1.1. Standard Header

1. Introduction

Xpansiv Marketplace Server API (rules of engagement) are based on FIX 4.4 specification and best practice guidelines as published by the FIX Trading Community. Unless specifically stated, field numbers, names, and data types are as published by the FIX specification. A full explanation of the FIX protocol is beyond the scope of portal, and therefore customers should refer to the FIX Trading Community for the full specification and guidelines.

This portal describes the supported administrative and application messages. Xpansiv Marketplace Server can support 3 distinct specialised session types configured on FIX Server side: Transaction, DropCopy and MarketData, or any combination. Each such session type supports the administrative and a subset of application messages described in this portal. Incoming messages that are not listed in this portal or are not supported by a specific session type will be rejected with a BusinessMessageReject (35=j). Malformed incoming messages will be rejected with a session level Reject (35=3). If a message listed in this specification is received with a tag that is not in the specification, the value of the field will be ignored. Xpansiv may include additional tags not listed in the standard specification in the messages sent to the counter parties as described in this portal.

All messages described in this portal, as defined in the FIX protocol, include standard header followed by the message body fields and terminated with a standard trailer.

Data types in the tables presented below follow the FIX protocol guidelines, however in some cases the length of String values is limited. As such, Xpansiv Marketplace Server will truncate long values in the incoming messages if their length exceeds the maximum size specified in parentheses below.

1.1. Standard Header
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Tag	Name	Data type	Required	Comment
8	BeginString	String(10)	Y	Identifies the beginning of new message and protocol version. Always first field in a message. Valid value: FIX.4.4
9	BodyLength	Length	Y	Message length (in bytes) forward to the CheckSum field. Always second field in a message.
35	MsgType	String	Y	Defines the message type. Always third field in a message.
49	SenderCompID	String(60)	Y	Identifies the sender of the message.
56	TargetCompID	String(60)	Y	Identifies the receiver of the message.
34	MsgSeqNum	SeqNum	Y	Message sequence number.
43	PosDupFlag	Boolean	C	Required for retransmitted messages as a result of ResendRequest.
97	PossResend	Boolean	C	Required when message may be duplicate of another message sent under different sequence number.
52	SendingTime	TimeStamp	Y	Time of transmission in UTC.
122	OrigSendingTime	TimeStamp	C	Required for messages sent as a result of ResendRequest. Time of original transmission in UTC.

1.2. Standard Trailer

Tag	Name	Data type	Required	Comment
10	CheckSum	String	Y	Always the last field in a message, always defined as three characters.

2. Administrative messages

2.1. Logon request and acknowledgment

Bidirectional message, supported by all session types. A client initiates Logon request and FIX Server replies with Logon acknowledgment if a client is authorized. Only after receiving Logon acknowledgment a client may send appropriate administrative and application messages. Alternatively, depending on circumstances, if a client is not authorized, trading session is not ready, Logon request is malformed or message flow issues have been detected, FIX Server may send a Logout (35=5), Reject (35=3) or BusinessMessageReject (35=j) message with the description of a problem or simply terminate the connection.
Following FIX protocol guidelines, FIX Server accepts secondary Logon messages issued by clients with ResetSeqNumFlag set (141=Y) and MsgSeqNum set to 1 (34=1) during active FIX session. FIX Server will respond with similar Logon acknowledgement (141=Y and 34=1), thus both sides will continue with following messages carrying 35=2 and increasing. Secondary Logon messages issued by clients during active FIX session without required 141=Y and 34=1 will cause FIX Server to terminate the connection.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=A
108	HeartBtInt	Int	Y	Heartbeat interval in seconds set by the initiator and reflected by FIX Server.
98	EncryptMethod	Int	Y	Valid value: 0 (Not encrypted)
141	ResetSeqNumFlag	Boolean	N	Valid values: N - no (default value is the tag is not specified); Y - yes, indicates both sides of a FIX session should reset sequence numbers to 1.
553	Username	String(200)	C	Username of a client.
554	Password	String(40)	C	Password associated with a client’s Username.
95	RawDataLength	Int	N
96	RawData	Data	N
58	Text	String	N	Free format text string.
	Standard Trailer		Y

