This message is used to request for market data for specific instruments. This includes real-time quotes, orders, trades, trade volumes, open interest, or other price information on a subscription basis.
A market data feed may consist of both Market Data Snapshot Full Refresh <35=W> and Market Data Incremental Refresh <35=X> messages. SubscriptionRequestType (263) is used in the request to specify whether updates are required and to unsubscribe.
To specify which types of market data are required, include one or more MDEntryType (269)s in the request.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| Component | ||||
| 262 | String | |||
| 263 | Char Enum | |||
| 264 | Int | |||
| 265 | Int Enum | |||
| 266 | Boolean | |||
| 286 | MultipleStringValue Enum | |||
| 546 | MultipleStringValue Enum | |||
| 547 | Boolean | |||
| Component | ||||
| Component | ||||
| Component | ||||
| Component |