MarketDataSnapshotFullRefresh (W)

This message is sent to the client when new market data is available for one of the clients market data subscriptions.

Note that the message will contain either an order book update or trades. Any given message will not contain both.

TagNameReqTypeDescriptionExample
HeaderYMsgType='W'
262MDReqIDYStringMust refer to the MDReqID of the request.262=234dsj
55SymbolYStringSymbol Name55=BTC/USD
207SecurityExchangeYStringExchange Name207=huobi
268NoMdEntriesYNumInGroupNumber of entries in the order book
=> 269MDEntryTypeYcharMarket Data entry type:
   0 = Bid
   1 = Offer
   2 = Trade
   o = OHLCV
269=0
=> 270MDEntryPxYPricePrice level of the order book level270=14.948534
=> 271MDEntrySizeYQtyQuantity or volume represented by this entry.271=15.67
=> 272MDEntryDateYUTCDateOnlyDate of the order in the book - tag will only be present on the first entry in the repeating group.272=20210412
=> 273MDEntryTimeYUTCTimeOnlyTime of the order in the book - tag will only be present on the first entry in the repeating group.273=23:56:12.853647
=> 559SecurityListRequestTypeNintThe type/criteria of the request:
   6 = Spot
   7 = Futures
   8 = Swaps
Default is 6 if not provided.
559=6
TrailerY