Message
MarketDataSnapshotFullRefresh (W)
| ID | 30 |
| Abbr Name | MktDataFull |
| Pedigree | Added FIX.4.2 |
The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = W | Added FIX.4.2 | ||
ApplicationSequenceControl | Added EP-1 | ||||
911 | Total number or reports returned in response to a request. | Added EP-1 | |||
963 | Unique identifier for the market data report. | Added EP-1 Updated EP190 | |||
715 | Added EP-1 | ||||
1021 | Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection | Added EP-1 | |||
1173 | Can be used to define a subordinate book. | Added EP-1 | |||
264 | Can be used to define the current depth of the book. | Added EP-1 | |||
1022 | Describes a class of service for a given data feed, ie Regular and Market Maker | Added EP-1 | |||
1683 | Added EP106 | ||||
1187 | Added EP-1 | ||||
75 | Used to specify the trading date for which a set of market data applies | Added EP-1 | |||
262 | Conditionally required if this message is in response to a MarketDataRequest(35=V). | Added FIX.4.2 Updated EP190 | |||
1500 | Added EP93 | ||||
1301 | Added EP106 | ||||
1300 | Added EP106 | ||||
Instrument | Y | Added FIX.4.3 Updated EP190 | |||
InstrumentExtension | Added EP201 | ||||
FinancingDetails | Added EP201 | ||||
UndInstrmtGrp | Added FIX.4.4 Updated EP190 | ||||
InstrmtLegGrp | Required for multileg quotes | Added FIX.4.4 | |||
RelatedInstrumentGrp | Added EP201 | ||||
779 | Y | Added EP190 | |||
291 | Added FIX.4.2 | ||||
292 | Added FIX.4.2 | ||||
451 | Added FIX.4.3 | ||||
1682 | Added EP106 | ||||
1684 | Added EP106 | ||||
MDFullGrp | Y | Added FIX.4.4 Updated EP190 | |||
813 | Depth of application messages queued for transmission as of delivery of this message | Added FIX.4.4 | |||
814 | Action taken to resolve application queuing | Added FIX.4.4 | |||
RoutingGrp | Added EP-1 | ||||
StandardTrailer | Y | Added FIX.4.2 |
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