Skip to content
Skip to breadcrumbs
Skip to header menu
Skip to action menu
Skip to quick search

- Export to PDF

Skip to end of banner Go to start of banner

MDP 3.0 - Security Definition

Skip to end of metadata

Created by Confluence Admin on Nov 02, 2021

Go to start of metadata

The market data Security Definition (tag 35-MsgType=d) message identifies the instrument and provides all instrument attributes such as expiration, strike price, etc.

See also:

MDP 3.0 - Market Data Security Definition - FX

MDP 3.0 - Market Data Security Definition - Repo

MDP 3.0 - Market Data Security Definition - Spreads

MDP 3.0 - Market Data Security Definition - Fixed Income

MDP 3.0 - Market Data Security Definition - Options

MDP 3.0 - Market Data Security Definition - Futures

MDP 3.0 - Tag 996-UnitOfMeasure Table of Values

MDP 3.0 - CFICode Table of Values

MDP 3.0 - Variable Tick Table

MDP 3.0 - Security Definition Tag Usage

No labels