The MarketDataFeedTypes component is used to specify the different available feed types and sub-types, and additional market data feed related attributes, such as the market depth of the specified feed type.
Added in protocol FIX.5.0
See in: FIX.5.0SP1, FIX.5.0SP2.
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
1141 | NoMDFeedTypes | FIX.5.0 | |||
1022 | MDFeedType | Required if NoMDFeedTypes (1141) > 0. | FIX.5.0 | ||
1683 | MDSubFeedType | FIX.5.0SP2 (106) | |||
264 | MarketDepth | Specifies the depth of book (or levels of market depth) for the feed type. | FIX.5.0 | ||
2563 | MarketDepthTimeInterval | Conditionally required when MarketDepthTimeIntervalUnit (2564) is specified. | FIX.5.0SP2 (195) | ||
2564 | MarketDepthTimeIntervalUnit | Conditionally required when MarketDataTimeInterval(2563) is specified. | FIX.5.0SP2 (195) | ||
2565 | MDRecoveryTimeInterval | Conditionally required when MDRecoveryTimeIntervalUnit (2566) is specified. | FIX.5.0SP2 (195) | ||
2566 | MDRecoveryTimeIntervalUnit | Conditionally required when MDRecoveryTimeInterval (2565) is specified. | FIX.5.0SP2 (195) | ||
1021 | MDBookType | FIX.5.0 | |||
1173 | MDSubBookType | FIX.5.0SP2 (195) | |||
2567 | PrimaryServiceLocationID | FIX.5.0SP2 (195) | |||
2568 | SecondaryServiceLocationID | FIX.5.0SP2 (195) |