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.
| Tag | Name | Type | Description |
|---|---|---|---|
| 2000 | MDEntryDepth | int | Depth of the entry in the order book snapshot |
| 2001 | TradeId | String | The unique trade identifier (if available) |
| 2002 | Open | Price | The Open price in the OHLCV aggregation or candle |
| 2003 | High | Price | The High price in the OHLCV aggregation or candle |
| 2004 | Low | Price | The Low price in the OHLCV aggregation or candle |
| 2005 | Close | Price | The Close price in the OHLCV aggregation or candle |
| 2006 | Volume | Amt | The Volume of trades in the OHLCV aggregation or candle |