Structure

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

MsgType = CO

Component Block - <ApplicationSequenceControl> N
324 SecurityStatusReqID N

Required when mass status is in response to a SecurityMassStatusRequest <CN> message.

1465 SecurityListID N

Identifies all securities for a security list identifier.

1301 MarketID N

Identifies all securities for a market.

1300 MarketSegmentID N

Identifies all securities for a market segment.

75 TradeDate N

Business day that the state change applies to.

336 TradingSessionID N

Identifies all securities for a trading session.

625 TradingSessionSubID N

Identifies all securities for a trading sub-session.

Component Block - <InstrumentScope> N
325 UnsolicitedIndicator N

Set to "Y" if message is sent as a result of a subscription request not a snapshot request.

1679 SecurityMassTradingStatus N
2447 FastMarketIndicator N
1680 SecurityMassTradingEvent N
1681 MassHaltReason N
1021 MDBookType N

Used to relay changes in the book type.

264 MarketDepth N

Used to relay changes in Market Depth.

60 TransactTime N

Time of state change for security list.

334 Adjustment N
Component Block - <SecMassStatGrp> N
Component Block - <StandardTrailer> Y