Differences
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developers:fixapi.marketdatarequest [2025/08/14 12:26] – created rob | developers:fixapi.marketdatarequest [2025/08/14 12:29] (current) – rob | ||
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====== MarketData Request ====== | ====== MarketData Request ====== | ||
- | Subscribing to Streaming Data | + | **Subscribing to Streaming Data** |
----------------------------- | ----------------------------- | ||
Line 68: | Line 68: | ||
| 1070 | QuoteType | N | Obsolete. 1 = Ticks; 2 = Decimal | | | 1070 | QuoteType | N | Obsolete. 1 = Ticks; 2 = Decimal | | ||
| Standard Trailer | Y | | | | Standard Trailer | Y | | | ||
+ | |||
+ | Sample Messages | ||
+ | |||
+ | Subscribe to streaming data from a specific market | ||
+ | < | ||
+ | >> 10/10/2012 9:37:58 AM | ||
+ | [FIXMARKETDATAREQUEST] | ||
+ | [MsgSeqNum] 34 = 1891 | ||
+ | [SenderCompID] 49 = T4Example | ||
+ | [TargetCompID] 56 = T4 | ||
+ | [SendingTime] 52 = 20121010-14: | ||
+ | [MDReqID] 262 = md-10/ | ||
+ | [SubscriptionRequestType] 263 = 1 (SNAPSHOT_PLUS_UPDATES) | ||
+ | [MarketDepth] 264 = 10 | ||
+ | [MDUpdateType] 265 = 5 (SMART) | ||
+ | [NoMDEntryTypes] 267 = 3 | ||
+ | [MDEntryType] 269 = 0 (BID) | ||
+ | [MDEntryType] 269 = 1 (OFFER) | ||
+ | [MDEntryType] 269 = 2 (IMPLIED_BID) | ||
+ | [NoRelatedSym] 146 = 1 | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityID] 48 = CME_20121200_ESZ2 | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | </ | ||
+ | UnSubscribe from a currently streaming market | ||
+ | < | ||
+ | >> 10/10/2012 9:37:59 AM | ||
+ | [FIXMARKETDATAREQUEST] | ||
+ | [MsgSeqNum] 34 = 1892 | ||
+ | [SenderCompID] 49 = T4Example | ||
+ | [TargetCompID] 56 = T4 | ||
+ | [SendingTime] 52 = 20121010-14: | ||
+ | [MDReqID] 262 = md-10/ | ||
+ | [SubscriptionRequestType] 263 = 2 (DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST) | ||
+ | [MarketDepth] 264 = 10 | ||
+ | [MDUpdateType] 265 = 5 (SMART) | ||
+ | [NoMDEntryTypes] 267 = 3 | ||
+ | [MDEntryType] 269 = 0 (BID) | ||
+ | [MDEntryType] 269 = 1 (OFFER) | ||
+ | [MDEntryType] 269 = 2 (IMPLIED_BID) | ||
+ | [NoRelatedSym] 146 = 1 | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityID] 48 = CME_20121200_ESZ2 | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | </ | ||
+ | [[developers: | ||