The MarketDataFeedTypes component is used to specify the different available feed types and sub-types, and additional market data feed related attributes, such as the market depth of the specified feed type.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 1141 | NumInGroup | The number of feed types and corresponding book depths associated with a security
| ||
| 1022 | String | Required if NoMDFeedTypes(1141) > 0
| ||
| 1683 | String | |||
| 264 | Int | Specifies the depth of book (or levels of market depth) for the feed type
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| 2563 | Int | Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified
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| 2564 | Int Enum | Conditionally required when MarketDataTimeInterval(2563) is specified
| ||
| 2565 | Int | Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified
| ||
| 2566 | Int Enum | Conditionally required when MDRecoveryTimeInterval(2565) is specified
| ||
| 1021 | Int Enum | |||
| 1173 | Int | |||
| 2567 | String | |||
| 2568 | String |