MarketDataSnapshotFullRefresh/FIX.4.2

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Message Content of MarketDataSnapshotFullRefresh (MsgType=W)

TagText FieldName or ComponentName Required Description
StandardHeader x MsgType = W


262 MDReqID Conditionally required if this message is in response to a Market Data Request.


55 Symbol x
65 SymbolSfx
48 SecurityID
22 IDSource
167 SecurityType Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.


200 MaturityMonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified.


205 MaturityDay Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.


201 PutOrCall For Options.


202 StrikePrice For Options.


206 OptAttribute For Options.


231 ContractMultiplier For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.


223 CouponRate For Fixed Income.


207 SecurityExchange Can be used to identify the security.


106 Issuer
348 EncodedIssuerLen Must be set if EncodedIssuer field is specified and must immediately precede it.


349 EncodedIssuer Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.


107 SecurityDesc
350 EncodedSecurityDescLen Must be set if EncodedSecurityDesc field is specified and must immediately precede it.


351 EncodedSecurityDesc Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.


291 FinancialStatus
292 CorporateAction
387 TotalVolumeTraded Total volume traded in this trading session for this security.


268 NoMDEntries x Number of entries following.


269 MDEntryType x Must be the first field in this repeating group.


270 MDEntryPx x
15 Currency Can be used to specify the currency of the quoted price.


271 MDEntrySize Conditionally required if MDEntryType = Bid(0), Offer(1), or Trade(2)


272 MDEntryDate
273 MDEntryTime
274 TickDirection
275 MDMkt Market posting quote / trade. Valid values:

See Appendix C


336 TradingSessionID
276 QuoteCondition Space-delimited list of conditions describing a quote.


277 TradeCondition Space-delimited list of conditions describing a trade


282 MDEntryOriginator
283 LocationID
284 DeskID
286 OpenCloseSettleFlag Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).


59 TimeInForce For optional use when this Bid or Offer represents an order


432 ExpireDate 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 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 For optional use when this Bid or Offer represents an order


18 ExecInst Can contain multiple instructions, space delimited.


287 SellerDays
37 OrderID For optional use when this Bid, Offer, or Trade represents an order


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


288 MDEntryBuyer For optional use in reporting Trades


289 MDEntrySeller For optional use in reporting Trades


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


290 MDEntryPositionNo Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1


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


354 EncodedTextLen Must be set if EncodedText field is specified and must immediately precede it.


355 EncodedText Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.


StandardTrailer x


Notes

Please post comments, clarifications, examples here. Click on the edit button on the right and away you go! 
Don't forget to refer to the FPL Discussion Groups to back up anything you write. You will often find the authoritative statements on matters of FIX specification interpretation there. Links from FIXwiki pages to relevant discussions on the FPL site are very valuable.
For example if you were writing a clarification on how to specify the "quantity" of an order in FIX, you might add the following relevant link, http://www.fixprotocol.org/discuss/read/f5014573, to back up your points.
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