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
Int
1 = TopOfBook
3 = OrderDepth
1500
MDStreamID
Requested feed identificator.
55
Symbol
Requested symbol name.
268
NoMDEntries
Number of MDEntries following.
>269
MDEntryType
0 = Bid
1 = Offer
>270
MDEntryPx
Double
Price value, -1 means no valid price
>271
MDEntrySize
Size value, in the base currency units
Last updated 1 year ago