MDP 3.0 - Market Data Incremental Refresh - Collateral Market Value

The Collateral Market Value message is sent for Repo markets. This message maps to the CollateralMarketValue 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.
5799	MatchEventIndicator	MatchEventIndicator	MultipleCharValue	10000000 - all collateral messages will have this value	Bitmap field of eight Boolean type indicators reflecting the end of updates for a given 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 4: Last implied quote 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
→458	UnderlyingSecurityAltID	String12	String		Will contain either CUSIP or ISIN value identifying REPO collateral security
→459	UnderlyingSecurityAltIDSource	SecurityAltIDSource	int	1=CUSIP 4=ISIN	Identifies class or source of the UnderlyingSecurityAltID (458) value
→2689	CollateralMarketPrice	PRICE9	Price		Market price of the collateral, either from external market sources or a result of trading activity on the platform. Clean price
→37001	DirtyPrice	PRICE9	Price		Dirty Price
→37519	UnderlyingInstrumentGUID	uInt64	int		Underlying Instrument GUID. Collateral security identifier in Reference Data API services
→1500	MDStreamID	PriceSource	int		Source of the Clean Price