Message MarketDataReport (DR)
The MarketDataReport (DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle.
Added in protocol FIX.5.0SP2 (195)
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = DR | Y | FIX.5.0SP2 (195) | |
| Block | ApplicationSequenceControl | FIX.5.0SP2 (195) | |||
| 963 | MDReportID | Unique identifier for MarketDataReport (DR). | FIX.5.0SP2 (195) | ||
| 2535 | MDReportEvent | Y | FIX.5.0SP2 (195) | ||
| 2536 | MDReportCount | Y | FIX.5.0SP2 (195) | ||
| 60 | TransactTime | FIX.5.0SP2 (195) | |||
| 911 | TotNumReports | FIX.5.0SP2 (195) | |||
| 2537 | TotNoMarketSegmentReports | FIX.5.0SP2 (195) | |||
| 2538 | TotNoInstrumentReports | FIX.5.0SP2 (195) | |||
| 2539 | TotNoPartyDetailReports | FIX.5.0SP2 (195) | |||
| 2540 | TotNoEntitlementReports | FIX.5.0SP2 (195) | |||
| 2541 | TotNoRiskLimitReports | FIX.5.0SP2 (195) | |||
| Block | StandardTrailer | Y | FIX.5.0SP2 (195) |