MDFullGrp component | FIX Latest

MDFullGrp

Tag	Name	Type	Description
268	NoMDEntries	NumInGroup	Number of entries in Market Data message.
269	MDEntryType	Char Enum	Required if NoMDEntries(268) > 0
278	MDEntryID	String	Conditionally required when maintaining an order-depth book (AggregatedBook(266) is "N"). Allows subsequent Incremental changes to be applied using MDEntryID(278)
270	MDEntryPx	Price	Conditionally required if MDEntryType(269) is not A (Imbalance), B (Trade Volume), or C (Open Interest); Conditionally required when MDEntryType(269) = Q (Auction clearing price)
423	PriceType	Int Enum
	PriceQualifierGrp	Component
819	AvgPxIndicator	Int Enum
	YieldData	Component
	SpreadOrBenchmarkCurveData	Component
40	OrdType	Char Enum	Used to support market mechanism type; limit order, market order, committed principal order
15	Currency	Currency	Can be used to specify the currency of the quoted price
2897	CurrencyCodeSource	String Enum
120	SettlCurrency	Currency	Required for NDFs to specify the settlement currency (fixing currency)
2899	SettlCurrencyCodeSource	String Enum
	RateSource	Component
271	MDEntrySize	Quantity	Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest)
	SecSizesGrp	Component
1093	LotType	Char Enum	Can be used to specify the lot type of the quoted size in order depth books
272	MDEntryDate	UTCDateOnly
273	MDEntryTime	UTCTimeOnly
274	TickDirection	Char Enum
275	MDMkt	Exchange	Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C
336	TradingSessionID	String Enum
625	TradingSessionSubID	String Enum
326	SecurityTradingStatus	Int Enum
327	HaltReason	Int Enum
2447	FastMarketIndicator	Boolean
2705	MarketCondition	Int Enum
276	QuoteCondition	MultipleStringValue Enum	Space-delimited list of conditions describing a quote
277	TradeCondition	MultipleStringValue Enum	Space-delimited list of conditions describing a trade
	TradePriceConditionGrp	Component
2961	AnonymousTradeIndicator	Boolean
2667	AlgorithmicTradeIndicator	Int Enum
282	MDEntryOriginator	String
283	LocationID	String
284	DeskID	String
286	OpenCloseSettlFlag	MultipleCharValue Enum	Used if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price)
59	TimeInForce	Char Enum	For optional use when this Bid or Offer represents an order
432	ExpireDate	LocalMktDate	For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry
126	ExpireTime	UTCTimestamp	For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry
1629	ExposureDuration	Int	Conditionally required when TimeInForce(59) = A (Good for Time)
1916	ExposureDurationUnit	Int Enum
110	MinQty	Quantity	For optional use when this Bid or Offer represents an order
18	ExecInst	MultipleCharValue Enum	Can contain multiple instructions, space delimited
287	SellerDays	Int
37	OrderID	String	For optional use when this Bid, Offer, or Trade represents an order
198	SecondaryOrderID	String	For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id
299	QuoteEntryID	String	For optional use when this Bid, Offer, or Trade represents a quote
1003	TradeID	String	For optional use in reporting Trades
1851	StrategyLinkID	String	For optional use in reporting Trades
288	MDEntryBuyer	String	For optional use in reporting Trades
289	MDEntrySeller	String	For optional use in reporting Trades
2449	NumberOfBuyOrders	Int	For optional use in reporting trades
2450	NumberOfSellOrders	Int	For optional use in reporting trades
346	NumberOfOrders	Int	In an Aggregated Book, used to show how many individual orders make up an MDEntry
290	MDEntryPositionNo	Int
546	Scope	MultipleCharValue Enum
811	PriceDelta	Float
828	TrdType	Int Enum	Specifies trade type when a trade is being reported. For optional use in reporting trades
829	TrdSubType	Int Enum	For optional use in reporting trades
855	SecondaryTrdType	Int Enum	For optional use in reporting trades. Conditionally requires presence of TrdType(828)
2896	TertiaryTrdType	Int Enum	For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType(855)
1934	RegulatoryReportType	Int Enum	Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report
2963	MultiJurisdictionReportingIndicator	Int Enum	For optional use in reporting trades
2405	ExecMethod	Int Enum
574	MatchType	String Enum	For optional use in reporting trades
1115	OrderCategory	Char Enum
1390	TradePublishIndicator	Int Enum	For optional use in reporting trades
	TrdRegPublicationGrp	Component
2373	IntraFirmTradeIndicator	Boolean
570	PreviouslyReported	Boolean Enum
	RelatedTradeGrp	Component	For optional use when reporting trades. Lists trades related to the current market data entry, e.g. leg trades of a multi-leg trade
58	Text	String	Text to describe the Market Data Entry. Part of repeating group
354	EncodedTextLen	Length	Must be set if EncodedText(355) field is specified and must immediately precede it
355	EncodedText	Data	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field
1023	MDPriceLevel	Int
528	OrderCapacity	Char Enum
1024	MDOriginType	Int Enum
332	HighPx	Price	Used to report high price in association with trade, bid or ask rather than a separate entity
333	LowPx	Price	Used to report low price in association with trade, bid or ask rather than a separate entity
1025	FirstPx	Price	Indicates the first price of a trading session; can be a bid, ask, or trade price
31	LastPx	Price	Indicates the last price of a trading session; can be a bid, ask, or trade price
1592	DiscountFactor	Float
1020	TradeVolume	Quantity	Used to report trade volume in association with trade, bid or ask rather than a separate entity
	PriceLimits	Component
1143	MaxPriceVariation	Float
731	SettlPriceType	Int Enum
2451	SettlPriceDeterminationMethod	Int Enum
63	SettlType	String Enum
64	SettlDate	LocalMktDate	Indicates date on which instrument will settle
1070	MDQuoteType	Int Enum
83	RptSeq	Int	Used to identify the sequence number within a feed type
1048	DealingCapacity	Char Enum
1026	MDEntrySpotRate	Float
1027	MDEntryForwardPoints	PriceOffset
	Parties	Component
2445	AggressorTime	UTCTimestamp
2446	AggressorSide	Char Enum
654	LegRefID	String	May be specified for an MDEntryType(269)=2 (Trade) entry to indicate that MDEntryPx(270), PriceType(423) and MDEntrySize(271) apply to the instance of the InstrmtLegGrp component with matching LegID(1788)

MaturityRules MDIncGrp