This message is sent by the CQG gateway in response to an Allowed Market Data Request (UZZ) message. It describes instruments for which this trader is authorized to view market data. Instruments are identified using CQG symbology; this report does not support custom symbology. Important note: for options, only “P.” instruments are included, so client must assume that corresponding “C.” instruments are also allowed.
Tag |
Name |
Format |
Req |
Comments | |
|
Standard Header |
|
Y |
MsgType = UZY | |
20034 |
RequestID |
String(64) |
Y |
Unique ID for the corresponding request as assigned by the FIX client. | |
20035 |
RevisionTag |
UTC Timestamp |
Y |
RevisionTag for these enablements. If client wishes to cache enablements, it can provide this value in a future Allowed Market Data Request. If the response arrives with the same value, the client’s cached data is current (and the response won’t include any enablements). If the response arrives with a different value, the client’s cached data is not current (and the response contains all current enablements. Client should completely replace its cached data with this data). | |
50893 |
LastFragment |
Boolean |
Y |
Set to Y if this report contains the last fragment of results. | |
20037 |
NoAllowedInstr |
Int |
N |
Number of instruments to follow. | |
➔ |
55 |
Symbol |
String(64) |
C |
Identifier for the instrument. CQG symbols are always used here. Note this is a CQG instrument, not a specific tradable contract. e.g. “F.US.EP” means that market data is authorized for all EP futures, and “P.US.EP” means that market data is authorized for all EP options (both calls and puts, all strikes). Must be the first field in the repeating group. Required if NoAllowedInstr > 0. |
➔ |
20127 |
EntitlementTypeID |
Int |
C |
Market data entitlement for the symbol. Valid values: 1 = Level 1 data (best bid, best ask, settlement, trade, open, close, low, and high prices) 3 = Level 2 data (all level 1 prices and full DOM) |
|
Standard Trailer |
|
Y |
|
Example: Allowed Market Data Report
8=FIX.4.2 | 9=41821 | 35=UZY | 20034=Request113 | 50893=Y | 20035=20110819-09:42:27.893 | 20037=10 | 55=F.US.CR | 20127=1 | 55=P.US.CR | 20127=1 | 55=F.US.CT | 20127=1 | 55=P.US.CT | 20127=1 | 55=F.US.YG | 20127=1 | 55=P.US.YG | 20127=1 | 55=F.US.YGS1 | 20127=1 | 55=F.US.YGS2 | 20127=1 | 55=F.US.YGS3 | 20127=1 | 55=F.US.YGS4 | 20127=1 | 10=244 |