Market Data Snapshot Full Refresh

The initial response to a valid Market Data Request containing the full order book snapshot.

header

required

35=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.

Hide repeating group

269 - MDEntryType

integer

required

Possible values:

0 : Bid
1 : Offer

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

278 - MDEntryID

string

required

Unique identifier for this market data entry. OrderID for the Level 3 subscription.

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

8=FIX.4.4|9=208|35=W|34=21|49=KRAKEN-MD|52=20230707-13:49:11.245|56=MYCOMPID|55=BTC/USD|262=3|268=2|269=1|278=O30300.0|270=30300.0|271=8.44867022|273=13:49:07.307|269=0|278=B30299.9|270=30299.9|271=0.67373926|273=13:49:10.179|10=254|

8=FIX.4.4|9=87775|35=W|34=2|49=KRAKEN-DRV-MD|52=20250304-15:25:09.911|56=MYCOMPID_DRV|55=PF_ETHUSD|262=1|268=10|269=1|278=00bf00ff-00bb-00f7-00ed-006f007f00de|270=2043.1|271=2.05|273=15:25:09.883|269=1|278=009e005a-00b9-0035-00ff-009e00ce007e|270=2043.9|271=2.05|273=15:25:09.767|...|10=000|

Trading

Market Data

Session

Market Data Snapshot Full Refresh