Pedigree Added FIX.4.4
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 268 | NoMDEntries | Number of entries following. | Added FIX.4.4 |
| 269 | MDEntryType | Typ | Y | Required if NoMDEntries(268) > 0. | Added FIX.4.4 Updated EP190 |
| 278 | MDEntryID | MDID | Conditionally required when maintaining an order-depth book (AggregatedBook(266) is N). Allows subsequent Incremental changes to be applied using MDEntryID(278). | Added EP-1 Updated EP190 | |
| 270 | MDEntryPx | Px | Conditionally required if MDEntryType(269) is not A (Imbalance), B (Trade Volume), or C (Open Interest); Conditionally required when MDEntryType(269) = Q (Auction clearing price). | Added FIX.4.4 Updated EP190 | |
| 423 | PriceType | PxTyp | Added EP-1 |
| Component | PriceQualifierGrp | PxQual | Added EP230 |
| 819 | AvgPxIndicator | AvgPxInd | Added EP240 |
| Component | YieldData | Yield | Added EP-1 Updated EP190 |
| Component | SpreadOrBenchmarkCurveData | SprdBnchmkCurve | Added EP-1 Updated EP190 |
| 40 | OrdType | OrdTyp | Used to support market mechanism type; limit order, market order, committed principal order | Added EP-1 | |
| 15 | Currency | Ccy | Can be used to specify the currency of the quoted price. | Added FIX.4.4 | |
| 2897 | CurrencyCodeSource | CcySrc | Added EP273 | ||
| 120 | SettlCurrency | SettlCcy | Required for NDFs to specify the settlement currency (fixing currency). | Added EP82 | |
| 2899 | SettlCurrencyCodeSource | SettlCcySrc | Added EP273 |
| Component | RateSource | RtSrc | Added EP82 |
| 271 | MDEntrySize | Sz | Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest). | Added FIX.4.4 Updated EP190 |
| Component | SecSizesGrp | SecSizesGrp | Added EP-1 |
| 1093 | LotType | LotTyp | Can be used to specify the lot type of the quoted size in order depth books. | Added EP-1 | |
| 272 | MDEntryDate | Dt | Added FIX.4.4 | ||
| 273 | MDEntryTime | Tm | Added FIX.4.4 | ||
| 274 | TickDirection | TickDirctn | Added FIX.4.4 | ||
| 275 | MDMkt | Mkt | Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C | Added FIX.4.4 Deprecated FIX.5.0 | |
| 336 | TradingSessionID | SesID | Added FIX.4.4 | ||
| 625 | TradingSessionSubID | SesSub | Added FIX.4.4 | ||
| 326 | SecurityTradingStatus | TrdgStat | Added EP-1 | ||
| 327 | HaltReason | HaltRsn | Added EP-1 | ||
| 2447 | FastMarketIndicator | FastMktInd | Added EP190 | ||
| 2705 | MarketCondition | MktCond | Added EP229 | ||
| 276 | QuoteCondition | QCond | Space-delimited list of conditions describing a quote. | Added FIX.4.4 | |
| 277 | TradeCondition | TrdCond | Space-delimited list of conditions describing a trade | Added FIX.4.4 |
| Component | TradePriceConditionGrp | TrdPxConds | Added EP163 |
| 2961 | AnonymousTradeIndicator | AnonymsTrdInd | Added EP274 | ||
| 2667 | AlgorithmicTradeIndicator | AlgoTrdInd | Added EP216 | ||
| 282 | MDEntryOriginator | Orig | Added FIX.4.4 Deprecated FIX.5.0 | ||
| 283 | LocationID | LctnID | Added FIX.4.4 Deprecated FIX.5.0 | ||
| 284 | DeskID | DeskID | Added FIX.4.4 Deprecated FIX.5.0 | ||
| 286 | OpenCloseSettlFlag | OpenClsSettlFlag | Used if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price). | Added FIX.4.4 Updated EP190 | |
| 59 | TimeInForce | TmInForce | For optional use when this Bid or Offer represents an order | Added FIX.4.4 | |
| 432 | ExpireDate | ExpireDt | For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. | Added FIX.4.4 Updated EP190 | |
| 126 | ExpireTime | ExpireTm | For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. | Added FIX.4.4 Updated EP190 | |
| 1629 | ExposureDuration | ExpsreDur | Conditionally required when TimeInForce(59) = A (Good for Time). | Added EP100 Updated EP190 | |
| 1916 | ExposureDurationUnit | ExpsreDurUnit | Added EP159 | ||
| 110 | MinQty | MinQty | For optional use when this Bid or Offer represents an order | Added FIX.4.4 | |
| 18 | ExecInst | ExecInst | Can contain multiple instructions, space delimited. | Added FIX.4.4 | |
| 287 | SellerDays | SellerDays | Added FIX.4.4 | ||
| 37 | OrderID | OrdID | For optional use when this Bid, Offer, or Trade represents an order | Added FIX.4.4 | |
| 198 | SecondaryOrderID | OrdID2 | For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. | Added EP-1 | |
| 299 | QuoteEntryID | EntryID | For optional use when this Bid, Offer, or Trade represents a quote | Added FIX.4.4 | |
| 1003 | TradeID | TrdID | For optional use in reporting Trades. | Added EP201 | |
| 1851 | StrategyLinkID | StrategyLinkID | For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades. | Added EP201 | |
| 288 | MDEntryBuyer | Buyer | For optional use in reporting Trades | Added FIX.4.4 | |
