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




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