Market Data - Snapshot/Full Refresh StandardHeader Standard Header Y MsgType = W 262 MDReqID MDReqID N Conditionally required if this message is in response to a Market Data Request. 55 Symbol Symbol Y 65 SymbolSfx SymbolSfx N 48 SecurityID SecurityID N 22 IDSource IDSource N 167 SecurityType SecurityType N 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 MaturityMonthYear N For Options or Futures to specify the month and year of maturity. 205 MaturityDay MaturityDay N For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. 201 PutOrCall PutOrCall N For Options. 202 StrikePrice StrikePrice N For Options. 206 OptAttribute OptAttribute N For Options. 231 ContractMultiplier ContractMultiplier N 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 CouponRate N For Fixed Income. 207 SecurityExchange SecurityExchange N Can be used to identify the security. 106 Issuer Issuer N 348 EncodedIssuerLen EncodedIssuerLen N Must be set if EncodedIssuer field is specified and must immediately precede it. 349 EncodedIssuer EncodedIssuer N Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. 107 SecurityDesc SecurityDesc N 350 EncodedSecurityDescLen EncodedSecurityDescLen N Must be set if EncodedSecurityDesc field is specified and must immediately precede it. 351 EncodedSecurityDesc EncodedSecurityDesc N Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. 291 FinancialStatus FinancialStatus N 292 CorporateAction CorporateAction N 387 TotalVolumeTraded TotalVolumeTraded N Total volume traded in this trading session for this security. 268 NoMDEntries NoMDEntries Y Number of entries following. 269 MDEntryType MDEntryType Y Must be the first field in this repeating group. 270 MDEntryPx MDEntryPx Y 15 Currency Currency N Can be used to specify the currency that the price was quoted in. 271 MDEntrySize MDEntrySize N Conditionally required if MDEntryType = Bid(0), Offer(1), or Trade(2) 272 MDEntryDate MDEntryDate N 273 MDEntryTime MDEntryTime N 274 TickDirection TickDirection N 275 MDMkt MDMkt N Market posting quote / trade. Valid values:
See Appendix C 336 TradingSessionID TradingSessionID N 276 QuoteCondition QuoteCondition N Space-delimited list of conditions describing a quote. 277 TradeCondition TradeCondition N Space-delimited list of conditions describing a trade 282 MDEntryOriginator MDEntryOriginator N 283 LocationID LocationID N 284 DeskID DeskID N 286 OpenCloseSettleFlag OpenCloseSettleFlag N Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). 59 TimeInForce TimeInForce N For optional use when this Bid or Offer represents an order 432 ExpireDate ExpireDate 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 ExpireTime 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 OrderID N For optional use when this Bid, Offer, or Trade represents an order 299 QuoteEntryID QuoteEntryID N For optional use when this Bid, Offer, or Trade represents a quote 288 MDEntryBuyer MDEntryBuyer N For optional use in reporting Trades 289 MDEntrySeller MDEntrySeller N For optional use in reporting Trades 346 NumberOfOrders NumberOfOrders N In an Aggregated Book, used to show how many individual orders make up an MDEntry 290 MDEntryPositionNo MDEntryPositionNo N Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 58 Text Text N Text to describe the Market Data Entry. Part of repeating group. 354 EncodedTextLen EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it. 355 EncodedText EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. StandardTrailer Standard Trailer Y