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The Market Data Incremental Refresh message below is sent for limits and banding. This message maps to the MDIncrementalRefreshLimitsBanding template in the SBE MDP Core schema.

Tag

FIX Name

Type

Semantic Type

Valid Values

Description

60

TransactTime

uInt64

UTCTimestamp


Start of event processing time in number of nanoseconds since Unix epoch

5799

MatchEventIndicator

MatchEventIndicator

MultipleCharValue

example: 10000000 - last message in the event

example: 00000000 - not last message in the event

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given CME 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

268NoMDEntriesNumInGroup

Number of entries in Market Data message

→1149

HighLimitPrice

PRICENULL9

Price


Upper price threshold for the instrument

→1148

LowLimitPrice

PRICENULL9

Price


Lower price threshold for the instrument

→1143

MaxPriceVariation

PRICENULL9

Price


Differential static value for price banding

→48

SecurityID

Int32

int


A unique instrument ID value across markets will not be reused until the next trade date following an instrument expiration or deletion.

→83

RptSeq

uInt32

int


MD Entry sequence number per instrument update. The MDP Conflated TCP market data group sends a RptSeq value of zero.

→279

MDUpdateAction

MDUpdateActionNew

int

0=New

Market Data update action

→269

MDEntryType

MDEntryTypeLimits

char

g=Threshold Limits and Price Band Variation

Market Data entry type.