Added in protocol FIX.4.4

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

Field or Component Name Description Is Required Added Is Deprecated
268 NoMDEntries Number of entries following. Y FIX.4.4
269 MDEntryType Required if NoMDEntries (268) > 0. Y FIX.4.4
278 MDEntryID Conditionally required when maintaining an order-depth book (AggregatedBook (266) is “N”). Allows subsequent Incremental changes to be applied using MDEntryID (278). FIX.4.4
270 MDEntryPx Conditionally required if MDEntryType (269) is not A (Imbalance), B (Trade Volume), or C (Open Interest); Conditionally required when MDEntryType (269) = Q (Auction clearing price). FIX.4.4
423 PriceType FIX.5.0
BlockRepeating PriceQualifierGrp FIX.5.0SP2 (230)
819 AvgPxIndicator FIX.5.0SP2 (240)
Block YieldData FIX.5.0
Block SpreadOrBenchmarkCurveData FIX.5.0
40 OrdType Used to support market mechanism type; limit order, market order, committed principal order FIX.4.4
15 Currency Can be used to specify the currency of the quoted price. FIX.4.4
120 SettlCurrency Required for NDFs to specify the settlement currency (fixing currency). FIX.5.0SP1 (82)
BlockRepeating RateSource FIX.5.0SP1 (82)
271 MDEntrySize Conditionally required when MDUpdateAction (279) = 0 (New) and MDEntryType (269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest). FIX.4.4
ImplicitBlockRepeating SecSizesGrp FIX.5.0
1093 LotType Can be used to specify the lot type of the quoted size in order depth books. FIX.5.0
272 MDEntryDate FIX.4.4
273 MDEntryTime FIX.4.4
274 TickDirection FIX.4.4
275 MDMkt Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C FIX.4.4 Y
336 TradingSessionID FIX.4.4
625 TradingSessionSubID FIX.4.4
326 SecurityTradingStatus FIX.5.0
327 HaltReason FIX.5.0
2447 FastMarketIndicator FIX.5.0SP2 (190)
2705 MarketCondition FIX.5.0SP2 (229)
276 QuoteCondition Space-delimited list of conditions describing a quote. FIX.4.4
277 TradeCondition Space-delimited list of conditions describing a trade FIX.4.4
BlockRepeating TradePriceConditionGrp FIX.5.0SP2 (163)
2667 AlgorithmicTradeIndicator FIX.5.0SP2 (216)
282 MDEntryOriginator FIX.4.4 Y
283 LocationID FIX.4.4 Y
284 DeskID FIX.4.4 Y
286 OpenCloseSettlFlag Used if MDEntryType (269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price). FIX.4.4
59 TimeInForce For optional use when this Bid or Offer represents an order FIX.4.4
432 ExpireDate For optional use when this Bid or Offer represents an order. ExpireDate (432) and ExpireTime (126) cannot both be specified in one Market Data Entry. FIX.4.4
126 ExpireTime For optional use when this Bid or Offer represents an order. ExpireDate (432) and ExpireTime (126) cannot both be specified in one Market Data Entry. FIX.4.4
1629 ExposureDuration Conditionally required when TimeInForce (59) = A (Good for Time). FIX.5.0SP2 (100)
1916 ExposureDurationUnit FIX.5.0SP2 (159)
110 MinQty For optional use when this Bid or Offer represents an order FIX.4.4
18 ExecInst Can contain multiple instructions, space delimited. FIX.4.4
287 SellerDays FIX.4.4
37 OrderID For optional use when this Bid, Offer, or Trade represents an order FIX.4.4
198 SecondaryOrderID For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. FIX.4.4
299 QuoteEntryID For optional use when this Bid, Offer, or Trade represents a quote FIX.4.4
1003 TradeID For optional use in reporting Trades. FIX.5.0SP2 (201)
1851 StrategyLinkID For optional use in reporting Trades.
May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades.
FIX.5.0SP2 (201)
288 MDEntryBuyer For optional use in reporting Trades FIX.4.4
289 MDEntrySeller For optional use in reporting Trades FIX.4.4
2449 NumberOfBuyOrders For optional use in reporting trades. FIX.5.0SP2 (190)
2450 NumberOfSellOrders For optional use in reporting trades. FIX.5.0SP2 (190)
346 NumberOfOrders In an Aggregated Book, used to show how many individual orders make up an MDEntry FIX.4.4
290 MDEntryPositionNo Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 FIX.4.4
546 Scope FIX.4.4
811 PriceDelta FIX.4.4
828 TrdType Specifies trade type when a trade is being reported. For optional use in reporting trades. FIX.5.0SP1 (84)
829 TrdSubType For optional use in reporting trades. FIX.5.0SP2 (163)
1934 RegulatoryReportType Used only when reporting a trade (MDEntryType (269)=2 (Trade)) that is a regulatory trade report. FIX.5.0SP2 (216)
2405 ExecMethod FIX.5.0SP2 (186)
574 MatchType For optional use in reporting trades. FIX.5.0SP2 (163)
1115 OrderCategory FIX.5.0SP2 (163)
1390 TradePublishIndicator For optional use in reporting trades. FIX.5.0SP2 (163)
BlockRepeating TrdRegPublicationGrp FIX.5.0SP2 (216)
570 PreviouslyReported FIX.5.0SP2 (216)
BlockRepeating RelatedTradeGrp For optional use when reporting trades. Lists trades related to the current market data entry, e.g. leg trades of a multi-leg trade. FIX.5.0SP2 (190)
58 Text Text to describe the Market Data Entry. Part of repeating group. FIX.4.4
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.4.4
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.4
1023 MDPriceLevel Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 FIX.4.4
528 OrderCapacity FIX.4.4
1024 MDOriginType FIX.4.4
332 HighPx Used to report high price in association with trade, bid or ask rather than a separate entity FIX.4.4
333 LowPx Used to report low price in association with trade, bid or ask rather than a separate entity. FIX.4.4
1025 FirstPx Indicates the first price of a trading session; can be a bid, ask, or trade price. FIX.5.0SP1 (84)
31 LastPx Indicates the last price of a trading session; can be a bid, ask, or trade price. FIX.5.0SP1 (84)
1592 DiscountFactor FIX.5.0SP2 (107)
1020 TradeVolume Used to report trade volume in association with trade, bid or ask rather than a separate entity FIX.4.4
731 SettlPriceType FIX.5.0SP2 (190)
2451 SettlPriceDeterminationMethod FIX.5.0SP2 (190)
63 SettlType FIX.4.4
64 SettlDate Indicates date on which instrument will settle.
For NDFs required for specifying the “value date”.
FIX.4.4
1070 MDQuoteType FIX.4.4
83 RptSeq Used to identify the sequence number within a feed type FIX.4.4
1048 DealingCapacity FIX.4.4
1026 MDEntrySpotRate FIX.4.4
1027 MDEntryForwardPoints FIX.4.4
BlockRepeating Parties FIX.4.4
2445 AggressorTime FIX.5.0SP2 (190)
2446 AggressorSide FIX.5.0SP2 (190)
654 LegRefID May be specified for an MDEntryType (269)=2 (Trade) entry to indicate that MDEntryPx (270), PriceType (423) and MDEntrySize (271) apply to the instance of the InstrmtLegGrp component with matching LegID (1788). FIX.5.0SP2 (201)