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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.
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required
MsgType V
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string
required
Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType(263) = 2 (Disable previous Snapshot + Updates Request).
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integer
required
Subscription type for market data.
    Possible values:
  • 0 : Snapshot
  • 1 : Snapshot + Updates (Subscribe)
  • 2 : Unsubscribe
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integer
Depth of market for Book Snapshot / Incremental updates. Exactly one of tag 264 or tag 20020 must be specified.
    Possible values:
  • 0 : Full book depth
  • 1 : Top of book
  • 2 and above : Book depth (number of levels)
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integer
Type of liquidity to be included.
    Possible values:
  • 0 : Indicative
  • 1 : Tradeable (i.e., Firm)
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integer
A list of sizes to return price levels for. Used to ask for prices of aggregated sizes. Exactly one of tag 264 or tag 20020 must be specified. Only supported with MDUpdateType(265) = 0 (Full refresh).
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float
Identifies a single size bucket. Required if NoSizeBucketsSegments is used.
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string
required
The symbol of the currency pair to subscribe to. For example, BTC-USD.
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required