Client-Bound Messages
Market Data - Snapshot / Full Refresh <W>
The initial response to a Market Data Request <V> is a full snapshot of current state followed by multiple Market Data - Incremental Refresh <X> messages.
Fields
| Tag | Name | Req | Description |
|---|---|---|---|
| Standard Header | Y | MsgType = W | |
| 262 | MDReqID | Y | Unique identifier of the Market Data Request <V> this message is in response to. |
| 55 | Symbol | Y | Symbol of market data entry. |
| 268 | NoMDEntries | Y | Number of entries in this message. |
| ⇒ 269 | MDEntryType | Y | Type of market data update. Valid values: 0 = Bid1 = Offer2 = Trade |
| ⇒ 270 | MDEntryPx | Y | Price of market data entry. |
| ⇒ 271 | MDEntrySize | Y | Quantity of market data entry. |
| ⇒ 273 | MDEntryTime | N* | The time that the most recent indicative price has been published. |
| Standard Trailer | Y |