The following table identifies the key tags for the MDP Security Definition (tag 35-MsgType=d) message for the April 2019 Chicago Natural Gas Basis Swap (NBNJ9) contract for order entry and market data display.
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Security Definition (tag 35-MsgType=d) Message Key Elements
The → symbol indicates a repeating group tag.
Tag | FIX Name | Format | MDP 3.0 Value |
|---|---|---|---|
562 | MinTradeVol | Qty (9) | 1 |
→871 | InstAttribType | Int (2) | 24 |
→872 | InstAttribValue | String (2) | 16 = Variable Quantity Eligibility |
1439 | FlowScheduleType | Int (1) | 2 = Calendar-All Days in month |
1231 | MinLotSize | Price (20) | 2500 |
231 | ContractMultiplier | Int (5) | 31 |
996 | UnitofMeasure | String (30) | MMBTU |
5849 | OriginalContractSize | Int (12) | 2500 |
1435 | ContractMultiplierUnit | Int (1) | 2 = multiplied by day |
The following table illustrates display values for a 3-lot order for NBNJ9:
Lot Display | 3 |
Unit Display | 7500 MMBtu |
Display and Cleared Quantity | <3> * <2500> * <31> = 232,500 MMBtu |