Message
MarketDataRequest (V)
| ID | 29 |
| Abbr Name | MktDataReq |
| Pedigree | Added FIX.4.2, Updated EP190 |
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 MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set.
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(263) = 2(Disable previous Snapshot + Updates Request). | Added FIX.4.2 Updated EP190 | ||
263 | Y | SubscriptionRequestType(263) 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 counter party. | Added FIX.4.2 Updated EP190 | ||
Parties | Added EP-1 Updated EP190 | ||||
264 | Y | Added FIX.4.2 | |||
265 | Required if SubscriptionRequestType(263) = 1(Snapshot + Updates). | Added FIX.4.2 Updated EP190 | |||
266 | Added FIX.4.2 | ||||
286 | Can be used to clarify a request if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price). | Added FIX.4.3 Updated EP190 | |||
546 | Defines the scope(s) of the request | Added FIX.4.3 | |||
547 | Can be used when MarketDepth(254) >= 2 and MDUpdateType(265) = 1(Incremental Refresh). | Added FIX.4.3 Updated EP190 | |||
MDReqGrp | Y | Added FIX.4.4 Updated EP190 | |||
MarketSegmentScopeGrp | Can be used to limit the result set to the specified markets or market segments. | Added EP190 | |||
InstrmtMDReqGrp | Y | Added FIX.4.4 Updated EP190 | |||
TrdgSesGrp | Added FIX.4.4 Updated EP190 | ||||
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 | |||
1070 | Added EP-1 | ||||
2447 | Added EP190 | ||||
StandardTrailer | Y | Added FIX.4.2 |
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