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
279 MDUpdateAction Must be first field in this repeating group. Y FIX.4.4
285 DeleteReason If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion. FIX.4.4 Y
1173 MDSubBookType Can be used to define a subordinate book. FIX.5.0
264 MarketDepth Can be used to define the current depth of the book. FIX.5.0
269 MDEntryType Conditionally required if MDUpdateAction = New(0). Cannot be changed. FIX.4.4
278 MDEntryID If specified, must be unique among currently active entries if MDUpdateAction = New (0), must be the same as a previous MDEntryID if MDUpdateAction = Delete (2), and must be the same as a previous MDEntryID if MDUpdateAction = Change (1) and MDEntryRefID is not specified, or must be unique among currently active entries if MDUpdateAction = Change(1) and MDEntryRefID is specified.. FIX.4.4
280 MDEntryRefID If MDUpdateAction = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction = Change(1), this must refer to a previous MDEntryID. FIX.4.4
Block Instrument Insert here the set of “Instrument” (symbology) fields defined in “Common Components of Application Messages”
Either Symbol (the instrument component block) or MDEntryRefID must be specified if MDUpdateAction = New(0) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction = New(0), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear, MaturityDay, StrikePrice, OptAttribute, and SecurityExchange. May not be changed.
FIX.4.4
OptimisedImplicitBlockRepeating UndInstrmtGrp FIX.4.4
ImplicitBlockRepeating InstrmtLegGrp FIX.4.4
291 FinancialStatus FIX.4.4
292 CorporateAction FIX.4.4
270 MDEntryPx Conditionally required when MDUpdateAction = New(0) and 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 when MDUpdateAction = New(0) andMDEntryType = 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
828 TrdType For optional use in reporting Trades FIX.5.0
574 MatchType For optional use in reporting Trades FIX.5.0
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
1003 TradeID For optional use in reporting Trades FIX.5.0
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
451 NetChgPrevDay 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 FIX.4.4
528 OrderCapacity FIX.4.4
1024 MDOriginType FIX.4.4
332 HighPx FIX.4.4
333 LowPx FIX.4.4
1020 TradeVolume FIX.4.4
63 SettlType FIX.4.4
64 SettlDate Indicates date on which instrument will settle FIX.4.4
483 TransBkdTime For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades. FIX.5.0
60 TransactTime For optional use in reporting Trades. Used to specify the time of matching. FIX.5.0
1070 MDQuoteType FIX.4.4
83 RptSeq Allows sequence number to be specified 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
ImplicitBlockRepeating StatsIndGrp FIX.5.0
BlockRepeating Parties FIX.4.4