The MarketDataReport (DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle.
Added in protocol FIX.5.0SP2 (195)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
Block | StandardHeader | MsgType = DR | Y | FIX.5.0SP2 (195) | |
Block | ApplicationSequenceControl | FIX.5.0SP2 (195) | |||
963 | MDReportID | Unique identifier for MarketDataReport (DR). | FIX.5.0SP2 (195) | ||
2535 | MDReportEvent | Y | FIX.5.0SP2 (195) | ||
2536 | MDReportCount | Y | FIX.5.0SP2 (195) | ||
60 | TransactTime | FIX.5.0SP2 (195) | |||
911 | TotNumReports | FIX.5.0SP2 (195) | |||
2537 | TotNoMarketSegmentReports | FIX.5.0SP2 (195) | |||
2538 | TotNoInstrumentReports | FIX.5.0SP2 (195) | |||
2539 | TotNoPartyDetailReports | FIX.5.0SP2 (195) | |||
2540 | TotNoEntitlementReports | FIX.5.0SP2 (195) | |||
2541 | TotNoRiskLimitReports | FIX.5.0SP2 (195) | |||
Block | StandardTrailer | Y | FIX.5.0SP2 (195) |