| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Standard Header | Y | MsgType = V | ||
| 262 | MDReqID | Y | Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). | |
| 263 | SubscriptionRequestType | Y | 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. | |
| 264 | MarketDepth | Y | ||
| 265 | MDUpdateType | N | Required if SubscriptionRequestType = Snapshot + Updates (1). | |
| 266 | AggregatedBook | N | ||
| 286 | OpenCloseSettleFlag | N | Can be used to clarify a request if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). | |
| 546 | Scope | N | Defines the scope(s) of the request | |
| 547 | MDImplicitDelete | N | Can be used when MarketDepth >= 2 and MDUpdateType = Incremental Refresh(1). | |
| 267 | NoMDEntryTypes | Y | Number of MDEntryType fields requested. | |
| 269 | MDEntryType | Y | 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. |
| 146 | NoRelatedSym | Y | Number of symbols (instruments) requested. | |
| component block <Instrument> | Y | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | |
| 386 | NoTradingSessions | N | Number of trading sessions for which the request is valid. | |
| 336 | TradingSessionID | N | |
| 625 | TradingSessionSubID | N | |
| Standard Trailer | Y | |||