| Tag | Field Name | Data Type | Req’d | Comments |
|---|---|---|---|---|
| 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 - Buy2 - 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 - Bid1 - Offer2 - Trade4 - Opening Price5 - Closing Price7 - 24h (rolling window) High Price8 - 24h (rolling window) Low PriceB - 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 |