2.2. Heartbeat

Bidirectional message, supported by all session types. The heartbeat interval is declared in the initial Logon (35=A) message sent by a client and is used by both parties.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=0
---	---	---	---	---
112	TestReqID	String	C	Required when the heartbeat is the result of a TestRequest (35=1). Reflects the identifier value set in the TestRequest.
---	---	---	---	---
	Standard Trailer		Y
---	---	---	---	---
Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=0
112	TestReqID	String	C	Required when the heartbeat is the result of a TestRequest (35=1). Reflects the identifier value set in the TestRequest.
	Standard Trailer		Y

2.3. TestRequest

Bidirectional message, supported by all session types. The TestRequest message forces a heartbeat from the opposing application. The opposite side responds to the TestRequest with a Heartbeat (35=0) message containing the initial TestReqID (112).

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=1
112	TestReqID	String	Y	Identifier of the TestRequest. To be returned in the Heartbeat (35=0) generated by counter party upon receipt of this TestRequest.
	Standard Trailer		Y

2.4. ResendRequest

Bidirectional message, supported by all session types. The ResendRequest is sent by the receiving application to initiate the retransmission of messages if a sequence number gap is detected. The ResendRequest can be used to request a single message, a range of messages or all messages subsequent to a particular message.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=2
7	BeginSeqNo	SeqNum	Y	MsgSeqNum (34) of first message in a range to be resent.
16	EndSeqNo	SeqNum	Y	MsgSeqNum (34) of last message in a range to be resent. Set EndSeqNo=0 if all messages subsequent to BeginSeqNo are required.
	Standard Trailer		Y

2.5. Reject

Bidirectional message, supported by all session types. The Reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. Standard defined values of SessionRejectReason (373) field describe such violations. Rejected messages should be logged and the incoming sequence number incremented.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=3
45	RefSeqNum	SeqNum	Y	MsgSeqNum (34) of rejected message.
371	RefTagID	Int	N	The tag number of the FIX field being referenced.
372	RefMsgType	String	N	The MsgType (35) of the message being referenced.
373	SessionRejectReason	Int	N	Code to identify the reason for the session level Reject message.
58	Text	String	N	Free format text string to explain the reason for rejection.
	Standard Trailer		Y

2.6. SequenceReset

Bidirectional message, supported by all session types. The SequenceReset message has two modes depending on the value of GapFillFlag (123) field: Gap Fill mode (123=Y) and Reset mode (123=N or the tag is absent).
Gap Fill mode is used in response to a ResendRequest (35=2) when sending application chooses not to send a message or a continuous group of messages (such as administrative messages, aged orders, etc).
Reset mode involves specifying an arbitrarily higher new sequence number to be expected by the receiver of the SequenceReset message, and is used to reestablish a FIX session after an unrecoverable application failure to recover from an out-of-sequence condition and should not generate resend requests.
The SequenceReset message can only increase the sequence number. If a SequenceReset is received attempting to decrease the next expected sequence number the message should be rejected and treated as a serious error.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=4
123	GapFillFlag	Boolean	N	Indicates that the SequenceReset message is replacing administrative or application messages, which which will not be resent. Valid values: N - sequence reset, ignore MsgSeqNum (34); Y - gap fill message, MsgSeqNum (34) field is valid.
36	NewSeqNum	SeqNum	Y	New sequence number.
	Standard Trailer		Y

2.7. Logout

Bidirectional message, supported by all session types. The Logout message initiates or confirms the termination of a FIX session.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=5
58	Text	String	N	Free format text string.
	Standard Trailer		Y

