Some systems allow the transmission of real-time quote, order, trade and/or other price information on a subscription basis.
Added
FIX.4.2
Expand Components | Collapse Components
Field or Component | Field Name | Req'd | Comments | Depr. |
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Component | StandardHeader |
MsgType = V |
262 | MDReqID |
Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). | |||
263 | SubscriptionRequestType |
SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. | |||
264 | MarketDepth | ||||
265 | MDUpdateType |
Required if SubscriptionRequestType = Snapshot + Updates (1). | |||
266 | AggregatedBook |
Repeating Group 267 | NoMDEntryTypes |
Number of MDEntryType fields requested. |
269 | MDEntryType |
Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving. |
end Repeating Group |
Repeating Group 146 | NoRelatedSym |
Number of symbols requested. |
55 | Symbol |
Must be the first field in the repeating group. | |||
65 | SymbolSfx |
Can be repeated multiple times if message is related to multiple symbols. | |||
48 | SecurityID |
Can be repeated multiple times if message is related to multiple symbols. | |||
22 | IDSource |
Can be repeated multiple times if message is related to multiple symbols. | |||
167 | SecurityType |
Must be specified if a Future or Option. If a Future:Symbol, SecurityType, and MaturityMonthYear are required. If an Option:Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. | |||
200 | MaturityMonthYear |
Specifiesthe month and year of maturity. Required if MaturityDay is specified. | |||
205 | MaturityDay |
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | |||
201 | PutOrCall |
For Options. | |||
202 | StrikePrice |
For Options. | |||
206 | OptAttribute |
For Options. | |||
231 | ContractMultiplier |
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. | |||
223 | CouponRate |
For Fixed Income. | |||
207 | SecurityExchange |
Can be used to identify the security. | |||
106 | Issuer |
Can be repeated multiple times if message is related to multiple symbols. | |||
348 | EncodedIssuerLen |
Must be set if EncodedIssuer field is specified and must immediately precede it. | |||
349 | EncodedIssuer |
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | |||
107 | SecurityDesc |
Can be repeated multiple times if message is related to multiple symbols. | |||
350 | EncodedSecurityDescLen |
Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | |||
351 | EncodedSecurityDesc |
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | |||
336 | TradingSessionID |
end Repeating Group |
Component | StandardTrailer |
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