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Market Data Snapshot Full Refresh

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 : Bid
  • 1 : Offer

Trade will only be transmitted via Market Data Incremental Refresh messages.

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.
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).

trailer required