MDP 3.0 - Market Data Request

(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