| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 126 | CO | SecMassStat |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 106 |
| 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: |
| 324 | SecurityStatusReqID | StatReqID | optional | SYNOPSIS:
Unique ID of a Security Status Request or a Security Mass Status Request message.
|
| 1465 | SecurityListID | ListID | optional | SYNOPSIS:
Specifies an identifier for a Security List
|
| 1301 | MarketID | MktID | optional | SYNOPSIS:
Identifies the market
|
| 1300 | MarketSegmentID | MktSegID | optional | SYNOPSIS:
Identifies the market segment
|
| 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).
|
| 336 | TradingSessionID | SesID | optional | SYNOPSIS:
Identifier for a trading session.
A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.
To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336).
Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.
|
| 625 | TradingSessionSubID | SesSub | optional | SYNOPSIS:
Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility
|
| 2162 | InstrumentScope | InstrmtScope | optional | SYNOPSIS:
Used to specify the instrument
ELABORATION: |
| 325 | UnsolicitedIndicator | Unsol | optional | SYNOPSIS:
Indicates whether or not message is being sent as a result of a subscription request or not.
|
| 1679 | SecurityMassTradingStatus | TrdgStat | optional | SYNOPSIS:
Identifies the trading status applicable to a group of instruments.
|
| 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. |
| 1680 | SecurityMassTradingEvent | SecTrdEvnt | optional | SYNOPSIS:
Identifies an event related to the mass trading status.
|
| 1681 | MassHaltReason | HaltRsn | optional | SYNOPSIS:
Denotes the reason for the Opening Delay or Trading halt of a group of securities.
|
| 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
|
| 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)
|
| 60 | TransactTime | TxnTm | optional | SYNOPSIS:
Timestamp when the business transaction represented by the message occurred.
|
| 334 | Adjustment | Adjmt | optional | SYNOPSIS:
Identifies the type of adjustment.
|
| 2186 | SecMassStatGrp | SecMassStat | optional | SYNOPSIS: ELABORATION: |
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |