Definition
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Message structure 3991 distinct fields
Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.
Nested fields load when needed. Open the full static layout (also works without JavaScript).
StandardHeaderComponentRequired
MsgType = CO
StandardHeader definition & usage →
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ApplicationSequenceControlComponent—
ApplicationSequenceControl definition & usage →
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Required when mass status is in response to a SecurityMassStatusRequest(35=CN) message.
Identifies all securities for a security list identifier.
Identifies all securities for a market.
Identifies all securities for a market segment.
Business day that the state change applies to.
Identifies all securities for a trading session.
Identifies all securities for a trading sub-session.
InstrumentScopeComponent—
InstrumentScope definition & usage →
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Set to "Y" if message is sent as a result of a subscription request not a snapshot request.
Used to relay changes in the book type.
Used to relay changes in Market Depth.
Time of state change for security list.
SecMassStatGrpRepeating groupCount tag 146—
SecMassStatGrp definition & usage →
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StandardTrailerComponentRequired
StandardTrailer definition & usage →
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