FIX.4.2 Message

MarketDataIncrementalRefresh [type 'X']

The second Market Data message format is used for incremental updates.


Added  FIX.4.2

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Field or ComponentField NameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = X

 
262MDReqID 

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

 
Repeating Group 268NoMDEntries

Number of entries following.

 
279MDUpdateAction

Must be first field in this repeating group.

 
285DeleteReason 

If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion.

 
269MDEntryType 

Conditionally required if MDUpdateAction = New(0). Cannot be changed.

 
278MDEntryID 

If specified, must be unique among currently active entries if MDUpdateAction = New (0), must be the same as a previous MDEntryID if MDUpdateAction = Delete (2), and must be the same as a previous MDEntryID if MDUpdateAction = Change (1) and MDEntryRefID is not specified, or must be unique among currently active entries if MDUpdateAction = Change(1) and MDEntryRefID is specified..

 
280MDEntryRefID 

If MDUpdateAction = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction = Change(1), this must refer to a previous MDEntryID.

 
55Symbol 

Either Symbol or MDEntryRefID must be specified if MDUpdateAction = New(0) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction = New(0), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear, MaturityDay, PutOrCall, StrikePrice, OptAttribute, and SecurityExchange. May not be changed.

 
65SymbolSfx 

May not be changed.

 
48SecurityID 

May not be changed.

 
22IDSource 

May not be changed.

 
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. May not be changed.

 
200MaturityMonthYear 

Specifiesthe month and year of maturity. Required if MaturityDay is specified. May not be changed.

 
205MaturityDay 

Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. May not be changed.

 
201PutOrCall 

For Options. May not be changed.

 
202StrikePrice 

For Options. May not be changed.

 
206OptAttribute 

For Options. May not be changed.

 
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. May not be changed.

 
106Issuer 

May not be changed.

 
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 

May not be changed.

 
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  
270MDEntryPx 

Conditionally required when MDUpdateAction = New(0).

 
15Currency 

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

 
271MDEntrySize 

Conditionally required when MDUpdateAction = New(0) andMDEntryType = 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

 
387TotalVolumeTraded 

Total volume traded in this trading session for this security.

 
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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