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FIXtags

FIX MESSAGE 35=V

MarketDataRequest

MsgType (35) = VMarketDataAdded FIX.4.2

Definition

Some systems allow the transmission of real-time quote, order, trade and/or other price information on a subscription basis.

FIX 4.2 group names/IDs were assigned during the official Orchestra translation; some mappings to later versions are approximate. This layout stays within the 4.2 source.

Message structure 58 distinct fields

Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.

  1. StandardHeaderComponentRequired

    MsgType = V

    StandardHeader definition & usage →

    1. 8 BeginStringStringRequired here

      FIX.4.2 (Always unencrypted, must be first field in message)

    2. 9 BodyLengthintRequired here

      (Always unencrypted, must be second field in message)

    3. 35 MsgTypeStringRequired here

      (Always unencrypted, must be third field in message)

    4. 49 SenderCompIDStringRequired here

      (Always unencrypted)

    5. 56 TargetCompIDStringRequired here

      (Always unencrypted)

    6. 115 OnBehalfOfCompIDString—

      Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

    7. 128 DeliverToCompIDString—

      Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

    8. 90 SecureDataLenint—

      Required to identify length of encrypted section of message. (Always unencrypted)

    9. 91 SecureDatadata—

      Required when message body is encrypted. Always immediately follows SecureDataLen field.

    10. 34 MsgSeqNumintRequired here

      (Can be embedded within encrypted data section.)

    11. 50 SenderSubIDString—

      (Can be embedded within encrypted data section.)

    12. 142 SenderLocationIDString—

      Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

    13. 57 TargetSubIDString—

      "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

    14. 143 TargetLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

    15. 116 OnBehalfOfSubIDString—

      Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    16. 144 OnBehalfOfLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    17. 129 DeliverToSubIDString—

      Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    18. 145 DeliverToLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    19. 43 PossDupFlagBoolean—

      Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

    20. 97 PossResendBoolean—

      Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

    21. 52 SendingTimeUTCTimestampRequired here

      (Can be embedded within encrypted data section.)

    22. 122 OrigSendingTimeUTCTimestamp—

      Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

    23. 212 XmlDataLenint—

      Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

    24. 213 XmlDatadata—

      Can contain an XML-formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Appendix M – FIXML Support

    25. 347 MessageEncodingString—

      Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.

    26. 369 LastMsgSeqNumProcessedint—

      The last MsgSeqNum value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

    27. 370 OnBehalfOfSendingTimeUTCTimestamp—

      Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

  2. 262 MDReqIDStringRequired

    Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).

  3. 263 SubscriptionRequestTypecharRequired

    SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counterparty.

  4. 264 MarketDepthintRequired
  5. 265 MDUpdateTypeint—

    Required if SubscriptionRequestType = Snapshot + Updates (1).

  6. 266 AggregatedBookBoolean—
  7. MDReqGrpRepeating groupCount tag 267Required

    Number of MDEntryType fields requested.

    MDReqGrp definition & usage →

    1. 267 NoMDEntryTypesGroup countRequired here
    2. 269 MDEntryTypecharRequired here

      Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving.

  8. InstrmtMDReqGrpRepeating groupCount tag 146Required

    Number of symbols requested.

    InstrmtMDReqGrp definition & usage →

    1. 146 NoRelatedSymGroup countRequired here
    2. 55 SymbolStringRequired here

      Must be the first field in the repeating group.

    3. 65 SymbolSfxString—

      Can be repeated multiple times if message is related to multiple symbols.

    4. 48 SecurityIDString—

      Can be repeated multiple times if message is related to multiple symbols.

    5. 22 IDSourceString—

      Can be repeated multiple times if message is related to multiple symbols.

    6. 167 SecurityTypeString—

      Must be specified if a Future or Option. If a Future:Symbol, SecurityType, and MaturityMonthYear are required. If an Option:Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.

    7. 200 MaturityMonthYearMonthYear—

      Specifies the month and year of maturity. Required if MaturityDay is specified.

    8. 205 MaturityDayDayOfMonth—

      Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.

    9. 201 PutOrCallint—

      For Options.

    10. 202 StrikePricePrice—

      For Options.

    11. 206 OptAttributechar—

      For Options.

    12. 231 ContractMultiplierfloat—

      For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

    13. 223 CouponRatefloat—

      For Fixed Income.

    14. 207 SecurityExchangeExchange—

      Can be used to identify the security.

    15. 106 IssuerString—

      Can be repeated multiple times if message is related to multiple symbols.

    16. 348 EncodedIssuerLenint—

      Must be set if EncodedIssuer field is specified and must immediately precede it.

    17. 349 EncodedIssuerdata—

      Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

    18. 107 SecurityDescString—

      Can be repeated multiple times if message is related to multiple symbols.

    19. 350 EncodedSecurityDescLenint—

      Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

    20. 351 EncodedSecurityDescdata—

      Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

    21. 336 TradingSessionIDString—
  9. StandardTrailerComponentRequired

    StandardTrailer definition & usage →

    1. 93 SignatureLengthint—

      Required when trailer contains signature. Note: Not to be included within SecureData field

    2. 89 Signaturedata—

      Note: Not to be included within SecureData field

    3. 10 CheckSumStringRequired here

      (Always unencrypted, always last field in message)