| ID |
Name |
Abbr |
Presence |
Description |
| 279 | MDUpdateAction | |
required |
SYNOPSIS:
Type of Market Data update action.
|
| 285 | DeleteReason | |
optional |
SYNOPSIS:
Reason for deletion.
|
| 269 | MDEntryType | |
optional |
SYNOPSIS:
Type Market Data entry.
|
| 278 | MDEntryID | |
optional |
SYNOPSIS:
Unique Market Data Entry identifier.
|
| 280 | MDEntryRefID | |
optional |
SYNOPSIS:
Refers to a previous MDEntryID.
|
| 55 | Symbol | |
optional |
SYNOPSIS:
Ticker symbol
|
| 65 | SymbolSfx | |
optional |
SYNOPSIS:
Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory
|
| 48 | SecurityID | |
optional |
SYNOPSIS:
CUSIP or other alternate security identifier
|
| 22 | IDSource | |
optional |
SYNOPSIS:
Identifies class of alternative SecurityID
|
| 167 | SecurityType | |
optional |
SYNOPSIS:
Indicates type of security (ISITC spec)
|
| 200 | MaturityMonthYear | |
optional |
SYNOPSIS:
Month and Year of the maturity for SecurityType=FUT or SecurityType=OPT. Required if MaturityDay is specified.
Format: YYYYMM
(i.e. 199903)
|
| 205 | MaturityDay | |
optional |
SYNOPSIS:
Day of month used in conjunction with MaturityMonthYear to specify the maturity date for SecurityType=FUT or SecurityType=OPT.
|
| 201 | PutOrCall | |
optional |
SYNOPSIS:
Indicates whether an Option is for a put or call.
|
| 202 | StrikePrice | |
optional |
SYNOPSIS:
Strike Price for an Option.
|
| 206 | OptAttribute | |
optional |
SYNOPSIS:
Can be used for SecurityType=OPT to identify a particular security.
|
| 231 | ContractMultiplier | |
optional |
SYNOPSIS:
Specifies the ratio or multiply factor to convert from contracts to shares (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
|
| 223 | CouponRate | |
optional |
SYNOPSIS:
For Fixed Income. Coupon rate of the bond. Will be zero for step-up bonds.
|
| 207 | SecurityExchange | |
optional |
SYNOPSIS:
Market used to help identify a security.
|
| 106 | Issuer | |
optional |
SYNOPSIS:
Company name of security issuer (e.g. International Business Machines)
|
| 348 | EncodedIssuerLen | |
optional |
SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedIssuer field.
|
| 349 | EncodedIssuer | |
optional |
SYNOPSIS:
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Issuer field.
|
| 107 | SecurityDesc | |
optional |
SYNOPSIS:
Security description.
|
| 350 | EncodedSecurityDescLen | |
optional |
SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedSecurityDesc field.
|
| 351 | EncodedSecurityDesc | |
optional |
SYNOPSIS:
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.
|
| 291 | FinancialStatus | |
optional |
SYNOPSIS:
Identifies a firm’s financial status.
|
| 292 | CorporateAction | |
optional |
SYNOPSIS:
Identifies the type of Corporate Action.
|
| 270 | MDEntryPx | |
optional |
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.
|
| 387 | TotalVolumeTraded | |
optional |
SYNOPSIS:
Total volume (quantity) traded.
|
| 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.
|