Used to request or manage subscriptions for market data
From the TT FIX Price Gateway to a third-party FIX acceptor
| Tag # | Field Name | Req’d | Data type | Comments | |
|---|---|---|---|---|---|
| Component: Standard Header | Y | 35=V (MsgType) | |||
| 262 | MDReqID | Y | String |
Unique ID for this request The third-party FIX acceptor must return this ID in all responses related to this request. |
|
| 263 | SubscriptionRequestType | Y | char |
Type of subscription TT FIX Price Gateway always sends 1 (subscription plus updates). |
|
| 264 | MarketDepth | Y | int |
Market depth to return in a snapshot TT FIX Price Gateway always sets this tag value to 20. |
|
| 265 | MDUpdateType | Y | int |
Type of market data messages the third-party FIX acceptor should send in response to the request TT FIX Price Gateway always sets this tag value to 1 (incremental refresh). |
|
| 266 | AggregatedBook | Y | Boolean |
TT FIX Price Gateway always sets this tag value to Y |
|
| 18214 | IncludeNumberOfOrders | Y | Boolean |
Whether or not to include the number of orders that comprise the quantity in aggregated depth and an indicator as to whether or not that number is exact TT FIX Price Gateway always sets the tag value to Y. |
|
| Component: NoRelatedSymMDRequestGroup | Y | Number of symbols (instruments) requested | |||
| 146 | NoRelatedSym | Y | NumInGroup |
Number of symbols (instruments) requested |
|
| 55 | Symbol | Y | String |
Exchange-provided product symbol for the tradable product |
|
| 48 | SecurityID | Y | String |
ID that uniquely identifies an instrument The value must match one of the IDs provided in response to the Security Definition Request (c) made at connection initiation. |
|
| Component: NoMDEntryTypesGroup | Y | Number of different Tag 269 (MDEntryType) fields in the request | |||
| 267 | NoMDEntryTypes | Y | int |
Number of MDEntryType fields in the group Note: TT FIX Price Gateway always requests all possible market data for an instrument, so the value will always be the number of supported values for tag 269 (MDEntryType). |
|
| 269 | MDEntryType | N | char |
Type of market data to request Values that will be sent are:
Note: When Tag 35 (MsgType) = V, Tag 269 must be the first tag in each MDEntry repeating group. |
|
| Component: Standard Trailer | Y | ||||
The Market Data Request (V) message is used by the TT FIX Price Gateway to request market data information from a third-party FIX acceptor.