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FIXtags

GROUP · SOURCE ID 2031

MDFullGrp

Definition

No definition is supplied in this source.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 268 NoMDEntriesGroup countFrom usage

    Number of entries following.

  2. 269 MDEntryTypefieldRequired here

    Must be the first field in this repeating group.

  3. 278 MDEntryIDfield—

    Conditionally required when maintaining an order-depth book, that is, when AggregatedBook (266) is "N". allows subsequent Incremental changes to be applied using MDEntryID.

  4. 270 MDEntryPxfield—

    Conditionally required if MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest(C); Conditionally required when MDEntryType = "auction clearing price"

  5. 423 PriceTypefield—
  6. YieldDatacomponent—
  7. SpreadOrBenchmarkCurveDatacomponent—
  8. 40 OrdTypefield—

    Used to support market mechanism type; limit order, market order, committed principal order

  9. 15 Currencyfield—

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

  10. 120 SettlCurrencyfield—

    Required for NDFs to specify the settlement currency (fixing currency).

  11. RateSourcegroup—
  12. 271 MDEntrySizefield—

    Conditionally required if MDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume (B), or Open Interest(C) conditionally required when MDEntryType = "auction clearing price"

  13. SecSizesGrpgroup—
  14. 1093 LotTypefield—

    Can be used to specify the lot type of the quoted size in order depth books.

  15. 272 MDEntryDatefield—
  16. 273 MDEntryTimefield—
  17. 274 TickDirectionfield—
  18. 275 MDMktfield—

    Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C

  19. 336 TradingSessionIDfield—
  20. 625 TradingSessionSubIDfield—
  21. 326 SecurityTradingStatusfield—
  22. 327 HaltReasonfield—
  23. 276 QuoteConditionfield—

    Space-delimited list of conditions describing a quote.

  24. 277 TradeConditionfield—

    Space-delimited list of conditions describing a trade

  25. 282 MDEntryOriginatorfield—
  26. 283 LocationIDfield—
  27. 284 DeskIDfield—
  28. 286 OpenCloseSettlFlagfield—

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

  29. 59 TimeInForcefield—

    For optional use when this Bid or Offer represents an order

  30. 432 ExpireDatefield—

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

  31. 126 ExpireTimefield—

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

  32. 110 MinQtyfield—

    For optional use when this Bid or Offer represents an order

  33. 18 ExecInstfield—

    Can contain multiple instructions, space delimited.

  34. 287 SellerDaysfield—
  35. 37 OrderIDfield—

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

  36. 198 SecondaryOrderIDfield—

    For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id.

  37. 299 QuoteEntryIDfield—

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

  38. 288 MDEntryBuyerfield—

    For optional use in reporting Trades

  39. 289 MDEntrySellerfield—

    For optional use in reporting Trades

  40. 346 NumberOfOrdersfield—

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

  41. 290 MDEntryPositionNofield—

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

  42. 546 Scopefield—
  43. 811 PriceDeltafield—
  44. 828 TrdTypefield—

    Specifies trade type when a trade is being reported. Must be used when MDEntryType(269) = Trade(2).

  45. 58 Textfield—

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

  46. 354 EncodedTextLenfield—

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

  47. 355 EncodedTextfield—

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

  48. 1023 MDPriceLevelfield—

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

  49. 528 OrderCapacityfield—

    Designates the capacity of the firm placing the order

  50. 1024 MDOriginTypefield—
  51. 332 HighPxfield—

    Used to report high price in association with trade, bid or ask rather than a separate entity

  52. 333 LowPxfield—

    Used to report low price in association with trade, bid or ask rather than a separate entitty

  53. 1025 FirstPxfield—

    Indicates the first price of a trading session; can be a bid, ask, or trade price.

  54. 31 LastPxfield—

    Indicates the last price of a trading session; can be a bid, ask, or trade price.

  55. 1020 TradeVolumefield—

    Used to report trade volume in association with trade, bid or ask rather than a separate entity

  56. 63 SettlTypefield—
  57. 64 SettlDatefield—

    Indicates date on which instrument will settle. For NDFs required for specifying the "value date".

  58. 1070 MDQuoteTypefield—
  59. 83 RptSeqfield—

    Used to identify the sequence number within a feed type

  60. 1048 DealingCapacityfield—

    Identifies role of dealer; Agent, Principal, RisklessPrincipal

  61. 1026 MDEntrySpotRatefield—
  62. 1027 MDEntryForwardPointsfield—
  63. Partiesgroup—

Used in messages

Direct parent structures

No parent component or group in this snapshot.