Message MarketDataRequest (V)

Some systems allow the transmission of real-time quote, order, trade and/or other price information on a subscription basis.

Added in protocol FIX.4.2

See in: FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = V Y FIX.4.2
262 MDReqID Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). Y FIX.4.2
263 SubscriptionRequestType SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. Y FIX.4.2
264 MarketDepth Y FIX.4.2
265 MDUpdateType Required if SubscriptionRequestType = Snapshot + Updates (1). FIX.4.2
266 AggregatedBook FIX.4.2
267 NoMDEntryTypes Number of MDEntryType (269) fields requested. Y FIX.4.2
269 MDEntryType Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving. Y FIX.4.2
146 NoRelatedSym Number of symbols requested. Y FIX.4.2
55 Symbol Must be the first field in the repeating group. Y FIX.4.2
65 SymbolSfx Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
48 SecurityID Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
22 IDSource Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
167 SecurityType Must be specified if a Future or Option. If a Future:Symbol, SecurityType, and MaturityMonthYear are required. If an Option:Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. FIX.4.2
200 MaturityMonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.2
205 MaturityDay Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.2
201 PutOrCall For Options. FIX.4.2
202 StrikePrice For Options. FIX.4.2
206 OptAttribute For Options. FIX.4.2
231 ContractMultiplier For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate For Fixed Income. FIX.4.2
207 SecurityExchange Can be used to identify the security. FIX.4.2
106 Issuer Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
348 EncodedIssuerLen Must be set if EncodedIssuer (349) field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.2
107 SecurityDesc Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
350 EncodedSecurityDescLen Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.2
336 TradingSessionID FIX.4.2
Block StandardTrailer Y FIX.4.2