Orchimate 1.4.0 /

FIX.LatestFIX.Latest_EP268

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Number of entries following.

Y

Must be first field in this repeating group.

If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion.

Can be used to define a subordinate book.

Can be used to define the current depth of the book.

Conditionally required if MDUpdateAction(279) = 0 (New). Cannot be changed.

If specified, must be unique among currently active entries if MDUpdateAction(279) = 0 (New);
must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 2 (Delete);
must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is not specified; or
must be unique among currently active entries if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is specified.

If MDUpdateAction(279) = 0 (New), for the first market data entry in a message, either this field or a security symbol must be specified.
If MDUpdateAction(279) = 1 (Change), this must refer to a previous MDEntryID(278).

Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) is not A (Imbalance), B (Trade volume), or C (Open interest).
Conditionally required when MDEntryType(269) = Q (Auction clearing price).

Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages

Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages

Used to support market mechanism type; limit order, market order, committed principal order

Can be used to specify the currency of the quoted price.

Required for NDFs to specify the settlement currency (fixing currency).

Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest).

Can be used to specify the lot type of the quoted size in order depth books.

Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C

Space-delimited list of conditions describing a quote.

Space-delimited list of conditions describing a trade

Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report.

For optional use in reporting trades.

For optional use in reporting trades.

For optional use in reporting trades. Conditionally requires presence of TrdType(828).

For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType(855).

For optional use in reporting trades.

For optional use in reporting trades.

For optional use when reporting trades. List of trades related to the current market data entry, e.g. leg trades of a multi-leg trade.

Used if MDEntryType(269) = 4 (Opening Price), 5 (Closing Price), or 6 (Settlement Price).

For optional use when this Bid or Offer represents an order

For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry.

For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry.

Conditionally required when TimeInForce(59)= 10 (Good for Time).

For optional use when this Bid or Offer represents an order

Can contain multiple instructions, space delimited.

For optional use when this Bid, Offer, or Trade represents an order

For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id.

For optional use when this Bid, Offer, or Trade represents a quote

For optional use in reporting Trades

For optional use in reporting Trades.
May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades.

For optional use in reporting Trades

For optional use in reporting Trades

For optional use when reporting trades

For optional use when reporting trades

In an Aggregated Book, used to show how many individual orders make up an MDEntry

Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1

Text to describe the Market Data Entry. Part of repeating group.

Must be set if EncodedText(355) field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.

Indicates the first price of a trading session; can be a bid, ask, or a trade price.

Indicates the last price of a trading session; can be a bid, ask, or a trade price.

Indicates date on which instrument will settle.
For NDFs required for specifying the "value date".

For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades.

For optional use in reporting Trades. Used to specify the time of matching.

Entry time of the incoming order that triggered the trade

Allows sequence number to be specified within a feed type