| ID | Datatype |
|---|---|
| 2834 | int |
| ID | Name | Value | Description | Supported | Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|---|---|---|---|---|
| 2834001 | NotApplicable | 0 | SYNOPSIS:
Not applicable
ELABORATION: Default if not specified. NBBO information is not applicable. NBBOEntryType(2831), NBBOPrice(2832), and NBBOQty(2833) must be omitted. | ✓ | FIX.5.0SP2 | 253 | ||||
| 2834002 | Direct | 1 | SYNOPSIS:
Direct
ELABORATION: Information is retrieved directly from an exchange or other electronic execution venue. There may be a performance advantage compared to retrieving the information from a source consolidating multiple feeds. | ✓ | FIX.5.0SP2 | 253 | ||||
| 2834003 | SIP | 2 | SYNOPSIS:
Securities Information Processor
ELABORATION: The Securities Information Processor (SIP) links the U.S. markets by processing and consolidating all protected bid/ask quotes and trades from every trading venue into a single, easily consumed data feed. | ✓ | FIX.5.0SP2 | 253 | ||||
| 2834004 | Hybrid | 3 | SYNOPSIS:
Hybrid
ELABORATION: A combination of two or more data feeds is used as NBBO source. In the context of US CAT this is used for a combination of direct and SIP feeds. | ✓ | FIX.5.0SP2 | 253 |