2.8. BusinessMessageReject

Bidirectional message, supported by all session types. The BusinessMessageReject should be issued when a message is received but cannot be processed due to a business-level rule violation. Standard defined values of BusinessRejectReason (380) field describe such violations. Rejected messages should be logged and the incoming sequence number incremented.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=j
45	RefSeqNum	SeqNum	N	MsgSeqNum (34) of rejected message.
372	RefMsgType	String	Y	The MsgType (35) of the message being referenced.
380	BusinessRejectReason	Int	Y	Code to identify the reason for the BusinessRejectReject message.
379	BusinessRejectRefID	String	N	The value of the business level “ID” field on the message being referenced.
58	Text	String	N	Free format text string to explain the reason for rejection.
	Standard Trailer		Y

3. Application messages

3.1. NewOrderSingle

The message is initiated by a client wishing to submit an order and applicable only to a session configured as a Transaction session type.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=D
11	ClOrdID	String(60)	Y	Unique identifier for the order as assigned by a client. The allowed max length is 60 chars.
1	Account	String(40)	N	Account mnemonics as agreed between trading parties.
55	Symbol	String	Y	Ticker symbol.
54	Side	Char	Y	Side of the order. Valid values: 1 - Buy; 2 - Sell.
60	TransactTime	TimeStamp	Y	Time the order was initiated by a client in UTC.
38	OrderQty	Qty	Y	Total order quantity.
40	OrderType	Char	Y	Order type. Valid values: 1 - Market; 2 - Limit.
44	Price	Price	C	Price per unit quantity. Required for Limit orders (40=2). The value is ignored if present for Market orders.
423	PriceType	Int	N	Code to represent the price type. Valid value: 2 - Per unit (i.e. per share or contract)
59	TimeInForce	Char	N	Specifies how long the order remains in effect. Absence of the field is interpreted as Day (0). Valid values: 0 - Day; 1 - Good Till Cancel (GTC); 3 - Immediate or Cancel (IOC); 4 - Fill or Kill (FOK); 6 - Good Till Date (GTD).Note: Xpansiv Marketplace Trading Engine considers all Market orders as a FOK (59=4) and ignores TimeInForce value in NewOrderSingle and OrderCancelReplace messages with 40=1.
126	ExpireTime	TimeStamp	C	Date/time of order expiration (UTC). Required if TimeInForce is GTD (59=6) and ExpireDate (432) is not present in the message.
432	ExpireDate	LocalMktDate	C	The date of order expiration (local market date). Required if TimeInForce is GTD (59=6) and ExpireTime (126) is not present in the message.
110	MinQty	Qty	N	Minimum quantity of the order to be executed.
111	MaxFloor	Qty	N	Maximum quantity within the order to be shown on the exchange at any given time.
453	NoPartyIDs	NumInGroup	N	Number of repeating group entries.
448	PartyID	String(20)	C	Identifies the party. Required when NoPatryIDs (453) > 0 and PartyIDSource (447) is specified and must be the first field in this group.
447	PartyIDSource	Char	N	Identifies the class or source of the PartyID (448) value. Valid value: D - Proprietary.
452	PartyRole	Int	N	The role of the party in the transaction.
	Standard Trailer		Y

3.2. OrderCancelRequest

The message is initiated by a client wishing to cancel all of the remaining quantity of previously submitted order and applicable only to a session configured as a Transaction session type.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=F
41	OrigClOrdID	String(60)	Y	ClOrdID (11) of the previous non-rejected order (NOT the initial order of the day).
37	OrderID	String	N	Unique identifier for the order as assigned by Xpansiv Marketplace.
11	ClOrdID	String(60)	Y	Unique ID of this OrderCancelRequest as assigned by a client.
54	Side	Char	Y	This tag is required to comply with the FIX protocol. The value is ignored.
38	OrderQty	Qty	Y	This tag is required to comply with the FIX protocol. The value is ignored.
55	Symbol	String	Y	This tag is required to comply with the FIX protocol. The value is ignored.
60	TransactTime	TimeStamp	Y	Time this OrderCancelRequest was initiated by a client.
	Standard Trailer		Y

