SeedCX FIX Market Data - data dictionary

seed_fix_md.xml

<fix major="4" minor="4">
  <header>
    <field name="BeginString" required="Y" />
    <field name="BodyLength" required="Y" />
    <field name="MsgType" required="Y" />
    <field name="SenderCompID" required="Y" />
    <field name="TargetCompID" required="Y" />
    <field name="MsgSeqNum" required="Y" />
    <field name="SenderSubID" required="N" />
    <field name="SenderLocationID" required="N" />
    <field name="SendingTime" required="Y" />
    <field name="LastMsgSeqNumProcessed" required="N" />
  </header>
  <trailer>
    <field name="CheckSum" required="Y" />
  </trailer>
  <messages>
    <message name="Logon" msgtype="A">
      <field name="EncryptMethod" required="Y" />
      <field name="HeartBtInt" required="Y" />
      <field name="ResetSeqNumFlag" required="N" />
    </message>
    <message name="Heartbeat" msgtype="0">
      <field name="TestReqID" required="N" />
    </message>
    <message name="TestRequest" msgtype="1">
      <field name="TestReqID" required="Y" />
    </message>
    <message name="ResendRequest" msgtype="2">
      <field name="BeginSeqNo" required="Y" />
      <field name="EndSeqNo" required="Y" />
    </message>
    <message name="Reject" msgtype="3">
      <field name="RefSeqNum" required="Y" />
      <field name="RefTagID" required="N" />
      <field name="RefMsgType" required="N" />
      <field name="SessionRejectReason" required="N" />
      <field name="Text" required="N" />
    </message>
    <message name="SequenceReset" msgtype="4">
      <field name="NewSeqNo" required="Y" />
      <field name="GapFillFlag" required="N" />
    </message>
    <message name="Logout" msgtype="5">
      <field name="Text" required="N" />
      <field name="NextExpectedMsgSeqNum" required="Y" />
    </message>
    <message name="MarketDataRequest" msgtype="V">
      <field name="MDReqID" required="Y" />
      <field name="SubscriptionRequestType" required="Y" />
      <field name="MarketDepth" required="Y" />
      <component name="MDReqGrp" required="Y" />
      <component name="InstrmtMDReqGrp" required="Y" />
    </message>
    <message name="MarketDataSnapshotFullRefresh" msgtype="W">
      <field name="MDReqID" required="N" />
      <field name="ApplSeqNum" required="Y" />
      <field name="Symbol" required="Y" />
      <component name="MDFullGrp" required="Y" />
    </message>
    <message name="MarketDataIncrementalRefresh" msgtype="X">
      <component name="MDIncGrp" required="Y" />
    </message>
    <message name="MarketDataRequestReject" msgtype="Y">
      <field name="MDReqID" required="Y" />
      <field name="MDReqRejReason" required="Y" />
      <field name="Text" required="N" />
    </message>
    <message name="SecurityStatus" msgtype="f">
      <field name="Symbol" required="Y" />
      <field name="SecurityTradingStatus" required="Y" />
      <field name="TransactTime" required="Y" />
    </message>
  </messages>
  <components>
    <component name="MDReqGrp" required="N">
      <group name="NoMDEntryTypes" required="Y">
        <field name="MDEntryType" required="Y" />
      </group>
    </component>
    <component name="InstrmtMDReqGrp" required="N">
      <group name="NoRelatedSym" required="Y">
        <field name="Symbol" required="Y" />
      </group>
    </component>
    <component name="MDFullGrp" required="N">
      <group name="NoMDEntries" required="Y">
        <field name="MDEntryType" required="Y" />
        <field name="MDEntryPx" required="Y" />
        <field name="MDEntrySize" required="Y" />
        <field name="MDEntryID" required="N" />
        <field name="MDEntryPositionNo" required="Y" />
      </group>
    </component>
    <component name="MDIncGrp" required="N">
      <group name="NoMDEntries" required="Y">
        <field name="ApplSeqNum" required="Y" />
        <field name="MDUpdateAction" required="Y" />
        <field name="MDEntryType" required="N" />
        <field name="Symbol" required="Y" />
        <field name="MDEntryPx" required="N" />
        <field name="MDEntrySize" required="N" />
        <field name="MDEntryID" required="N" />
        <field name="MDEntryRefID" required="N" />
      </group>
    </component>
  </components>
  <fields>
    <field number="7" name="BeginSeqNo" type="SEQNUM" />
    <field number="8" name="BeginString" type="STRING" />
    <field number="9" name="BodyLength" type="LENGTH" />
    <field number="10" name="CheckSum" type="STRING" />
    <field number="16" name="EndSeqNo" type="SEQNUM" />
    <field number="34" name="MsgSeqNum" type="SEQNUM" />
    <field number="35" name="MsgType" type="STRING">
      <value enum="0" description="HEARTBEAT" />
      <value enum="1" description="TEST_REQUEST" />
