API documentation
Market Data
Messages
- V
Market Data Request (V)
The client may send a Market Data Request (35=V) in order to subscribe to market data updates.
- Y
Market Data Request Reject (Y)
The server may respond to Market Data Requests (35=V) with a rejection (35=Y). For example, if an unrecognized instrument was requested.
- W
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).
