FIX.Latest_EP269 Message

MarketDataSnapshotFullRefresh [type 'W']


The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these.

Pedigree Added FIX.4.2

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderBaseHeaderYMsgType = WAdded FIX.4.2
ComponentApplicationSequenceControlApplSeqCtrl Added FIX.5.0
911TotNumReportsTotNumRpts Total number or reports returned in response to a request.Added FIX.5.0
963MDReportIDRptID Unique identifier for the market data report.Added FIX.4.4 Updated EP190
715ClearingBusinessDateBizDt Added FIX.4.4
1021MDBookTypeMDBkTyp Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connectionAdded FIX.4.4
1173MDSubBookTypeMDSubBkTyp Can be used to define a subordinate book.Added FIX.5.0
264MarketDepthMktDepth Can be used to define the current depth of the book.Added FIX.5.0
1022MDFeedTypeMDFeedTyp Describes a class of service for a given data feed, ie Regular and Market MakerAdded FIX.4.4
1683MDSubFeedTypeMDSubFeedTyp Added EP106
1187RefreshIndicatorRefInd Added FIX.5.0
75TradeDateTrdDt Used to specify the trading date for which a set of market data appliesAdded FIX.4.4
262MDReqIDReqID Conditionally required if this message is in response to a MarketDataRequest(35=V).Added FIX.4.2 Updated EP190
1500MDStreamIDMDStrmID Added EP93
1301MarketIDMktID Added EP106
1300MarketSegmentIDMktSegID Added EP106
ComponentInstrumentInstrmtYAdded FIX.4.3 Updated EP190
ComponentInstrumentExtensionInstrmtExt Added EP201
ComponentFinancingDetailsFinDetls Added EP201
ComponentUndInstrmtGrpUndly Added FIX.4.4 Updated EP190