3.3. OrderCancelReplaceRequest

The message is initiated by a client wishing to change the parameters of previously submitted order and applicable only to a session configured as a Transaction session type.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=G
41	OrigClOrdID	String(60)	Y	ClOrdID (11) of the previous non-rejected order (NOT the initial order of the day).
37	OrderID	String	N	Unique identifier for the order as assigned by Xpansiv Marketplace.
11	ClOrdID	String(60)	Y	Unique ID of this OrderCancelReplaceRequest as assigned by a client.
1	Account	String(40)	N	Account mnemonics as agreed between trading parties.
55	Symbol	String	Y	Ticker symbol.
54	Side	Char	Y	Side of the order. Valid values: 1 - Buy; 2 - Sell.
38	OrderQty	Qty	N	Total intended order quantity, including the amount already executed for this chain of orders.
40	OrdType	Char	Y	Order type. Valid values: 1 - Market; 2 - Limit.
60	TransactTime	TimeStamp	Y	Time this OrderCancelReplaceRequest was initiated by a client.
44	Price	Price	N	Price per unit quantity. Required for Limit orders (40=2).
59	TimeInForce	Char	N	Specifies how long the order remains in effect. Absence of the field is interpreted as Day (0).Note: Xpansiv Marketplace Trading Engine considers all Market orders as a FOK (59=4) and ignores TimeInForce value in NewOrderSingle and OrderCancelReplace messages with 40=1.
126	ExpireTime	TimeStamp	C	Date/time of order expiration (UTC). Required if TimeInForce is GTD (59=6) and ExpireDate (432) is not present in the message.
432	ExpireDate	LocalMktDate	C	The date of order expiration (local market date). Required if TimeInForce is GTD (59=6) and ExpireTime (126) is not present in the message.
110	MinQty	Qty	N	Minimum quantity of the order to be executed.
111	MaxFloor	Qty	N	Maximum quantity within the order to be shown on the exchange at any given time
453	NoPartyIDs	NumInGroup	N	Number of repeating group entries.
448	PartyID	String(20)	C	Identifies the party. Required when NoPatryIDs (453) > 0 and PartyIDSource (447) is specified and must be the first field in this group.
447	PartyIDSource	Char	N	Identifies the class or source of the PartyID (448) value. Valid value: D - Proprietary.
452	PartyRole	Int	N	The role of the party in the transaction.
	Standard Trailer		Y

3.4. OrderCancelReject

The message is issued by the exchange upon receipt of a OrderCancelRequest (35=F) or OrderCancelReplaceRequest (35=G) message which cannot be honoured and applicable only to a session configured as a Transaction session type.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=9
37	OrderID	String	Y	Unique identifier as assigned by Xpansiv Marketplace if available, otherwise “NONE”
11	ClOrdID	String(60)	Y	The value of ClOrdID (11) referred in the corresponding OrderCancelRequest (35=F) or OrderCancelReplaceRequest (35=G).
41	OrigClOrdID	String(60)	Y	The value of OrigClOrdID (41) referred in the corresponding OrderCancelRequest (35=F) or OrderCancelReplaceRequest (35=G)
39	OrdStatus	Char	Y	The current state of the order when applicable. For unknown orders the value is: 8 - Rejected.
434	CxlRejResponceTo	Char	Y	Identifies the type of request that OrderCancelReject is in response to. Valid values: 1 - OrderCancelRequest (35=F); 2 - OrderCancelReplaceRequest (35=G).
102	CxlRejReason	Int	N	Code to identify reason for cancel rejection.
58	Text	String	N	Free format text string to explain the reason for rejection.
	Standard Trailer		Y

