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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