Market Data Request <V>

TagField NameData TypeReq’dComments
Standard header - OutgoingYMsgType 35=V
262MDReqIDstringNUnique identifier for Market Data Request.
263SubscriptionRequestTypeintYIndicates 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)
264MarketDepthintYDepth of market for Book Snapshot. Valid values:

0 - full market depth
1 - top of book
> 1 - report best N price tiers of the book
265MDUpdateTypeintCSpecifies the type of Market Data update. Valid values:

0 = Full Refresh
1 = Incremental Refresh

Required when SubscriptionRequestType 263=1 (Snapshot plus Updates).
267NoMDEntryTypesintYSpecifies the number of repeating (↺) MDEntryType <269> entries.
↺ 269MDEntryTypecharYEntries 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 - Trading Session High Price
8 - Trading Session Low Price
B - Trade Volume
146NoRelatedSymintYSpecifies the number of repeating (↺) Symbol <55> tags.
↺ 55SymbolstringYCurrency-pair.
Standard trailerY