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.

Tag

Name

Req

Type

Description

Example

Header

Y

MsgType='W'

262

MDReqID

Y

String

Must refer to the MDReqID of the request.

262=234dsj

55

Symbol

Y

String

Symbol Name

55=BTC/USD

207

SecurityExchange

Y

String

Exchange Name

207=huobi

268

NoMdEntries

Y

NumInGroup

Number of entries in the order book

=> 269

MDEntryType

Y

char

Market Data entry type:
   0 = Bid
   1 = Offer
   2 = Trade
   o = OHLCV

269=0

=> 270

MDEntryPx

Y

Price

Price level of the order book level

270=14.948534

=> 271

MDEntrySize

Y

Qty

Quantity or volume represented by this entry.

271=15.67

=> 272

MDEntryDate

Y

UTCDateOnly

Date of the order in the book - tag will only be present on the first entry in the repeating group.

272=20210412

=> 273

MDEntryTime

Y

UTCTimeOnly

Time of the order in the book - tag will only be present on the first entry in the repeating group.

273=23:56:12.853647

=> 559

SecurityListRequestType

N

int

The type/criteria of the request:
   6 = Spot
   7 = Futures
   8 = Swaps
Default is 6 if not provided.

559=6

Trailer

Y