MDP 3.0 - Market Data Incremental Refresh - LimitsBanding

Market Data Incremental Refresh - Limits and Banding

The Market Data Incremental Refresh message below is sent for limits and banding. This message maps to the MDIncrementalRefreshLimitsBanding template in the SBE MDP Core schema.

Tag	FIX Name	Type	Semantic Type	Valid Values for EBS	Description
60	TransactTime	uInt64	UTCTimestamp		Start of event processing time in number of nanoseconds since Unix epoch
5799	MatchEventIndicator	MatchEventIndicator	MultipleCharValue	example: 10000000 - last message in the event example: 00000000 - not last message in the event	Bitmap field of eight Boolean type indicators reflecting the end of updates for a given CME Globex Event: Bit 0: (least significant bit) Last Trade Summary message for a given event Bit 1: Last electronic volume message for a given event Bit 2: Last customer order quote message for a given event Bit 3: Last statistic message for a given event Bit 5: Message resent during recovery Bit 6: Reserved for future use Bit 7: (most significant bit) Last message for a given event
Repeating Group 1
268	NoMDEntries	NumInGroup			Number of entries in Market Data message
→1149	HighLimitPrice	PRICENULL9	Price		Upper price threshold for the instrument
→1148	LowLimitPrice	PRICENULL9	Price		Lower price threshold for the instrument
→1143	MaxPriceVariation	PRICENULL9	Price		Differential static value for price banding
→48	SecurityID	Int32	int		A unique instrument ID value 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.
→279	MDUpdateAction	MDUpdateActionNew	int	0=New	Market Data update action
→269	MDEntryType	MDEntryTypeLimits	char	g=Threshold Limits and Price Band Variation	Market Data entry type.