ZagTrader

FIX 5.0 SP2 Market Data Report (35=DR)

Market Data Report (35=DR) is a FIX 5.0 SP2 application message. In FIX 5.0 SP2 it has 2 required body fields.

MsgType (tag 35)
DR
Name in FIX 5.0 SP2
MarketDataReport
Category
Application
Required body fields
2

Fields in FIX 5.0 SP2

Body fields in the order the FIX 5.0 SP2 definition lists them. A repeating group starts with its counter field (NoXxx), followed by the fields of each entry, indented. A field inside an optional component or group is required only when that component or group is present.

TagFieldRequired
Component ApplicationSequenceControlOptional
1180ApplIDOptional
1181ApplSeqNumOptional
1350ApplLastSeqNumOptional
1352ApplResendFlagOptional
963MDReportIDOptional
2535MDReportEventRequired
2536MDReportCountRequired
60TransactTimeOptional
911TotNumReportsOptional
2537TotNoMarketSegmentReportsOptional
2538TotNoInstrumentReportsOptional
2539TotNoPartyDetailReportsOptional
2540TotNoEntitlementReportsOptional
2541TotNoRiskLimitReportsOptional

Every message also carries the FIX 5.0 SP2 standard header (BeginString, BodyLength, MsgType, SenderCompID, TargetCompID, MsgSeqNum, SendingTime and others) and ends with CheckSum (10).

Also in other versions

This message type is defined only in FIX 5.0 SP2.

Market Data Report across all FIX versions

Decode a Market Data Report message

Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.