Market Data Request <V>

Standard header - Outgoing

Y

MsgType 35=V

262

MDReqID

string

N

Unique identifier for Market Data Request.

263

SubscriptionRequestType

int

Y

Indicates to the other party what type of response is expected. Valid values:

0 - Snapshot
1 - Snapshot + Updates (Subscribe)
2 - Disable previous Snapshot + Update Request (Unsubscribe)

264

MarketDepth

int

Y

Depth of market for Book Snapshot. Valid values:

0 - full market depth
1 - top of book
> 1 - report best N price tiers of the book

265

MDUpdateType

int

C

Specifies the type of Market Data update. Valid values:

0 = Full Refresh
1 = Incremental Refresh

Required when SubscriptionRequestType 263=1 (Snapshot plus Updates).

267

NoMDEntryTypes

int

Y

Specifies the number of repeating (↺) MDEntryType <269> entries.

↺ 269

MDEntryType

char

Y

Entries that the firm requesting the Market Data is interested in receiving. There can be multiple fields, as defined by field <267>. Valid values:

0 - Bid
1 - Offer
2 - Trade
4 - Opening Price
5 - Closing Price
7 - 24h (rolling window) High Price
8 - 24h (rolling window) Low Price
B - 24h (rolling window)Trade Volume

146

NoRelatedSym

int

Y

Specifies the number of repeating (↺) Symbol <55> tags.

↺ 55

Symbol

string

Y

Currency-pair.

Standard trailer

Y