The initial response to a Market Data Request <V> is a full snapshot of current state followed by multiple incremental update messages.
See Examples: Market Data Responses for examples of bids, offers, and trade events.
Fields
| Tag | Name | Req | Description |
|---|---|---|---|
| Standard Header | Y | MsgType = X | |
| 262 | MDReqID | Y | Unique identifier of the Market Data Request <V> this message is in response to. |
| 9008 | EventId | N | Event ID of the event causing the generation of the update in this message. |
| 268 | NoMDEntries | Y | Number of entries in this message. |
| ⇒ 279 | MDUpdateAction | Y | Type of market data update. Valid values: 0 = New1 = Change2 = Delete |
| ⇒ 269 | MDEntryType | Y | Type of market data entry. Valid values: 0 = Bid1 = Offer2 = TradeR = MarkPriceS = FundingAmount |
| ⇒ 55 | Symbol | N | Symbol of market data entry. Required when MDEntryType is not 3 = Index Value. |
| ⇒ 270 | MDEntryPx | Y | Price of market data entry. |
| ⇒ 271 | MDEntrySize | N* | Quantity of market data entry. *Required when MDEntryType is not 3 = Index Value. |
| ⇒ 273 | MDEntryTime | N* | The time that the most recent indicative price has been published. |
| ⇒ 9002 | MDEntryMakerSide | N* | Custom field indicating the maker side of a trade. Enabled by sending a Market Data Request <V> with the custom field EnableMDEntryMakerSide <9003> set to TRUE. Appears when MDEntryType <269> has value 2 = Trade.Valid values: 1 = Buy2 = SellSee Examples: Showing Maker Side For Trades. |
| ⇒ 9009 | MDEntryFundingIsRealized | N* | Custom field used in Market Data – Incremental Refresh <X> MDEntry groups when MDEntryType had the value S = Funding Amount to indicate the IsRealized field of Funding Amount.Valid values: Y = YesN = No |
| Standard Trailer | Y |
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