SecurityMassStatus (MsgType = CO, FIXML = SecMassStat)

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

All material contained within the website is copyright of EPAM Systems, Inc. No material contained herein can be copied or otherwise used without the express permission of the copyright holder.