|EBS Ai Standard Header|
|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.
“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.
Number of repeating blocks to follow
0 = New
1 = Change
2 = Delete
For Price-Depth view, the values can be 0, 1, or 2.
Must be the first tag in this repeating block.
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).
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)
Base/LocalDenotes the currency pair in CCY1/CCY2 convention.
RCSXXX = FX Spot
FFCNNO = NDF
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.
When SettlType = B, this tag will contain the Fixed Date NDF settlement date.
The date will be published in YYYYMMDD format
Identifies the type of order book in which the instrument is traded.
Valid values are:
|→270||MDEntryPx||N||If this tag exists then it will contain a valid price|
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.
If this tag exists then it will contain a valid amount.
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.
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.
|EBS Ai Standard Trailer|