| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 29 | V | MktDataReq |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.2 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | Hdr | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 262 | MDReqID | ReqID | required | SYNOPSIS:
Unique identifier for Market Data Request
|
| 263 | SubscriptionRequestType | SubReqTyp | required | SYNOPSIS:
Subscription Request Type
|
| 264 | MarketDepth | MktDepth | required | SYNOPSIS:
Depth of market for Book Snapshot
|
| 265 | MDUpdateType | UpdtTyp | optional | SYNOPSIS:
Specifies the type of Market Data update
|
| 266 | AggregatedBook | AggBook | optional | SYNOPSIS:
Specifies whether or not book entries should be aggregated.
|
| 286 | OpenCloseSettlFlag | OpenClsSettlFlag | optional | SYNOPSIS:
Flag that identifies a market data entry
(Prior to FIX 4.3 this field was of type char)
|
| 546 | Scope | Scope | optional | SYNOPSIS:
Defines the scope of a data element
|
| 547 | MDImplicitDelete | ImplctDel | optional | SYNOPSIS:
Defines how a server handles distribution of a truncated book. Defaults to broker option.
|
| 2033 | MDReqGrp | Req | required | SYNOPSIS: ELABORATION: |
| 2022 | InstrmtMDReqGrp | InstReq | required | SYNOPSIS: ELABORATION: |
| 2064 | TrdgSesGrp | TrdSes | optional | SYNOPSIS: ELABORATION: |
| 815 | ApplQueueAction | ApplQuActn | optional | SYNOPSIS:
Action to take to resolve an application message queue (backlog).
|
| 812 | ApplQueueMax | ApplQuMax | optional | SYNOPSIS:
Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue.
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |