Unique ID sent in the Market Data Request (V) message

The third party FIX acceptor must return this value in all responses associated with the initial request.

Total volume traded during the current trading session for this instrument

Note: Include only in the first item in the repeating group

Number of entries in this market data message

Type of market data update associated with this repeating group

Valid values include:

• 0: New
• 1: Change
• 2: Delete

Note: When Tag 35 (MsgType) = X, (i.e., Market Data Incremental Refresh message), Tag 279 must be the first tag in each MDEntry repeating group.

Instrument associated with this message

Note Only required on the first entry in the group as long as following updates are for the same instrument.

Type of market data returned

Values that will be sent are:

• 0: Bid
• 1: Offer
• 2: Trade
• 4: Opening price
• 5: Closing price
• 6: Settlement price
• 7: Trading session high price
• 8: Trading session low price
• Y: Implied bid
• Z: Implied ask

Note: When Tag 35 (MsgType) = X, Tag 269 must be the first tag following the Instrument Component block in each MDEntry repeating group.

Price of the instrument associated with this entry

Interpret the value based on the entry type.

Quantity associated with the related instrument

Condition: Required when Tag 269 (MDEntryType) contains:

• 0: Bid
• 1: Offer
• 2: Trade
• Y: Implied bid
• Z: Implied ask

Number of orders that comprise the quantity represented in Tag 271 (MDEntrySize) of this message.

Condition: Send when both of the following are true:

• Tag 269 (MDEntryType) contains: 0 (Bid), 1 (Ask), Y (Implied bid), or Z (Implied ask).
• The data is available.