3.5. OrderStatusRequest

The message is issued by institution to generate an ExecutionReport (35=8) message with current order status back from the exchange. This request applicable only to a session configured as a Transaction session type.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=H
37	OrderID	String	C	Unique identifier as assigned by Xpansiv Marketplace. Note: at least one of the tags OrderID (37) or ClOrdID (11) must be provided in the request.
11	ClOrdID	String(60)	C	Unique identifier for the order as assigned by a client. Required for electronically submitted orders. Note: at least one of the tags OrderID (37) or ClOrdID (11) must be provided in the request.
790	OrderStatusReqID	String	N	Optional, can be used to identify a specific OrderStatusRequest message. Echoed back on ExecutionReport (35=8) if provided.
55	Symbol	String	Y	Ticker symbol.
54	Side	Char	Y	Side of the order. Valid values: 1 - Buy; 2 - Sell.
	Standard Trailer		Y

3.6. OrderMassStatusRequest

The message requests the status of orders matching criteria specified withing request.
ExecutionReport (35=8) messages with ExecType (150=”current order status on the moment of receiving this request”). This request applicable only to a session configured as a Transacti session type .

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=AF
584	MassStatusReqID	String	Y	Unique ID as assigned by institution to identify a specific OrderMassStatusReques message. Echoed back on series of ExecutionReport (35=8) messages in response.
585	MassStatusReqType		Y	Specifies the scope of the OrderMassStatusReques message. Supported values are: 1 - status for all active orders for a security. Symbol (55) field must be present in the message in such case. Side (54) field is accounted if it is present in the request; 7 - status for all active orders. Symbol (55) and Side (54) fields are accounted as filters if they are present in the request.
55	Symbol	String	C	Ticker symbol. Required when 585=1 (see above).
54	Side	Char	N	Side of the order. Valid values: 1 - Buy; 2 - Sell.
	Standard Trailer		Y

3.7. ExecutionReport

The message is issued by the exchange to convey the current state of submitted order and applicable only to a session configured as a Transaction or DropCopy session type.
Each execution report contains two fields which are used to communicate the current state of the order: OrdStatus (39) and the purpose of the message: ExecType (150).

