Code Set MDOriginTypeCodeSet Scenario base

SYNOPSIS: Used to describe the origin of the market data entry.

ID Datatype
1024int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
1024001Book0SYNOPSIS: Book
FIX.4.4
1024002OffBook1SYNOPSIS: Off-Book
FIX.4.4
1024003Cross2SYNOPSIS: Cross
FIX.4.4
1024004QuoteDrivenMarket3SYNOPSIS: Quote driven market
ELABORATION: Examples for quote driven markets are market maker or specialist market models.
FIX.5.0SP2163
1024005DarkOrderBook4SYNOPSIS: Dark order book
FIX.5.0SP2163
1024006AuctionDrivenMarket5SYNOPSIS: Auction driven market
ELABORATION: Markets where matching occurs only in scheduled auctions.
FIX.5.0SP2216
1024007QuoteNegotiation6SYNOPSIS: Quote negotiation
ELABORATION: Discretionary quoting on request or "request for quote" market.
FIX.5.0SP2216
1024008VoiceNegotiation7SYNOPSIS: Voice negotiation
ELABORATION: A trading system where transactions between members are arranged through voice negotiation.
FIX.5.0SP2228
1024009HybridMarket8SYNOPSIS: Hybrid market
ELABORATION: A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system".
FIX.5.0SP2228