| Tag# | Field Name | Required | Comments |
|---|---|---|---|
| Standard Header | Yes | MsgType <35> = W | |
| 262 | MDReqID | Yes | Unique identifier of the order in HashKey PRO Trading System |
| 55 | Symbol | Yes | Currency-pair. e.g. BTC-USDC, ETH-BTC, ETH-USDC |
| 268 | NoMDEntries | Yes | Number of entries following |
| => 269 | MDEntryType | Yes | Type of market update 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) |
| => 270 | MDEntryPx | Yes | Price of the Market Data Entry |
| => 271 | MDEntrySize | Yes | Quantity or volume represented by the Market Data Entry |
| => 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 | Yes |
RAW
8=FIX.4.4|9=1307|35=W|34=2|49=MarketDataGateway|52=20230623-05:39:22.836|56=F5LJABG1KED2K8DT|55=BTC-USDC|262=1|268=18|269=1|270=30072.00|271=0.59950|272=20230623|273=05:39:21.851|290=1|269=1|270=30089.00|271=0.70000|272=20230623|273=05:39:21.851|290=2|269=1|270=30097.00|271=1.00000|272=20230623|273=05:39:21.851|290=3|269=1|270=30106.00|271=0.90000|272=20230623|273=05:39:21.851|290=4|269=1|270=30114.00|271=1.00000|272=20230623|273=05:39:21.851|290=5|269=1|270=30127.00|271=0.80000|272=20230623|273=05:39:21.851|290=6|269=1|270=30139.00|271=1.10000|272=20230623|273=05:39:21.851|290=7|269=1|270=30153.00|271=1.60000|272=20230623|273=05:39:21.851|290=8|269=1|270=30169.00|271=2.70000|272=20230623|273=05:39:21.851|290=9|269=0|270=30046.00|271=0.99840|272=20230623|273=05:39:21.851|290=1|269=0|270=30029.00|271=1.00000|272=20230623|273=05:39:21.851|290=2|269=0|270=30016.00|271=0.80000|272=20230623|273=05:39:21.851|290=3|269=0|270=30007.00|271=0.60000|272=20230623|273=05:39:21.851|290=4|269=0|270=29998.00|271=0.80000|272=20230623|273=05:39:21.851|290=5|269=0|270=29987.00|271=1.00000|272=20230623|273=05:39:21.851|290=6|269=0|270=29974.00|271=1.70000|272=20230623|273=05:39:21.851|290=7|269=0|270=29959.00|271=1.60000|272=20230623|273=05:39:21.851|290=8|269=0|270=29944.00|271=1.80000|272=20230623|273=05:39:21.851|290=9|10=024|
HEADER
8 BeginString: FIX.4.4
9 BodyLength: 1307
35 MsgType: W (MarketDataSnapshotFullRefresh)
34 MsgSeqNum: 2
49 SenderCompID: MarketDataGateway
52 SendingTime: 20230623-05:39:22.836
56 TargetCompID: F5LJABG1KED2K8DT
55 Symbol: BTC-USDC
BODY
262 MDReqID: 1
268 NoMDEntries: 18
269 MDEntryType: Bid (1)
270 MDEntryPx: 30072.00
271 MDEntrySize: 0.59950
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Bid (1)
270 MDEntryPx: 30089.00
271 MDEntrySize: 0.70000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Bid (1)
270 MDEntryPx: 30097.00
271 MDEntrySize: 1.00000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Bid (1)
270 MDEntryPx: 30106.00
271 MDEntrySize: 0.90000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Bid (1)
270 MDEntryPx: 30114.00
271 MDEntrySize: 1.00000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Bid (1)
270 MDEntryPx: 30127.00
271 MDEntrySize: 0.80000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Bid (1)
270 MDEntryPx: 30139.00
271 MDEntrySize: 1.10000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Bid (1)
270 MDEntryPx: 30153.00
271 MDEntrySize: 1.60000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Bid (1)
270 MDEntryPx: 30169.00
271 MDEntrySize: 2.70000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Offer (0)
270 MDEntryPx: 30046.00
271 MDEntrySize: 0.99840
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Offer (0)
270 MDEntryPx: 30029.00
271 MDEntrySize: 1.00000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Offer (0)
270 MDEntryPx: 30016.00
271 MDEntrySize: 0.80000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Offer (0)
270 MDEntryPx: 30007.00
271 MDEntrySize: 0.60000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Offer (0)
270 MDEntryPx: 29998.00
271 MDEntrySize: 0.80000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Offer (0)
270 MDEntryPx: 29987.00
271 MDEntrySize: 1.00000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Offer (0)
270 MDEntryPx: 29974.00
271 MDEntrySize: 1.70000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Offer (0)
270 MDEntryPx: 29959.00
271 MDEntrySize: 1.60000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Offer (0)
270 MDEntryPx: 29944.00
271 MDEntrySize: 1.80000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
269 MDEntryType: Offer (0)
270 MDEntryPx: 29946.00
271 MDEntrySize: 2.90000
272 MDEntryDate: 20230623
273 MDEntryTime: 05:39:21.851
290 MDUpdateAction: New (1)
TRAILER
10 CheckSum: 024