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=8
37	OrderID	String	Y	Unique identifier as assigned by Xpansiv Marketplace. For rejected orders returns value of ClOrdID (11)
11	ClOrdID	String(60)	C	Unique identifier for the order as assigned by a client. Required for electronically submitted orders.
41	OrigClOrdID	String(60)	C	ClOrdID (11) of the previous order. Provided in response to a OrderCancelRequest (35=F) or OrderCancelReplaceRequest (35=G) messages.
790	OrdStatusReqID	String	C	Required in response on OrderStatusRequest (35=H) if provided in the request.
584	MassStatusReqID	String	C	Required in response on OrderMassStatusRequest (35=AF) message.
911	TotNumReports	Int	C	Will be used in response on OrderMassStatusRequest (35=AF) message to identify the total number of ExecutionReport messages which will be returned.
912	LastRptRequested	Boolean	C	Will be used in response on OrderMassStatusRequest (35=AF) message to indicate (912=Y) that this is the last ExecutionReport message which will be returned.
17	ExecID	String	Y	Unique identifier of execution message as assigned by Xpansiv Marketplace. If ExecutionReport was issued as a reply on OrderStatusRequest (35=H) or OrderMassStatusRequest (35=AF), then the value of this tag is “0”.
150	ExecType	Char	Y	Is used to identify the purpose of the ExecutionReport. If ExecutionReport was issued as a reply on OrderStatusRequest (35=H) or OrderMassStatusRequest (35=AF), then the value of this tag is “I”.
39	OrdStatus	Char	Y	Is used to convey the current state of the order.
103	OrdRejReason	Int	N	Code to identify the reason for order rejection.
54	Side	Char	Y	Side of the order. Valid values: 1 - Buy; 2 - Sell.
31	LastPx	Price	C	The price of this trade. Required if ExecType = Trade (150=F).
32	LastQty	Qty	C	The quantity bought/sold on this trade. Required if ExecType = Trade (150=F).
151	LeavesQty	Qty	Y	The quantity open for further execution.
14	CumQty	Qty	Y	Currently executed quantity for the order.
6	AvgPx	Price	Y	Calculated average price of all fills on this order.
453	NoPartyIDs	NumInGroup	N	Number of repeating group entries.
448	PartyID	String(20)	C	Identifies the party. Required when NoPatryIDs (453) > 0 and PartyIDSource (447) is specified and must be the first field in this group.
447	PartyIDSource	Char	N	Identifies the class or source of the PartyID (448) value. Valid value: D - Proprietary.
452	PartyRole	Int	N	The role of the party in the transaction.
198	SecondaryOrderID	String(20)	N	Can be used to provide additional order info by executing system (MarketGrid Order.Reference).
527	SecondaryExecID	String(20)	N	Can be used to provide additional trade info by executing system (MarketGrid Trade.Reference).
382	NoContraBrokers	NumInGroup	N	Number of repeating group entries.
375	ContraBroker	String(20)	N	Can be used to provide additional trade info by executing system (MarketGrid Trade.CounterPartyMpId). Required if NoContraBroker (382) > 0
1	Account	String(40)	N	Account supplied on the order.
660	AcctIDSource	Int	N	Valid value: 99 - Other.
63	SettlType	Char	N	Indicated order settlement period.
55	Symbol	String	Y	Ticker symbol.
854	QtyType	Int	N	Type of quantity specified in a quantity field. Valid value: 0 - Units (shares, par, currency).
231	ContractMultiplier	Float	C	Specifies the ratio or multiply factor to convert from “nominal” units to total units. Required if QtyType 854=1.
38	OrderQty	Qty	N	Total order quantity.
423	PriceType	Int	N	Code to represent the price type. Valid value: 2 - Per unit (i.e. per share or contract)
44	Price	Price	C	Price per unit of quantity. Required if present on the order.
1057	AggressorIndicator	Boolean	N	This value represents if the record is the aggressor. Valid values: Y - yes; N - no.
40	OrderType	Char	N	Mirrors the value provided in the NewOrderSingle.
59	TimeInForce	Char	N	Mirrors the value provided in the NewOrderSingle for Limit orders.The tag is not present in the ExecutionReport for Market orders, because Xpansiv Marketplace Trading Engine considers all Market orders as a FOK and ignores TimeInForce value.
126	ExpireTime	TimeStamp	C	Date/time of order expiration (UTC). Required if TimeInForce is GTD (59=6) and ExpireDate (432) is not present in the message.
432	ExpireDate	LocalMktDate	N	The date of order expiration (local market date). Required if TimeInForce is GTD (59=6) and ExpireTime (126) is not present in the message.
75	TradeDate	LocalMktDate	N	Indicates date of trade referenced in this message in YYYYMMDD format. Absence of the field indicates current day.
60	TransactTime	TimeStamp	N	Time this ExecutionReport was initiated by Xpansiv Marketplace.
381	GrossTradeAmt	Amt	N	Total amount traded (e.g. CumQty (14) * AvgPx (6)) expressed in units of currency.
119	SettlCurrAmt	Amt	N	Total amount due expressed in settlement currency.
120	SettlCurrency	Currency	N	Currency code of settlement denomination.
155	SettlCurrFxRate	Float	N	Foreign exchange rate used to compute SettlCurrAmt (119) from Currency (15) to SettlCurrency (120)
156	SettlCurrFxRateCals	Char	N	Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. Valid values: M - Multiply; D - Divide.
110	MinQty	Qty	N	Minimum quantity of the order to be executed.
111	MaxFloor	Qty	N	Maximum quantity within the order to be shown on the exchange at any given time.
136	NoMiscFees	NumInGroup	N	Number of repeating group entries of miscellaneous fees.
137	MiscFeeAmt	Amt	C	Miscellaneous fee value. Required if NoMiscFees > 0 and must be the first field in this group.
138	MiscFeeCurr	Currency	N	Currency code of miscellaneous fees.
139	MiscFeeType	Int	N	Indicates type of miscellaneous fees.
	Standard Trailer		Y

