API documentation

Market Data Snapshot (W)

Market Data Snapshots (W) represent a full snapshot of the market for a given MDReqID (252). Each snapshot replaces all the market data related to that MDReqID, regardless of whether it was sent by a Market Data Snapshot or by a Market Data Incremental Refresh (X).

Market data within the snapshot is identified by MDEntryID (278). Previously published market data (such as quotes) not included in the snapshot are implicitly deleted.

Fields

TagNameReqDescription

Tag
Name
Header
ReqY
Description
Standard header, with 35=W.
Tag262
Name
MDReqID
ReqY
Description
The ID of the Market Data Request that triggered sending this snapshot.
Tag55
Name
Symbol
ReqY
Description
The instrument symbol.
Tag268
Name
NoMDEntries
ReqY
Description
The number of market data entries in this message.
Begin Repeating Group
Tag269
Name
MDEntryType
ReqY
Description
Supported values: 0 = Bid 1 = Ask 2 = Trade
Tag270
Name
MDEntryPx
ReqY
Description
The market data entry price.
Tag271
Name
MDEntrySize
ReqY
Description
The market data entry volume.
Tag64
Name
SettlDate
ReqY
Description
The Settlement date expressed as YYYYMMDD. For example, “19701231” ³
Tag278
Name
MDEntryID
ReqY
Description
The unique ID for this market data.
End Repeating Group
Tag
Name
Trailer
ReqY
Description

YRequired — include this field in every message.

NOptional — may be omitted.

N*Conditionally required — optional unless noted in Description (look for (*)).

Example message

Session

8=FIX.4.4|9=177|35=W|49=YOUR_SENDER_COMP_ID|56=OBERMIND|34=1|52=20260610-12:00:00.000|262=md-req-001|55=EUR/USD|268=your_nomdentries|269=0|270=1.0850|271=1000000|64=20260612|278=your_mdentryid|10=022|

No paired server response is generated for this message type in the docs examples.

Pipe format uses | between fields for readability. On the wire, replace each | with ASCII SOH (0x01), or switch to SOH (wire) and copy directly into your FIX API session.

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