Component MDFullGrp

FIX.Latest_EP292 Component

MDFullGrp

<Full>

Pedigree Added FIX.4.4

	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

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

Used in messages:

[MarketDataSnapshotFullRefresh]

235	YieldType	Typ	Added FIX.4.3
236	Yield	Yld	Added FIX.4.3
701	YieldCalcDate	CalcDt	Added FIX.4.4
696	YieldRedemptionDate	RedDt	Added FIX.4.4
697	YieldRedemptionPrice	RedPx	Added FIX.4.4
698	YieldRedemptionPriceType	RedPxTyp	Added FIX.4.4

218	Spread	Spread	For Fixed Income	Added FIX.4.3
220	BenchmarkCurveCurrency	Ccy		Added FIX.4.3
2950	BenchmarkCurveCurrencyCodeSource	CcySrc		Added EP273
221	BenchmarkCurveName	Name		Added FIX.4.3
222	BenchmarkCurvePoint	Point		Added FIX.4.3
662	BenchmarkPrice	Px		Added FIX.4.4
663	BenchmarkPriceType	PxTyp	Must be present if BenchmarkPrice is used.	Added FIX.4.4
699	BenchmarkSecurityID	SecID	The identifier of the benchmark security, e.g. Treasury against Corporate bond.	Added FIX.4.4
761	BenchmarkSecurityIDSource	SecIDSrc	Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.	Added FIX.4.4

1446	RateSource	RtSrc	Required if NoRateSource(1445) > 0	Added EP82
1447	RateSourceType	RtSrcTyp	Required if NoRateSources(1445) > 0	Added EP82
1448	ReferencePage	RefPg	May be used when RateSource(1446)=99 (Other)	Added EP82 Updated EP247
2412	RateSourceReferemcePageHeading	RefHdng		Added EP187
2796	FXBenchmarkRateFix	BnchmkRtFix		Added EP247

	1178	MDSecSizeType	MDSecSizeType		Defines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group	Added EP-1
	1179	MDSecSize	MDSecSize			Added EP-1

	2669	TrdRegPublicationType	Typ		Required if NoTrdRegPublications(2668) > 0.	Added EP216
	2670	TrdRegPublicationReason	Rsn			Added EP216

	3006	TradeType	TrdTyp		Required if NoTradeTypes(3005) > 0.	Added EP289
	3007	TradeSubType	TrdSubTyp			Added EP289

1856	RelatedTradeID	ID	Required if NoRelatedTrades(1855) > 0.	Added EP142
1857	RelatedTradeIDSource	Src		Added EP142
2103	RelatedRegulatoryTradeIDSource	RegSrc	Optionally used for RelatedTradeIDSource(1857)=6(Regulatory trade ID) when RelatedTradeID(1856) is not unique across multiple reporting entities.	Added EP165
1858	RelatedTradeDate	Dt	Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple days.	Added EP142
1859	RelatedTradeMarketID	MktID	Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple markets.	Added EP142
1860	RelatedTradeQuantity	Qty		Added EP142

1306	PriceLimitType	PxLmtTyp	Describes the how the price limits are expressed	Added EP-1
1148	LowLimitPrice	LowLmtPx	Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected	Added EP-1
1149	HighLimitPrice	HiLmtPx	Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected	Added EP-1
1150	TradingReferencePrice	TrdgRefPx	Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.	Added EP-1

448	PartyID	ID	Required if NoPartyIDs(453) > 0. Identification of the party.	Added FIX.4.3 Updated EP204
447	PartyIDSource	Src	Required if NoPartyIDs(453) > 0. Used to identify classification source.	Added FIX.4.3 Updated EP204
452	PartyRole	R	Required if NoPartyIDs(453) > 0. Identifies the type of PartyID(448).	Added FIX.4.3 Updated EP204
2376	PartyRoleQualifier	Qual		Added EP179

	523	PartySubID	ID			Added FIX.4.4
	803	PartySubIDType	Typ			Added FIX.4.4