TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
1024MDOriginTypeMDOrigTypint

Used to describe the origin of the market data entry.


MDOriginTypeCodeSet
0=

Book

Added EP-1 [Book]
1=

Off-Book

Added EP-1 [OffBook]
2=

Cross

Added EP-1 [Cross]
3=

Quote driven market

Examples for quote driven markets are market maker or specialist market models.

Added EP163 [QuoteDrivenMarket]
4=

Dark order book

Added EP163 [DarkOrderBook]
5=

Auction driven market

Markets where matching occurs only in scheduled auctions.

Added EP216 [AuctionDrivenMarket]
6=

Quote negotiation

Discretionary quoting on request or request for quote market.

Added EP216 [QuoteNegotiation]
7=

Voice negotiation

A trading system where transactions between members are arranged through voice negotiation.

Added EP228 [VoiceNegotiation]
8=

Hybrid market

A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 other type of trading system.

Added EP228 [HybridMarket]
Added EP7 Updated EP216

Used in components:
[MDFullGrp][MDIncGrp][MDStatisticParameters]