Extra parameters
As discussed in
Event Mappings, any FIX tags which are received from an exchange but are not mapped as top level fields in the event mapping are automatically copied to extra parameters. Since FIX market data messages are composed of a series of repeating entries, the subscription manager associates each parameter with its side and depth level using the following format:
(<SIDE><LEVEL>_<NAME>=<VALUE>)
For example:
"ASK1_Currency=EUR;ASK1_MDEntryOriginator=Bank3;ASK2_Currency=EUR;
ASK2_MDEntryOriginator=Bank1;BID1_Currency=EUR;
BID1_MDEntryOriginator=Bank3"
Note, standard FIX tag numbers will be translated to their field names. Where this is not possible (such as for custom tags), the tag will be output as is. For example:
"ASK1_9001=12.0;ASK2_9002=foo"
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