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

Added in protocol FIX.4.2

See in: FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = W Y FIX.4.2
262 MDReqID Conditionally required if this message is in response to a Market Data Request. FIX.4.2
55 Symbol Y FIX.4.2
65 SymbolSfx FIX.4.2
48 SecurityID FIX.4.2
22 IDSource FIX.4.2
167 SecurityType 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. FIX.4.2
200 MaturityMonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.2
205 MaturityDay Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.2
201 PutOrCall For Options. FIX.4.2
202 StrikePrice For Options. FIX.4.2
206 OptAttribute For Options. FIX.4.2
231 ContractMultiplier For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the “nominal” (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate For Fixed Income. FIX.4.2
207 SecurityExchange Can be used to identify the security. FIX.4.2
106 Issuer FIX.4.2
348 EncodedIssuerLen Must be set if EncodedIssuer (349) field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.2
107 SecurityDesc FIX.4.2
350 EncodedSecurityDescLen Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.2
291 FinancialStatus FIX.4.2
292 CorporateAction FIX.4.2
387 TotalVolumeTraded Total volume traded in this trading session for this security. FIX.4.2
268 NoMDEntries Number of entries following. Y FIX.4.2
269 MDEntryType Must be the first field in this repeating group. Y FIX.4.2
270 MDEntryPx Y FIX.4.2
15 Currency Can be used to specify the currency of the quoted price. FIX.4.2
271 MDEntrySize Conditionally required if MDEntryType = Bid(0), Offer(1), or Trade(2) FIX.4.2
272 MDEntryDate FIX.4.2
273 MDEntryTime FIX.4.2
274 TickDirection FIX.4.2
275 MDMkt Market posting quote / trade. Valid values:
See Appendix C
FIX.4.2
336 TradingSessionID FIX.4.2
276 QuoteCondition Space-delimited list of conditions describing a quote. FIX.4.2
277 TradeCondition Space-delimited list of conditions describing a trade FIX.4.2
282 MDEntryOriginator FIX.4.2
283 LocationID FIX.4.2
284 DeskID FIX.4.2
286 OpenCloseSettleFlag Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). FIX.4.2
59 TimeInForce For optional use when this Bid or Offer represents an order FIX.4.2
432 ExpireDate For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. FIX.4.2
126 ExpireTime For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. FIX.4.2
110 MinQty For optional use when this Bid or Offer represents an order FIX.4.2
18 ExecInst Can contain multiple instructions, space delimited. FIX.4.2
287 SellerDays FIX.4.2
37 OrderID For optional use when this Bid, Offer, or Trade represents an order FIX.4.2
299 QuoteEntryID For optional use when this Bid, Offer, or Trade represents a quote FIX.4.2
288 MDEntryBuyer For optional use in reporting Trades FIX.4.2
289 MDEntrySeller For optional use in reporting Trades FIX.4.2
346 NumberOfOrders In an Aggregated Book, used to show how many individual orders make up an MDEntry FIX.4.2
290 MDEntryPositionNo Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 FIX.4.2
58 Text Text to describe the Market Data Entry. Part of repeating group. FIX.4.2
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.4.2
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.2
Block StandardTrailer Y FIX.4.2