Used to return a snapshot of market prices
From a third-party FIX acceptor to the TT FIX Price Gateway
|Tag #||Field Name||Req’d||Data type||Comments|
|Component: Standard Header||Y||35=W (MsgType)|
Unique ID sent in the Market Data Request (V) message
The third party FIX acceptor must return this value in all responses associated with the initial request.
|Component: Instrument||Y||Instrument associated with this message|
|Component: NoMDEntriesSnapshotGroup||Y||Market data entries returned|
Total volume traded during the current trading session for this instrument.
Note: Include only in the first item in the repeating group.
Number of entries in this market data message
Type of market data returned
Values that will be sent are:
Price of the instrument associated with this entry
Interpret the value based on the entry type.
Quantity associated with the related instrument
Condition: Required when Tag 269 (MDEntryType) contains:
Position of the MD price level in relation to the best bid / best offer (1 being the best)
TT FIX Price Gateway expects the position of a bid or offer to be numbered from most competitive to least competitive, per market side, beginning with 1.
Condition: Required when Tag 269 (MDEntryType) is either 0 (bid), 1 (offer), Y (implied bid), or Z (implied offer)
Number of orders that comprise the quantity represented in Tag 271 (MDEntrySize) of this message.
Condition: Send when both of the following are true:
|Component: Standard Trailer||Y|
The Market Data Snapshot Full Refresh (W) message is used by a third-party FIX acceptor to respond to a Market Data Request (V).