Message
MarketDataRequest (V)
| ID | 29 |
| Abbr Name | MktDataReq |
| Pedigree | Added FIX.4.2 |
Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A Market Data Request is a general request for market data on specific securities or forex quotes.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = V | Added FIX.4.2 | ||
262 | Y | Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). | Added FIX.4.2 | ||
263 | Y | SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counterparty. | Added FIX.4.2 | ||
264 | Y | Added FIX.4.2 | |||
265 | Required if SubscriptionRequestType = Snapshot + Updates (1). | Added FIX.4.2 | |||
266 | Added FIX.4.2 | ||||
286 | Can be used to clarify a request if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). | Added FIX.4.3 | |||
546 | Defines the scope(s) of the request | Added FIX.4.3 | |||
547 | Can be used when MarketDepth >= 2 and MDUpdateType = Incremental Refresh(1). | Added FIX.4.3 | |||
MDReqGrp | Y | Number of MDEntryType fields requested. | Added FIX.4.4 | ||
InstrmtMDReqGrp | Y | Number of symbols (instruments) requested. | Added FIX.4.4 | ||
TrdgSesGrp | Number of trading sessions for which the request is valid. | Added FIX.4.4 | |||
815 | Action to take if application level queuing exists | Added FIX.4.4 | |||
812 | Maximum application queue depth that must be exceeded before queuing action is taken. | Added FIX.4.4 | |||
StandardTrailer | Y | Added FIX.4.2 |
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