|
Tag |
FIX Name |
Format |
Valid Values |
Description | |
|
83 |
RptSeq |
Int (3) |
|
Sequence number per Instrument update, which contains the same data as the corresponding RptSeq in the Market Data Incremental Refresh (tag 35-MsgType=X). | |
|
369 |
LastMsgSeqNumProcessed |
SeqNum (9) |
|
The last sequence number of real-time channel as of the time the snapshot was generated. This is used to synchronize the snapshot with the real-time feed. | |
|
911 |
TotNumReports |
Int (9) |
|
Total number or reports to expect in current Snapshot cycle. | |
|
48 |
SecurityID |
String (20) |
|
Unique instrument ID as qualified by the exchange per tag 22-SecurityIDSource. | |
|
22 |
SecurityIDSource |
String (3) |
100 = CQG |
Identifies CQG as the source of tag 48-SecurityID value. | |
|
268 |
NoMDEntries |
NumInGroup (5) |
|
Number of FIX Market Data Snapshot Full Refresh Data Blocks in the Market Data Snapshot Full Refresh message | |
|
Repeating Group | |||||
|
➔ 269 |
MDEntryType |
Char (1) |
0 = Bid 1 = Offer 2 = Last Trade B = Total Trade Volume w = Workup State |
Type Market Data entry. | |
|
➔ 270 |
MDEntryPx |
Price (20) |
|
Price of the Market Data Entry. | |
|
➔ 271 |
MDEntrySize |
Qty (9) |
|
Quantity or volume represented by the Market Data Entry. | |
|
➔ 276 |
QuoteCondition |
MultipleValueString2 (1) |
K = Implied |
Space-delimited list of conditions describing a quote. | |
|
➔ 1023 |
MDPriceLevel |
Int (2) |
|
Position in the book. | |
|
➔20016 |
MDWorkupState |
Char (1) |
0 = Private Hit 1 = Private Take 2 = Public Hit 3 = Public Take 4 = Workup Open |
Indicates state of a workup trade session. | |