| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 29 | V | MktDataReq |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.2 | FIX.5.0SP2 | 190 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | BaseHeader | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 262 | MDReqID | ReqID | required | SYNOPSIS:
Unique identifier for Market Data Request
|
| 263 | SubscriptionRequestType | SubReqTyp | required | SYNOPSIS:
Subscription Request Type
|
| 1012 | Parties | Pty | optional | SYNOPSIS:
The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.
ELABORATION: |
| 264 | MarketDepth | MktDepth | required | 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)
|
| 265 | MDUpdateType | UpdtTyp | optional | SYNOPSIS:
Specifies the type of Market Data update.
|
| 266 | AggregatedBook | AggBook | optional | SYNOPSIS:
Specifies whether or not book entries should be aggregated. (Not specified) = broker option
|
| 286 | OpenCloseSettlFlag | OpenClsSettlFlag | optional | SYNOPSIS:
Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char)
|
| 546 | Scope | Scope | optional | SYNOPSIS:
Specifies the market scope of the market data.
|
| 547 | MDImplicitDelete | ImplctDel | optional | SYNOPSIS:
Defines how a server handles distribution of a truncated book. Defaults to broker option.
|
| 2033 | MDReqGrp | Req | required | SYNOPSIS: ELABORATION: |
| 2198 | MarketSegmentScopeGrp | MktSegScope | optional | SYNOPSIS:
Conveys a list of markets and, optionally, their market segments. Note that the component MarketSegmentGrp exists, but is not useful for this purpose, as it conveys additional information not appropriate in this context.
ELABORATION: |
| 2022 | InstrmtMDReqGrp | InstReq | required | SYNOPSIS: ELABORATION: |
| 2064 | TrdgSesGrp | TrdSes | optional | SYNOPSIS: ELABORATION: |
| 815 | ApplQueueAction | ApplQuActn | optional | SYNOPSIS:
Action to take to resolve an application message queue (backlog).
|
| 812 | ApplQueueMax | ApplQuMax | optional | SYNOPSIS:
Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue.
|
| 1070 | MDQuoteType | MDQteTyp | optional | SYNOPSIS:
Identifies market data quote type.
|
| 2447 | FastMarketIndicator | FastMktInd | optional | SYNOPSIS:
Indicates if the instrument is in "fast market" state.
ELABORATION: A "fast market" is a state in which market rules are applied to instrument(s) or entire trading session when market events causes significant price movements due to public information. |
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |