Snapshot/Full Refresh <W>

Standard header - Outgoing

Y

MsgType 35=W

262

MDReqID

string

Y

Unique identifier for Market Data Request

55

Symbol

string

Y

Currency-pair.

268

NoMDEntries

int

Y

Number of repeating groups (↺) following

↺ 54

Side

Int

N

When MDEntryType=TRADE (269=2), this tag will appear to indicate if the trade aggressor. Valid values:

1 - Buy
2 - Sell

↺ 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

↺ 270

MDEntryPx

price

C

Price of the Market Data Entry. Required when MDEntryType <269> is not Trade Volume B and NumbersOfOrders(346) is non-zero.

↺ 271

MDEntrySize

float

C

Number of units available (or the maximum trade size) at the time the market data snapshot was generated. Required when MDEntryType <269> is Bid (0), Offer (1), Trade (2) or Trade Volume (B) and NumbersOfOrders(346) is non-zero.

↺ 272

MDEntryDate

timestamp

N

UTC date of rate data i.e. yyyyMMdd.

↺ 273

MDEntryTime

timestamp

N

UTC time of rate data.

↺ 336

TradingSessionID

string

Y

Identifier for Trading Session.
Valid values:

OPEN

↺ 346

NumberOfOrders

int

C

Number of orders in the market where MDEntryType <269> is Bid (0) or Offer (1).

↺ 290

MDEntryPositionNo

int

C

Display position of a bid or offer, numbered from most competitive to least competitive where MDEntryType <269> is Bid (0) or Offer (1) and NumbersOfOrders(346) is non-zero.

Standard trailer

Y