35

MsgType

String (2)

X=Market Data Incremental Refresh

Defines message type.

34

MsgSeqNum

SeqNum (9)

 -

Integer message sequence number.

52

SendingTime

UTCTimeStamp (21)

 -

Time of message transmission (always expressed in UTC) Format: YYYYMMDDHHMMSSsss.

UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

60

TransactTime

UTCTimeStamp (21)

 -

Indicates time of trade referenced in this message Format: YYYYMMDDHHMMSSsss.

UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

5799

MatchEventIndicator

Boolean (1)

N – Not end of event

Y – End of event

Boolean flag which indicates if the message denotes the start of an event or end of event. For CryptoFacilities this should be set to Y if there is no need to maintain continuity between messages to infer when a particular event started and ended.

→50001

BatchTotalMessages

Int(3)

Total number of messages contained within batch

→235

YieldType

String

Reserved for future use.

→9633

ReferenceID

String

Reserved for future use.

1022

MDFeedType

NULL

--

Describes a class of service for a given data feed.

268

NoMDEntries

NumInGroup   (5)

Number of FIX Market Data Incremental Refresh Data Blocks in the Market Data Incremental Refresh message.

→279

MDUpdateAction

Char (1)

0 = New

Indicates the type of Market Data update action.

→269

MDEntryType

Char (1)

3 = Index Value

6 = Settlement Price

Indicates the type of market data entry.

→83

RptSeq

Int (3)

Sequence number per Instrument update or index.

→55

Symbol

String (50)

Index identifier.

→270

MDEntryPx

Price(20)

Price of the Market Data Entry

→451

NetChgPrevDay

PriceOffset(20)

Net change from previous day's closing price.

Applies to BRR only.

→6119

NetPctChange

Percentage (20)

Index percentage change with respect to previous close

Applies to BRR only.

→7017

PercentTrading

NULL

--

Percent trading of the underlying index constituents.

1022

MDFeedType

NULL

--

Describes a class of service for a given data feed.

→286

OpenCloseSettlFlag

Int(3)

102 = Settlement Index value 

Flag that identifies a market data entry. Indicates whether price is daily open/close/settle from current trading session or from previous trading session.

→235

YieldType

String(50)

Reserved for future use.

→9633

ReferenceID

String(50)

Reserved for future use.

→9988

MDEntryCode

MultipleValueString (2)

 5 = Close

List of conditions describing an index value.

See Streamlined Market Data tag 9988-MDEntryCode Valid Values Description.

→272

MDEntryDate

UTC_DATE_ONLY  (8)

--

Date of the Market Data Entry. Value is the number of days since UNIX epoch.

→273

MDEntryTime

UTC_TIMEONLY (12)

--

Timestamp of Market Data Entry. Value is the number of milliseconds since GMT midnight.

1=Indicative

Index computed using alternate prices of the underlying constituents to provide an indicative index level.

2=Pre-Market

Pre-market index data for certain key   headline indices will be generated typically one hour prior to the actual start of trading day.

The pre-market index data will contain: Index values flat-lined with previous   day's index close levels. Index Bid & Ask values computed using real-time   pre-market quotes of the underlying constituents. The pre-market index ticks   should be considered as an initialization phase for the index before the   start of the trading day. The pre-market index ticks serve the purpose of a   system health check prior to the actual open of the index. All market data   vendors are encouraged to distribute the pre-market index ticks with an   appropriate pre-market indicator. The index values produced during pre-market   do not contribute to the Daily Open, High and Low. Additionally, the Index   Bid and Ask values computed using pre-market quotes provides an early   indication of the index spread before the start of trading day.

3=Preliminary Close

The index tick computed using real-time prices just before the official index close is published.

4=Session Close

The index level computed using the mid-day close prices of the underlying constituents.

5=Close

The index close value computed using the official close prices of the underlying constituents.

1180

ApplID

String (50)

The channel ID from the XML Configuration File for which this request is made.

320

SecurityReqID

String (32)

Unique ID of a Security Definition Request.

