Tag |
Field Name |
AbbrName |
Req'd |
Comments |
StandardHeader
|
|
Hdr |
Yes |
MsgType = V
|
262 |
MDReqID
|
ReqID |
Yes |
Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
|
263 |
SubscriptionRequestType
|
SubReqTyp |
Yes |
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 counter party.
|
Parties
|
|
Pty |
|
Insert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages |
264 |
MarketDepth
|
MktDepth |
Yes |
|
265 |
MDUpdateType
|
UpdtTyp |
|
Required if SubscriptionRequestType = Snapshot + Updates (1).
|
266 |
AggregatedBook
|
AggBook |
|
|
286 |
OpenCloseSettlFlag
|
OpenClsSettlFlag |
|
Can be used to clarify a request if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
|
546 |
Scope
|
Scope |
|
Defines the scope(s) of the request
|
547 |
MDImplicitDelete
|
ImplctDel |
|
Can be used when MarketDepth >= 2 and MDUpdateType = Incremental Refresh(1).
|
MDReqGrp
|
|
Req |
Yes |
Number of MDEntryType fields requested.
|
InstrmtMDReqGrp
|
|
InstReq |
Yes |
Number of symbols (instruments) requested.
|
TrdgSesGrp
|
|
TrdSes |
|
Number of trading sessions for which the request is valid.
|
815 |
ApplQueueAction
|
ApplQuActn |
|
Action to take if application level queuing exists
|
812 |
ApplQueueMax
|
ApplQuMax |
|
Maximum application queue depth that must be exceeded before queuing action is taken.
|
1070 |
MDQuoteType
|
MDQteTyp |
|
|
StandardTrailer
|
|
Trlr |
Yes |
|