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: |
264 | MarketDepth | Yes | Depth of market for Book Snapshot Valid values: |
265 | MDUpdateType | No* | Specifies the type of Market Data update ▪ 0 = Full Refresh
|
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: |
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