3.8. SecurityListRequest

The message is used by a client to request a list of available securities from the exchange and applicable to all session types.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=x
320	SecurityReqID	String	Y	Unique identifier of the request.
559	SecurityListRequestType	Int	Y	Identifies the type/criteria of the request. This tag is required to comply with the FIX protocol. The value is ignored and considered as: 4 - All Securities.
	Standard Trailer		Y

3.9. SecurityList

The message is used by the exchange to return a list of available securities requested by a client in a SecurityListRequest (35=x) and applicable to all session types.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=y
320	SecurityReqID	String	Y	The identifier provided by a client in the original SecurityListRequest (35=x).
322	SecurityResponseID	String	Y	Identifier of the SecurityList message.
560	SecurityListResult	Int	Y	The result returned to a SecurityListRequest (35=x).
393	TotNoRelatedSym	Int	N	Total number of securities.
893	LastFragment	Boolean	N	Indicates whether this message is the last in a sequence of fragments. Valid values: Y - Last message; N - Not last message.
146	NoRelatedSym	Int	N	Specifies the number of repeating group symbols (instruments) in this fragment.
55	Symbol	String	C	Ticker symbol. Required if NoRelatedSym (146) > 0 and must be the first field in this group.
48	SecurityID	String	N	Security identifier value.
22	SecurityIDSource	String	C	Required when SecurityID (48) is specified. Valid value: 8 - Exchange Symbol
460	Product	Int	N	Indicates the type of product the security is associated with.
167	SecurityType	String	N	Indicates the type of security.
	Standard Trailer		Y

3.10. SecurityTypeRequest

The message is used by a client to request a list of available security types from the exchange and applicable to all session types.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=v
320	SecurityReqID	String	Y	Unique identifier of the request.
	Standard Trailer		Y

3.11. SecurityTypes

The message is used by the exchange to return a list of available security types requested by a client in a SecurityTypeRequest (35=v) and applicable to all session types.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=w
320	SecurityReqID	String	Y	The identifier provided by a client in the original SecurityTypeRequest (35=v).
322	SecurityResponseID	String	Y	Identifier of the SecurityTypes message.
323	SecurityResponseType	Int	Y	The result of the security request identified by SecurityReqID (320).
557	TotNoSecurityTypes	int	N	Total number of security types.
893	LastFragment	Boolean	N	Indicates whether this message is the last in a sequence of fragments. Valid values: Y - Last message; N - Not last message.
558	NoSecurityTypes	Int	N	Number of Security Type repeating group instances.
167	SecurityType	String	C	Indicates type of security. Required if NoSecurityTypes (558) > 0 and must be the first field in this group.
762	SecuritySubType	String	N	Sub-type qualification/identification of the SecurityType (167).
460	Product	Int	N	Indicates the type of product the security is associated with.
	Standard Trailer		Y

