| ID |
Name |
Abbr |
Presence |
Description |
| 269 | MDEntryType | |
required |
SYNOPSIS:
Type Market Data entry.
|
| 270 | MDEntryPx | |
required |
SYNOPSIS:
Price of the Market Data Entry.
|
| 15 | Currency | |
optional |
SYNOPSIS:
Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See Appendix A: Valid Currency Codes for information on obtaining valid values.
|
| 271 | MDEntrySize | |
optional |
SYNOPSIS:
Number of shares represented by the Market Data Entry.
|
| 272 | MDEntryDate | |
optional |
SYNOPSIS:
Date of Market Data Entry.
|
| 273 | MDEntryTime | |
optional |
SYNOPSIS:
Time of Market Data Entry.
|
| 274 | TickDirection | |
optional |
SYNOPSIS:
Direction of the "tick".
|
| 275 | MDMkt | |
optional |
SYNOPSIS:
Market posting quote / trade.
Valid values:
See Appendix C
|
| 336 | TradingSessionID | |
optional |
SYNOPSIS:
Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties.
|
| 276 | QuoteCondition | |
optional |
SYNOPSIS:
Space-delimited list of conditions describing a quote.
|
| 277 | TradeCondition | |
optional |
SYNOPSIS:
Space-delimited list of conditions describing a trade
|
| 282 | MDEntryOriginator | |
optional |
SYNOPSIS:
Originator of a Market Data Entry
|
| 283 | LocationID | |
optional |
SYNOPSIS:
Identification of a Market Maker’s location
|
| 284 | DeskID | |
optional |
SYNOPSIS:
Identification of a Market Maker’s desk
|
| 286 | OpenCloseSettleFlag | |
optional |
SYNOPSIS:
Flag that identifies a price.
|
| 59 | TimeInForce | |
optional |
SYNOPSIS:
Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.
|
| 432 | ExpireDate | |
optional |
SYNOPSIS:
Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practices
|
| 126 | ExpireTime | |
optional |
SYNOPSIS:
Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
| 110 | MinQty | |
optional |
SYNOPSIS:
Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int)
|
| 18 | ExecInst | |
optional |
SYNOPSIS:
Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.
|
| 287 | SellerDays | |
optional |
SYNOPSIS:
Specifies the number of days that may elapse before delivery of the security
|
| 37 | OrderID | |
optional |
SYNOPSIS:
Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.
|
| 299 | QuoteEntryID | |
optional |
SYNOPSIS:
Uniquely identifies the quote as part of a QuoteSet.
|
| 288 | MDEntryBuyer | |
optional |
SYNOPSIS:
Buying party in a trade
|
| 289 | MDEntrySeller | |
optional |
SYNOPSIS:
Selling party in a trade
|
| 346 | NumberOfOrders | |
optional |
SYNOPSIS:
Number of orders in the market.
|
| 290 | MDEntryPositionNo | |
optional |
SYNOPSIS:
Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1.
|
| 58 | Text | |
optional |
SYNOPSIS:
Free format text string
(Note: this field does not have a specified maximum length)
|
| 354 | EncodedTextLen | |
optional |
SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedText field.
|
| 355 | EncodedText | |
optional |
SYNOPSIS:
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Text field.
|