|
Line |
Template Syntax |
Use and Description |
|
2 |
<template name="MDIncRefresh" id="35"> |
Provides the template name (MDIncRefresh) and template identifier (35). |
|
3 |
<typeRef name="MDIncRefresh"/> |
Specifies the type reference name that allows the template to be referenced in other templates. |
|
4 |
<string name="ApplVerID" id="1128"> <constant value="FIX.5.0" /> </string> |
Field instruction for ApplVerID defined as a string with an identifier of 1128 corresponding to the FIX tag number. ApplVerID has a constant field operator with a value of FIX.5.0 indicating the FIX version. |
|
5 |
<string name="MessageType" id="35"> <constant value="X" /> </string> |
Field instruction for MessageType defined as a string with identifier = 35 corresponding to the FIX tag number. MessageType has a constant field operator with a value of X which indicates the FIX message type—in this case Market Data Incremental Refresh. |
|
6 |
<string name="SenderCompID" id="49"> <constant value="CQG" /> </string> |
Field instruction for SenderCompID defined as a string with identifier = 49 corresponding to the FIX tag number. SenderCompID has a constant field operator with a value of ‘CQG’ which indicates the originator of the data. |
|
7 |
<uInt32 name="MsgSeqNum" id="34"> <increment /> </uInt32> |
Field instruction for MsgSeqNum defined as an unsigned integer with identifier = 34 corresponding to the FIX tag number. MsgSeqNum has an increment field operator. |
|
8 |
<uInt64 name="SendingTime" id="52"> <delta /> </uInt64> |
Field instruction for SendingTime defined as an unsigned integer and with identifier = 52 corresponding to the FIX tag number. SendingTime has a delta field operator. |
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9 |
<sequence name="MDEntries"> <length name="NoMDEntries" id="268"> <copy /> </length> |
Sequence instruction demarks the beginning of the MDEntries repeating group. The sequence includes a length field called ‘NoMDEntries’ that specifies the number of repeating groups present in the message. NoMDEntries has a copy field operator. |
|
10 |
<int32 name="MDEntryPx" id="270"> <delta /> </int32> |
Field instruction for MDEntryPx (first field instruction in repeating group) defined as a signed integer with identifier = 270 corresponding to the FIX tag number. MDEntryPx has a delta field operator. |
|
11 |
<int32 name="MDEntrySize" id="271"> <delta /> </int32> |
Field instruction for MDEntrySize defined as a signed integer with identifier = 271 corresponding to the FIX tag number. MDEntrySize has a delta field operator. |
|
12 |
<uInt32 name="MDEntry-Time" id="273"> <delta /> </uInt32> |
Field instruction for MDEntryTime which is defined as an unsigned integer with identifier = 273 corresponding to the FIX tag number. MDEntryTime has a delta field operator. |
|
13 |
<uInt32 name="MDPriceLevel" id="1023" presence="optional"> <increment /> </uInt32> |
Field instruction for MDPriceLevel defined as an unsigned integer with identifier = 1023 corresponding to the FIX tag number. MDPriceLevel has a delta field operator. |
|
14 |
<uInt32 name="MDUpdateAction" id="279"> <copy value="0" /> </uInt32> |
Field instruction for MDUpdateAction defined as an unsigned integer and identifier = 279 corresponding to the FIX tag number. MDUpdateAction has a copy field operator with a value of 0. |
|
15 |
<string name="MDEntryType" id="269"> <default value="1" /></string> |
Field instruction for MDEntryType which is defined as a string and has an identifier of 269 which corresponds to the FIX tag number. MDEntryType has a default field operator with a value of 1. |
|
16 |
<int32 name="SecurityID" id=”48”><delta/></int32> |
Field instruction for SecurityID defined as an unsigned integer and has an identifier = 48 corresponding to the FIX tag number. SecurityID has a delta field operator. |
|
17 |
<string name="QuoteCondition" id="276" presence="optional"> <copy /> </string> |
Field instruction for QuoteCondition defined as a string with identifier = 276 corresponding to the FIX tag number. QuoteCondition has a copy field operator. |
|
18 |
<string name="TickDirection" id="274" presence="optional"> <default /> </string> |
Field instruction for TickDirection is defined as a string with identifier = 274 corresponding to the FIX tag number. TickDirection has a default field operator. |
|
19 |
<uint32 name="NetChgPrevDay" id="451" presence="optional"> <default /> </uint32> |
Field instruction for NetChgPrevDay defined as an unsigned integer with identifier = 451 corresponding to the FIX tag number. NetChgPrevDay has a default field operator. |
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20 |
<string name="TradeCondition" id="277" presence="optional"> <default /> </string> |
Field instruction for TradeCondition defined as a string with identifier = 277 corresponding to the FIX tag number. TradeCondition has a default field operator. |
|
21 |
<int32 name="TradeVolume" id="1020" presence="optional"> <default /> </int32> |
Field instruction for TradeVolume defined as a signed integer with identifier = 1020 corresponding to the FIX tag number. TradeVolume has a default field operator. |
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22 |
<string name="TradingSessID" id="336"> <default value="1" /> </string> |
Field instruction for TradingSessID defined as a string with identifier = 336 corresponding to the FIX tag number. TradingSessID has a default field operator. TradingSessID is the last field in the Sequence |