developers:fixapi.marketdatarequest

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developers:fixapi.marketdatarequest [2025/08/14 12:26] – created robdevelopers: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
 +<code>
 +>> 10/10/2012 9:37:58 AM   [FIXMARKETDATAREQUEST] 34=1891|49=T4Example|56=T4|52=20121010-14:37:58.720|262=md-10/10/2012 9:37:58 AM|263=1|264=10|265=5|1070=1|267=3|269=0|269=1|269=2|146=1|55=ES|48=CME_20121200_ESZ2|167=FUT|207=CME_Eq|
 +[FIXMARKETDATAREQUEST]
 +[MsgSeqNum] 34 = 1891
 +[SenderCompID] 49 = T4Example
 +[TargetCompID] 56 = T4
 +[SendingTime] 52 = 20121010-14:37:58.720
 +[MDReqID] 262 = md-10/10/2012 9:37:58 AM
 +[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
 +</code>
 +UnSubscribe from a currently streaming market
 +<code>
 +>> 10/10/2012 9:37:59 AM   [FIXMARKETDATAREQUEST] 34=1892|49=T4Example|56=T4|52=20121010-14:37:59.765|262=md-10/10/2012 9:37:59 AM|263=2|264=10|265=5|1070=1|267=3|269=0|269=1|269=2|146=1|55=ES|48=CME_20121200_ESZ2|167=FUT|207=CME_Eq|
 +[FIXMARKETDATAREQUEST]
 +[MsgSeqNum] 34 = 1892
 +[SenderCompID] 49 = T4Example
 +[TargetCompID] 56 = T4
 +[SendingTime] 52 = 20121010-14:37:59.765
 +[MDReqID] 262 = md-10/10/2012 9:37:59 AM
 +[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
 +</code>
 +[[developers:legacy_fix_api|T4 FIX API Home]]
  
  • developers/fixapi.marketdatarequest.1755174382.txt.gz
  • Last modified: 2025/08/14 12:26
  • by rob