Added 
							  FIX.4.4
Expand Components | Collapse Components
| Field or Component | Field Name | FIXML name | Req'd | Comments | Depr. | 
|---|
![]()  | 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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