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 |