<MDFullGrp> component block

FIX 5.0 SP2 EP273

Structure

Tag		Field Name	Req'd	Comments
268		NoMDEntries	N	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 - <PriceQualifierGrp>		N
→	819	AvgPxIndicator	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.
→	2897	CurrencyCodeSource	N
→	120	SettlCurrency	N	Required for NDFs to specify the settlement currency (fixing currency).
→	2899	SettlCurrencyCodeSource	N
→	Component Block - <RateSource>		N
→	271	MDEntrySize	N	Conditionally required if MDEntryType <269>='0'(Bid), '1'(Offer), '2'(Trade), 'B'(Trade Volume), or 'C'(Open Interest) 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
→	2447	FastMarketIndicator	N
→	2705	MarketCondition	N
→	276	QuoteCondition	N	Space-delimited list of conditions describing a quote.
→	277	TradeCondition	N	Space-delimited list of conditions describing a trade
→	Component Block - <TradePriceConditionGrp>		N
→	2667	AlgorithmicTradeIndicator	N
→	282	MDEntryOriginator	N
→	283	LocationID	N
→	284	DeskID	N
→	286	OpenCloseSettlFlag	N	Can be used to clarify a request if MDEntryType <269>='4'(Opening Price), '5'(Closing Price), or '6'(Settlement Price).
→	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.
→	1629	ExposureDuration	N	Conditionally required when TimeInForce <59> = A (Good for Time).
→	1916	ExposureDurationUnit	N
→	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
→	1003	TradeID	N	For optional use in reporting Trades.
→	1851	StrategyLinkID	N	For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades.
→	288	MDEntryBuyer	N	For optional use in reporting Trades
→	289	MDEntrySeller	N	For optional use in reporting Trades
→	2449	NumberOfBuyOrders	N	For optional use in reporting trades.
→	2450	NumberOfSellOrders	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
→	828	TrdType	N	Specifies trade type when a trade is being reported. Must be used when MDEntryType <269>='2'(Trade).
→	829	TrdSubType	N	For optional use in reporting trades.
→	855	SecondaryTrdType	N	For optional use in reporting trades. Conditionally requires presence of TrdType <828>.
→	2896	TertiaryTrdType	N	For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType <855>.
→	1934	RegulatoryReportType	N	Used only when reporting a trade (MDEntryType <269>=2 (Trade)) that is a regulatory trade report.
→	2405	ExecMethod	N
→	574	MatchType	N	For optional use in reporting trades.
→	1115	OrderCategory	N
→	1390	TradePublishIndicator	N	For optional use in reporting trades.
→	Component Block - <TrdRegPublicationGrp>		N
→	2373	IntraFirmTradeIndicator	N
→	570	PreviouslyReported	N
→	Component Block - <RelatedTradeGrp>		N	For optional use when reporting trades. Lists trades related to the current market data entry, e.g. leg trades of a multi-leg trade.
→	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
→	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.
→	1592	DiscountFactor	N
→	1020	TradeVolume	N	Used to report trade volume in association with trade, bid or ask rather than a separate entity
→	Component Block - <PriceLimits>		N
→	1143	MaxPriceVariation	N
→	731	SettlPriceType	N
→	2451	SettlPriceDeterminationMethod	N
→	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
→	2445	AggressorTime	N
→	2446	AggressorSide	N
→	654	LegRefID	N	May be specified for an MDEntryType <269>=2 (Trade) entry to indicate that MDEntryPx <270>, PriceType <423> and MDEntrySize <271> apply to the instance of the InstrmtLegGrp component with matching LegID <1788>.

Used In

MarketDataSnapshotFullRefresh <W>