| Tag | Field Name | Req'd | Comments |
|---|
| StandardHeader | | Yes |
MsgType = V
|
| 262 | MDReqID | Yes |
Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
|
| 263 | SubscriptionRequestType | Yes |
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 | Yes | |
| 265 | MDUpdateType | No | Required if SubscriptionRequestType = Snapshot + Updates (1).
|
| 266 | AggregatedBook | No | |
| 286 | OpenCloseSettlFlag | No |
Can be used to clarify a request if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
|
| 546 | Scope | No |
Defines the scope(s) of the request
|
| 547 | MDImplicitDelete | No |
Can be used when MarketDepth >= 2 and MDUpdateType = Incremental Refresh(1).
|
| MDReqGrp | | Yes |
Number of MDEntryType fields requested.
|
| InstrmtMDReqGrp | | Yes |
Number of symbols (instruments) requested.
|
| TrdgSesGrp | | No |
Number of trading sessions for which the request is valid.
|
| 815 | ApplQueueAction | No |
Action to take if application level queuing exists
|
| 812 | ApplQueueMax | No |
Maximum application queue depth that must be exceeded before queuing action is taken.
|
| 1070 | MDQuoteType | No | |
| StandardTrailer | | Yes | |