketIndicator | @FastMktInd | N |
Indicates if the instrument is in "fast market" state. A "fast market" is a state in which market rules are applied to instrument(s) or entire trading session when market events causes significant price movements due to public information. |
|||
| 1680 | SecurityMassTradingEvent | @SecTrdEvnt | N |
Identifies an event related to the mass trading status. |
|||
| 1681 | MassHaltReason | @HaltRsn | N |
Denotes the reason for the Opening Delay or Trading halt of a group of securities. |
|||
| 1021 | MDBookType | @MDBkTyp | N |
Used to relay changes in the book type. |
|||
| 264 | MarketDepth | @MktDepth | N |
Used to relay changes in Market Depth. |
|||
| 60 | TransactTime | @TxnTm | N |
Time of state change for security list. |
|||
| 334 | Adjustment | @Adjmt | N |
Identifies the type of adjustment. |
|||
| <SecMassStatGrp> | N |
Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. |
|||||
| <Standard Message Trailer> | Y | ||||||
|
|
| FRAMES | NO FRAMES |