FIX.4.2 Message

MarketDataRequest [type 'V']

Some systems allow the transmission of real-time quote, order, trade and/or other price information on a subscription basis.


Added  FIX.4.2

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Field or ComponentField NameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = V

 
262MDReqID

Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).

 
263SubscriptionRequestType

SubcriptionRequestType 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.

 
264MarketDepth 
265MDUpdateType 

Required if SubscriptionRequestType = Snapshot + Updates (1).

 
266AggregatedBook  
Repeating Group 267NoMDEntryTypes

Number of MDEntryType fields requested.

 
269MDEntryType

Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving.

 
end Repeating Group
Repeating Group 146NoRelatedSym

Number of symbols requested.

 
55Symbol

Must be the first field in the repeating group.

 
65SymbolSfx 

Can be repeated multiple times if message is related to multiple symbols.

 
48SecurityID 

Can be repeated multiple times if message is related to multiple symbols.

 
22IDSource 

Can be repeated multiple times if message is related to multiple symbols.

 
167SecurityType 

Must be specified if a Future or Option. If a Future:Symbol, SecurityType, and MaturityMonthYear are required. If an Option:Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.

 
200MaturityMonthYear 

Specifiesthe month and year of maturity. Required if MaturityDay is specified.

 
205MaturityDay 

Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.

 
201PutOrCall 

For Options.

 
202StrikePrice 

For Options.

 
206OptAttribute 

For Options.

 
231ContractMultiplier 

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

 
223CouponRate 

For Fixed Income.

 
207SecurityExchange 

Can be used to identify the security.

 
106Issuer 

Can be repeated multiple times if message is related to multiple symbols.

 
348EncodedIssuerLen 

Must be set if EncodedIssuer field is specified and must immediately precede it.

 
349EncodedIssuer 

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

 
107SecurityDesc 

Can be repeated multiple times if message is related to multiple symbols.

 
350EncodedSecurityDescLen 

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

 
351EncodedSecurityDesc 

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

 
336TradingSessionID  
end Repeating Group
ComponentStandardTrailer