MDP 3.0 - Market Data Replay Request for Futures and Options
- CME Group
The Market Data Replay Request (tag 35-MsgType=V) message is sent by the client system to request a range of messages for recovery. Required fields:
Tag | FIX Name | Valid Values | Format | Description |
|---|---|---|---|---|
35 | MsgType | V | Char (1) | Message Type. |
1180 | AppIID | String (5) | The channel ID from the XML Configuation file for which this request is made. | |
262 | MDReqID | String (32) | Unique identifier for Market Data Request. | |
1182 | ApplBeginSeqNo | SeqNum (9) | Message sequence number of the first message in range to be re-sent. If the request is for a single message, tag 1182-ApplBeginSeqNo and tag 1183-ApplEndSeqNo are the same. | |
1183 | ApplEndSeqNo | SeqNum (9) | Message sequence number of last message in range to be re-sent. The maximum number of messages that can be requested in a given request is 2000. |
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