The MarketDefinition (BU) message is used to respond to MarketDefinitionRequest (BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport (BV).
Added in protocol FIX.5.0
See in: FIX.5.0SP1, FIX.5.0SP2.
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
Block | StandardHeader | MsgType = BU | Y | FIX.5.0 | |
Block | ApplicationSequenceControl | FIX.5.0 | |||
1394 | MarketReportID | Unique identifier for each market definition message. | Y | FIX.5.0 | |
1393 | MarketReqID | FIX.5.0 | |||
1301 | MarketID | Y | FIX.5.0 | ||
1300 | MarketSegmentID | FIX.5.0 | |||
1396 | MarketSegmentDesc | FIX.5.0 | |||
1397 | EncodedMktSegmDescLen | Must be set if EncodedMktSegmDesc (1398) field is specified and must immediately precede it. | FIX.5.0 | ||
1398 | EncodedMktSegmDesc | Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding (347) field. | FIX.5.0 | ||
1325 | ParentMktSegmID | Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. | FIX.5.0 | ||
2542 | MarketSegmentStatus | FIX.5.0SP2 (195) | |||
2543 | MarketSegmentType | Used to specify the purpose of a special market segment identified by MarketSegmentID (1300). Conditionally required if MarketSegmentSubType (2544) is specified. |
FIX.5.0SP2 (195) | ||
2544 | MarketSegmentSubType | FIX.5.0SP2 (195) | |||
BlockRepeating | InstrumentScopeGrp | Used to specify the types of securities that belong to the market segment. | FIX.5.0SP2 (195) | ||
BlockRepeating | RelatedMarketSegmentGrp | Used to specify market segments that have a relationship to the market segment defined in this message. | FIX.5.0SP2 (195) | ||
15 | Currency | The default trading currency | FIX.5.0 | ||
Block | BaseTradingRules | Used to specify the base trading rules for the identified market or market segment. | FIX.5.0 | ||
ImplicitBlockRepeating | OrdTypeRules | Used to specify the order types that are valid for trading on the identified market or market segment. | FIX.5.0 | ||
ImplicitBlockRepeating | TimeInForceRules | Used to specify the time in force rules that are valid for trading on the identified market or market segment. | FIX.5.0 | ||
ImplicitBlockRepeating | ExecInstRules | Used to specify the execution instructions that are valid for trading on the identified market or market segment. | FIX.5.0 | ||
BlockRepeating | AuctionTypeRuleGrp | Used to specify the auction order types that are valid for trading on the identified market or market segment. | FIX.5.0SP2 (195) | ||
BlockRepeating | MarketDataFeedTypes | Used to specify the market data feed types that are valid for trading on the identified market or market segment. | FIX.5.0SP2 (195) | ||
BlockRepeating | MatchRules | Used to specify the matching rules that are valid for trading on the identified market or market segment. | FIX.5.0SP2 (195) | ||
BlockRepeating | FlexProductEligibilityGrp | Specifies the eligibility indicators for the creation of flexible securities. | FIX.5.0SP2 (195) | ||
BlockRepeating | Parties | Specifies parties relevant for the market or market segment, e.g. market makers. | FIX.5.0SP2 (195) | ||
BlockRepeating | MiscFeesGrp | FIX.5.0SP2 (231) | |||
2400 | EffectiveBusinessDate | FIX.5.0SP2 (195) | |||
60 | TransactTime | FIX.5.0 | |||
58 | Text | FIX.5.0 | |||
354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.5.0 | ||
355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.5.0 | ||
Block | StandardTrailer | Y | FIX.5.0 |