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TagFIX NameFormatValueDescription
279MDUpdateAction Char0Type of Market Data update action.
0 = New
269MDEntryType Char eType of Market Data Entry.
e = Electronic volume
48SecurityID Int
Unique instrument ID as qualified by the exchange.
83 RptSeq Int
Sequence number per Instrument update.
271MDEntrySize Qty
Quantity or volume represented by the Market Data Entry. Updated once per day.
5796

TradingReferenceDate

LocalMktDate
Date of trade session corresponding to a statistic entry. Sent in number of days since Unix epoch.