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TagFIX NameTypeSemantic TypeValid ValuesDescription

60

TransactTime

uInt64

UTCTimestamp


Start of event processing time in number of nanoseconds since Unix epoch

5799

MatchEventIndicator

MatchEventIndicator

MultipleCharValue

example: 10000000 - last message in the event

example: 00000000 - not last message in the 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

48

SecurityID

Int32

int


A unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion.

Repeating Group 1

268NoMDEntriesNumInGroup

Number of entries in Market Data message

→37

OrderID

uInt64

int


Unique ID assigned by CME Globex to identify orders.

→37707

MDOrderPriority

uInt64

int


Order priority for execution on the order book.

→270

MDEntryPx

PRICE9

Price


Order price

→37706

MDDisplayQty

Int32

Qty


Visible quantity of an order to the market. Orders may have additional hidden display quantity.

→269

MDEntryType

MDEntryTypeBook

char

0=Bid

1=Offer

Market Data entry type.


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