| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| StandardHeader | Yes |
MsgType = f (lowercase) | |||
| 324 | SecurityStatusReqID | No | |||
| Instrument | Yes |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |||
| InstrumentExtension | No |
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" | |||
| UndInstrmtGrp | No |
Number of underlyings | |||
| InstrmtLegGrp | No |
Required for multileg quotes | |||
| 15 | Currency | No | |||
| 336 | TradingSessionID | No | |||
| 625 | TradingSessionSubID | No | |||
| 325 | UnsolicitedIndicator | No |
Set to 'Y' if message is sent as a result of a subscription request not a snapshot request | ||
| 326 | SecurityTradingStatus | No |
Identifies the trading status applicable to the transaction. | ||
| 291 | FinancialStatus | No | |||
| 292 | CorporateAction | No | |||
| 327 | HaltReason | No |
Denotes the reason for the Opening Delay or Trading Halt. | ||
| 328 | InViewOfCommon | No | |||
| 329 | DueToRelated | No | |||
| 330 | BuyVolume | No | |||
| 331 | SellVolume | No | |||
| 332 | HighPx | No | |||
| 333 | LowPx | No | |||
| 31 | LastPx | No |
Represents the last price for that security either on a Consolidated or an individual participant basis at the time it is disseminated. | ||
| 60 | TransactTime | No |
Trade Dissemination Time | ||
| 334 | Adjustment | No | |||
| 1025 | FirstPx | No | Represents the price of the first fill of the trading session. | ||
| 58 | Text | No |
Comment, instructions, or other identifying information. | ||
| 354 | EncodedTextLen | No |
Must be set if EncodedText field is specified and must immediately precede it. | ||
| 355 | EncodedText | No |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | ||
| StandardTrailer | Yes | ||||