| 289 | MDEntrySeller | Seller | For optional use in reporting Trades | Added FIX.4.4 | |
| 2449 | NumberOfBuyOrders | NumOfBuyOrds | For optional use in reporting trades. | Added EP190 | |
| 2450 | NumberOfSellOrders | NumOfSellOrds | For optional use in reporting trades. | Added EP190 | |
| 346 | NumberOfOrders | NumOfOrds | In an Aggregated Book, used to show how many individual orders make up an MDEntry | Added FIX.4.4 | |
| 290 | MDEntryPositionNo | PosNo | Added FIX.4.4 Updated EP271 | ||
| 546 | Scope | Scope | Added FIX.4.4 | ||
| 811 | PriceDelta | PxDelta | Added FIX.4.4 | ||
| 828 | TrdType | TrdTyp | Specifies trade type when a trade is being reported. For optional use in reporting trades. | Added EP84 Updated EP190 | |
| 829 | TrdSubType | TrdSubTyp | For optional use in reporting trades. | Added EP163 Updated EP190 | |
| 855 | SecondaryTrdType | TrdTyp2 | For optional use in reporting trades. Conditionally requires presence of TrdType(828). | Added EP268 | |
| 2896 | TertiaryTrdType | TrdTyp3 | For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType(855). | Added EP268 |
| Component | TradeTypeGrp | TrdTyp | For optional use in reporting trades as alternative to the use of individual fields. | Added EP289 |
| 1934 | RegulatoryReportType | RegRptTyp | Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report. | Added EP216 | |
| 2963 | MultiJurisdictionReportingIndicator | MultiJrsdctnRptInd | For optional use in reporting trades. | Added EP277 | |
| 2405 | ExecMethod | ExecMeth | Added EP186 | ||
| 574 | MatchType | MtchTyp | For optional use in reporting trades. | Added EP163 Updated EP190 | |
| 1115 | OrderCategory | OrdCat | Added EP163 | ||
| 1390 | TradePublishIndicator | TrdPubInd | For optional use in reporting trades. | Added EP163 Updated EP190 |
| Component | TrdRegPublicationGrp | TrdRegPublctn | Added EP216 |
| 2373 | IntraFirmTradeIndicator | IntraFirmTrdInd | Added EP268 | ||
| 570 | PreviouslyReported | PrevlyRpted | Added EP216 |
| Component | RelatedTradeGrp | ReltdTrd | For optional use when reporting trades. Lists trades related to the current market data entry, e.g. leg trades of a multi-leg trade. | Added EP190 |
| 58 | Text | Txt | Text to describe the Market Data Entry. Part of repeating group. | Added FIX.4.4 | |
| 354 | EncodedTextLen | EncTxtLen | Must be set if EncodedText(355) field is specified and must immediately precede it. | Added FIX.4.4 Updated EP190 | |
| 355 | EncodedText | EncTxt | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.4 Updated EP190 | |
| 1023 | MDPriceLevel | MDPxLvl | Added EP-1 Updated EP271 | ||
| 528 | OrderCapacity | Cpcty | Added EP-1 Updated EP190 | ||
| 1024 | MDOriginType | MDOrigTyp | Added EP-1 | ||
| 332 | HighPx | HighPx | Used to report high price in association with trade, bid or ask rather than a separate entity | Added EP-1 | |
| 333 | LowPx | LowPx | Used to report low price in association with trade, bid or ask rather than a separate entity. | Added EP-1 Updated EP190 | |
| 1025 | FirstPx | FirstPx | Indicates the first price of a trading session; can be a bid, ask, or trade price. | Added EP84 | |
| 31 | LastPx | LastPx | Indicates the last price of a trading session; can be a bid, ask, or trade price. | Added EP84 | |
| 1592 | DiscountFactor | DiscFctr | Added EP107 | ||
| 1020 | TradeVolume | TrdVol | Used to report trade volume in association with trade, bid or ask rather than a separate entity | Added EP-1 |
| Component | PriceLimits | PxLmts | Added EP267 |
| 1143 | MaxPriceVariation | MxPxVar | Added EP267 | ||
| 731 | SettlPriceType | SetPxTyp | Added EP190 | ||
| 2451 | SettlPriceDeterminationMethod | SettlPxDtrmnMeth | Added EP190 | ||
| 63 | SettlType | SettlTyp | Added EP-1 | ||
| 64 | SettlDate | SettlDt | Indicates date on which instrument will settle. For NDFs required for specifying the value date. | Added EP-1 Updated EP82 | |
| 1070 | MDQuoteType | MDQteTyp | Added EP-1 | ||
| 83 | RptSeq | RptSeq | Used to identify the sequence number within a feed type | Added EP-1 | |
| 1048 | DealingCapacity | DealingCpcty | Added EP-1 Updated EP190 | ||
| 1026 | MDEntrySpotRate | MDEntrySpotRt | Added EP-1 | ||
| 1027 | MDEntryForwardPoints | MDEntryFwdPnts | Added EP-1 |
| Component | Parties | Pty | Added EP-1 |
| 2445 | AggressorTime | AgrsrTm | Added EP190 | ||
| 2446 | AggressorSide | AgrsrSide | Added EP190 | ||
| 654 | LegRefID | RefID | May be specified for an MDEntryType(269)=2 (Trade) entry to indicate that MDEntryPx(270), PriceType(423) and MDEntrySize(271) apply to the instance of the InstrmtLegGrp component with matching LegID(1788). | Added EP201 |
| end Repeating Group |
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