Custom Fields

In order to accurately and precisely support all the different types of data, a few fields needed to be added to the data dictionary, as they are not part of the original FIX specification.

TagNameTypeDescription
2000MDEntryDepthintDepth of the entry in the order book snapshot
2001TradeIdStringThe unique trade identifier (if available)
2002OpenPriceThe Open price in the OHLCV aggregation or candle
2003HighPriceThe High price in the OHLCV aggregation or candle
2004LowPriceThe Low price in the OHLCV aggregation or candle
2005ClosePriceThe Close price in the OHLCV aggregation or candle
2006VolumeAmtThe Volume of trades in the OHLCV aggregation or candle