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Market Data Snapshot Full Refresh

The Market Data Snapshot Full Refresh message provides a complete refresh of market data for a requested symbol.

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 : Bid
  • 1 : 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