| Tag# | Field Name | Required | Comments |
|---|---|---|---|
| Standard Header | Yes | MsgType <35> =V | |
| 262 | MDReqID | Yes | Unique identifier for Market Data request |
| 263 | SubscriptionRequestType | Yes | Indicates to the other party what type of response is expected Valid values: ▪ 1 – Snapshot + Updates (Subscribe) ▪ 2- Disable previous Snapshot + Update Request (Unsubscribe) |
| 264 | MarketDepth | Yes | Depth of market for Book Snapshot Valid values: ▪ 0 – full market depth (Up to 50 layers only) |
| 265 | MDUpdateType | No* | Specifies the type of Market Data update Valid values: ▪ 0 = Full Refresh ▪ 1 = Incremental Refresh *Required when SubscriptionRequestType 263=1 (Snapshot + Updates) |
| 267 | NoMDEntryTypes | Yes | Number of MDEntryType <269> fields requested |
| 269 | MDEntryType | Yes | Entries that the client requesting is interested in receiving. There can be multiple fields 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) |
| 146 | NoRelatedSym | Yes | Number of symbols (instruments) requested |
| 55 | Symbol | Yes | Currency-pair. e.g. BTC-USDC, ETH-BTC, ETH-USDC |
| Standard trailer | Yes |
RAW
8=FIX.4.4|9=124|35=V|49=JOSEPH|56=MarketDataGateway|34=4|52=20240218-16:11:50|262=1981400121|263=1|264=0|265=0|267=1|269=0|146=1|55=BTC-USD|10=139 |
HEADER
8 BeginString: FIX 4.4
9 BodyLength: 124
35 MsgType: V (MarketDataIncrementalRefresh)
49 SenderCompID: JOSEPH
56 TargetCompID: MarketDataGateway
34 MsgSeqNum: 4
52 SendingTime: 20240218-16:11:50
BODY
262 MDReqID: 1981400121
263 SubscriptionRequestType: 1
264 MarketDepth: 0
265 MDUpdateType: 0
267 NoMDEntries: 1
269 MDEntryType: 0 (Bid)
146 NoRelatedSym: 1
55 Symbol: BTC-USD
TRAILER
10 CheckSum: 139