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 








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