Message MarketDataSnapshotFullRefresh (W)

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.

Added in protocol FIX.4.2

See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = W Y FIX.4.2
Block ApplicationSequenceControl FIX.5.0
911 TotNumReports Total number or reports returned in response to a request. FIX.5.0
963 MDReportID Unique identifier for the market data report. FIX.4.4
715 ClearingBusinessDate FIX.4.4
1021 MDBookType Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection FIX.4.4
1173 MDSubBookType Can be used to define a subordinate book. FIX.5.0
264 MarketDepth Can be used to define the current depth of the book. FIX.5.0
1022 MDFeedType Describes a class of service for a given data feed, ie Regular and Market Maker FIX.4.4
1683 MDSubFeedType FIX.5.0SP2 (106)
1187 RefreshIndicator FIX.5.0
75 TradeDate Used to specify the trading date for which a set of market data applies FIX.4.4
262 MDReqID Conditionally required if this message is in response to a MarketDataRequest (V). FIX.4.2
1500 MDStreamID FIX.5.0SP1 (93)
1301 MarketID FIX.5.0SP2 (106)
1300 MarketSegmentID FIX.5.0SP2 (106)
Block Instrument Y FIX.4.3
Block InstrumentExtension FIX.5.0SP2 (201)
Block FinancingDetails FIX.5.0SP2 (201)
BlockRepeating UndInstrmtGrp FIX.4.4
BlockRepeating InstrmtLegGrp Required for multileg quotes FIX.4.4
BlockRepeating RelatedInstrumentGrp FIX.5.0SP2 (201)
779 LastUpdateTime Y FIX.5.0SP2 (190)
291 FinancialStatus FIX.4.2
292 CorporateAction FIX.4.2
451 NetChgPrevDay FIX.4.3
1682 MDSecurityTradingStatus FIX.5.0SP2 (106)
1684 MDHaltReason FIX.5.0SP2 (106)
ImplicitBlockRepeating MDFullGrp Y FIX.4.4
813 ApplQueueDepth Depth of application messages queued for transmission as of delivery of this message FIX.4.4
814 ApplQueueResolution Action taken to resolve application queuing FIX.4.4
ImplicitBlockRepeating RoutingGrp FIX.4.4
Block StandardTrailer Y FIX.4.2