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Excerpt
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

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