MarketDataSnapshotFullRefresh

Used for both top-of-the book and depth pricing.

MarketDataSnapshotFullRefresh message fields, Tag 35=W

Tag

Field Name

Required

Type

Comments

<Standard Header>

262

MDReqID

Y

String

MDReqID of the corresponding subscription.

1021

MDBookType

Y

Int

1 = TopOfBook

3 = OrderDepth

1500

MDStreamID

Y

String

Requested feed identificator.

55

Symbol

Y

String

Requested symbol name.

268

NoMDEntries

Y

Int

Number of MDEntries following.

>269

MDEntryType

Y

Int

0 = Bid

1 = Offer

>270

MDEntryPx

Y

Double

Price value, -1 means no valid price

>271

MDEntrySize

Y

Double

Size value, in the base currency units

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