The second Market Data message format is used for incremental updates.

Added in protocol FIX.4.2

See in: FIX.4.2, 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 = X Y FIX.4.2
262 MDReqID Conditionally required if this message is in response to a Market Data Request. FIX.4.2
268 NoMDEntries Number of entries following. Y FIX.4.2
279 MDUpdateAction Must be first field in this repeating group. Y FIX.4.2
285 DeleteReason If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion. FIX.4.2
269 MDEntryType Conditionally required if MDUpdateAction = New(0). Cannot be changed. FIX.4.2
278 MDEntryID If specified, must be unique among currently active entries if MDUpdateAction = New (0), must be the same as a previous MDEntryID if MDUpdateAction = Delete (2), and must be the same as a previous MDEntryID if MDUpdateAction = Change (1) and MDEntryRefID is not specified, or must be unique among currently active entries if MDUpdateAction = Change(1) and MDEntryRefID is specified.. FIX.4.2
280 MDEntryRefID If MDUpdateAction = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction = Change(1), this must refer to a previous MDEntryID. FIX.4.2
Block Instrument Insert here the set of “Instrument” (symbology) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES”
Either Symbol (the instrument component block) or MDEntryRefID must be specified if MDUpdateAction = New(0) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction = New(0), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear, MaturityDay, StrikePrice, OptAttribute, and SecurityExchange. May not be changed.
FIX.4.3
291 FinancialStatus FIX.4.2
292 CorporateAction FIX.4.2
270 MDEntryPx Conditionally required when MDUpdateAction = New(0) and MDEntryType is not Imbalance(A). FIX.4.2
15 Currency Can be used to specify the currency of the quoted price. FIX.4.2
271 MDEntrySize Conditionally required when MDUpdateAction = New(0) andMDEntryType = 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 6-C
FIX.4.2
336 TradingSessionID FIX.4.2
625 TradingSessionSubID FIX.4.3
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
546 Scope FIX.4.3
387 TotalVolumeTraded Total volume traded in this trading session for this security. FIX.4.2
449 TotalVolumeTradedDate FIX.4.3
450 TotalVolumeTradedTime FIX.4.3
451 NetChgPrevDay FIX.4.3
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