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