Market Data Snapshot Full Refresh
The Market Data Snapshot Full Refresh message provides a complete refresh of market data for a requested symbol.
- FIX Specification
- Example
MESSAGE BODY
header required
MsgType
W
262 - MDReqID string required
Refers to the MDReqID of the request.
55 - Symbol string required
Symbol updated by the Market Data Entry.
268 - NoMDEntries integer required
Number of entries following.
269 - MDEntryType integer conditional
Condition: Required if NoMDEntries(268) > 0
Type of market data entry.
- Possible values:
0
: Bid1
: Offer
270 - MDEntryPx float required
Price of the Market Data Entry.
271 - MDEntrySize float required
Quantity represented by the Market Data Entry.
272 - MDEntryDate string required
Date of Market Data Entry.
273 - MDEntryTime string required
Time of Market Data Entry.
trailer required
8=FIX.4.4|9=608|35=W|34=2|49={{ Customer }}|52=20220930-13:28:06.454|56=CUSTOMER_MD|55=ETH-USD|262=id-220929160342682-26|268=8|269=0|270=1320.43|271=1.00000000|272=20220930|273=13:28:06.401|269=0|270=1320.43|271=2.00000000|272=20220930|273=13:28:06.401|269=0|270=1320.43|271=5.00000000|272=20220930|273=13:28:06.401|269=0|270=1320.43|271=10.00000000|272=20220930|273=13:28:06.401|269=1|270=1323.42|271=1.00000000|272=20220930|273=13:28:06.401|269=1|270=1323.42|271=2.00000000|272=20220930|273=13:28:06.401|269=1|270=1323.42|271=5.00000000|272=20220930|273=13:28:06.401|269=1|270=1323.42|271=10.00000000|272=20220930|273=13:28:06.401|10=247|