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.
田畑
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Header
要求Y説明Standard header, with 35=W.
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MDReqID
要求Y説明The ID of the Market Data Request that triggered sending this snapshot.
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Symbol
要求Y説明The instrument symbol.
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NoMDEntries
要求Y説明The number of market data entries in this message.
- Begin Repeating Group
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MDEntryType
要求Y説明Supported values: 0 = Bid 1 = Ask 2 = Trade
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MDEntryPx
要求Y説明The market data entry price.
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MDEntrySize
要求Y説明The market data entry volume.
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SettlDate
要求Y説明The Settlement date expressed as YYYYMMDD. For example, “19701231” ³
- 鬼ごっこ278名前
MDEntryID
要求Y説明The unique ID for this market data.
- End Repeating Group
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Trailer
要求Y
