EBS Ai Market Data Incremental Refresh

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.

•  when 276 = 1001, the value will be 0.

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.

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