| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| Component Block <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).
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| 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 |
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| 286 | OpenCloseSettlFlag | 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.
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 |
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"
| ||
|
711 | NoUnderlyings | N | Number of underlyings
| |
|
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Component Block <Underlying Instrument> | N | Must be provided if Number of underlyings > 0
| |
|
555 | NoLegs | N | Required for multileg quotes
| |
|
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Component Block <Instrument Leg> | N | Required for multileg quotes
For Swaps one leg is Buy and other leg is Sell
| |
| 386 | NoTradingSessions | N | Number of trading sessions for which the request is valid.
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336 | TradingSessionID | N |
| |
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625 | TradingSessionSubID | N |
| |
| 815 | ApplQueueAction | N | Action to take if application level queuing exists
| ||
| 812 | ApplQueueMax | N | Maximum application queue depth that must be exceeded before queuing action is taken.
| ||
| Component Block <Standard Trailer> | Y |
| |||
| XML DTD | |||||
| <!ENTITY % MktDataReqCustom "" > <!ENTITY % MktDataReqContent "MDReqID, SubReqTyp, MktDepth, MDUpdateTyp?, AggBook?, OpenClsSettlFlag?, Scope?, MDImplctDel?, MDReqGrp+, InstrmtMDReqGrp+, TrdgSesGrp*, ApplQuActn?, ApplQuMax? %MktDataReqCustom;" > <!ELEMENT MktDataReq (%MktDataReqContent;)> <!ATTLIST MktDataReq FIXMsgType_ENUM CDATA #FIXED "V" Category CDATA #FIXED "MarketData" FIXSpecVolume CDATA #FIXED 'Volume3' FullName CDATA #FIXED "MarketDataRequest" ComponentType CDATA #FIXED "Message" > | |||||