Tag 35-MsgType=X
| Tag | Tag Name | Req | Enumeration | Description | |||
|---|---|---|---|---|---|---|---|
| EBS Ai Standard Header | |||||||
1021 | MDBookType | N | 2 – Price Depth View | This tag describes the type of Order Book view (Market View) requested by the client in the Market Data Request message. | |||
20203 | MDLastIncrementalRefresh | Y | “0” = additional Incremental Refresh messages to follow in the reporting time slice. “1” = last Incremental Refresh message in the reporting time slice | This tag describes whether or not this update message is the last in a particular time slice. | |||
268 | NoMDEntries | Y | Number of repeating blocks to follow | ||||
| →279 | MDUpdateAction | Y | 0 = New 1 = Change 2 = Delete | For Price-Depth view, the values can be 0, 1, or 2.
Must be the first tag in this repeating block. | |||
| →269 | MDEntryType | Y | 0 = Bid 1 = Offer 2 = Trade (paid, given) (Not applicable for Direct pairs) w = EBS Best Offer x = EBS Best Bid | EBS Ai FIX will use one for the following enum values from the MDEntryType description for offers, bids, and trades (paid, given). | |||
| →5450 | MDElementName | N | 2 | Custom tag – see enum values table for MDElementName. Specifies the type of update for this entry. This tag is conditionally required only when the tag MDEntryType has a value of “2” - Trade. (Not applicable for Direct pairs) | |||
| →55 | Symbol | Y | Base/Local Denotes the currency pair in CCY1/CCY2 convention. | ||||
| →461 | CFICode | Y | RCSXXX FFCNNO | RCSXXX = FX Spot FFCNNO = NDF | |||
| →63 | SettlType | Y | 0 - Regular / FX Spot settlement (T+1 or T+2 depending on currency) Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 B = Fixed Date tenor for Fixed Date NDFs only. The settlement date will be provided in tag 64. SettlDate. | Noted that for FX the tenors do not denote business days, but calendar days. | |||
| →64 | SettlDate | N | B | When SettlType = B, this tag will contain the Fixed Date NDF settlement date. The date will be published in YYYYMMDD format | |||
| →1300 | MarketSegmentID | N | Identifies the type of order book in which the instrument is traded. Valid values are: “Standard” | ||||
| →270 | MDEntryPx | N | If this tag exists then it will contain a valid price | ||||
| →276 | QuoteCondition | N | 1000 1001 | This tag indicates one of the following states related to the price: 1000 - No market activity 1007 - No data available If the QuoteCondition tag exists and specifies 1000 or 1001 then the MDEntryPx tag will not be present in this message. | |||
| →271 | MDEntrySize | N | If this tag exists then it will contain a valid amount. | ||||
| →277 | TradeCondition | N | 1000 1001 | This tag indicates one of the following states related to amount: 1000 - No market activity 1001 - No data available If this tag exists and specifies 1000 or 1001 then the MDEntrySize tag will not be present in this message. | |||
| →5457 | PriceTimestamp | N | Date and Time of the published price. Times are reported to second’s precision, although the tag provides for milliseconds. Published when MDElementName is equal to 11-Paid or 12-Given. | ||||
| EBS Ai Standard Trailer | |||||||