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FIXtags

GROUP · SOURCE ID 2123

MarketDataFeedTypes

Definition

The MarketDataFeedTypes component is used to specify the different available feed types and sub-types, and additional market data feed related attributes, such as the market depth of the specified feed type.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 1141 NoMDFeedTypesGroup countFrom usage
  2. 1022 MDFeedTypefield—

    Required if NoMDFeedTypes(1141) > 0.

  3. 1683 MDSubFeedTypefield—
  4. 264 MarketDepthfield—

    Specifies the depth of book (or levels of market depth) for the feed type.

  5. 2563 MarketDepthTimeIntervalfield—

    Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified.

  6. 2564 MarketDepthTimeIntervalUnitfield—

    Conditionally required when MarketDataTimeInterval(2563) is specified.

  7. 2565 MDRecoveryTimeIntervalfield—

    Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified.

  8. 2566 MDRecoveryTimeIntervalUnitfield—

    Conditionally required when MDRecoveryTimeInterval(2565) is specified.

  9. 1021 MDBookTypefield—
  10. 1173 MDSubBookTypefield—
  11. 2567 PrimaryServiceLocationIDfield—
  12. 2568 SecondaryServiceLocationIDfield—

Used in messages

Direct parent structures