3.12. MarketDataRequest

The message is used by a client to request a current state of market data snapshot or/and subscribe to real-time market data updates from the exchange and applicable only to a session configured as a MarketData session type.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=V
262	MDReqID	String	Y	Must be unique, or the ID of previous MarketDataRequest if SubscriptionRequestType (263) equals '2' (Disable previous Snapshot plus Updates request).
263	SubscriptionRequestType	Char	Y	Valid values: 0 - Snapshot; 1 - Snapshot plus Updates; 2 - Disable previous Snapshot plus Updates request (unsubscribe).
264	MarketDepth	Int	Y	Valid values: 0 - Full Book; 1 - Top of the Book; N - Report best N price tiers of the Book. Note: Xpansiv Marketplace Server has a configuration option to limit max value of market depth sent to clients. In this case, requested Full Book (264=0) will be capped by this limit, otherwise the MarketDataRequest will be rejected with MarketDataRequestReject (35=Y) message if requested MarketDepth value exceeds the limit set up by the exchange.
265	MDUpdateType	Int	C	Required when SubscriptionRequestType (263) equals '1' (Snapshot plus Updates). Valid values: 0 - Full Refresh; 1 - Incremental Refresh.
266	AggregatedBook	Boolean	N	Valid value: Y - one book entry per side per price. Note: multiple entries per side per price (266=N) are not supported, the message will be rejected.
547	MDImplicitDelete	Boolean	N	Defines what side is responsible for deleting bids or offers (order book levels) falling outside of requested/capped MarketDepth (264). Can be used when MarketDepth (264) > 1 and MDUpdateType (265) = 1 (Incremental Refresh), in other cases the value of this tag is ignored. Defaults to 547=Y. Valid values: Y - Client has responsibility for implicitly deleting such levels; N - Server must send an explicit delete for such levels.
267	NoMDEntryTypes	Int	Y	Number of MDEntryType (269) fields in the repeating group.
269	MDEntryType	Char	Y	Type of market data entry. Valid values: 0 - Bid; 1 - Offer; 2 - Trade; 4 - Opening Price; 5 - Closing Price: 7 - Trading Session High Price; 8 - Trading Session Low Price: B - Trade Volume. Note: other possible values are not supported and will be ignored by the server.
146	NoRelatedSym	Int	Y	Number of symbols (instruments) requested.
55	Symbol	String	Y	Ticker symbol.
	Standard Trailer		Y

3.13. MarketDataRequestReject

The message may be sent by the exchange in response to MarketDataRequest (35=V) indicating it cannot be honoured and applicable only to a session configured as a MarketData session type.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=Y
262	MDReqID	String	Y	Refers to the value of MDReqID (262) in the original MarketDataRequest (35=V).
281	MDReqRejReason	Char	N	Reason for the rejection of a MarketDataRequest (35=V).
58	Text	String	N	Free format text string to explain the reason for rejection.
	Standard Trailer		Y

3.14. MarketDataSnapshotFullRefresh

The message is issued by the exchange in response to MarketDataRequest (35=V) and applicable only to a session configured as a MarketData session type.

Tag	Name	Data type	Required	Comment
	Standard Header		Y	35=W
262	MDReqID	String	Y	Refers to the value of MDReqID (262) in the original MarketDataRequest (35=V).
55	Symbol	String	Y	Ticker symbol.
268	NoMDEntries	Int	Y	Number of market data entries in the repeating group.
269	MDEntryType	Char	Y	Type of market data entry. Must be the first field in this group. Valid values: 0 - Bid; 1 - Offer; 2 - Trade; 4 - Opening Price; 5 - Closing Price: 7 - Trading Session High Price; 8 - Trading Session Low Price: B - Trade Volume.
270	MDEntryPx	Price	C	Price (44) of the market data entry. Required when MDEntryType (269) is not Trade Volume ('B').
271	MDEntrySize	Qty	C	Quantity (53) or volume represented by the market data entry. Required when MDEntryType (269) is a Bid ('0'), Offer ('1'), Trade ('2') or Trade Volume ('B').
272	MDEntryDate	UTCDateOnly	N	Date of market data entry. Actual if MDEntryType (269) is an Opening Price ('4') or Closing Price ('5').
273	MDEntryTime	UTCTimeOnly	N	Time of market data entry. Actual if MDEntryType (269) is a Trade ('2').
290	MDEntryPositionNo	Int	N	Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1. Actual if MDEntryType (269) is a Bid ('0') or Offer ('1').
346	NumberOfOrders	Int	N	In an Aggregated Book shows how many individual orders make up a market data entry. Actual if MDEntryType (269) is a Bid ('0') or Offer ('1').
58	Text	String	N	Can appear in the group entry to identify the source of the data (applicable only to order book entries: Bid or Offer).
336	TradingSessionID	String	N	Can appear in the group entry to identify trading session status.
	Standard Trailer		Y

3.15. MarketDataIncrementalRefresh