Message MarketDataRequest (V)

Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A Market Data Request is a general request for market data on specific securities or forex quotes.

Added in protocol FIX.4.2

See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, 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
BlockRepeating Parties Insert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages FIX.5.0
264 MarketDepth Y FIX.4.2
265 MDUpdateType Required if SubscriptionRequestType = Snapshot + Updates (1). FIX.4.2
266 AggregatedBook FIX.4.2
286 OpenCloseSettlFlag Can be used to clarify a request if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). FIX.4.3
546 Scope Defines the scope(s) of the request FIX.4.3
547 MDImplicitDelete Can be used when MarketDepth >= 2 and MDUpdateType = Incremental Refresh(1). FIX.4.3
ImplicitBlockRepeating MDReqGrp Number of MDEntryType (269) fields requested. Y FIX.4.4
ImplicitBlockRepeating InstrmtMDReqGrp Number of symbols (instruments) requested. Y FIX.4.4
ImplicitBlockRepeating TrdgSesGrp Number of trading sessions for which the request is valid. FIX.4.4
815 ApplQueueAction Action to take if application level queuing exists FIX.4.4
812 ApplQueueMax Maximum application queue depth that must be exceeded before queuing action is taken. FIX.4.4
1070 MDQuoteType FIX.4.4
Block StandardTrailer Y FIX.4.2