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.
क्षेत्र
- टैगनाम
Header
अनुरोधYविवरणStandard header, with 35=W.
- टैग262नाम
MDReqID
अनुरोधYविवरणThe ID of the Market Data Request that triggered sending this snapshot.
- टैग55नाम
Symbol
अनुरोधYविवरणThe instrument symbol.
- टैग268नाम
NoMDEntries
अनुरोधYविवरणThe number of market data entries in this message.
- Begin Repeating Group
- टैग269नाम
MDEntryType
अनुरोधYविवरणSupported values: 0 = Bid 1 = Ask 2 = Trade
- टैग270नाम
MDEntryPx
अनुरोधYविवरणThe market data entry price.
- टैग271नाम
MDEntrySize
अनुरोधYविवरणThe market data entry volume.
- टैग64नाम
SettlDate
अनुरोधYविवरणThe Settlement date expressed as YYYYMMDD. For example, “19701231” ³
- टैग278नाम
MDEntryID
अनुरोधYविवरणThe unique ID for this market data.
- End Repeating Group
- टैगनाम
Trailer
अनुरोधY
