MarketDataSnapshotFullRefresh/FIX.5.0SP2+
From FIXwiki
Message Content of MarketDataSnapshotFullRefresh (MsgType=W)
| TagText | FieldName or ComponentName | Required | Description |
|---|---|---|---|
| StandardHeader | x | MsgType = W
| |
| ApplicationSequenceControl | |||
| 911 | TotNumReports | Total number or reports returned in response to a request.
| |
| 963 | MDReportID | Unique indentifier for Market Data Report
| |
| 715 | ClearingBusinessDate | ||
| 1021 | MDBookType | Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection
| |
| 1022 | MDFeedType | Describes a class of service for a given data feed, ie Regular and Market Maker
| |
| 75 | TradeDate | Used to specify the trading date for which a set of market data applies
| |
| 1173 | MDSubBookType | Can be used to define a subordinate book.
| |
| 264 | MarketDepth | Can be used to define the current depth of the book.
| |
| 1187 | RefreshIndicator | ||
| 1683 | MDSubFeedType | ||
| 262 | MDReqID | Conditionally required if this message is in response to a Market Data Request.
| |
| 1500 | MDStreamID | ||
| 1301 | MarketID | ||
| 1300 | MarketSegmentID | ||
| Instrument | x | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
| |
| UndInstrmtGrp | Number of underlyings
| ||
| InstrmtLegGrp | Required for multileg quotes
| ||
| 291 | FinancialStatus | ||
| 292 | CorporateAction | ||
| 451 | NetChgPrevDay | ||
| 1682 | MDSecurityTradingStatus | ||
| 1684 | MDHaltReason | ||
| MDFullGrp | x | Number of entries following.
| |
| 813 | ApplQueueDepth | Depth of application messages queued for transmission as of delivery of this message
| |
| 814 | ApplQueueResolution | Action taken to resolve application queuing
| |
| RoutingGrp | |||
| StandardTrailer | x |
Notes
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