| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| StandardHeader | Yes |
MsgType = W | |||
| 963 | MDReportID | No | Unique indentifier for Market Data Report | ||
| 715 | ClearingBusinessDate | No | |||
| 1021 | MDBookType | No | 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 | No | Describes a class of service for a given data feed, ie Regular and Market Maker | ||
| 75 | TradeDate | No | Used to specify the trading date for which a set of market data applies | ||
| 262 | MDReqID | No |
Conditionally required if this message is in response to a Market Data Request. | ||
| Instrument | Yes |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |||
| UndInstrmtGrp | No |
Number of underlyings | |||
| InstrmtLegGrp | No |
Required for multileg quotes | |||
| 291 | FinancialStatus | No | |||
| 292 | CorporateAction | No | |||
| 451 | NetChgPrevDay | No | |||
| MDFullGrp | Yes |
Number of entries following. | |||
| 813 | ApplQueueDepth | No |
Depth of application messages queued for transmission as of delivery of this message | ||
| 814 | ApplQueueResolution | No |
Action taken to resolve application queuing | ||
| RoutingGrp | No | ||||
| StandardTrailer | Yes | ||||