FIX 5.0 SP2 : <MDFullGrp> component block

Structure | Used In

Description

Structure

Tag Field Name Req'd Comments
268 NoMDEntries Y Number of entries following.
=> 269 MDEntryType Y Must be the first field in this repeating group.
=> 278 MDEntryID N Conditionally required when maintaining an order-depth book, that is, when AggregatedBook (266) is "N". allows subsequent Incremental changes to be applied using MDEntryID.
=> 270 MDEntryPx N Conditionally required if MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest(C); Conditionally required when MDEntryType = "auction clearing price"
=> 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
=> 40 OrdType N Used to support market mechanism type; limit order, market order, committed principal order
=> 15 Currency N Can be used to specify the currency of the quoted price.
=> 271 MDEntrySize N

Conditionally required if MDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume (B), or Open Interest(C)

conditionally required when MDEntryType = "auction clearing price"

=> Component Block - <SecSizesGrp> N
=> 1093 LotType N Can be used to specify the lot type of the quoted size in order depth books.
=> 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
=> 326 SecurityTradingStatus N
=> 327 HaltReason 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
=> 198 SecondaryOrderID N For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id.
=> 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
=> 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.
=> 1023 MDPriceLevel N Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1
=> 528 OrderCapacity N Designates the capacity of the firm placing the order
=> 1024 MDOriginType N
=> 332 HighPx N Used to report high price in association with trade, bid or ask rather than a separate entity
=> 333 LowPx N Used to report low price in association with trade, bid or ask rather than a separate entitty
=> 1020 TradeVolume N Used to report trade volume in association with trade, bid or ask rather than a separate entity
=> 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 Used to identify the sequence number within a feed type
=> 1048 DealingCapacity N Identifies role of dealer; Agent, Principal, RisklessPrincipal
=> 1026 MDEntrySpotRate N
=> 1027 MDEntryForwardPoints N
=> Component Block - <Parties> N
=> 120 SettlCurrency N Required for NDFs to specify the settlement currency (fixing currency).
=> Component Block - <RateSource> N
=> 828 TrdType N Specifies trade type when a trade is being reported. Must be used when MDEntryType(269) = Trade(2).
=> 1025 FirstPx N Indicates the first price of a trading session; can be a bid, ask, or trade price.
=> 31 LastPx N Indicates the last price of a trading session; can be a bid, ask, or trade price.

Used In