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The Market Data Incremental Refresh message below is sent for volume updates. This message maps to the MDIncrementalRefreshVolume template in the SBE MDP Core schema.

TagFIX NameTypeSemantic TypeValid ValuesDescription
60TransactTimeuInt64UTCTimestamp
Start of event processing time in number of nanoseconds since Unix epoch
5799MatchEventIndicatorMatchEventIndicatorMultipleCharValueexample: 00000010 – end of volume, not the end of 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
→271MDEntrySizeInt32Qty
Cumulative traded volume
→48SecurityIDInt32int
A unique instrument ID value across markets will not be reused until the next trade date following an instrument expiration or deletion.
→83RptSequInt32int

Market Data entry sequence number per instrument update.  The The MDP Conflated TCP market data group sends a RptSeq value of zero.

→279MDUpdateActionMDUpdateActionint0=NewMarket Data update action.
→269MDEntryTypeMDEntryTypeVolchare=Electronic VolumeElectronic Volume entry provides cumulative session trade volume updated with the event