| ID |
Name |
Abbr |
Presence |
Description |
| 1001 | StandardHeader | | required | SYNOPSIS:
The standard FIX message header
ELABORATION:
|
| 262 | MDReqID | |
required |
SYNOPSIS:
Unique identifier for Market Data Request
|
| 263 | SubscriptionRequestType | |
required |
SYNOPSIS:
Subscription Request Type
|
| 264 | MarketDepth | |
required |
SYNOPSIS:
Depth of market for Book Snapshot
|
| 265 | MDUpdateType | |
optional |
SYNOPSIS:
Specifies the type of Market Data update.
|
| 266 | AggregatedBook | |
optional |
SYNOPSIS:
Specifies whether or not book entries should be aggregated.
|
| 2033 | MDReqGrp | | required |
Number of MDEntryType fields requested.
|
| 2022 | InstrmtMDReqGrp | | required |
Number of symbols requested.
|
| 1002 | StandardTrailer | | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION:
|