MarketDataIncrementalRefresh

StandardHeader definition & usage →

1. 8 BeginStringStringRequired here

   FIX.4.2 (Always unencrypted, must be first field in message)

2. 9 BodyLengthintRequired here

   (Always unencrypted, must be second field in message)

3. 35 MsgTypeStringRequired here

   (Always unencrypted, must be third field in message)

4. 49 SenderCompIDStringRequired here

   (Always unencrypted)

5. 56 TargetCompIDStringRequired here

   (Always unencrypted)

6. 115 OnBehalfOfCompIDString—

   Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

7. 128 DeliverToCompIDString—

   Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

8. 90 SecureDataLenint—

   Required to identify length of encrypted section of message. (Always unencrypted)

9. 91 SecureDatadata—

   Required when message body is encrypted. Always immediately follows SecureDataLen field.

10. 34 MsgSeqNumintRequired here

    (Can be embedded within encrypted data section.)

11. 50 SenderSubIDString—

    (Can be embedded within encrypted data section.)

12. 142 SenderLocationIDString—

    Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

13. 57 TargetSubIDString—

    "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

14. 143 TargetLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

15. 116 OnBehalfOfSubIDString—

    Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

16. 144 OnBehalfOfLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

17. 129 DeliverToSubIDString—

    Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

18. 145 DeliverToLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

19. 43 PossDupFlagBoolean—

    Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

20. 97 PossResendBoolean—

    Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

21. 52 SendingTimeUTCTimestampRequired here

    (Can be embedded within encrypted data section.)

22. 122 OrigSendingTimeUTCTimestamp—

    Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

23. 212 XmlDataLenint—

    Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

24. 213 XmlDatadata—

    Can contain an XML-formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Appendix M – FIXML Support

25. 347 MessageEncodingString—

    Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.

26. 369 LastMsgSeqNumProcessedint—

    The last MsgSeqNum value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

27. 370 OnBehalfOfSendingTimeUTCTimestamp—

    Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

MDIncGrp definition & usage →

1. 268 NoMDEntriesGroup countRequired here
2. 279 MDUpdateActioncharRequired here

   Must be first field in this repeating group.

3. 285 DeleteReasonchar—

   If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion.

4. 269 MDEntryTypechar—

   Conditionally required if MDUpdateAction = New(0). Cannot be changed.

5. 278 MDEntryIDString—

   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..

6. 280 MDEntryRefIDString—

   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.

7. 55 SymbolString—

   Either Symbol 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, PutOrCall, StrikePrice, OptAttribute, and SecurityExchange. May not be changed.

8. 65 SymbolSfxString—

   May not be changed.

9. 48 SecurityIDString—

   May not be changed.

10. 22 IDSourceString—

    May not be changed.

11. 167 SecurityTypeString—

    Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. May not be changed.

12. 200 MaturityMonthYearMonthYear—

    Specifies the month and year of maturity. Required if MaturityDay is specified. May not be changed.

13. 205 MaturityDayDayOfMonth—

    Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. May not be changed.

14. 201 PutOrCallint—

    For Options. May not be changed.

15. 202 StrikePricePrice—

    For Options. May not be changed.

16. 206 OptAttributechar—

    For Options. May not be changed.

17. 231 ContractMultiplierfloat—

    For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

18. 223 CouponRatefloat—

    For Fixed Income.

19. 207 SecurityExchangeExchange—

    Can be used to identify the security. May not be changed.

20. 106 IssuerString—

    May not be changed.

21. 348 EncodedIssuerLenint—

    Must be set if EncodedIssuer field is specified and must immediately precede it.

22. 349 EncodedIssuerdata—

    Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

23. 107 SecurityDescString—

    May not be changed.

24. 350 EncodedSecurityDescLenint—

    Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

25. 351 EncodedSecurityDescdata—

    Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

26. 291 FinancialStatuschar—
27. 292 CorporateActionchar—
28. 270 MDEntryPxPrice—

    Conditionally required when MDUpdateAction = New(0).

29. 15 CurrencyCurrency—

    Can be used to specify the currency of the quoted price.

30. 271 MDEntrySizeQty—

    Conditionally required when MDUpdateAction = New(0) andMDEntryType = Bid(0), Offer(1), or Trade(2).

31. 272 MDEntryDateUTCDate—
32. 273 MDEntryTimeUTCTimeOnly—
33. 274 TickDirectionchar—
34. 275 MDMktExchange—

    Market posting quote / trade. Valid values: See Appendix C

35. 336 TradingSessionIDString—
36. 276 QuoteConditionMultipleValueString—

    Space-delimited list of conditions describing a quote.

37. 277 TradeConditionMultipleValueString—

    Space-delimited list of conditions describing a trade

38. 282 MDEntryOriginatorString—
39. 283 LocationIDString—
40. 284 DeskIDString—
41. 286 OpenCloseSettleFlagchar—

    Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).

42. 59 TimeInForcechar—

    For optional use when this Bid or Offer represents an order

43. 432 ExpireDateLocalMktDate—

    For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.

44. 126 ExpireTimeUTCTimestamp—

    For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.

45. 110 MinQtyQty—

    For optional use when this Bid or Offer represents an order

46. 18 ExecInstMultipleValueString—

    Can contain multiple instructions, space delimited.

47. 287 SellerDaysint—
48. 37 OrderIDString—

    For optional use when this Bid, Offer, or Trade represents an order

49. 299 QuoteEntryIDString—

    For optional use when this Bid, Offer, or Trade represents a quote

50. 288 MDEntryBuyerString—

    For optional use in reporting Trades

51. 289 MDEntrySellerString—

    For optional use in reporting Trades

52. 346 NumberOfOrdersint—

    In an Aggregated Book, used to show how many individual orders make up an MDEntry

53. 290 MDEntryPositionNoint—

    Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1

54. 387 TotalVolumeTradedQty—

    Total volume traded in this trading session for this security.

55. 58 TextString—

    Text to describe the Market Data Entry. Part of repeating group.

56. 354 EncodedTextLenint—

    Must be set if EncodedText field is specified and must immediately precede it.

57. 355 EncodedTextdata—

    Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

StandardTrailer definition & usage →

1. 93 SignatureLengthint—

   Required when trailer contains signature. Note: Not to be included within SecureData field

2. 89 Signaturedata—

   Note: Not to be included within SecureData field

3. 10 CheckSumStringRequired here

   (Always unencrypted, always last field in message)