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