Group MarketDataFeedTypes Scenario base


ID Abbr NumInGroup ID NumInGroup name
2123MDFeedTyps1141NoMDFeedTypes

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0FIX.5.0SP2195

Members

ID Name Abbr Presence Description
1022MDFeedTypeMDFeedTyp optional SYNOPSIS: Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative
1683MDSubFeedTypeMDSubFeedTyp optional SYNOPSIS: Describes a sub-class for a given class of service defined by MDFeedType (1022)
264MarketDepthMktDepth optional SYNOPSIS: Depth of market for Book Snapshot / Incremental updates 0 - full book depth 1 - top of book 2 and above - book depth (number of levels)
2563MarketDepthTimeIntervalMktDepthTmIntvl optional SYNOPSIS: Specifies the time interval used for netting market data in a price depth feed.
2564MarketDepthTimeIntervalUnitMktDepthTmIntvlUnit optional SYNOPSIS: The time unit associated with the time interval of the netting of market data in a price depth feed.
2565MDRecoveryTimeIntervalMDRcvryTmIntvl optional SYNOPSIS: Specifies the time interval between two repetitions of the same market data for cyclic recovery feeds.
2566MDRecoveryTimeIntervalUnitMDRcvryTmIntvlUnit optional SYNOPSIS: The time unit associated with the time interval between two cycles of the same market data in cyclic data recovery feeds.
1021MDBookTypeMDBkTyp optional SYNOPSIS: Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection
1173MDSubBookTypeMDSubBkTyp optional SYNOPSIS: Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly. Values are bilaterally agreed.
2567PrimaryServiceLocationIDSvcLctnID1 optional SYNOPSIS: Primary service location identifier.
2568SecondaryServiceLocationIDSvcLctnID2 optional SYNOPSIS: Secondary or alternate service location identifier.