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.Â
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 | Side of order |
→1057 | AggressorIndicator | AggressorFlag | int | 0=Not Aggressor 1=Aggressor | Aggressor Indicator |
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