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FIXtags

FIX TAG 1024

MDOriginType

intAdded FIX.4.4 · EP7

Definition

Used to describe the origin of the market data entry.

Compare versions

Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 5.0 SP2 FIX Latest · EP309

Definition text changed

FIX 5.0 SP2

Used to describe the origin of an entry in the book

FIX Latest · EP309

Used to describe the origin of the market data entry.

Values only in FIX Latest · EP309 7

  • 3Quote driven market
    Additional source detail

    Examples for quote driven markets are market maker or specialist market models.

  • 4Dark order book
  • 5Auction driven market
    Additional source detail

    Markets where matching occurs only in scheduled auctions.

  • 6Quote negotiation
    Additional source detail

    Discretionary quoting on request or "request for quote" market.

  • 7Voice negotiation
    Additional source detail

    A trading system where transactions between members are arranged through voice negotiation.

  • 8Hybrid market
    Additional source detail

    A hybrid system falling into two or more types of trading systems. In the context of ESMA reporting, this is for "Hybrid system." In the context of FCA reporting, this is for "Any other, including hybrid."

  • 9Other market
    Additional source detail

    A market that does not fall under any of the market types defined for MDOriginType(1024). In the context of ESMA reporting, this is for "Any other, excluding hybrid."

Values 10

ValueMeaning
0

Book

1

Off-Book

2

Cross

3

Quote driven market

Additional detail from the official source

Examples for quote driven markets are market maker or specialist market models.

4

Dark order book

5

Auction driven market

Additional detail from the official source

Markets where matching occurs only in scheduled auctions.

6

Quote negotiation

Additional detail from the official source

Discretionary quoting on request or "request for quote" market.

7

Voice negotiation

Additional detail from the official source

A trading system where transactions between members are arranged through voice negotiation.

8

Hybrid market

Additional detail from the official source

A hybrid system falling into two or more types of trading systems. In the context of ESMA reporting, this is for "Hybrid system." In the context of FCA reporting, this is for "Any other, including hybrid."

9

Other market

Additional detail from the official source

A market that does not fall under any of the market types defined for MDOriginType(1024). In the context of ESMA reporting, this is for "Any other, excluding hybrid."

About the int data type

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23").

Used in messages 9

Includes nested components and repeating groups. Open a location to see its surrounding requirements.