| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| Component Block <Standard Header> | Y | MsgType = f (lowercase)
| |||
| 324 | SecurityStatusReqID | N |
| ||
| Component Block <Instrument> | Y | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
| |||
| Component Block <Instrument Extension> | N | Insert here the set of "InstrumentExtension" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
| |||
| 711 | NoUnderlyings | N | Number of underlyings
| ||
![]() |
Component Block <Underlying Instrument> | N | Must be provided if Number of underlyings > 0
| ||
| 555 | NoLegs | N | Required for multileg quotes
| ||
![]() |
Component Block <Instrument Leg> | N | Required for multileg quotes
For Swaps one leg is Buy and other leg is Sell
| ||
| 15 | Currency | N |
| ||
| 336 | TradingSessionID | N |
| ||
| 625 | TradingSessionSubID | N |
| ||
| 325 | UnsolicitedIndicator | N | Set to ‘Y’ if message is sent as a result of a subscription request not a snapshot request
| ||
| 326 | SecurityTradingStatus | N | Identifies the trading status applicable to the transaction.
| ||
| 291 | FinancialStatus | N |
| ||
| 292 | CorporateAction | N |
| ||
| 327 | HaltReason | N | Denotes the reason for the Opening Delay or Trading Halt.
| ||
| 328 | InViewOfCommon | N |
| ||
| 329 | DueToRelated | N |
| ||
| 330 | BuyVolume | N |
| ||
| 331 | SellVolume | N |
| ||
| 332 | HighPx | N |
| ||
| 333 | LowPx | N |
| ||
| 31 | LastPx | N | Represents the last price for that security either on a Consolidated or an individual participant basis at the time it is disseminated.
| ||
| 60 | TransactTime | N | Trade Dissemination Time
| ||
| 334 | Adjustment | N |
| ||
| 58 | Text | N | Comment, instructions, or other identifying information.
| ||
| 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.
| ||
| Component Block <Standard Trailer> | Y |
| |||
| XML DTD | |||||
| <!ENTITY % SecStatCustom "" > <!ENTITY % SecStatContent "SecStatReqID?, Instrmt, InstrmtExtension?, UndInstrmtGrp*, InstrmtLegGrp*, Ccy?, TrdgSessID?, TrdgSessSubID?, UnsolctdInd?, SecTrdgStat?, FinclStat?, CorpActn?, HaltRsn?, InViewOfCmn?, DueToReltd?, BuyVol?, SellVol?, HighPx?, LowPx?, LastPx?, TransactTm?, Adjmt?, Text?, EncTextLen?, EncText? %SecStatCustom;" > <!ELEMENT SecStat (%SecStatContent;)> <!ATTLIST SecStat FIXMsgType_ENUM CDATA #FIXED "f" Category CDATA #FIXED "SecurityAndTradingSessionDefinitionOrStatus" FIXSpecVolume CDATA #FIXED 'Volume3' FullName CDATA #FIXED "SecurityStatus" ComponentType CDATA #FIXED "Message" > | |||||