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MDFullGrp

Number of entries following.

TagNameTypeRequiredDescription
268NumInGroup
Required
Number of entries in Market Data message.
269Char Enum
Required
Must be the first field in this repeating group
270Price
Required
15CurrencyCan be used to specify the currency of the quoted price
271QuantityConditionally required if MDEntryType = Bid(0), Offer(1), or Trade(2)
272String
273UTCTimeOnly
274Char Enum
275ExchangeMarket posting quote / trade. Valid values: See Appendix C
336String
276String EnumSpace-delimited list of conditions describing a quote
277String EnumSpace-delimited list of conditions describing a trade
282String
283String
284String
286Char EnumUsed if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6)
59Char EnumFor optional use when this Bid or Offer represents an order
432LocalMktDateFor optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry
126UTCTimestampFor optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry
110QuantityFor optional use when this Bid or Offer represents an order
18String EnumCan contain multiple instructions, space delimited
287Int
37StringFor optional use when this Bid, Offer, or Trade represents an order
299StringFor optional use when this Bid, Offer, or Trade represents a quote
288StringFor optional use in reporting Trades
289StringFor optional use in reporting Trades
346IntIn an Aggregated Book, used to show how many individual orders make up an MDEntry
290IntDisplay position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1
58StringText to describe the Market Data Entry. Part of repeating group
354IntMust be set if EncodedText field is specified and must immediately precede it
355DataEncoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field