Query on Market Data Incremental refresh

, ,
1

Imported from previous forum

2

Hi,

As per FIX document “Recommended Practices for Book Management” there are additional fields which are

MDBookType (tag is 1021)

MDPriceLevel (tag is 1023)

MDFeedType (tag 1022)

These fields are very useful for processing the Market Data Incremental Refresh message. I cannot find these fields in FIX44 xml file. Are they custom fields which I need to add in the xml file and respective classes to use them? Or is there any better way?

Could anybody help on this issue?

Thanks in advance,

Ananth

3

Hi Ananth,

this query is not related to FIXML. The FIX44.xml file is specific to the underlying QuickFIX engine.

Please continue to read and post in other forum (FIX 4.4 changes) where you also posted.

Thanks, Jörg

As per FIX document “Recommended Practices for Book Management” there
are additional fields which are

MDBookType (tag is 1021)

MDPriceLevel (tag is 1023)

MDFeedType (tag 1022)

These fields are very useful for processing the Market Data Incremental
Refresh message. I cannot find these fields in FIX44 xml file. Are they
custom fields which I need to add in the xml file and respective classes
to use them? Or is there any better way?

Could anybody help on this issue?

Thanks in advance,

Ananth