Market Data Incremental Refresh - Limits and Banding
The Market Data Incremental Refresh message below is sent for limits and banding. This This message maps to the MDIncrementalRefreshLimitsBanding template MDIncrementalRefreshLimitsBanding template in the SBE MDP Core schema.
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| Tag | FIX Name | Type | Semantic Type | Valid Values for EBS | Description |
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60 | TransactTime | uInt64 | UTCTimestamp |
| Start of event processing time in number of nanoseconds since Unix epoch | 5799 | MatchEventIndicator | MatchEventIndicator | MultipleCharValue | example: 10000000 - last message in the event example: 00000000 - not last message in the event | Bitmap field of eight Boolean type indicators reflecting the end of updates for a given CME Globex Event: Bit 0: (least significant bit) Last Trade Summary message for a given event Bit 1: Last electronic volume message for a given event Bit 2: Last customer order quote message for a given event Bit 3: Last statistic message for a given event Bit 5: Message resent during recovery Bit 6: Reserved for future use Bit 7: (most significant bit) Last message for a given event | Repeating Group 1 |
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| 268 | NoMDEntries | NumInGroup |
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| Number of entries in Market Data message | →1149 | HighLimitPrice | PRICENULL9 | Price |
| Upper price threshold for the instrument | →1148 | LowLimitPrice | PRICENULL9 | Price |
| Lower price threshold for the instrument | →1143 | MaxPriceVariation | PRICENULL9 | Price |
| Differential static value for price banding | →48 | SecurityID | Int32 | int |
| A unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion. | →83 | RptSeq | uInt32 | int |
| MD Entry sequence number per instrument update. The MDP Conflated TCP market data group sends a RptSeq value of zero. | →279 | MDUpdateAction | MDUpdateActionNew | int | 0=New | Market Data update action | →269 | MDEntryType | MDEntryTypeLimits | char | g=Threshold Limits and Price Band Variation | Market Data entry type. |
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