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Tag 35-MsgType=X


TagTag NameReqEnumerationDescription
EBS Ai Standard Header



1021

MDBookType

N

2 – Price Depth View

This tag describes the type of Order Book view (Market View) requested by the client in the Market Data Request message.

20203

MDLastIncrementalRefresh

Y

“0” = additional Incremental Refresh messages to follow in the reporting time slice.

“1” = last Incremental Refresh message in the reporting time slice

This tag describes whether or not this update message is the last in a particular time slice.

268

NoMDEntries

Y


Number of repeating blocks to follow

→279MDUpdateActionY

0 = New

1 = Change

2 = Delete

For Price-Depth view, the values can be 0, 1, or 2.

  •  when 276 = 1001, the value will be 0.

Must be the first tag in this repeating block.

→269MDEntryTypeY

0 = Bid

1 = Offer

2 = Trade (paid, given)  (Not applicable for Direct pairs)

w = EBS Best Offer

x = EBS Best Bid

EBS Ai FIX will use one for the following enum values from the MDEntryType description for offers, bids, and trades (paid, given).

→5450MDElementNameN2

Custom tag – see enum values table for MDElementName.  Specifies the type of update for this entry.

This tag is conditionally required only when the tag MDEntryType has a value of “2” - Trade.

(Not applicable for Direct pairs)

→55SymbolY

Base/Local

Denotes the currency pair in CCY1/CCY2 convention.
→461CFICodeY

RCSXXX 

FFCNNO

RCSXXX = FX Spot

FFCNNO = NDF

→63SettlTypeY

0 - Regular / FX Spot settlement (T+1 or T+2 depending on currency)

Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0

Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0

Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0

Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0

B = Fixed Date tenor for Fixed Date NDFs only. The settlement date will be provided in tag 64. SettlDate.

Noted that for FX the tenors do not denote business days, but calendar days.

→64SettlDateNB

When SettlType = B, this tag will contain the Fixed Date NDF settlement date.

The date will be published in YYYYMMDD format

→1300MarketSegmentIDN

Identifies the type of order book in which the instrument is traded.

Valid values are:

“Standard”

→270MDEntryPxN
If this tag exists then it will contain a valid price
→276QuoteConditionN

1000

1001

This tag indicates one of the following states related to the price:

1000 - No market activity

1007 - No data available

If the QuoteCondition tag exists and specifies 1000 or 1001 then the MDEntryPx tag will not be present in this message.

→271MDEntrySizeN

If this tag exists then it will contain a valid amount.

→277TradeConditionN

1000 

1001 

This tag indicates one of the following states related to amount:

1000 - No market activity

1001 - No data available

If this tag exists and specifies 1000 or 1001 then the MDEntrySize tag will not be present in this message.

→5457PriceTimestampN

Date and Time of the published price.

Times are reported to second’s precision, although the tag provides for milliseconds.

Published when MDElementName is equal to 11-Paid or 12-Given.

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