      <value enum="2" description="RESEND_REQUEST" />
      <value enum="3" description="SESSION_REJECT" />
      <value enum="4" description="SEQUENCE_RESET" />
      <value enum="5" description="LOGOUT" />
      <value enum="A" description="LOGON" />
      <value enum="V" description="MARKET_DATA_REQUEST" />
      <value enum="W" description="MARKET_DATA_SNAPSHOT_FULL_REFRESH" />
      <value enum="X" description="MARKET_DATA_INCREMENTAL_REFRESH" />
      <value enum="Y" description="MARKET_DATA_REQUEST_REJECT" />
      <value enum="f" description="SECURITY_STATUS" />
    </field>
    <field number="36" name="NewSeqNo" type="SEQNUM" />
    <field number="45" name="RefSeqNum" type="SEQNUM" />
    <field number="49" name="SenderCompID" type="STRING" />
    <field number="50" name="SenderSubID" type="STRING" />
    <field number="52" name="SendingTime" type="UTCTIMESTAMP" />
    <field number="55" name="Symbol" type="STRING" />
    <field number="56" name="TargetCompID" type="STRING" />
    <field number="58" name="Text" type="STRING" />
    <field number="60" name="TransactTime" type="UTCTIMESTAMP" />
    <field number="98" name="EncryptMethod" type="INT">
      <value enum="0" description="UNENCRYPTED" />
    </field>
    <field number="108" name="HeartBtInt" type="INT" />
    <field number="112" name="TestReqID" type="STRING" />
    <field number="123" name="GapFillFlag" type="BOOLEAN" />
    <field number="141" name="ResetSeqNumFlag" type="BOOLEAN" />
    <field number="142" name="SenderLocationID" type="STRING" />
    <field number="146" name="NoRelatedSym" type="NUMINGROUP" />
    <field number="262" name="MDReqID" type="STRING" />
    <field number="263" name="SubscriptionRequestType" type="CHAR">
      <value enum="0" description="SNAPSHOT" />
      <value enum="1" description="SNAPSHOT_AND_UPDATES" />
      <value enum="2" description="UNSUBSCRIBE_SNAPSHOT_AND_UPDATES" />
    </field>
    <field number="264" name="MarketDepth" type="INT" />
    <field number="267" name="NoMDEntryTypes" type="NUMINGROUP" />
    <field number="268" name="NoMDEntries" type="NUMINGROUP" />
    <field number="269" name="MDEntryType" type="CHAR">
      <value enum="0" description="BID" />
      <value enum="1" description="OFFER" />
      <value enum="2" description="TRADE" />
      <value enum="4" description="OPENING_PRICE" />
      <value enum="5" description="CLOSING_PRICE" />
    </field>
    <field number="270" name="MDEntryPx" type="PRICE" />
    <field number="271" name="MDEntrySize" type="QTY" />
    <field number="278" name="MDEntryID" type="STRING" />
    <field number="279" name="MDUpdateAction" type="CHAR">
      <value enum="0" description="NEW" />
      <value enum="1" description="CHANGE" />
      <value enum="2" description="DELETE" />
    </field>
    <field number="280" name="MDEntryRefID" type="STRING" />
    <field number="281" name="MDReqRejReason" type="CHAR">
      <value enum="0" description="UNKNOWN_SYMBOL" />
      <value enum="1" description="DUPLICATE_MD_REQ_ID" />
      <value enum="2" description="INSUFFICIENT_BANDWIDTH" />
      <value enum="3" description="INSUFFICIENT_PERMISSIONS" />
      <value enum="4" description="UNSUPPORTED_SUBSCRIPTION_REQUEST_TYPE" />
      <value enum="5" description="UNSUPPORTED_MARKET_DEPTH" />
      <value enum="6" description="UNSUPPORTED_MD_UPDATE_TYPE" />
      <value enum="8" description="UNSUPPORTED_MD_ENTRY_TYPE" />
    </field>
    <field number="290" name="MDEntryPositionNo" type="INT" />
    <field number="326" name="SecurityTradingStatus" type="INT">
      <value enum="2" description="TRADING_HALT" />
      <value enum="4" description="CLOSE" />
      <value enum="17" description="READY_TO_TRADE" />
      <value enum="18" description="TRADING_UNAVAILABLE" />
      <value enum="20" description="UNKNOWN_OR_INVALID_STATE" />
      <value enum="21" description="PRE_OPEN" />
    </field>
    <field number="369" name="LastMsgSeqNumProcessed" type="SEQNUM" />
    <field number="371" name="RefTagID" type="INT" />
    <field number="372" name="RefMsgType" type="STRING" />
    <field number="373" name="SessionRejectReason" type="INT">
      <value enum="0" description="INVALID_TAG_NUMBER" />
      <value enum="1" description="REQUIRED_TAG_MISSING" />
      <value enum="5" description="INCORRECT_VALUE_FOR_TAG" />
      <value enum="6" description="INCORRECT_TYPE_FOR_TAG" />
      <value enum="9" description="COMPID_PROBLEM" />
      <value enum="10" description="SENDING_TIME_ACCURACY" />
      <value enum="11" description="INVALID_MESSAGE_TYPE" />
      <value enum="99" description="OTHER" />
    </field>
    <field number="789" name="NextExpectedMsgSeqNum" type="SEQNUM" />
    <field number="1181" name="ApplSeqNum" type="SEQNUM" />
  </fields>
</fix>