| Tag | Field Name | Data Type | Req’d | Comments |
|---|---|---|---|---|
| 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 - Snapshot1 - 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 depth1 - 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 Refresh1 = Incremental RefreshRequired 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 - Bid1 - Offer2 - Trade4 - Opening Price5 - Closing Price7 - 24h (rolling window) High Price8 - 24h (rolling window) Low PriceB - 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 |