MarketDataRequest Message

<MktDataReq/>

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