This Market Data Security Status message (tag 35-MsgType=f) is used to indicate a workup status. This message maps to the SecurityStatusWorkup template in the SBE MDP Core schema. 


TagFIX NameTypeSemantic TypeValid ValuesDescription
60TransactTimeuInt64UTCTimestamp
Time of execution/order creation; expressed in UTC.
270MDEntryPxPRICENULL9Price
Workup price
48SecurityIDInt32int
A unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion.
75TradeDateLocalMktDateLocalMktDate
Trade Date
820TradeLinkIDuInt32int

Contains the workup ID; unique per instrument per day. TradeLinkID is also available on the iLink execution report for workups.

5799MatchEventIndicatorMatchEventIndicatorMultipleCharValue
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event
326SecurityTradingStatusWorkupTradingStatusint

17=Ready to trade (start of session)

18=Not available for trading

201=PrivateWorkup

202=PublicWorkup

Identifies the trading status applicable to the instrument                


327HaltReasonHaltReasonint

0=Group schedule (default)

2=Market event

Indicates halt reason status due to surveillance activity

1174SecurityTradingEventSecurityTradingEventint

0=No Event (default)

7=End Of Workup

Indicates the trading status applicable to the transaction

Repeating Group 1
37705NoOrderIDEntriesNuminGroup

Number of repeating entries.
37OrderIDuInt64int
Unique ID assigned by CME Globex to identify orders.
54SideSideint1=Buy
2=Sell
Side of order
1057AggressorIndicatorAggressorFlagint

0=Not Aggressor

1=Aggressor

Aggressor Indicator