MDP 3.0 - Market Data Incremental Refresh Tag Usage
- Space Sync for Confluence
For MBO book updates, tag usage may depend on SBE template utilization.
Book, Trades, Electronic Volume
X=used, dash ( - ) = not used
Tag | Tag Name | New/Update MBP Customer Order Book | New/Update MBO Customer Order Book | New/Update Implied Book | Customer Order MBP Book | Customer Order MBO Book Delete | Implied Book | Chan. Reset | New Trade | Trade Adjustment or Cancel | Electronic Volume |
|---|---|---|---|---|---|---|---|---|---|---|---|
→279 | MDUpdateAction | 0, 1 | 0, 1 (MBO Only SBE Template) | 0, 1 | 2 | 2 (MBO Only SBE Template) | 2 | 0 | 0 | 1, 2 | 0, 1 |
→269 | MDEntryType | 0, 1 | 0, 1 | E, F | 0, 1 | 0, 1 | E, F | J | 2 | 2 | e |
→48 | SecurityID | X | X | X | X | X | X | - | X | X | X |
→83 | RptSeq | X | - | X | X | - | X | - | X | X | X |
→270 | MDEntryPx | X | X (MBO Only SBE Template) | X | X | X (MBO Only SBE Template) | X | - | X | X | - |
→271 | MDEntrySize | X | - | X | X | - | X | - | X | X | X |
→1023 | MDPriceLevel | X | - | X | X | - | - | - | - | - | - |
→286 | OpenCloseSettlFlag | - | - | - | - | - | - | - | - | - | - |
→346 | NumberOfOrders | X | - | - | X | - | - | - | X | X | - |
→5797 | AggressorSide | - | - | - | - | - | - | - | 0, 1, 2 | 0 | - |
→37711 | MDTradeEntryID | X | X | ||||||||
→1180 | ApplID | - | - | - | - | - | - | X | - | - | - |
37705 | NoOrderIDEntries | - | - | - | - | - | - | - | X | X | - |
→37 | OrderID | - | X | - | - | X | - | - | X | X | - |
→32 | LastQty | - | - | - | - | - | - | - | X | X | - |
→37707 | MDOrderPriority | - | X | - | - | X | - | - | - | - | - |
→37706 | MDDisplayQty | - | X (MBO & MBP Combined SBE Template) | - | - | X (MBO & MBP Combined SBE Template) | - | - | - | - | - |
→9633 | ReferenceID | - | X (MBO & MBP Combined SBE Template) | - | - | X (MBO & MBP Combined SBE Template) | - | - | - | - | - |
→37708 | OrderUpdateAction | - | 0, 1 (MBO & MBP Combined SBE Template) | - | - | 2 (MBO & MBP Combined SBE Template) | - | - | - | - | - |
Statistics, Limits, and Banding
X=used, dash ( - ) = not used
Tag | Tag Name | High Low Trade | High Bid Low Ask
| TOP | Open | Settle | Cleared Volume | Open Interest | Fixing Price | Threshold Limits/Banding |
|---|---|---|---|---|---|---|---|---|---|---|
268 | NoMDEntries | X | X | X | X | X | X | X | X | X |
→279 | MDUpdateAction | 0, 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
→269 | MDEntryType | 7, 8 | N, O | 4 | 4 | 6 | B | C | W | g |
→48 | SecurityID | X | X | X | X | X | X | X | X | X |
→83 | RptSeq | X | X | X | X | X | X | X | X | X |
→270 | MDEntryPx | X | X | X | X | X | - | - | X | - |
→271 | MDEntrySize | - | - | - | - | - | X | X | - | - |
→1023 | MDPriceLevel | - | - | - | - | - | - | - | - | - |
→286 | OpenCloseSettlFlag | - | - | 5 | 0 | - | - | - | - | - |
→731 | SettlPriceType | - | - | - | - | X | - | - | - | - |
→346 | NumberOfOrders | - | - | - | - | - | - | - | - | - |
→5797 | AggressorSide | - | - | - | - | - | - | - | - | |
→5796 | TradingReferenceDate | - | - | - | - | X | X | X | X | - |
→1149 | HighLimitPrice | - | - | - | - | - | - | - | - | X |
→1148 | LowLimitPrice | - | - | - | - | - | - | - | - | X |
→1143 | MaxPriceVariation | - | - | - | - | - | - | - | - | X |
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