Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, 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 | ||
| 120 | SettlCurrency | Required for NDFs to specify the settlement currency (fixing currency). | FIX.5.0SP1 (82) | ||
| BlockRepeating | RateSource | FIX.5.0SP1 (82) | |||
| 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 | |||
| 828 | TrdType | Specifies trade type when a trade is being reported. Must be used when MDEntryType (269) = Trade(2). | FIX.5.0SP1 (84) | ||
| 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 | ||
| 1025 | FirstPx | Indicates the first price of a trading session; can be a bid, ask, or trade price. | FIX.5.0SP1 (84) | ||
| 31 | LastPx | Indicates the last price of a trading session; can be a bid, ask, or trade price. | FIX.5.0SP1 (84) | ||
| 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 | Indicates date on which instrument will settle. For NDFs required for specifying the “value date”. |
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 |