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Market Data Request

Request market data for a specific symbol. Note that exactly one of either Depth, or SizeBucket must be specified. For example, specifying both Depth and SizeBuckets will result in an error.

MESSAGE BODY

header required
MsgType V
262 - MDReqID string required

Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType(263) = 2 (Disable previous Snapshot + Updates Request).

263 - SubscriptionRequestType integer required

Subscription type for market data.

    Possible values:
  • 0 : Snapshot
  • 1 : Snapshot + Updates (Subscribe)
  • 2 : Unsubscribe
264 - MarketDepth integer conditional
Condition: Exactly one of tag 264 or tag 20020 must be specified

Depth of market for Book Snapshot / Incremental updates.

    Possible values:
  • 0 : Full book depth
  • 1 : Top of book
  • 2 and above : Book depth (number of levels)
1070 - MDQuoteType integer

Type of liquidity to be included.

    Possible values:
  • 0 : Indicative
  • 1 : Tradeable (i.e., Firm)
20020 - NoSizeBucketsSegments integer conditional
Condition: Exactly one of tag 264 or tag 20020 must be specified. Only supported with MDUpdateType(265) = 0 (Full refresh)

A list of sizes to return price levels for. Used to ask for prices of aggregated sizes.

20021 - SizeBucket float conditional
Condition: Required if NoSizeBucketsSegments is used

Identifies a single size bucket.

55 - Symbol string required

The symbol of the currency pair to subscribe to. For example, BTC-USD.

trailer required