API Reference

Market Data Request <V>

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