Description
Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID <3>.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType <35> = 7 | ||
| 2 | AdvId | Y | ||
| 5 | AdvTransType | Y | ||
| 3 | AdvRefID | N | Required for Cancel and Replace AdvTransType messages | |
| Component Block - <Instrument> | Y | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | ||
| Component Block - <InstrumentExtension> | N | |||
| Component Block - <FinancingDetails> | N | |||
| Component Block - <InstrmtLegGrp> | N |
Number of legs Identifies a Multi-leg Execution if present and non-zero. |
||
| Component Block - <UndInstrmtGrp> | N | Number of underlyings | ||
| Component Block - <RelatedInstrumentGrp> | N | |||
| 4 | AdvSide | Y | ||
| 53 | Quantity | Y | ||
| 854 | QtyType | N | ||
| 44 | Price | N | ||
| 15 | Currency | N | ||
| 2897 | CurrencyCodeSource | N | ||
| 75 | TradeDate | N | ||
| 60 | TransactTime | N | ||
| 58 | Text | N | ||
| 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. | |
| 149 | URLLink | N | A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) | |
| 30 | LastMkt | N | ||
| 336 | TradingSessionID | N | ||
| 625 | TradingSessionSubID | N | ||
| Component Block - <RoutingGrp> | N | |||
| Component Block - <StandardTrailer> | Y | |||