FIX.4.2 Message

MarketDataSnapshotFullRefresh [type 'W']

The Market Data messages are used as the response to a Market Data Request message.


Added  FIX.4.2

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Field or ComponentField NameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = W

 
262MDReqID 

Conditionally required if this message is in response to a Market Data Request.

 
55Symbol 
65SymbolSfx  
48SecurityID  
22IDSource  
167SecurityType 

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.

 
200MaturityMonthYear 

Specifiesthe month and year of maturity. Required if MaturityDay is specified.

 
205MaturityDay 

Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.

 
201PutOrCall 

For Options.

 
202StrikePrice 

For Options.

 
206OptAttribute 

For Options.

 
231ContractMultiplier 

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

 
223CouponRate 

For Fixed Income.

 
207SecurityExchange 

Can be used to identify the security.

 
106Issuer  
348EncodedIssuerLen 

Must be set if EncodedIssuer field is specified and must immediately precede it.

 
349EncodedIssuer 

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

 
107SecurityDesc  
350EncodedSecurityDescLen 

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

 
351EncodedSecurityDesc 

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

 
291FinancialStatus  
292CorporateAction  
387TotalVolumeTraded 

Total volume traded in this trading session for this security.

 
Repeating Group 268NoMDEntries

Number of entries following.

 
269MDEntryType

Must be the first field in this repeating group.

 
270MDEntryPx 
15Currency 

Can be used to specify the currency of the quoted price.

 
271MDEntrySize 

Conditionally required if MDEntryType = Bid(0), Offer(1), or Trade(2)

 
272MDEntryDate  
273MDEntryTime  
274TickDirection  
275MDMkt 

Market posting quote / trade. Valid values:

See Appendix C

 
336TradingSessionID  
276QuoteCondition 

Space-delimited list of conditions describing a quote.

 
277TradeCondition 

Space-delimited list of conditions describing a trade

 
282MDEntryOriginator  
283LocationID  
284DeskID  
286OpenCloseSettleFlag 

Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).

 
59TimeInForce 

For optional use when this Bid or Offer represents an order

 
432ExpireDate 

For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.

 
126ExpireTime 

For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.

 
110MinQty 

For optional use when this Bid or Offer represents an order

 
18ExecInst 

Can contain multiple instructions, space delimited.

 
287SellerDays  
37OrderID 

For optional use when this Bid, Offer, or Trade represents an order

 
299QuoteEntryID 

For optional use when this Bid, Offer, or Trade represents a quote

 
288MDEntryBuyer 

For optional use in reporting Trades

 
289MDEntrySeller 

For optional use in reporting Trades

 
346NumberOfOrders 

In an Aggregated Book, used to show how many individual orders make up an MDEntry

 
290MDEntryPositionNo 

Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1

 
58Text 

Text to describe the Market Data Entry. Part of repeating group.

 
354EncodedTextLen 

Must be set if EncodedText field is specified and must immediately precede it.

 
355EncodedText 

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

 
end Repeating Group
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