FIX.Latest_EP287 Message

MarketDataRequest [type 'V']

<MktDataReq>

Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set.

Pedigree Added FIX.4.2 Updated EP190

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderHdrYMsgType = VAdded FIX.4.2
262MDReqIDReqIDYMust be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType(263) = 2(Disable previous Snapshot + Updates Request).Added FIX.4.2 Updated EP190
263SubscriptionRequestTypeSubReqTypYSubscriptionRequestType(263) 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.Added FIX.4.2 Updated EP190
ComponentPartiesPty Added EP-1 Updated EP190
264MarketDepthMktDepthYAdded FIX.4.2
265MDUpdateTypeUpdtTyp Required if SubscriptionRequestType(263) = 1(Snapshot + Updates).Added FIX.4.2 Updated EP190
266AggregatedBookAggBook Added FIX.4.2
286OpenCloseSettlFlagOpenClsSettlFlag Can be used to clarify a request if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price).Added FIX.4.3 Updated EP190
546ScopeScope Defines the scope(s) of the requestAdded FIX.4.3
547MDImplicitDeleteImplctDel Can be used when MarketDepth(254) >= 2 and MDUpdateType(265) = 1(Incremental Refresh).Added FIX.4.3 Updated EP190
ComponentMDReqGrpReqYAdded FIX.4.4 Updated EP190
ComponentMarketSegmentScopeGrpMktSegScope Can be used to limit the result set to the specified markets or market segments.Added EP190
ComponentInstrmtMDReqGrpInstReqYAdded FIX.4.4 Updated EP190
ComponentTrdgSesGrpTrdSes Added FIX.4.4 Updated EP190
815ApplQueueActionApplQuActn Action to take if application level queuing existsAdded FIX.4.4
812ApplQueueMaxApplQuMax Maximum application queue depth that must be exceeded before queuing action is taken.Added FIX.4.4
1070MDQuoteTypeMDQteTyp Added EP-1
2447FastMarketIndicatorFastMktInd Added EP190
ComponentStandardTrailerTrlrYAdded FIX.4.2