Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP2, FIX.5.0SP2 EP240.
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
268 | NoMDEntries | Number of entries following. | Y | FIX.4.4 | |
269 | MDEntryType | Must be the first field in this repeating group. | Y | FIX.4.4 | |
278 | MDEntryID | Conditionally required when maintaining an order-depth book, that is, when AggregatedBook (266) is “N”. allows subsequent Incremental changes to be applied using MDEntryID. | FIX.4.4 | ||
270 | MDEntryPx | Conditionally required if MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest(C); Conditionally required when MDEntryType = “auction clearing price” | FIX.4.4 | ||
423 | PriceType | FIX.5.0 | |||
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 | ||
271 | MDEntrySize | Conditionally required if MDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume (B), or Open Interest(C) conditionally required when MDEntryType = “auction clearing price” |
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 | |||
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 | ||
282 | MDEntryOriginator | FIX.4.4 | Y | ||
283 | LocationID | FIX.4.4 | Y | ||
284 | DeskID | FIX.4.4 | Y | ||
286 | OpenCloseSettlFlag | Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). | 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 and ExpireTime 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 and ExpireTime cannot both be specified in one Market Data Entry. | FIX.4.4 | ||
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 | ||
288 | MDEntryBuyer | For optional use in reporting Trades | FIX.4.4 | ||
289 | MDEntrySeller | For optional use in reporting Trades | FIX.4.4 | ||
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 | |||
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 | Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 | FIX.4.4 | ||
528 | OrderCapacity | Designates the capacity of the firm placing the order | FIX.4.4 | ||
1024 | MDOriginType | FIX.4.4 | |||
332 | HighPx | Used to report high price in association with trade, bid or ask rather than a separate entity | FIX.4.4 | ||
333 | LowPx | Used to report low price in association with trade, bid or ask rather than a separate entitty | FIX.4.4 | ||
1020 | TradeVolume | Used to report trade volume in association with trade, bid or ask rather than a separate entity | FIX.4.4 | ||
63 | SettlType | FIX.4.4 | |||
64 | SettlDate | FIX.4.4 | |||
1070 | MDQuoteType | FIX.4.4 | |||
83 | RptSeq | Used to identify the sequence number within a feed type | FIX.4.4 | ||
1048 | DealingCapacity | Identifies role of dealer; Agent, Principal, RisklessPrincipal | FIX.4.4 | ||
1026 | MDEntrySpotRate | FIX.4.4 | |||
1027 | MDEntryForwardPoints | FIX.4.4 | |||
BlockRepeating | Parties | FIX.4.4 |