Added
FIX.4.4
Expand Components | Collapse Components
Field or Component | Field Name | FIXML name | Req'd | Comments | Depr. |
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![]() | Repeating Group 268 | NoMDEntries | ![]() |
Number of entries following. |
![]() | 269 | MDEntryType | @Typ | ![]() |
Must be the first field in this repeating group. | |
![]() | 278 | MDEntryID | @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. | ||
![]() | 270 | MDEntryPx | @Px |
Conditionally required if MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest(C); Conditionally required when MDEntryType = "auction clearing price" | ||
![]() | 423 | PriceType | @PxTyp |
![]() | Component | YieldData | Yield |
Insert here the set of YieldData (yield-related) fields defined in "Common Components of Application Messages |
![]() | Component | SpreadOrBenchmarkCurveData | SprdBnchmkCurve |
Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages |
![]() | 40 | OrdType | @OrdTyp |
Used to support market mechanism type; limit order, market order, committed principal order | ||
![]() | 15 | Currency | @Ccy |
Can be used to specify the currency of the quoted price. | ||
![]() | 120 | SettlCurrency | @SettlCcy |
Required for NDFs to specify the settlement currency (fixing currency). |
![]() | Component | RateSource | RtSrc |
![]() | 271 | MDEntrySize | @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" |
![]() | Component | SecSizesGrp | SecSizesGrp |
![]() | 1093 | LotType | @LotTyp |
Can be used to specify the lot type of the quoted size in order depth books. | ||
![]() | 272 | MDEntryDate | @Dt | |||
![]() | 273 | MDEntryTime | @Tm | |||
![]() | 274 | TickDirection | @TickDirctn | |||
![]() | 275 | MDMkt | @Mkt |
Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C | Depr FIX.5.0 | |
![]() | 336 | TradingSessionID | @SesID | |||
![]() | 625 | TradingSessionSubID | @SesSub | |||
![]() | 326 | SecurityTradingStatus | @TrdgStat | |||
![]() | 327 | HaltReason | @HaltRsn | |||
![]() | 276 | QuoteCondition | @QCond |
Space-delimited list of conditions describing a quote. | ||
![]() | 277 | TradeCondition | @TrdCond |
Space-delimited list of conditions describing a trade | ||
![]() | 282 | MDEntryOriginator | @Orig | Depr FIX.5.0 | ||
![]() | 283 | LocationID | @LctnID | Depr FIX.5.0 | ||
![]() | 284 | DeskID | @DeskID | Depr FIX.5.0 | ||
![]() | 286 | OpenCloseSettlFlag | @OpenClsSettlFlag |
Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). | ||
![]() | 59 | TimeInForce | @TmInForce |
For optional use when this Bid or Offer represents an order | ||
![]() | 432 | ExpireDate | @ExpireDt |
For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. | ||
![]() | 126 | ExpireTime | @ExpireTm |
For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. | ||
![]() | 110 | MinQty | @MinQty |
For optional use when this Bid or Offer represents an order | ||
![]() | 18 | ExecInst | @ExecInst |
Can contain multiple instructions, space delimited. | ||
![]() | 287 | SellerDays | @SellerDays | |||
![]() | 37 | OrderID | @OrdID |
For optional use when this Bid, Offer, or Trade represents an order | ||
![]() | 198 | SecondaryOrderID | @OrdID2 |
For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. | ||
![]() | 299 | QuoteEntryID | @EntryID |
For optional use when this Bid, Offer, or Trade represents a quote | ||
![]() | 288 | MDEntryBuyer | @Buyer |
For optional use in reporting Trades | ||
![]() | 289 | MDEntrySeller | @Seller |
For optional use in reporting Trades | ||
![]() | 346 | NumberOfOrders | @NumOfOrds |
In an Aggregated Book, used to show how many individual orders make up an MDEntry | ||
![]() | 290 | MDEntryPositionNo | @PosNo |
Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 | ||
![]() | 546 | Scope | @Scope | |||
![]() | 811 | PriceDelta | @PxDelta | |||
![]() | 828 | TrdType | @TrdTyp |
Specifies trade type when a trade is being reported. Must be used when MDEntryType(269) = Trade(2). | ||
![]() | 58 | Text | @Txt |
Text to describe the Market Data Entry. Part of repeating group. | ||
![]() | 354 | EncodedTextLen | @EncTxtLen |
Must be set if EncodedText field is specified and must immediately precede it. | ||
![]() | 355 | EncodedText | @EncTxt |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | ||
![]() | 1023 | MDPriceLevel | @MDPxLvl |
Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 | ||
![]() | 528 | OrderCapacity | @Cpcty |
Designates the capacity of the firm placing the order | ||
![]() | 1024 | MDOriginType | @MDOrigTyp | |||
![]() | 332 | HighPx | @HighPx |
Used to report high price in association with trade, bid or ask rather than a separate entity | ||
![]() | 333 | LowPx | @LowPx |
Used to report low price in association with trade, bid or ask rather than a separate entitty | ||
![]() | 1025 | FirstPx | @FirstPx |
Indicates the first price of a trading session; can be a bid, ask, or trade price. | ||
![]() | 31 | LastPx | @LastPx |
Indicates the last price of a trading session; can be a bid, ask, or trade price. | ||
![]() | 1020 | TradeVolume | @TrdVol |
Used to report trade volume in association with trade, bid or ask rather than a separate entity | ||
![]() | 63 | SettlType | @SettlTyp | |||
![]() | 64 | SettlDate | @SettlDt |
Indicates date on which instrument will settle. For NDFs required for specifying the "value date". | ||
![]() | 1070 | MDQuoteType | @MDQteTyp | |||
![]() | 83 | RptSeq | @RptSeq |
Used to identify the sequence number within a feed type | ||
![]() | 1048 | DealingCapacity | @DealingCpcty |
Identifies role of dealer; Agent, Principal, RisklessPrincipal | ||
![]() | 1026 | MDEntrySpotRate | @MDEntrySpotRt | |||
![]() | 1027 | MDEntryForwardPoints | @MDEntryFwdPnts |
![]() | Component | Parties | Pty |
end Repeating Group |
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