Market Data Snapshot Full Refresh
- FIX Specification
- Example
MESSAGE BODY
header required
MsgType
W
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.
269 - MDEntryType integer required
- Possible values:
0
: Bid1
: Offer
278 - MDEntryID string required
Unique identifier for this market data entry. OrderID for the Level3 subcription
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
Time of market data entry.
trailer required
8=FIX.4.4|9=208|35=W|34=21|49=KRAKEN-MD|52=20230707-13:49:11.245|56=damien|55=BTC/USD|262=3|268=2|269=1|278=O30300.0|270=30300.0|271=8.44867022|273=13:49:07.307|269=0|278=B30299.9|270=30299.9|271=0.67373926|273=13:49:10.179|10=254|