See Appendix 6-C
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Standard Header | Y | MsgType = W | ||
| 262 | MDReqID | N | Conditionally required if this message is in response to a Market Data Request. | |
| Component block <Instrument> | Y | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | ||
| 291 | FinancialStatus | N | ||
| 292 | CorporateAction | N | ||
| 387 | TotalVolumeTraded | N | Total volume traded in this trading session for this security. | |
| 449 | TotalVolumeTradedDate | N | ||
| 450 | TotalVolumeTraded Time | N | ||
| 451 | NetChgPrevDay | N | ||
| 268 | NoMDEntries | Y | Number of entries following. | |
| 269 | MDEntryType | Y | Must be the first field in this repeating group. |
| 270 | MDEntryPx | N | Conditionally required if MDEntryType is not Imbalance(A) |
| 15 | Currency | N | Can be used to specify the currency of the quoted price. |
| 271 | MDEntrySize | N | Conditionally required if MDEntryType = Bid(0), Offer(1), or Trade(2) |
| 272 | MDEntryDate | N | |
| 273 | MDEntryTime | N | |
| 274 | TickDirection | N | |
| 275 | MDMkt | N | Market posting quote / trade. Valid values: See Appendix 6-C |
| 336 | TradingSessionID | N | |
| 625 | TradingSessionSubID | N | |
| 276 | QuoteCondition | N | Space-delimited list of conditions describing a quote. |
| 277 | TradeCondition | N | Space-delimited list of conditions describing a trade |
| 282 | MDEntryOriginator | N | |
| 283 | LocationID | N | |
| 284 | DeskID | N | |
| 286 | OpenCloseSettleFlag | N | Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). |
| 59 | TimeInForce | N | For optional use when this Bid or Offer represents an order |
| 432 | 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 | 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 | N | For optional use when this Bid or Offer represents an order |
| 18 | ExecInst | N | Can contain multiple instructions, space delimited. |
| 287 | SellerDays | N | |
| 37 | OrderID | N | For optional use when this Bid, Offer, or Trade represents an order |
| 299 | QuoteEntryID | N | For optional use when this Bid, Offer, or Trade represents a quote |
| 288 | MDEntryBuyer | N | For optional use in reporting Trades |
| 289 | MDEntrySeller | N | For optional use in reporting Trades |
| 346 | NumberOfOrders | N | In an Aggregated Book, used to show how many individual orders make up an MDEntry |
| 290 | MDEntryPositionNo | N | Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 |
| 546 | Scope | N | |
| 58 | Text | N | Text to describe the Market Data Entry. Part of repeating group. |
| 354 | EncodedTextLen | N | Must be set if EncodedText field is specified and must immediately precede it. |
| 355 | EncodedText | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
| Standard Trailer | Y | |||