(tag 35-MsgType=V)
This message maps to the MarketDataRequest template in the TCP Session Management SBE Schema.
| Tag | FIX Name | Type | Semantic Type | Valid Values | Description |
|---|---|---|---|---|---|
| 262 | MDReqID | uInt32 | int | Unique identifier for Market Data Request. Must be unique per session so it can be referenced in Request Ack or Request Reject responses from the exchange | |
| 263 | SubscriptionReqType | SubscriptionReqType | int | 0=Snapshot 1=Snapshot and updates 2=Disable previous subscription | Subscription Request Type indicates to the type of response expected |
| Repeating Group 1 | |||||
| 37022 | NoSecurityGroups | NuminGroup | Number of SecurityGroups specified in subscription request. Should be equal 0, when subscription is requested for all groups on the segment or individual Security IDs are listed in the criteria for subscription | ||
| →1151 | SecurityGroup | SecurityGroup | String | Security Group | |
| Repeating Group 2 | |||||
| 146 | NoRelatedSym | NuminGroup | Number of instruments requested. When NoSecurityGroups > 0 specified in the request, the NoRelatedSym should be equal 0 | ||
| →48 | SecurityID | Int32 | int | Security ID | |