Message MarketDataReport Scenario base

SYNOPSIS: The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle.
ELABORATION: The message can be used when distributing reference and market data on an ongoing basis to convey start and end points for synchronization. The report contains multiple message counters that are provided at the beginning or end of a cycle.

ID	MsgType	Abbr	Flow
154	DR	MktDataRpt

Pedigree

Added	EP	Updated	EP	Deprecated	EP
FIX.5.0SP2	195

Responses

None

Members

MarketDataReport base members

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:
963	MDReportID	RptID	optional	SYNOPSIS: Unique identifier for the Market Data Report.
2535	MDReportEvent	MDRptEvent	required	SYNOPSIS: Technical event within market data feed.
2536	MDReportCount	MDRptCnt	required	SYNOPSIS: Number of reference and market data messages in-between two MarketDataReport(35=DR) messages.
60	TransactTime	TxnTm	optional	SYNOPSIS: Timestamp when the business transaction represented by the message occurred.
911	TotNumReports	TotNumRpts	optional	SYNOPSIS: Total number of reports returned in response to a request.
2537	TotNoMarketSegmentReports	TotNoMktSegRpts	optional	SYNOPSIS: Total number of reports related to market segments.
2538	TotNoInstrumentReports	TotNoInstrmtRpts	optional	SYNOPSIS: Total number of reports related to instruments.
2539	TotNoPartyDetailReports	TotNoPtyDetlRpts	optional	SYNOPSIS: Total number of reports related to party detail information.
2540	TotNoEntitlementReports	TotNoEntlmntRpts	optional	SYNOPSIS: Total number of reports related to party entitlement information.
2541	TotNoRiskLimitReports	TotNoRiskLmtRpts	optional	SYNOPSIS: Total number of reports related to party risk limit information.
1025	StandardTrailer	Trlr	required	SYNOPSIS: The standard FIX message trailer ELABORATION: