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 |