| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 30 | W | MktDataFull |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.2 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | Hdr | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 262 | MDReqID | ReqID | optional | SYNOPSIS:
Unique identifier for Market Data Request
|
| 1003 | Instrument | Instrmt | required | 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
|
| 451 | NetChgPrevDay | NetChgPrevDay | optional | SYNOPSIS:
Net change from previous day’s closing price vs. last traded price.
|
| 2031 | MDFullGrp | Full | required | SYNOPSIS: ELABORATION: |
| 813 | ApplQueueDepth | ApplQuDepth | optional | SYNOPSIS:
Current number of application messages that were queued at the time that the message was created by the counterparty.
|
| 814 | ApplQueueResolution | ApplQuResolution | optional | SYNOPSIS:
Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |