| Tag |
Field Name |
Req'd |
Comments |
| 268 |
NoMDEntries |
Y |
Number of entries following. |
| => |
269 |
MDEntryType |
Y |
Must be the first field in this repeating group. |
| => |
278 |
MDEntryID |
N |
Conditionally required when maintaining an order-depth book, that is, when AggregatedBook (266) is "N". allows subsequent
Incremental changes to be applied using MDEntryID.
|
| => |
270 |
MDEntryPx |
N |
Conditionally required if MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest(C); Conditionally required
when MDEntryType = "auction clearing price"
|
| => |
423 |
PriceType |
N |
|
| => |
Component Block - <YieldData> |
N |
Insert here the set of YieldData (yield-related) fields defined in "Common Components of Application Messages |
| => |
Component Block - <SpreadOrBenchmarkCurveData> |
N |
Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components
of Application Messages
|
| => |
40 |
OrdType |
N |
Used to support market mechanism type; limit order, market order, committed principal order |
| => |
15 |
Currency |
N |
Can be used to specify the currency of the quoted price. |
| => |
271 |
MDEntrySize |
N |
Conditionally required if MDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume (B), or Open Interest(C)
conditionally required when MDEntryType = "auction clearing price"
|
| => |
Component Block - <SecSizesGrp> |
N |
|
| => |
1093 |
LotType |
N |
Can be used to specify the lot type of the quoted size in order depth books. |
| => |
272 |
MDEntryDate |
N |
|
| => |
273 |
MDEntryTime |
N |
|
| => |
274 |
TickDirection |
N |
|
| => |
275 |
MDMkt |
N |
Market posting quote / trade. Valid values:
See Volume 6: Appendix 6-C
|
| => |
336 |
TradingSessionID |
N |
|
| => |
625 |
TradingSessionSubID |
N |
|
| => |
326 |
SecurityTradingStatus |
N |
|
| => |
327 |
HaltReason |
N |
|
| => |
276 |
QuoteCondition |
N |
Space-delimited list of conditions describing a quote. |
| => |
277 |
TradeCondition |
N |
Space-delimited list of conditions describing a trade |
| => |
282 |
MDEntryOriginator |
N |
|
| => |
283 |
LocationID |
N |
|
| => |
284 |
DeskID |
N |
|
| => |
286 |
OpenCloseSettlFlag |
N |
Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). |
| => |
59 |
TimeInForce |
N |
For optional use when this Bid or Offer represents an order |
| => |
432 |
ExpireDate |
N |
For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market
Data Entry.
|
| => |
126 |
ExpireTime |
N |
For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market
Data Entry.
|
| => |
110 |
MinQty |
N |
For optional use when this Bid or Offer represents an order |
| => |
18 |
ExecInst |
N |
Can contain multiple instructions, space delimited. |
| => |
287 |
SellerDays |
N |
|
| => |
37 |
OrderID |
N |
For optional use when this Bid, Offer, or Trade represents an order |
| => |
198 |
SecondaryOrderID |
N |
For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. |
| => |
299 |
QuoteEntryID |
N |
For optional use when this Bid, Offer, or Trade represents a quote |
| => |
288 |
MDEntryBuyer |
N |
For optional use in reporting Trades |
| => |
289 |
MDEntrySeller |
N |
For optional use in reporting Trades |
| => |
346 |
NumberOfOrders |
N |
In an Aggregated Book, used to show how many individual orders make up an MDEntry |
| => |
290 |
MDEntryPositionNo |
N |
Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 |
| => |
546 |
Scope |
N |
|
| => |
811 |
PriceDelta |
N |
|
| => |
58 |
Text |
N |
Text to describe the Market Data Entry. Part of repeating group. |
| => |
354 |
EncodedTextLen |
N |
Must be set if EncodedText field is specified and must immediately precede it. |
| => |
355 |
EncodedText |
N |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
| => |
1023 |
MDPriceLevel |
N |
Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 |
| => |
528 |
OrderCapacity |
N |
Designates the capacity of the firm placing the order |
| => |
1024 |
MDOriginType |
N |
|
| => |
332 |
HighPx |
N |
Used to report high price in association with trade, bid or ask rather than a separate entity |
| => |
333 |
LowPx |
N |
Used to report low price in association with trade, bid or ask rather than a separate entitty |
| => |
1020 |
TradeVolume |
N |
Used to report trade volume in association with trade, bid or ask rather than a separate entity |
| => |
63 |
SettlType |
N |
|
| => |
64 |
SettlDate |
N |
Indicates date on which instrument will settle.
For NDFs required for specifying the "value date".
|
| => |
1070 |
MDQuoteType |
N |
|
| => |
83 |
RptSeq |
N |
Used to identify the sequence number within a feed type |
| => |
1048 |
DealingCapacity |
N |
Identifies role of dealer; Agent, Principal, RisklessPrincipal |
| => |
1026 |
MDEntrySpotRate |
N |
|
| => |
1027 |
MDEntryForwardPoints |
N |
|
| => |
Component Block - <Parties> |
N |
|
| => |
120 |
SettlCurrency |
N |
Required for NDFs to specify the settlement currency (fixing currency). |
| => |
Component Block - <RateSource> |
N |
|
| => |
828 |
TrdType |
N |
Specifies trade type when a trade is being reported. Must be used when MDEntryType(269) = Trade(2). |
| => |
1025 |
FirstPx |
N |
Indicates the first price of a trading session; can be a bid, ask, or trade price. |
| => |
31 |
LastPx |
N |
Indicates the last price of a trading session; can be a bid, ask, or trade price. |
