<MDIncGrp> Component Block

Used in :

Tag Field Name FIXML Req'd Comments
268 NoMDEntries Inc Y Number of entries following.
=> 279 MDUpdateAction @UpdtAct Y Must be first field in this repeating group.
=> 285 DeleteReason @DelRsn N (Deprecated in FIX.5.0)If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion.
=> 1173 MDSubBookType @MDSubBkTyp N Can be used to define a subordinate book.
=> 264 MarketDepth @MktDepth N Can be used to define the current depth of the book.
=> 269 MDEntryType @Typ C Conditionally required if MDUpdateAction (279) = New(0). Cannot be changed.
=> 278 MDEntryID @ID N If specified, must be unique among currently active entries if MDUpdateAction (279) = New (0), must be the same as a previous MDEntryID (278) if MDUpdateAction (279) = Delete (2), and must be the same as a previous MDEntryID (278) if MDUpdateAction (279) = Change (1) and MDEntryRefID (280) is not specified, or must be unique among currently active entries if MDUpdateAction (279) = Change(1) and MDEntryRefID (280) is specified.
=> 280 MDEntryRefID @RefID N If MDUpdateAction (279) = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction (279) = Change(1), this must refer to a previous MDEntryID (278) .
=> 1500 MDStreamID @MDStrmID N
=> <Instrument> N Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Either Symbol (the instrument component block) or MDEntryRefID (280) must be specified if MDUpdateAction (279) = New(0) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction (279) = New(0), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID (280) are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear (200) , MaturityDay, StrikePrice (202) , OptAttribute (206) , and SecurityExchange (207) . May not be changed.
=> <UndInstrmtGrp> N
=> <InstrmtLegGrp> N
=> 291 FinancialStatus @FinclStat N
=> 292 CorporateAction @CorpActn N
=> 270 MDEntryPx @Px C Conditionally required when MDUpdateAction (279) = New(0) and MDEntryType (269) is not Imbalance(A) ), Trade Volume (B), or Open Interest (C). Conditionally required when MDEntryType (269) = "Auction Clearing Price"
=> 423 PriceType @PxTyp N
=> <YieldData> N Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages
=> <SpreadOrBenchmarkCurveData> N Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages
=> 40 OrdType @OrdTyp N Used to support market mechanism type; limit order, market order, committed principal order
=> 15 Currency @Ccy N Can be used to specify the currency of the quoted price.
=> 120 SettlCurrency @SettlCcy N Required for NDFs to specify the settlement currency (fixing currency).
=> <RateSource> N
=> 271 MDEntrySize @Sz C Conditionally required when MDUpdateAction = New(0) andMDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume(B), or Open Interest(C).Conditionally required when MDEntryType = "auction clearing price"
=> <SecSizesGrp> N
=> 1093 LotType @LotTyp N Can be used to specify the lot type of the quoted size in order depth books.
=> 272 MDEntryDate @Dt N
=> 273 MDEntryTime @Tm N
=> 274 TickDirection @TickDirctn N
=> 275 MDMkt @Mkt N (Deprecated in FIX.5.0)Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C
=> 336 TradingSessionID @SesID N
=> 625 TradingSessionSubID @SesSub N
=> 326 SecurityTradingStatus @TrdgStat N
=> 327 HaltReason @HaltRsn N
=> 276 QuoteCondition @QCond N Space-delimited list of conditions describing a quote.
=> 277 TradeCondition @TrdCond N Space-delimited list of conditions describing a trade
=> 828 TrdType @TrdTyp N For optional use in reporting Trades
=> 574 MatchType @MtchTyp N For optional use in reporting Trades
=> 282 MDEntryOriginator @Orig N (Deprecated in FIX.5.0)
=> 283 LocationID @LctnID N (Deprecated in FIX.5.0)
=> 284 DeskID @DeskID N (Deprecated in FIX.5.0)
=> 286 OpenCloseSettlFlag @OpenClsSettlFlag N Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
=> 59 TimeInForce @TmInForce N For optional use when this Bid or Offer represents an order
=> 432 ExpireDate @ExpireDt N For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.
=> 126 ExpireTime @ExpireTm N For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.
=> 110 MinQty @MinQty N For optional use when this Bid or Offer represents an order
=> 18 ExecInst @ExecInst N Can contain multiple instructions, space delimited.
=> 287 SellerDays @SellerDays N
=> 37 OrderID @OrdID N For optional use when this Bid, Offer, or Trade represents an order
=> 198 SecondaryOrderID @OrdID2 N For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id.
=> 299 QuoteEntryID @EntryID N For optional use when this Bid, Offer, or Trade represents a quote
=> 1003 TradeID @TrdID N For optional use in reporting Trades
=> 288 MDEntryBuyer @Buyer N For optional use in reporting Trades
=> 289 MDEntrySeller @Seller N For optional use in reporting Trades
=> 346 NumberOfOrders @NumOfOrds N In an Aggregated Book, used to show how many individual orders make up an MDEntry
=> 290 MDEntryPositionNo @PosNo N Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1
=> 546 Scope @Scope N
=> 811 PriceDelta @PxDelta N
=> 451 NetChgPrevDay @NetChgPrevDay N
=> 58 Text @Txt N Text to describe the Market Data Entry. Part of repeating group.
=> 354 EncodedTextLen @EncTxtLen C Must be set if EncodedText field is specified and must immediately precede it.
=> 355 EncodedText @EncTxt C Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
=> 1023 MDPriceLevel @MDPxLvl N
=> 528 OrderCapacity @Cpcty N
=> 1024 MDOriginType @MDOrigTyp N
=> 332 HighPx @HighPx N
=> 333 LowPx @LowPx N
=> 31 LastPx @LastPx N Indicates the last price of a trading session; can be a bid, ask, or a trade price.
=> 1020 TradeVolume @TrdVol N
=> 63 SettlType @SettlTyp N
=> 64 SettlDate @SettlDt C Indicates date on which instrument will settle. For NDFs required for specifying the "value date".
=> 483 TransBkdTime @TransBkdTm N For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades.
=> 60 TransactTime @TxnTm N For optional use in reporting Trades. Used to specify the time of matching.
=> 1070 MDQuoteType @MDQteTyp N
=> 83 RptSeq @RptSeq N Allows sequence number to be specified within a feed type
=> 1048 DealingCapacity @DealingCpcty N Identifies role of dealer; Agent, Principal, RisklessPrincipal
=> 1026 MDEntrySpotRate @MDEntrySpotRt N
=> 1027 MDEntryForwardPoints @MDEntryFwdPnts N
=> <StatsIndGrp> N
=> <Parties> N