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Market Data Incremental Refresh

MESSAGE BODY

header required
MsgType X
262 - MDReqID string required
Unique request identifier.
55 - Symbol string required
Asset Pair listed on the exchange.
268 - NoMDEntries integer required
Number of entries following. If several entries are present they need to be parsed in order (for example creation and deletion of an entry in the book can happen in the same message)
279 - MDUpdateAction integer required
Always first field in this repeating group.
    Possible values:
  • 0 : New - Creation of an entry in the book
  • 1 : Update - Update of a quantity for an entry in the book
  • 2: Delete - deletion of an entry in the book
269 - MDEntryType integer required
    Possible values:
  • 0 : Bid
  • 1 : Offer
  • 2 : Trade
278 - MDEntryID string required
Unique identifier for this market data entry. Corresponding ot the Order_Id for Level 3 subscription.
270 - MDEntryPx float required
Price of the market data entry.
271 - MDEntrySize float required
Volume represented by the market data entry.
273 - MDEntryTime string required
The time the entry was inserted or amended or deleted.
40 - OrdType char conditional
Condition: MDEntryType=Trade
The order type of the taker order.
    Possible values:
  • 1 : market
  • 2 : Limit
2446 - AggressorSide char conditional
Condition: MDEntryType=Trade
The side of the taker order.
    Possible values:
  • 1 : Buy
  • 2 : Sell
5041 - ChecksumOrderBook string conditional
Condition: 269= bid or offer
Checksum to verify that orderbook update. See Checksum article
trailer required