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The Market Data Snapshot Full Refresh message provides a complete refresh of market data for a requested symbol.
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header
required
MsgType W
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262 - MDReqID
string
required
Refers to the MDReqID of the request.
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55 - Symbol
string
required
Symbol updated by the Market Data Entry.
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268 - NoMDEntries
integer
required
Number of entries following.
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269 - MDEntryType
integer
Type of market data entry. Required if NoMDEntries(268) > 0.
    Possible values:
  • 0 : Bid
  • 1 : Offer
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270 - MDEntryPx
float
required
Price of the Market Data Entry.
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271 - MDEntrySize
float
required
Quantity represented by the Market Data Entry.
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272 - MDEntryDate
string
required
Date of Market Data Entry.
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273 - MDEntryTime
string
required
Time of Market Data Entry.
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trailer
required