Message
MarketDataSnapshotFullRefresh (W)
| ID | 30 |
| Abbr Name | MktDataFull |
| Pedigree | Added FIX.4.2 |
The Market Data messages are used as the response to a Market Data Request message.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = W | Added FIX.4.2 | ||
262 | Conditionally required if this message is in response to a Market Data Request. | Added FIX.4.2 | |||
Instrument | Y | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | Added FIX.4.3 | ||
UndInstrmtGrp | Number of underlyings | Added FIX.4.4 | |||
InstrmtLegGrp | Required for multileg quotes | Added FIX.4.4 | |||
291 | Added FIX.4.2 | ||||
292 | Added FIX.4.2 | ||||
451 | Added FIX.4.3 | ||||
MDFullGrp | Y | Number of entries following. | Added FIX.4.4 | ||
813 | Depth of application messages queued for transmission as of delivery of this message | Added FIX.4.4 | |||
814 | Action taken to resolve application queuing | Added FIX.4.4 | |||
StandardTrailer | Y | Added FIX.4.2 |
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