FIX.5.0SP2 Component

MDFullGrp

<Full>


Added  FIX.4.4

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Field or ComponentField NameFIXML nameReq'dCommentsDepr.
Repeating Group 268NoMDEntries

Number of entries following.

 
269MDEntryType@Typ

Must be the first field in this repeating group.

 
278MDEntryID@ID 

Conditionally required when maintaining an order-depth book, that is, when AggregatedBook (266) is "N". allows subsequent Incremental changes to be applied using MDEntryID.

 
270MDEntryPx@Px 

Conditionally required if MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest(C); Conditionally required when MDEntryType = "auction clearing price"

 
423PriceType@PxTyp  
ComponentYieldDataYield 

Insert here the set of YieldData (yield-related) fields defined in "Common Components of Application Messages

 
ComponentSpreadOrBenchmarkCurveDataSprdBnchmkCurve 

Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages

 
40OrdType@OrdTyp 

Used to support market mechanism type; limit order, market order, committed principal order

 
15Currency@Ccy 

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

 
120SettlCurrency@SettlCcy 

Required for NDFs to specify the settlement currency (fixing currency).

 
ComponentRateSourceRtSrc  
271MDEntrySize@Sz 

Conditionally required if MDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume (B), or Open Interest(C)

conditionally required when MDEntryType = "auction clearing price"

 
ComponentSecSizesGrpSecSizesGrp  
1093LotType@LotTyp 

Can be used to specify the lot type of the quoted size in order depth books.

 
272MDEntryDate@Dt  
273MDEntryTime@Tm  
274TickDirection@TickDirctn  
275MDMkt@Mkt 

Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C

Depr  FIX.5.0
336TradingSessionID@SesID  
625TradingSessionSubID@SesSub  
326SecurityTradingStatus@TrdgStat  
327HaltReason@HaltRsn  
276QuoteCondition@QCond 

Space-delimited list of conditions describing a quote.

 
277TradeCondition@TrdCond 

Space-delimited list of conditions describing a trade

 
282MDEntryOriginator@Orig  Depr  FIX.5.0
283LocationID@LctnID  Depr  FIX.5.0
284DeskID@DeskID  Depr  FIX.5.0
286OpenCloseSettlFlag@OpenClsSettlFlag 

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

 
59TimeInForce@TmInForce 

For optional use when this Bid or Offer represents an order

 
432ExpireDate@ExpireDt 

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

 
126ExpireTime@ExpireTm 

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

 
110MinQty@MinQty 

For optional use when this Bid or Offer represents an order

 
18ExecInst@ExecInst 

Can contain multiple instructions, space delimited.

 
287SellerDays@SellerDays  
37OrderID@OrdID 

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

 
198SecondaryOrderID@OrdID2 

For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id.

 
299QuoteEntryID@EntryID 

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

 
288MDEntryBuyer@Buyer 

For optional use in reporting Trades

 
289MDEntrySeller@Seller 

For optional use in reporting Trades

 
346NumberOfOrders@NumOfOrds 

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

 
290MDEntryPositionNo@PosNo 

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

 
546Scope@Scope  
811PriceDelta@PxDelta  
828TrdType@TrdTyp 

Specifies trade type when a trade is being reported. Must be used when MDEntryType(269) = Trade(2).

 
58Text@Txt 

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

 
354EncodedTextLen@EncTxtLen 

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

 
355EncodedText@EncTxt 

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

 
1023MDPriceLevel@MDPxLvl 

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

 
528OrderCapacity@Cpcty 

Designates the capacity of the firm placing the order

 
1024MDOriginType@MDOrigTyp  
332HighPx@HighPx 

Used to report high price in association with trade, bid or ask rather than a separate entity

 
333LowPx@LowPx 

Used to report low price in association with trade, bid or ask rather than a separate entitty

 
1025FirstPx@FirstPx 

Indicates the first price of a trading session; can be a bid, ask, or trade price.

 
31LastPx@LastPx 

Indicates the last price of a trading session; can be a bid, ask, or trade price.

 
1020TradeVolume@TrdVol 

Used to report trade volume in association with trade, bid or ask rather than a separate entity

 
63SettlType@SettlTyp  
64SettlDate@SettlDt 

Indicates date on which instrument will settle.

For NDFs required for specifying the "value date".

 
1070MDQuoteType@MDQteTyp  
83RptSeq@RptSeq 

Used to identify the sequence number within a feed type

 
1048DealingCapacity@DealingCpcty 

Identifies role of dealer; Agent, Principal, RisklessPrincipal

 
1026MDEntrySpotRate@MDEntrySpotRt  
1027MDEntryForwardPoints@MDEntryFwdPnts  
ComponentPartiesPty  
end Repeating Group

Used in messages:
[MarketDataSnapshotFullRefresh]

Used in components: