Market Data Snapshot Full Refresh

FIX message providing a complete refresh of market data for a requested symbol.

The Market Data Snapshot Full Refresh message provides a complete refresh of market data for a requested symbol.

FIX Specification

header · required

MsgType W

262 - MDReqID · string · required

Refers to the MDReqID of the request.

55 - Symbol · string · required

Symbol updated by the Market Data Entry.

268 - NoMDEntries · integer · required

Number of entries following.

269 - MDEntryType · integer

Type of market data entry. Required if NoMDEntries(268) > 0.

Possible values:
• 0 : Bid
• 1 : Offer

270 - MDEntryPx · float · required

Price of the Market Data Entry.

271 - MDEntrySize · float · required

Quantity represented by the Market Data Entry.

272 - MDEntryDate · string · required

Date of Market Data Entry.

273 - MDEntryTime · string · required

Time of Market Data Entry.

trailer · required

Example

8=FIX.4.4|9=608|35=W|34=2|49={{ Customer }}|52=20220930-13:28:06.454|56=CUSTOMER_MD|55=ETH-USD|262=id-220929160342682-26|268=8|269=0|270=1320.43|271=1.00000000|272=20220930|273=13:28:06.401|269=0|270=1320.43|271=2.00000000|272=20220930|273=13:28:06.401|269=0|270=1320.43|271=5.00000000|272=20220930|273=13:28:06.401|269=0|270=1320.43|271=10.00000000|272=20220930|273=13:28:06.401|269=1|270=1323.42|271=1.00000000|272=20220930|273=13:28:06.401|269=1|270=1323.42|271=2.00000000|272=20220930|273=13:28:06.401|269=1|270=1323.42|271=5.00000000|272=20220930|273=13:28:06.401|269=1|270=1323.42|271=10.00000000|272=20220930|273=13:28:06.401|10=247|