The MarketDataReport <DR> message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle.

The message can be used when distributing reference and market data on an ongoing basis to convey start and end points for synchronization. The report contains multiple message counters that are provided at the beginning or end of a cycle.


Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y

MsgType = DR

Component Block - <ApplicationSequenceControl> N
963 MDReportID N

Unique identifier for MarketDataReport <DR>.

2535 MDReportEvent Y
2536 MDReportCount Y
60 TransactTime N
911 TotNumReports N
2537 TotNoMarketSegmentReports N
2538 TotNoInstrumentReports N
2539 TotNoPartyDetailReports N
2540 TotNoEntitlementReports N
2541 TotNoRiskLimitReports N
Component Block - <StandardTrailer> Y