| Tag |
Field Name |
Req'd |
Comments |
| 268 |
NoMDEntries |
Y |
Number of entries following. |
| => |
279 |
MDUpdateAction |
Y |
Must be first field in this repeating group. |
| => |
285 |
DeleteReason |
N |
If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion. |
| => |
269 |
MDEntryType |
N |
Conditionally required if MDUpdateAction = New(0). Cannot be changed. |
| => |
278 |
MDEntryID |
N |
If specified, must be unique among currently active entries if MDUpdateAction = New (0), must be the same as a previous MDEntryID
if MDUpdateAction = Delete (2), and must be the same as a previous MDEntryID if MDUpdateAction = Change (1) and MDEntryRefID
is not specified, or must be unique among currently active entries if MDUpdateAction = Change(1) and MDEntryRefID is specified..
|
| => |
280 |
MDEntryRefID |
N |
If MDUpdateAction = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified.
If MDUpdateAction = Change(1), this must refer to a previous MDEntryID.
|
| => |
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 = New(0) for the first
Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction = New(0), 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 - <UndInstrmtGrp> |
N |
|
| => |
Component Block - <InstrmtLegGrp> |
N |
|
| => |
291 |
FinancialStatus |
N |
|
| => |
292 |
CorporateAction |
N |
|
| => |
270 |
MDEntryPx |
N |
Conditionally required when MDUpdateAction = New(0) and MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest
(C).
Conditionally required when MDEntryType = "auction clearing price"
|
| => |
15 |
Currency |
N |
Can be used to specify the currency of the quoted price. |
| => |
271 |
MDEntrySize |
N |
Conditionally required when MDUpdateAction = New(0) andMDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume(B), or Open
Interest(C).
Conditionally required when MDEntryType = "auction clearing price"
|
| => |
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 |
|
| => |
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 |
| => |
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 |
|
| => |
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. |
| => |
528 |
OrderCapacity |
N |
|
| => |
1024 |
MDOriginType |
N |
|
| => |
332 |
HighPx |
N |
|
| => |
333 |
LowPx |
N |
|
| => |
1020 |
TradeVolume |
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 |
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 |
|
| => |
1023 |
MDPriceLevel |
N |
|
| => |
Component Block - <Parties> |
N |
|
| => |
198 |
SecondaryOrderID |
N |
For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. |
| => |
40 |
OrdType |
N |
Used to support market mechanism type; limit order, market order, committed principal order |
| => |
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. |
| => |
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
|
| => |
Component Block - <SecSizesGrp> |
N |
|
| => |
1093 |
LotType |
N |
Can be used to specify the lot type of the quoted size in order depth books. |
| => |
326 |
SecurityTradingStatus |
N |
|
| => |
327 |
HaltReason |
N |
|
| => |
828 |
TrdType |
N |
For optional use in reporting Trades |
| => |
574 |
MatchType |
N |
For optional use in reporting Trades |
| => |
1003 |
TradeID |
N |
For optional use in reporting Trades |
| => |
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. |
| => |
Component Block - <StatsIndGrp> |
N |
|
| => |
120 |
SettlCurrency |
N |
Required for NDFs to specify the settlement currency (fixing currency). |
| => |
Component Block - <RateSource> |
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. |
| => |
1500 |
MDStreamID |
N |
|
