Required if NoMDEntries(268) > 0

Conditionally required when maintaining an order-depth book (AggregatedBook(266) is "N"). Allows subsequent Incremental changes to be applied using MDEntryID(278)

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)

Used to support market mechanism type; limit order, market order, committed principal order

Can be used to specify the currency of the quoted price

Required for NDFs to specify the settlement currency (fixing currency)

Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest)

Can be used to specify the lot type of the quoted size in order depth books

Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C

Space-delimited list of conditions describing a quote

Space-delimited list of conditions describing a trade

Used if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price)

For optional use when this Bid or Offer represents an order

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

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

Conditionally required when TimeInForce(59) = A (Good for Time)

For optional use when this Bid or Offer represents an order

Can contain multiple instructions, space delimited

For optional use when this Bid, Offer, or Trade represents an order

For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id

For optional use when this Bid, Offer, or Trade represents a quote

For optional use in reporting Trades

For optional use in reporting Trades

For optional use in reporting Trades

For optional use in reporting Trades

For optional use in reporting trades

For optional use in reporting trades

In an Aggregated Book, used to show how many individual orders make up an MDEntry

Specifies trade type when a trade is being reported. For optional use in reporting trades

For optional use in reporting trades

For optional use in reporting trades. Conditionally requires presence of TrdType(828)

For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType(855)

Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report

For optional use in reporting trades

For optional use in reporting trades

For optional use in reporting trades

For optional use when reporting trades. Lists trades related to the current market data entry, e.g. leg trades of a multi-leg trade

Text to describe the Market Data Entry. Part of repeating group

Must be set if EncodedText(355) field is specified and must immediately precede it

Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field

Used to report high price in association with trade, bid or ask rather than a separate entity

Used to report low price in association with trade, bid or ask rather than a separate entity

Indicates the first price of a trading session; can be a bid, ask, or trade price

Indicates the last price of a trading session; can be a bid, ask, or trade price

Used to report trade volume in association with trade, bid or ask rather than a separate entity

Indicates date on which instrument will settle

Used to identify the sequence number within a feed type

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)