Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y |
MsgType = CO |
||
| Component Block - <ApplicationSequenceControl> | N | |||
| 324 | SecurityStatusReqID | N |
Required when mass status is in response to a SecurityMassStatusRequest <CN> message. |
|
| 1465 | SecurityListID | N |
Identifies all securities for a security list identifier. |
|
| 1301 | MarketID | N |
Identifies all securities for a market. |
|
| 1300 | MarketSegmentID | N |
Identifies all securities for a market segment. |
|
| 75 | TradeDate | N |
Business day that the state change applies to. |
|
| 336 | TradingSessionID | N |
Identifies all securities for a trading session. |
|
| 625 | TradingSessionSubID | N |
Identifies all securities for a trading sub-session. |
|
| Component Block - <InstrumentScope> | N | |||
| 325 | UnsolicitedIndicator | N |
Set to "Y" if message is sent as a result of a subscription request not a snapshot request. |
|
| 1679 | SecurityMassTradingStatus | N | ||
| 2447 | FastMarketIndicator | N | ||
| 1680 | SecurityMassTradingEvent | N | ||
| 1681 | MassHaltReason | N | ||
| 1021 | MDBookType | N |
Used to relay changes in the book type. |
|
| 264 | MarketDepth | N |
Used to relay changes in Market Depth. |
|
| 60 | TransactTime | N |
Time of state change for security list. |
|
| 334 | Adjustment | N | ||
| Component Block - <SecMassStatGrp> | N | |||
| Component Block - <StandardTrailer> | Y | |||