| Tag |
Field Name |
Req'd |
Comments |
| <MessageHeader> |
Y |
MsgType <35> = f
|
| 324 |
SecurityStatusReqID |
N |
|
|
Component Block - <Instrument> |
Y |
Insert here the set of "<Instrument>" (symbology) fields
|
|
Component Block - <InstrumentExtension> |
N |
Insert here the set of "<InstrumentExtension>" fields
|
| 711 |
NoUnderlyings |
N |
Number of underlyings
|
| => |
Component Block - <UnderlyingInstrument> |
N |
Must be provided if Number of underlyings > 0
|
| 555 |
NoLegs |
N |
Required for multileg quotes
|
| => |
Component Block - <InstrumentLeg> |
N |
Required for multileg quotes
For Swaps one leg is Buy and other leg is Sell
|
| 15 |
Currency |
N |
|
| 336 |
TradingSessionID |
N |
|
| 625 |
TradingSessionSubID |
N |
|
| 325 |
UnsolicitedIndicator |
N |
Set to 'Y' if message is sent as a result of a subscription request not a snapshot request
|
| 326 |
SecurityTradingStatus |
N |
Identifies the trading status applicable to the transaction.
|
| 291 |
FinancialStatus |
N |
|
| 292 |
CorporateAction |
N |
|
| 327 |
HaltReason |
N |
Denotes the reason for the Opening Delay or Trading Halt.
|
| 328 |
InViewOfCommon |
N |
|
| 329 |
DueToRelated |
N |
|
| 330 |
BuyVolume |
N |
|
| 331 |
SellVolume |
N |
|
| 332 |
HighPx |
N |
|
| 333 |
LowPx |
N |
|
| 31 |
LastPx |
N |
Represents the last price for that security either on a Consolidated or an individual participant basis at the time it is
disseminated.
|
| 60 |
TransactTime |
N |
Trade Dissemination Time
|
| 334 |
Adjustment |
N |
|
| 58 |
Text |
N |
Comment, instructions, or other identifying information.
|
| 354 |
EncodedTextLen |
N |
Must be set if EncodedText <355> field is specified and must immediately precede it.
|
| 355 |
EncodedText |
N |
Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.
|
| <MessageTrailer> |
Y |
|
