Some systems allow the transmission of real-time quote, order, trade and/or other price information on a subscription basis.
Added in protocol FIX.4.2
See in: FIX.4.3, 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 = V | Y | FIX.4.2 | |
| 262 | MDReqID | Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). | Y | FIX.4.2 | |
| 263 | SubscriptionRequestType | SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. | Y | FIX.4.2 | |
| 264 | MarketDepth | Y | FIX.4.2 | ||
| 265 | MDUpdateType | Required if SubscriptionRequestType = Snapshot + Updates (1). | FIX.4.2 | ||
| 266 | AggregatedBook | FIX.4.2 | |||
| 267 | NoMDEntryTypes | Number of MDEntryType (269) fields requested. | Y | FIX.4.2 | |
| 269 | MDEntryType | Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving. | Y | FIX.4.2 | |
| 146 | NoRelatedSym | Number of symbols requested. | Y | FIX.4.2 | |
| 55 | Symbol | Must be the first field in the repeating group. | Y | FIX.4.2 | |
| 65 | SymbolSfx | Can be repeated multiple times if message is related to multiple symbols. | FIX.4.2 | ||
| 48 | SecurityID | Can be repeated multiple times if message is related to multiple symbols. | FIX.4.2 | ||
| 22 | IDSource | Can be repeated multiple times if message is related to multiple symbols. | FIX.4.2 | ||
| 167 | SecurityType | Must be specified if a Future or Option. If a Future:Symbol, SecurityType, and MaturityMonthYear are required. If an Option:Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. | FIX.4.2 | ||
| 200 | MaturityMonthYear | Specifiesthe month and year of maturity. Required if MaturityDay is specified. | FIX.4.2 | ||
| 205 | MaturityDay | Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | FIX.4.2 | ||
| 201 | PutOrCall | For Options. | FIX.4.2 | ||
| 202 | StrikePrice | For Options. | FIX.4.2 | ||
| 206 | OptAttribute | For Options. | FIX.4.2 | ||
| 231 | ContractMultiplier | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the “nominal” (e.g. contracts vs. shares) amount. | FIX.4.2 | ||
| 223 | CouponRate | For Fixed Income. | FIX.4.2 | ||
| 207 | SecurityExchange | Can be used to identify the security. | FIX.4.2 | ||
| 106 | Issuer | Can be repeated multiple times if message is related to multiple symbols. | FIX.4.2 | ||
| 348 | EncodedIssuerLen | Must be set if EncodedIssuer (349) field is specified and must immediately precede it. | FIX.4.2 | ||
| 349 | EncodedIssuer | Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 107 | SecurityDesc | Can be repeated multiple times if message is related to multiple symbols. | FIX.4.2 | ||
| 350 | EncodedSecurityDescLen | Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it. | FIX.4.2 | ||
| 351 | EncodedSecurityDesc | Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 336 | TradingSessionID | FIX.4.2 | |||
| Block | StandardTrailer | Y | FIX.4.2 |