Tag | Field Name | Data Type | Req’d | Comments |
---|---|---|---|---|
Standard header - Outgoing | Y | MsgType | ||
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:
|
264 | MarketDepth | int | Y | Depth of market for Book Snapshot. Valid values:
|
265 | MDUpdateType | int | C | Specifies the type of Market Data update. Valid values:
Required when SubscriptionRequestType |
267 | NoMDEntryTypes | int | Y | Specifies the number of repeating (↺) MDEntryType |
↺ 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
|
146 | NoRelatedSym | int | Y | Specifies the number of repeating (↺) Symbol |
↺ 55 | Symbol | string | Y | Currency-pair. |
Standard trailer | Y |