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