MarketDataRequest
To enable/disable quotes streaming, client is expected to send an individual request per each instrument. Subscription is considered to be canceled after each disconnection.
MarketDataRequest message fields, Tag 35=V
Tag
Field Name
Required
Type
Comments
<Standard Header>
262
MDReqID
Y
String
User-defined value, unique per session.
1500
MDStreamID
Y
String
Custom identificator to define source feed. Please contact your manager to get actual list of available feeds and corresponding instruments.
263
SubscriptionRequestType
Y
Int
Request type enumeration, possible values are:
1 = Snapshot + Updates (Subscribe)
2 = Unsubscribe
264
MarketDepth
Y
Int
Depth of Market to subscribe
1 = TOP of the book
2 = Full book
265
MDUpdateType
Y
Int
0 = Full refresh
267
NoMDEntryTypes
Y
Int
Number of MDEntryTypes requested. Expected to be=2
>269
MDEntryType
Y
Int
0 = Bid
1 = Offer
146
NoRelatedSym
Y
Int
Number of instruments requested, must be = 1
>55
Symbol
Y
String
Instrument symbol to be quoted, e.g. BTC/USDT
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