MDP 3.0 - Market Data Incremental Refresh - Session Statistics

The Market Data Incremental Refresh message below is sent for session statistics. This message maps to the MDIncrementalRefreshSessionStatistics template in the SBE MDP Core schema.

Tag	FIX Name	Type	Semantic Type	Valid Values	Description
60	TransactTime	uInt64	UTCTimestamp		Start of event processing time in number of nanoseconds since Unix epoch
5799	MatchEventIndicator	MatchEventIndicator	MultipleCharValue	example: 00001000 – end of statistics, not end of event example: 10001000 – end of statistics, end of event	Bitmap field of eight Boolean type indicators reflecting the end of updates for a given CME Globex event
Repeating Group 1
268	NoMDEntries	NumInGroup			Number of entries in Market Data message
→270	MDEntryPx	PRICE9	Price		Market Data entry price
→48	SecurityID	Int32	int		A unique instrument ID value across markets 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.
→286	OpenCloseSettlFlag	OpenCloseSettlFlag	int	0=DailyOpenPrice 5=IndicativeOpeningPrice 100=IntradayVWAP 101=RepoAverage8_30AM 102=RepoAverage10AM 103=PrevSessionAverage10AM	Flag describing entry type VWAP and Repo values are BrokerTec only.
→279	MDUpdateAction	MDUpdateAction	int	0=New 2=Delete (trading session prices only)	Market Data update action
→269	MDEntryType	MDEntryTypeStatistics	char	4=Opening Price 7=Trading Session High Price 8=Trading Session Low Price 9=VWAP N=Highest Bid O=Lowest Offer	Market Data entry type VWAP value are BrokerTec only.
→271	MDEntrySize	Int32NULL	Qty		Indicative Opening Quantity