| ID |
Name |
Abbr |
Presence |
Description |
| 1001 | StandardHeader | | required | SYNOPSIS:
The standard FIX message header
ELABORATION:
|
| 262 | MDReqID | |
optional |
SYNOPSIS:
Unique identifier for Market Data Request
|
| 55 | Symbol | |
required |
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.
|
| 387 | TotalVolumeTraded | |
optional |
SYNOPSIS:
Total volume (quantity) traded.
|
| 2031 | MDFullGrp | | required |
Number of entries following.
|
| 1002 | StandardTrailer | | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION:
|