MDP 3.0 - Market Data Security Status - Workup

This Market Data Security Status message (tag 35-MsgType=f) is used to indicate a workup status. This message maps to the SecurityStatusWorkup template in the SBE MDP Core schema.

Tag	FIX Name	Type	Semantic Type	Valid Values	Description
60	TransactTime	uInt64	UTCTimestamp		Time of execution/order creation; expressed in UTC.
270	MDEntryPx	PRICENULL9	Price		Workup price
48	SecurityID	Int32	int		A unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion.
75	TradeDate	LocalMktDate	LocalMktDate		Trade Date
820	TradeLinkID	uInt32	int		Contains the workup ID; unique per instrument per day. TradeLinkID is also available on the iLink execution report for workups.
5799	MatchEventIndicator	MatchEventIndicator	MultipleCharValue		Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event
326	SecurityTradingStatus	WorkupTradingStatus	int	17=Ready to trade (start of session) 18=Not available for trading 201=PrivateWorkup 202=PublicWorkup	Identifies the trading status applicable to the instrument
327	HaltReason	HaltReason	int	0=Group schedule (default) 2=Market event	Indicates halt reason status due to surveillance activity
1174	SecurityTradingEvent	SecurityTradingEvent	int	0=No Event (default) 7=End Of Workup	Indicates the trading status applicable to the transaction
Repeating Group 1
37705	NoOrderIDEntries	NuminGroup			Number of repeating entries.
→37	OrderID	uInt64	int		Unique ID assigned by CME Globex to identify orders.
→54	Side	Side	int	1=Buy 2=Sell	Side of order
→1057	AggressorIndicator	AggressorFlag	int	0=Not Aggressor 1=Aggressor	Aggressor Indicator