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.
- FIX Specification
- Example
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
: Snapshot1
: 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 depth1
: Top of book2 and above
: Book depth (number of levels)
1070 - MDQuoteType integer
Type of liquidity to be included.
- Possible values:
0
: Indicative1
: 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
8=FIX.4.4|9=186|35=V|34=2|49=CUSTOMER_MD|52=20220930-13:28:06.146|56={{ Customer }}|262=id-220929160342682-26|263=1|264=0|265=0|1070=1|146=1|55=ETH-USD|267=2|269=0|269=1|20020=4|20021=1|20021=2|20021=5|20021=10|10=226|