321

SecurityRequestType

String (1)

8 = All Securities 

Type of Security Definition Request.

1301

MarketID

Exchange

CRYP = Crypto Facilities

Identifies the Market.

55

Symbol

String (50)

Index identifier.

460

Product

Int (2)

7 = Index

Identifies the type of product
Always ‘7’

207

SecurityExchange

Exchange (4)

CRYP

Market used to help identify a security/Index
This is the ISO MIC code as defined in à http://www.iso15022.org/mic/homepagemic.htm

15

Currency

Currency (3)

Identifies currency used for price

864

NoEvents

NumInGroup (1)

Number of repeating EventType entries

865

EventType

Int (3)

5 = Activation
6 = Inactivation
120 = Modification

Code to represent the type of event

→1145

EventTime

UTC_TIMEONLY (8)

Time of event. UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

870

NoInstrAttrib

NumInGroup (2)

Number of repeating group InstrAttribType entries

→871

InstrAttribType

Int (3)

Tag 871-InstAttribType and tag 872-InstAttribValue function together where tag 871 indicates the type of value that the following tag 872 will contain.

See Tag 871-InstAttribType and Tag 872-InstAttribValue Table of Values.

→872

InstrAttribValue

String (500)

Tag 871-InstAttribType and tag 872-InstAttribValue function together where tag 871 indicates the type of value that the following tag 872 will contain. Attribute value appropriate to the tag 871-InstrAttribType field.

See Tag 871-InstAttribType and Tag 872-InstAttribValue Table of Values.

980

SecurityUpdateAction

Char (1)

M = Modify
D = Delete

Included in the message on the incremental feed when a mid-week modification/deletion occurs.  Not sent by default for new indices

1180

ApplID

String (50)

The channel ID as defined in the XML Configuration File

1022

MDFeedType

NULL

--

Describes a class of service for a given data feed.

27 = Display Price Precision

Number of Decimals in Displayed Price

117 = Index Long Name

Name of the Index

118 = Index Key

Unique ID

119 = Fee Code

When the preceding tag 871=119 (Fee Code), the following value is valid for tag 872:

• XW = All Fee Waived Indices

122 = Frequency

Publishing frequency

• Index Price (e.g. BRTI) - seconds

• Settlement Index Price (e.g. BRR) - days

123 = Start Publish Time

Time of calendar day that the message(s) will begin to be published. 
UTC Format: HHMMSSsss

UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

124 = End Publish Time

Time of calendar day that the message(s) will no longer be published.
UTC Format: HHMMSSsss

UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

553

Username

String

Userid or username.

554

Password

String

Password or passphrase.

108

HeartBtInt

Int

Heartbeat interval (seconds).

1180

ApplID

String

The channel ID from the XML Configuration File for which this request is made.

262

MDReqID

String

Unique identifier for Market Data Request.

1182

ApplBeginSeqNo

SeqNum

Message sequence number of first message in range to be re-sent. If the request is for a single message, ApplBeginSeqNo (tag 1182) and ApplEndSeqNo (tag 1183) are the same.

1183

ApplEndSeqNo

SeqNum

Message sequence number of last message in range to be re-sent. If the request is for a single message, BeginSeqNo (tag 7) and EndSeqNo (tag 16) are the same. The maximum number of messages that can be requested is 2000.

1180

ApplID

String

REPLAY

Used to identify a replayed message.

58

Text

String

Free Format text string. May include logout confirmation or reason for logout.

60

TransactTime

Y

Y

5799

MatchEventIndicator

Y

Y

→→279

MDUpdateAction

0

0

→→269

MDEntryType

3

6

→→83

RptSeq

Y

Y

→→55

Symbol

Y

Y

→→270

MDEntryPx

Y

Y

→→271

MDEntrySize

N/A

N/A

→→451

NetChgPrevDay

N

Y

→→6119

NetPctChange

N

Y

→→286

OpenCloseSettlFlag

N/A

102

→→272

MDEntryDate

Y

Y

→→273

MDEntryTime

Y

Y

→→9988

MDEntryCode

N/A

5