| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 31 | X | MktDataInc |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.2 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | BaseHeader | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 1057 | ApplicationSequenceControl | ApplSeqCtrl | optional | SYNOPSIS:
The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block.
ELABORATION: |
| 1021 | MDBookType | MDBkTyp | optional | SYNOPSIS:
Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection
|
| 1022 | MDFeedType | MDFeedTyp | optional | SYNOPSIS:
Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative
|
| 1683 | MDSubFeedType | MDSubFeedTyp | optional | SYNOPSIS:
Describes a sub-class for a given class of service defined by MDFeedType (1022)
|
| 75 | TradeDate | TrdDt | optional | SYNOPSIS:
Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).
|
| 262 | MDReqID | ReqID | optional | SYNOPSIS:
Unique identifier for Market Data Request
|
| 1301 | MarketID | MktID | optional | SYNOPSIS:
Identifies the market
|
| 1300 | MarketSegmentID | MktSegID | optional | SYNOPSIS:
Identifies the market segment
|
| 2032 | MDIncGrp | Inc | 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.
|
| 2054 | RoutingGrp | Rtg | optional | SYNOPSIS:
The RoutingGrp is used to allow the application message sender to instruct the intermediary distributing the message who to further send the application message to. The original sender may also instruct who is not allowed to receive the message. When provided, the routing instructions provided in this component are effective on a message by message basis.
ELABORATION: |
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |