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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.
5060 - MDEntryTimestamp string

High-precision event time for this market data update. Level 3 only. When present with 5273, 5060 is the time the update was generated; 5273 is the queue entry time.
Sample format: 2026-02-03T10:24:34.650069468Z (ISO 8601, nanosecond fractional seconds, UTC).

5273 - MDEntryTimeQueue string

Queue entry time: when the order entered the book at this price level. Level 3 only. For L3, orders at the same price are ordered by this tag.
Sample format: 2026-02-03T10:24:29.175114502Z (ISO 8601, nanosecond fractional seconds, UTC).

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