| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 30 | W | MktDataFull |
| 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: |
| 911 | TotNumReports | TotNumRpts | optional | SYNOPSIS:
Total number of reports returned in response to a request.
|
| 963 | MDReportID | RptID | optional | SYNOPSIS:
Unique identifier for the Market Data Report.
|
| 715 | ClearingBusinessDate | BizDt | optional | SYNOPSIS:
The business date for which the trade is expected to be cleared.
|
| 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
|
| 1173 | MDSubBookType | MDSubBkTyp | 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.
|
| 264 | MarketDepth | MktDepth | 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)
|
| 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)
|
| 1187 | RefreshIndicator | RefInd | optional | SYNOPSIS:
Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed
'Y' - Mandatory refresh by all participants
'N' - Process as required
|
| 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
|
| 1500 | MDStreamID | MDStrmID | optional | SYNOPSIS:
The identifier or name of the price stream.
|
| 1301 | MarketID | MktID | optional | SYNOPSIS:
Identifies the market
|
| 1300 | MarketSegmentID | MktSegID | optional | SYNOPSIS:
Identifies the market segment
|
| 1003 | Instrument | Instrmt | required | SYNOPSIS:
The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.
ELABORATION: |
| 1004 | InstrumentExtension | InstrmtExt | optional | SYNOPSIS:
The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.
ELABORATION: |
| 1002 | FinancingDetails | FinDetls | optional | SYNOPSIS:
Component block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.
ELABORATION: |
| 2066 | UndInstrmtGrp | Undly | optional | SYNOPSIS: ELABORATION: |
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS: ELABORATION: |
| 1066 | RelatedInstrumentGrp | ReltdInstrmt | optional | SYNOPSIS:
The RelatedInstrumentGrp is a repeating component at the same hierarchical level as the Instrument component, describing relationships and linkages between the Instrument, UnderlyingInstrument and InstrumentLeg entries. If all instances of the UnderlyingInstrument in the message are true underliers of the Instrument then the RelatedInstrumentGrp component is not needed. If any instance of the UnderlyingInstrument has a different relationship, e.g. underlier of an InstrumentLeg, stream, equity equivalent or nearest exchange-traded contract or there are multiple instances of InstrumentLeg, then an entry for every relationship should be included in this component. When the RelatedInstrumentGrp appears within a repeating group, each entry only apply to the Instrument component at the same hierarchical level.
In messages, such as Email(35=C) and News(35=B), where Instrument and the InstrumentLeg are within their repeating groups, the RelatedInstrumentGrp component may be used to link legs and underliers to their appropriate base Instrument.
ELABORATION: For simple relationships such as identifying a "hedges for" security the entry simply defines the symbol or identifier of an externally known security. For relationships within strategies and swaps the entry refers up through one of the "related to" fields to the Instrument, InstrumentLeg, UnderlyingInstrument, stream or dividend period with which the related security has correlation. It then points down through RelatedSecurityID(1650) or RelatedSymbol(1649) to an UnderlyingInstrument instance in the current message defining the related security. The nature of the relationship is given in RelatedInstrumentType(1648). |
| 779 | LastUpdateTime | LastUpdateTm | required | SYNOPSIS:
Timestamp of last update to data item (or creation if no updates made since creation).
|
| 291 | FinancialStatus | FinclStat | optional | SYNOPSIS:
Identifies a firm's or a security's financial status
|
| 292 | CorporateAction | CorpActn | optional | SYNOPSIS:
Identifies the type of Corporate Action.
|
| 451 | NetChgPrevDay | NetChgPrevDay | optional | SYNOPSIS:
Net change from previous day's closing price vs. last traded price.
|
| 1682 | MDSecurityTradingStatus | TrdgStat | optional | SYNOPSIS:
Identifies the trading status applicable to the instrument in the market data message.
|
| 1684 | MDHaltReason | HaltRsn | optional | SYNOPSIS:
Denotes the reason for the Opening Delay or Trading Halt.
|
| 2031 | MDFullGrp | Full | 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: |