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
279 MDUpdateAction Must be first field in this repeating group. Y FIX.4.4
285 DeleteReason If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion. FIX.4.4 Y
1173 MDSubBookType Can be used to define a subordinate book. FIX.5.0
264 MarketDepth Can be used to define the current depth of the book. FIX.5.0
269 MDEntryType Conditionally required if MDUpdateAction (279) = 0 (New). Cannot be changed. FIX.4.4
278 MDEntryID If specified, must be unique among currently active entries if MDUpdateAction (279) = 0 (New);
must be the same as a previous MDEntryID (278) if MDUpdateAction (279) = 2 (Delete);
must be the same as a previous MDEntryID (278) if MDUpdateAction (279) = 1 (Change) and MDEntryRefID (280) is not specified; or
must be unique among currently active entries if MDUpdateAction (279) = 1 (Change) and MDEntryRefID (280) is specified.
FIX.4.4
280 MDEntryRefID If MDUpdateAction (279) = 0 (New), for the first market data entry in a message, either this field or a security symbol must be specified.
If MDUpdateAction (279) = 1 (Change), this must refer to a previous MDEntryID (278).
FIX.4.4
1500 MDStreamID FIX.5.0SP1 (93)
Block Instrument FIX.4.4
Block InstrumentExtension FIX.5.0SP2 (201)
Block FinancingDetails FIX.5.0SP2 (201)
BlockRepeating UndInstrmtGrp FIX.4.4
BlockRepeating InstrmtLegGrp FIX.4.4
BlockRepeating RelatedInstrumentGrp FIX.5.0SP2 (201)
291 FinancialStatus FIX.4.4
292 CorporateAction FIX.4.4
270 MDEntryPx Conditionally required when MDUpdateAction (279) = 0 (New) and 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 Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages FIX.5.0
Block SpreadOrBenchmarkCurveData Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages 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)
1934 RegulatoryReportType Used only when reporting a trade (MDEntryType (269)=2 (Trade)) that is a regulatory trade report. FIX.5.0SP2 (216)
828 TrdType For optional use in reporting trades. FIX.5.0
829 TrdSubType For optional use in reporting trades. FIX.5.0SP2 (163)
2405 ExecMethod FIX.5.0SP2 (186)
574 MatchType For optional use in reporting trades. FIX.5.0
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. List of trades related to the current market data entry, e.g. leg trades of a multi-leg trade. FIX.5.0SP2 (190)
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)= 10 (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.5.0
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 when reporting trades FIX.5.0SP2 (190)
2450 NumberOfSellOrders For optional use when 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
451 NetChgPrevDay FIX.4.4
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 FIX.4.4
528 OrderCapacity FIX.4.4
1024 MDOriginType FIX.4.4
332 HighPx FIX.4.4
333 LowPx FIX.4.4
1025 FirstPx Indicates the first price of a trading session; can be a bid, ask, or a trade price. FIX.5.0SP1 (84)
31 LastPx Indicates the last price of a trading session; can be a bid, ask, or a trade price. FIX.5.0SP1 (84)
1592 DiscountFactor FIX.5.0SP2 (107)
1020 TradeVolume 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
483 TransBkdTime For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades. FIX.5.0
60 TransactTime For optional use in reporting Trades. Used to specify the time of matching. FIX.5.0
2445 AggressorTime Entry time of the incoming order that triggered the trade FIX.5.0SP2 (190)
2446 AggressorSide FIX.5.0SP2 (190)
1070 MDQuoteType FIX.4.4
83 RptSeq Allows sequence number to be specified within a feed type FIX.4.4
1048 DealingCapacity FIX.4.4
1026 MDEntrySpotRate FIX.4.4
1027 MDEntryForwardPoints FIX.4.4
ImplicitBlockRepeating StatsIndGrp FIX.5.0
BlockRepeating Parties FIX.4.4