Market Data Snapshot Full Refresh
- FIX Specification
- Spot L2 Example
- Futures L3 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=MYCOMPID|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|
8=FIX.4.4|9=87775|35=W|34=2|49=KRAKEN-DRV-MD|52=20250304-15:25:09.911|56=MYCOMPID_DRV|55=PF_ETHUSD|262=1|268=10|269=1|278=00bf00ff-00bb-00f7-00ed-006f007f00de|270=2043.1|271=2.05|273=15:25:09.883|269=1|278=009e005a-00b9-0035-00ff-009e00ce007e|270=2043.9|271=2.05|273=15:25:09.767|269=1|278=009f00ff-00b8-0055-00f2-00bf00eb00fd|270=2043.9|271=2.05|273=15:25:09.775|269=1|278=009e00de-00bf-003d-00cf-00df005000ee|270=2044.1|271=1.712|273=15:25:09.894|269=1|278=00bf005f-0034-0035-00ab-00f500d6005d|270=2044.2|271=2.05|273=15:25:09.716|269=1|278=00bf005f-00b9-005d-00fe-00f8004f00ff|270=2044.3|271=1.883|273=15:25:09.711|269=1|278=00be00db-0072-0017-00fe-007f0057006f|270=2044.3|271=1.697|273=15:25:09.863|269=1|278=00bf007a-0030-0097-00dd-00670076007f|270=2044.4|271=3.767|273=15:25:09.844|269=1|278=00bf007a-0035-0095-00b9-007f004700cd|270=2044.4|271=1.712|273=15:25:09.881|269=1|278=009e00df-00bf-009b-00ff-00fc006f0063|270=2044.5|271=2.05|273=15:25:08.520|269=1|278=00bf00ff-0031-00fd-00fe-00f900c900fc|270=2044.5|271=22.605|273=15:25:09.885|10=000|