| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 2032 | Inc | 268 | NoMDEntries |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.4 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 279 | MDUpdateAction | UpdtAct | required | SYNOPSIS:
Type of Market Data update action
|
| 285 | DeleteReason | DelRsn | optional | SYNOPSIS:
Reason for deletion
|
| 269 | MDEntryType | Typ | optional | SYNOPSIS:
Type Market Data entry
|
| 278 | MDEntryID | ID | optional | SYNOPSIS:
Unique Market Data Entry identifier.
|
| 280 | MDEntryRefID | RefID | optional | SYNOPSIS:
Refers to a previous MDEntryID (278).
|
| 1003 | Instrument | Instrmt | optional | SYNOPSIS:
The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.
ELABORATION: |
| 2066 | UndInstrmtGrp | Undly | optional | SYNOPSIS: ELABORATION: |
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS: ELABORATION: |
| 291 | FinancialStatus | FinclStat | optional | SYNOPSIS:
Identifies a firm’s financial status
|
| 292 | CorporateAction | CorpActn | optional | SYNOPSIS:
Identifies the type of Corporate Action
|
| 270 | MDEntryPx | Px | optional | SYNOPSIS:
Price of the Market Data Entry.
|
| 15 | Currency | Ccy | 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 6-A: Valid Currency Codes" for information on obtaining valid values.
|
| 271 | MDEntrySize | Sz | optional | SYNOPSIS:
Quantity or volume represented by the Market Data Entry.
|
| 272 | MDEntryDate | Dt | optional | SYNOPSIS:
Date of Market Data Entry.
(prior to FIX 4.4 field was of type UTCDate)
|
| 273 | MDEntryTime | Tm | optional | SYNOPSIS:
Time of Market Data Entry.
|
| 274 | TickDirection | TickDirctn | optional | SYNOPSIS:
Direction of the "tick"
|
| 275 | MDMkt | Mkt | optional | SYNOPSIS:
Market posting quote / trade.
Valid values:
See "Appendix 6-C"
|
| 336 | TradingSessionID | SesID | optional | SYNOPSIS:
Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).
|
| 625 | TradingSessionSubID | SesSub | optional | SYNOPSIS:
Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.
|
| 276 | QuoteCondition | QCond | optional | SYNOPSIS:
Space-delimited list of conditions describing a quote
|
| 277 | TradeCondition | TrdCond | optional | SYNOPSIS:
Space-delimited list of conditions describing a trade
|
| 282 | MDEntryOriginator | Orig | optional | SYNOPSIS:
Originator of a Market Data Entry
|
| 283 | LocationID | LctnID | optional | SYNOPSIS:
Identification of a Market Maker’s location
|
| 284 | DeskID | DeskID | optional | SYNOPSIS:
Identification of a Market Maker’s desk
|
| 286 | OpenCloseSettlFlag | OpenClsSettlFlag | optional | SYNOPSIS:
Flag that identifies a market data entry
(Prior to FIX 4.3 this field was of type char)
|
| 59 | TimeInForce | TmInForce | optional | SYNOPSIS:
Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.
|
| 432 | ExpireDate | ExpireDt | 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 | ExpireTm | optional | SYNOPSIS:
Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
The meaning of expiration is specific to the context where the field is used.
For orders, this is the expiration time of a Good Til Date TimeInForce.
For Quotes - this is the expiration of the quote.
Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process.
For collateral requests, this is the time by which collateral must be assigned.
For collateral assignments, this is the time by which a response to the assignment is expected.
|
| 110 | MinQty | MinQty | optional | SYNOPSIS:
Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int)
|
| 18 | ExecInst | 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 | SellerDays | optional | SYNOPSIS:
Specifies the number of days that may elapse before delivery of the security
|
| 37 | OrderID | OrdID | optional | SYNOPSIS:
Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). 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 | EntryID | optional | SYNOPSIS:
Uniquely identifies the quote as part of a QuoteSet.
|
| 288 | MDEntryBuyer | Buyer | optional | SYNOPSIS:
Buying party in a trade
|
| 289 | MDEntrySeller | Seller | optional | SYNOPSIS:
Selling party in a trade
|
| 346 | NumberOfOrders | NumOfOrds | optional | SYNOPSIS:
Number of orders in the market.
|
| 290 | MDEntryPositionNo | PosNo | optional | SYNOPSIS:
Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with .
|
| 546 | Scope | Scope | optional | SYNOPSIS:
Defines the scope of a data element
|
| 811 | PriceDelta | PxDelta | optional | SYNOPSIS:
Delta calculated from theoretical price
|
| 451 | NetChgPrevDay | NetChgPrevDay | optional | SYNOPSIS:
Net change from previous day’s closing price vs. last traded price.
|
| 58 | Text | Txt | optional | SYNOPSIS:
Free format text string
(Note: this field does not have a specified maximum length)
|
| 354 | EncodedTextLen | EncTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedText (355) field.
|
| 355 | EncodedText | EncTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.
|