API Reference

Market Data Request <V>

Tag#Field NameRequiredComments
Standard HeaderYesMsgType <35> =V
262MDReqIDYesUnique identifier for Market Data request
263SubscriptionRequestTypeYesIndicates to the other party what type of response is expected

Valid values:
▪ 1 – Snapshot + Updates (Subscribe)
▪ 2- Disable previous Snapshot + Update Request (Unsubscribe)
264MarketDepthYesDepth of market for Book Snapshot

Valid values:
▪ 0 – full market depth (Up to 50 layers only)
265MDUpdateTypeNo*Specifies the type of Market Data update
Valid values:

▪ 0 = Full Refresh
▪ 1 = Incremental Refresh
*Required when SubscriptionRequestType 263=1 (Snapshot + Updates)
267NoMDEntryTypesYesNumber of MDEntryType <269> fields requested
269MDEntryTypeYesEntries 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)
146NoRelatedSymYesNumber of symbols (instruments) requested
55SymbolYesCurrency-pair. e.g. BTC-USDC, ETH-BTC, ETH-USDC
Standard trailerYes
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