<MDIncGrp> component block

FIX 5.0 SP2 EP273

Structure

Tag		Field Name	Req'd	Comments
268		NoMDEntries	N	Number of entries following.
→	279	MDUpdateAction	Y	Must be first field in this repeating group.
→	285	DeleteReason	N	If MDUpdateAction ='2'(Delete), can be used to specify a reason for the deletion.
→	1173	MDSubBookType	N	Can be used to define a subordinate book.
→	264	MarketDepth	N	Can be used to define the current depth of the book.
→	269	MDEntryType	N	Conditionally required if MDUpdateAction ='0'(New). Cannot be changed.
→	278	MDEntryID	N	If specified, must be unique among currently active entries if MDUpdateAction ='0'(New), must be the same as a previous MDEntryID if MDUpdateAction ='2'(Delete), and must be the same as a previous MDEntryID if MDUpdateAction ='1'(Change) and MDEntryRefID is not specified, or must be unique among currently active entries if MDUpdateAction ='1'(Change) and MDEntryRefID is specified..
→	280	MDEntryRefID	N	If MDUpdateAction ='0'(New), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction ='1'(Change), this must refer to a previous MDEntryID.
→	1500	MDStreamID	N
→	Component Block - <Instrument>		N	Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Either Symbol (the instrument component block) or MDEntryRefID must be specified if MDUpdateAction ='0'(New) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction ='0'(New), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear, MaturityDay, StrikePrice, OptAttribute, and SecurityExchange. May not be changed.
→	Component Block - <InstrumentExtension>		N
→	Component Block - <FinancingDetails>		N
→	Component Block - <UndInstrmtGrp>		N
→	Component Block - <InstrmtLegGrp>		N
→	Component Block - <RelatedInstrumentGrp>		N
→	291	FinancialStatus	N
→	292	CorporateAction	N
→	270	MDEntryPx	N	Conditionally required when MDUpdateAction <279>='0'(New) and MDEntryType <269> is not 'A'(Imbalance), 'B'(Trade Volume), or 'C'(Open Interest). 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 when MDUpdateAction <279>='0'(New) and 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
→	1934	RegulatoryReportType	N	Used only when reporting a trade (MDEntryType <269>=2 (Trade)) that is a regulatory trade report.
→	828	TrdType	N	For optional use in reporting Trades
→	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>.
→	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. List of trades related to the current market data entry, e.g. leg trades of a multi-leg trade.
→	282	MDEntryOriginator	N
→	283	LocationID	N
→	284	DeskID	N
→	286	OpenCloseSettlFlag	N	Used 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>= 10 (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 when reporting trades
→	2450	NumberOfSellOrders	N	For optional use when 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
→	451	NetChgPrevDay	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
→	528	OrderCapacity	N
→	1024	MDOriginType	N
→	332	HighPx	N
→	333	LowPx	N
→	1025	FirstPx	N	Indicates the first price of a trading session; can be a bid, ask, or a trade price.
→	31	LastPx	N	Indicates the last price of a trading session; can be a bid, ask, or a trade price.
→	1592	DiscountFactor	N
→	1020	TradeVolume	N
→	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".
→	483	TransBkdTime	N	For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades.
→	60	TransactTime	N	For optional use in reporting Trades. Used to specify the time of matching.
→	2445	AggressorTime	N	Entry time of the incoming order that triggered the trade
→	2446	AggressorSide	N
→	1070	MDQuoteType	N
→	83	RptSeq	N	Allows sequence number to be specified within a feed type
→	1048	DealingCapacity	N	Identifies role of dealer; Agent, Principal, RisklessPrincipal
→	1026	MDEntrySpotRate	N
→	1027	MDEntryForwardPoints	N
→	Component Block - <StatsIndGrp>		N
→	Component Block - <Parties>		N

Used In

MarketDataIncrementalRefresh <X>