| Tag# | Field Name | Required | Comments |
|---|---|---|---|
| Standard Header | Yes | MsgType <35> = X | |
| 262 | MDReqID | Yes | Unique identifier for Market Data Request (V) this message is in response to |
| 268 | NoMDEntries | Yes | Number of entries in this message |
| =>279 | MDUpdateAction | Yes | Type of market data update Valid values: ▪ 0 = New ▪ 1 = Change ▪ 2 = Delete |
| =>269 | MDEntryType | Yes | Type of market data entry Valid Values: ▪ 0 = Bid ▪ 1 = Offer ▪ 2 = Trade ▪ 4 = Opening Price ▪ 5 = Closing Price ▪ 7 = Trading Session High Price (24 hours) ▪ 8 = Trading Session Low Price (24 hours) ▪ B = Trade Volume (24 hours) |
| =>55 | Symbol | No* | Currency-pair. It is identified only for first market data entry |
| =>270 | MDEntryPx | Yes | Price of market data entry |
| =>271 | MDEntrySize | Yes* | 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), Trade Volume (V) |
| =>272 | MDEntryDate | Yes | Date of Market Data Entry i.e. yyyyMMdd |
| =>273 | MDEntryTime | Yes | Time of Market Data Entry (HH:MM:SS.sss) |
| Standard trailer |
RAW
8=FIX.4.4|9=167|35=X|34=4|49=MarketDataGateway|52=20230623-05:39:26.897|56=F5LJABG1KED2K8DT|262=1|268=1|279=1|269=1|55=BTC-USDC|270=30072.00|271=0.59840|272=20230623|273=05:39:26.882|10=158|
HEADER
8 BeginString:FIX.4.4
9 BodyLength: 167
35 MsgType: Logout (X)
34 MsgSeqNum: 4
49 SenderCompID: MarketDataGateway
52 SendingTime: 20230623-05:39:26.897
56 TargetCompID: F5LJABG1KED2K8DT
BODY
262 MDReqID: 1
268 NoMDEntries: 1
279 MDUpdateAction: New (1)
269 MDEntryType: Bid (1)
55 Symbol: BTC-USDC
270 MDEntryPx: 30072.00
271 MDEntrySize: 0.59840
272 TradeDate: 20230623
273 MDEntryTime: 05:39:26.882
TRAILER
10 CheckSum: 158