The Market Data messages are used as the response to a Market Data Request message.
Added in protocol FIX.4.2
See in: FIX.4.2, FIX.4.3, 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 = W | Y | FIX.4.2 | |
| 262 | MDReqID | Conditionally required if this message is in response to a Market Data Request. | FIX.4.2 | ||
| Block | Instrument | Insert here the set of “Instrument” (symbology) fields defined in “Common Components of Application Messages” | Y | FIX.4.3 | |
| ImplicitBlockRepeating | UndInstrmtGrp | Number of underlyings | FIX.4.4 | ||
| ImplicitBlockRepeating | InstrmtLegGrp | Required for multileg quotes | FIX.4.4 | ||
| 291 | FinancialStatus | FIX.4.2 | |||
| 292 | CorporateAction | FIX.4.2 | |||
| 451 | NetChgPrevDay | FIX.4.3 | |||
| ImplicitBlockRepeating | MDFullGrp | Number of entries following. | Y | FIX.4.4 | |
| 813 | ApplQueueDepth | Depth of application messages queued for transmission as of delivery of this message | FIX.4.4 | ||
| 814 | ApplQueueResolution | Action taken to resolve application queuing | FIX.4.4 | ||
| Block | StandardTrailer | Y | FIX.4.2 |